Struct DataEngine

pub struct DataEngine { /* private fields */ }

Provides a high-performance DataEngine for all environments.

Implementations

impl DataEngine

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

Creates a new DataEngine instance.

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

Provides read-only access to the cache.

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

Registers the given 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. TODO: change this to suit message bus behaviour

pub fn start(self)

pub fn stop(self)

pub fn reset(self)

pub fn dispose(self)

pub fn connect(&self)

pub fn disconnect(&self)

pub fn check_connected(&self) -> bool

pub fn check_disconnected(&self) -> bool

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

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

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

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

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

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

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

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

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

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

pub fn on_start(self)

pub fn on_stop(self)

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

Registers a new DataClientAdapter

Panics

This function panics:

• If a client with the same client ID has already been registered.

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

Deregisters a DataClientAdapter

Panics

This function panics:

• If a client with the same client ID has not been registered.

pub fn run(&mut self)

pub fn enqueue(&mut self, cmd: &dyn Any)

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

pub fn request(&self, req: DataRequest)

Sends a [DataRequest] to an endpoint that must be a data client implementation.

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

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

pub fn response(&self, resp: DataResponse)