Function init_market_stream 

pub async fn init_market_stream<Exchange, Instrument, Kind>(
    policy: ReconnectionBackoffPolicy,
    subscriber: Exchange::Subscriber,
    subscriptions: Vec<Subscription<Exchange, Instrument, Kind>>,
) -> Result<impl Stream<Item = MarketStreamResult<Instrument::Key, Kind::Event>>, DataError>
where
    Exchange: StreamSelector<Instrument, Kind>,
    Instrument: InstrumentData + Display,
    Kind: SubscriptionKind + Display,
    Subscription<Exchange, Instrument, Kind>: Identifier<Exchange::Channel> + Identifier<Exchange::Market>,

Initialises a reconnecting MarketStream using a collection of Subscriptions.

The provided ReconnectionBackoffPolicy dictates how the exponential backoff scales between reconnections.

The subscriber is cloned into the reconnect closure, so authenticated subscribers will have their credentials available on reconnection.

Errors

Returns the first initialisation’s error. A batch the venue did not fully acknowledge is DataError::SubscriptionsUnacknowledged, naming the subscriptions that received no acknowledgement.

Re-initialisation

When the stream ends it yields one reconnect::Event::Reconnecting and re-initialises with exponential backoff. Each failed attempt yields an Event::Item(Err(DataError::ReinitFailed)) counting consecutive failures; retrying continues until an attempt succeeds. Deciding when to give up, or to drop a subscription the venue no longer accepts, is the caller’s.