Struct DataEngine 

pub struct DataEngine { /* private fields */ }

Provides a high-performance DataEngine for all environments.

Implementations

impl DataEngine

pub fn new( clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, config: Option<DataEngineConfig>, ) -> Self

Creates a new DataEngine instance.

pub fn get_clock(&self) -> Ref<'_, dyn Clock>

Returns a read-only reference to the engines clock.

pub fn get_cache(&self) -> Ref<'_, Cache>

Returns a read-only reference to the engines cache.

pub fn register_catalog( &mut self, catalog: ParquetDataCatalog, name: Option<String>, )

Registers the catalog with the engine with an optional specific name.

Panics

Panics if a catalog with the same name has already been registered.

pub fn register_client( &mut self, client: DataClientAdapter, routing: Option<Venue>, )

Registers the client with the engine with an optional venue routing.

Panics

Panics if a client with the same client ID has already been registered.

pub fn deregister_client(&mut self, client_id: &ClientId)

Deregisters the client for the client_id.

Panics

Panics if the client ID has not been registered.

pub fn register_default_client(&mut self, client: DataClientAdapter)

Registers the data client with the engine as the default routing client.

When a specific venue routing cannot be found, this client will receive messages.

Warnings

Any existing default routing client will be overwritten.

Panics

Panics if a default client has already been registered.

pub fn start(&mut self)

Starts all registered data clients.

pub fn stop(&mut self)

Stops all registered data clients.

pub fn reset(&mut self)

Resets all registered data clients to their initial state.

pub fn dispose(&mut self)

Disposes the engine, stopping all clients and cancelling any timers.

pub fn check_connected(&self) -> bool

Returns true if all registered data clients are currently connected.

pub fn check_disconnected(&self) -> bool

Returns true if all registered data clients are currently disconnected.

pub fn registered_clients(&self) -> Vec<ClientId>

Returns a list of all registered client IDs, including the default client if set.

pub fn get_clients(&self) -> Vec<&DataClientAdapter>

pub fn get_clients_mut(&mut self) -> Vec<&mut DataClientAdapter>

pub fn get_client( &mut self, client_id: Option<&ClientId>, venue: Option<&Venue>, ) -> Option<&mut DataClientAdapter>

pub fn subscribed_custom_data(&self) -> Vec<DataType>

Returns all custom data types currently subscribed across all clients.

pub fn subscribed_instruments(&self) -> Vec<InstrumentId>

Returns all instrument IDs currently subscribed across all clients.

pub fn subscribed_book_deltas(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which book delta subscriptions exist.

pub fn subscribed_book_snapshots(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which book snapshot subscriptions exist.

pub fn subscribed_quotes(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which quote subscriptions exist.

pub fn subscribed_trades(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which trade subscriptions exist.

pub fn subscribed_bars(&self) -> Vec<BarType>

Returns all bar types currently subscribed across all clients.

pub fn subscribed_mark_prices(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which mark price subscriptions exist.

pub fn subscribed_index_prices(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which index price subscriptions exist.

pub fn subscribed_instrument_status(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which status subscriptions exist.

pub fn subscribed_instrument_close(&self) -> Vec<InstrumentId>

Returns all instrument IDs for which instrument close subscriptions exist.

pub fn subscribed_blocks(&self) -> Vec<Blockchain>

Returns all blockchains for which blocks subscriptions exist.

pub fn subscribed_pools(&self) -> Vec<Address>

Returns all pool addresses for which pool subscriptions exist.

pub fn subscribed_pool_swaps(&self) -> Vec<Address>

Returns all pool addresses for which swap subscriptions exist.

pub fn subscribed_pool_liquidity_updates(&self) -> Vec<Address>

Returns all pool addresses for which liquidity update subscriptions exist.

pub fn execute(&mut self, cmd: &DataCommand)

Executes a DataCommand by delegating to subscribe, unsubscribe, or request handlers.

Errors during execution are logged.

pub fn execute_subscribe(&mut self, cmd: &SubscribeCommand) -> Result<()>

Handles a subscribe command, updating internal state and forwarding to the client.

Errors

Returns an error if the subscription is invalid (e.g., synthetic instrument for book data), or if the underlying client operation fails.

pub fn execute_defi_subscribe( &mut self, cmd: &DefiSubscribeCommand, ) -> Result<()>

Handles a subscribe command, updating internal state and forwarding to the client.

Errors

Returns an error if the subscription is invalid (e.g., synthetic instrument for book data), or if the underlying client operation fails.

pub fn execute_unsubscribe(&mut self, cmd: &UnsubscribeCommand) -> Result<()>

Handles an unsubscribe command, updating internal state and forwarding to the client.

Errors

Returns an error if the underlying client operation fails.

pub fn execute_defi_unsubscribe( &mut self, cmd: &DefiUnsubscribeCommand, ) -> Result<()>

Handles an unsubscribe command, updating internal state and forwarding to the client.

Errors

Returns an error if the underlying client operation fails.

pub fn execute_request(&mut self, req: &RequestCommand) -> Result<()>

Sends a [RequestCommand] to a suitable data client implementation.

Errors

Returns an error if no client is found for the given client ID or venue, or if the client fails to process the request.

pub fn process(&mut self, data: &dyn Any)

Processes a dynamically-typed data message.

Currently supports InstrumentAny; unrecognized types are logged as errors.

pub fn process_data(&mut self, data: Data)

Processes a Data enum instance, dispatching to appropriate handlers.

pub fn process_defi_data(&mut self, data: DefiData)

Processes DeFi-specific data events.

pub fn response(&self, resp: DataResponse)

Processes a DataResponse, handling and publishing the response message.

Trait Implementations

impl Debug for DataEngine

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

Formats the value using the given formatter.