Struct BacktestDataClient

pub struct BacktestDataClient {
    pub client_id: ClientId,
    pub venue: Venue,
    /* private fields */
}

Fields

client_id: ClientId

venue: Venue

Trait Implementations

impl DataClient for BacktestDataClient

fn subscribe(&mut self, _data_type: &DataType) -> Result<()>

Parse command and call specific function

fn client_id(&self) -> ClientId

fn venue(&self) -> Option<Venue>

fn start(&self)

fn stop(&self)

fn reset(&self)

fn dispose(&self)

fn is_connected(&self) -> bool

fn is_disconnected(&self) -> bool

fn subscribe_instruments(&mut self, _venue: Option<&Venue>) -> Result<()>

fn subscribe_instrument(&mut self, _instrument_id: &InstrumentId) -> Result<()>

fn subscribe_order_book_deltas( &mut self, _instrument_id: &InstrumentId, _book_type: BookType, _depth: Option<usize>, ) -> Result<()>

fn subscribe_order_book_snapshots( &mut self, instrument_id: &InstrumentId, book_type: BookType, depth: Option<usize>, ) -> Result<()>

fn subscribe_quote_ticks(&mut self, instrument_id: &InstrumentId) -> Result<()>

fn subscribe_trade_ticks(&mut self, instrument_id: &InstrumentId) -> Result<()>

fn subscribe_bars(&mut self, bar_type: &BarType) -> Result<()>

fn subscribe_instrument_status( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn subscribe_instrument_close( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn unsubscribe(&mut self, data_type: &DataType) -> Result<()>

fn unsubscribe_instruments(&mut self, venue: Option<&Venue>) -> Result<()>

fn unsubscribe_instrument(&mut self, instrument_id: &InstrumentId) -> Result<()>

fn unsubscribe_order_book_deltas( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn unsubscribe_order_book_snapshots( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn unsubscribe_quote_ticks( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn unsubscribe_trade_ticks( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn unsubscribe_bars(&mut self, bar_type: &BarType) -> Result<()>

fn unsubscribe_instrument_status( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn unsubscribe_instrument_close( &mut self, instrument_id: &InstrumentId, ) -> Result<()>

fn request_data(&self, request: DataRequest)

fn request_instruments( &self, correlation_id: UUID4, venue: Venue, start: Option<UnixNanos>, end: Option<UnixNanos>, ) -> Vec<InstrumentAny>

fn request_instrument( &self, correlation_id: UUID4, instrument_id: InstrumentId, start: Option<UnixNanos>, end: Option<UnixNanos>, ) -> InstrumentAny

fn request_order_book_snapshot( &self, correlation_id: UUID4, instrument_id: InstrumentId, depth: Option<usize>, ) -> Payload

fn request_quote_ticks( &self, correlation_id: UUID4, instrument_id: InstrumentId, start: Option<UnixNanos>, end: Option<UnixNanos>, limit: Option<usize>, ) -> Vec<QuoteTick>

fn request_trade_ticks( &self, correlation_id: UUID4, instrument_id: InstrumentId, start: Option<UnixNanos>, end: Option<UnixNanos>, limit: Option<usize>, ) -> Vec<TradeTick>

fn request_bars( &self, correlation_id: UUID4, bar_type: BarType, start: Option<UnixNanos>, end: Option<UnixNanos>, limit: Option<usize>, ) -> Vec<Bar>