Struct EventBatchFeed 

pub struct EventBatchFeed<F, I = MarketEvent> { /* private fields */ }

Groups a fallible event cursor into complete timestamp batches.

Implementations

impl<F, I> EventBatchFeed<F, I>

pub fn new<E>(next_event: F, roles: SeriesRoles, series_rank: u32) -> Self

where F: FnMut() -> Result<Option<I>, E>, I: EventSourceItem,

impl<F, I, E> EventBatchFeed<F, I>

where F: FnMut() -> Result<Option<I>, E>, I: EventSourceItem,

pub fn next_timestamp_batch( &mut self, ) -> Result<Option<TimestampBatch>, EventBatchFeedError<E>>

Return the next complete timestamp batch.

Trait Implementations

impl<F, I, E> FallibleBatchFeed for EventBatchFeed<F, I>

where F: FnMut() -> Result<Option<I>, E>, I: EventSourceItem,

type Error = EventBatchFeedError<E>

fn next_batch(&mut self) -> Result<Option<TimestampBatch>, Self::Error>

Return every event at the next timestamp, or None at end of input.