nautilus_data::client

Struct DataClientAdapter

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pub struct DataClientAdapter {
Show 14 fields
    pub client_id: ClientId,
    pub venue: Venue,
    pub handles_order_book_deltas: bool,
    pub handles_order_book_snapshots: bool,
    pub subscriptions_generic: HashSet<DataType>,
    pub subscriptions_order_book_delta: HashSet<InstrumentId>,
    pub subscriptions_order_book_snapshot: HashSet<InstrumentId>,
    pub subscriptions_quote_tick: HashSet<InstrumentId>,
    pub subscriptions_trade_tick: HashSet<InstrumentId>,
    pub subscriptions_bar: HashSet<BarType>,
    pub subscriptions_instrument_status: HashSet<InstrumentId>,
    pub subscriptions_instrument_close: HashSet<InstrumentId>,
    pub subscriptions_instrument: HashSet<InstrumentId>,
    pub subscriptions_instrument_venue: HashSet<Venue>,
    /* private fields */

}

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§client_id: ClientId§venue: Venue§handles_order_book_deltas: bool§handles_order_book_snapshots: bool§subscriptions_generic: HashSet<DataType>§subscriptions_order_book_delta: HashSet<InstrumentId>§subscriptions_order_book_snapshot: HashSet<InstrumentId>§subscriptions_quote_tick: HashSet<InstrumentId>§subscriptions_trade_tick: HashSet<InstrumentId>§subscriptions_bar: HashSet<BarType>§subscriptions_instrument_status: HashSet<InstrumentId>§subscriptions_instrument_close: HashSet<InstrumentId>§subscriptions_instrument: HashSet<InstrumentId>§subscriptions_instrument_venue: HashSet<Venue>

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impl DataClientAdapter

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pub fn new( client_id: ClientId, venue: Venue, handles_order_book_deltas: bool, handles_order_book_snapshots: bool, client: Box<dyn DataClient>, clock: Box<dyn Clock>, ) -> Self

Creates a new DataClientAdapter instance.

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pub fn through_execute(&self, command: SubscriptionCommand)

TODO: Decide whether to use mut references for subscription commands

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pub fn execute(&mut self, command: SubscriptionCommand)

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pub fn subscribe(&mut self, command: SubscriptionCommand)

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pub fn unsubscribe(&mut self, command: SubscriptionCommand)

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pub fn through_request(&self, req: DataRequest)

TODO: New clients implement a request pattern that does not return a DataResponse directly it internally uses a queue/channel to send back response

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pub fn request(&self, req: DataRequest) -> DataResponse

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pub fn handle_instrument( &self, instrument: InstrumentAny, correlation_id: UUID4, ) -> DataResponse

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pub fn handle_instruments( &self, venue: Venue, instruments: Vec<InstrumentAny>, correlation_id: UUID4, ) -> DataResponse

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pub fn handle_quote_ticks( &self, instrument_id: &InstrumentId, quotes: Vec<QuoteTick>, correlation_id: UUID4, ) -> DataResponse

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pub fn handle_trade_ticks( &self, instrument_id: &InstrumentId, trades: Vec<TradeTick>, correlation_id: UUID4, ) -> DataResponse

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pub fn handle_bars( &self, bar_type: &BarType, bars: Vec<Bar>, correlation_id: UUID4, ) -> DataResponse

Trait Implementations§

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impl Deref for DataClientAdapter

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type Target = Box<dyn DataClient>

The resulting type after dereferencing.
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fn deref(&self) -> &Self::Target

Dereferences the value.
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impl DerefMut for DataClientAdapter

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fn deref_mut(&mut self) -> &mut Self::Target

Mutably dereferences the value.

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