Struct DynamicStreams 

pub struct DynamicStreams<InstrumentKey> {
    pub trades: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, PublicTrade>>>,
    pub l1s: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookL1>>>,
    pub l2s: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookEvent>>>,
    pub liquidations: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Liquidation>>>,
    pub candles: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Candle>>>,
}

Fields

trades: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, PublicTrade>>>

l1s: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookL1>>>

l2s: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookEvent>>>

liquidations: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Liquidation>>>

candles: VecMap<ExchangeId, UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Candle>>>

Implementations

impl<InstrumentKey> DynamicStreams<InstrumentKey>

pub async fn init<SubBatchIter, SubIter, Sub, Instrument>( subscription_batches: SubBatchIter, ) -> Result<Self, DataError>

where SubBatchIter: IntoIterator<Item = SubIter>, SubIter: IntoIterator<Item = Sub>, Sub: Into<Subscription<ExchangeId, Instrument, SubKind>>, Instrument: InstrumentData<Key = InstrumentKey> + Ord + Display + 'static, InstrumentKey: Debug + Clone + PartialEq + Send + Sync + 'static, Subscription<BinanceSpot, Instrument, PublicTrades>: Identifier<BinanceMarket>, Subscription<BinanceSpot, Instrument, OrderBooksL1>: Identifier<BinanceMarket>, Subscription<BinanceSpot, Instrument, OrderBooksL2>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsd, Instrument, PublicTrades>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsd, Instrument, OrderBooksL1>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsd, Instrument, OrderBooksL2>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsdMarket, Instrument, Liquidations>: Identifier<BinanceMarket>, Subscription<BinanceSpot, Instrument, Candles>: Identifier<BinanceMarket>, Subscription<BinanceFuturesUsdMarket, Instrument, Candles>: Identifier<BinanceMarket>, Subscription<Bitfinex, Instrument, PublicTrades>: Identifier<BitfinexMarket>, Subscription<Bitmex, Instrument, PublicTrades>: Identifier<BitmexMarket>, Subscription<BybitSpot, Instrument, PublicTrades>: Identifier<BybitMarket>, Subscription<BybitSpot, Instrument, OrderBooksL1>: Identifier<BybitMarket>, Subscription<BybitSpot, Instrument, OrderBooksL2>: Identifier<BybitMarket>, Subscription<BybitPerpetualsUsd, Instrument, PublicTrades>: Identifier<BybitMarket>, Subscription<BybitPerpetualsUsd, Instrument, OrderBooksL1>: Identifier<BybitMarket>, Subscription<BybitPerpetualsUsd, Instrument, OrderBooksL2>: Identifier<BybitMarket>, Subscription<Coinbase, Instrument, PublicTrades>: Identifier<CoinbaseMarket>, Subscription<GateioSpot, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioFuturesUsd, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioFuturesBtc, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioPerpetualsUsd, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioPerpetualsBtc, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<GateioOptions, Instrument, PublicTrades>: Identifier<GateioMarket>, Subscription<Kraken, Instrument, PublicTrades>: Identifier<KrakenMarket>, Subscription<Kraken, Instrument, OrderBooksL1>: Identifier<KrakenMarket>, Subscription<Okx, Instrument, PublicTrades>: Identifier<OkxMarket>,

Initialise a set of Streams by providing one or more Subscription batches.

Each batch (ie/ impl Iterator<Item = Subscription>) will initialise at-least-one WebSocket Stream under the hood. If the batch contains more-than-one ExchangeId and/or SubKind, it will be further split under the hood for compile-time reasons.

Examples

Please see rustrade-data-rs/examples/dynamic_multi_stream_multi_exchange.rs for a comprehensive example of how to use this market data stream initialiser.

pub fn select_trades( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, PublicTrade>>>

Remove an exchange PublicTrade Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_trades( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, PublicTrade>>>

Select and merge every exchange PublicTrade Stream using SelectAll.

pub fn select_l1s( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookL1>>>

Remove an exchange OrderBookL1 Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_l1s( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookL1>>>

Select and merge every exchange OrderBookL1 Stream using SelectAll.

pub fn select_l2s( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookEvent>>>

Remove an exchange OrderBookEvent Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_l2s( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, OrderBookEvent>>>

Select and merge every exchange OrderBookEvent Stream using SelectAll.

pub fn select_liquidations( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Liquidation>>>

Remove an exchange Liquidation Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

pub fn select_all_liquidations( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Liquidation>>>

Select and merge every exchange Liquidation Stream using SelectAll.

pub fn select_candles( &mut self, exchange: ExchangeId, ) -> Option<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Candle>>>

Remove an exchange Candle Stream from the DynamicStreams collection.

Note that calling this method will permanently remove this Stream from Self.

Mixed intervals

DynamicStreams keys candle streams by ExchangeId only, so subscribing to multiple intervals on one exchange (e.g. Candles { Min1 } + Candles { Hour1 } on BinanceSpot) merges them into this single per-exchange stream. Each distinct interval is a separate upstream WebSocket subscription (mind venue per-connection stream limits at high symbol × interval fan-out). Because Candle carries no interval field, a consumer mixing intervals must recover it from close_time spacing or the originating subscription; if per-interval routing matters, use the typed Streams builder with one StreamSelector per interval.

pub fn select_all_candles( &mut self, ) -> SelectAll<UnboundedReceiverStream<MarketStreamResult<InstrumentKey, Candle>>>

Select and merge every exchange Candle Stream using SelectAll.

See select_candles for how multiple intervals on one exchange are merged — the merged Candles carry no interval to disambiguate them.

pub fn select_all<Output>(self) -> impl Stream<Item = Output>

where InstrumentKey: Send + 'static, Output: 'static, MarketStreamResult<InstrumentKey, PublicTrade>: Into<Output>, MarketStreamResult<InstrumentKey, OrderBookL1>: Into<Output>, MarketStreamResult<InstrumentKey, OrderBookEvent>: Into<Output>, MarketStreamResult<InstrumentKey, Liquidation>: Into<Output>, MarketStreamResult<InstrumentKey, Candle>: Into<Output>,

Select and merge every exchange Stream for every data type using select_all

Note that using MarketStreamResult<Instrument, DataKind> as the Output is suitable for most use cases.

Trait Implementations

impl<InstrumentKey: Debug> Debug for DynamicStreams<InstrumentKey>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.