pub trait DataClient {
Show 35 methods
// Required methods
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(&mut self, data_type: &DataType) -> Result<()>;
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>;
}Required Methods§
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
Sourcefn subscribe(&mut self, data_type: &DataType) -> Result<()>
fn subscribe(&mut self, data_type: &DataType) -> Result<()>
Parse command and call specific function