nautilus_databento::live

Struct DatabentoFeedHandler

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pub struct DatabentoFeedHandler { /* private fields */ }
Expand description

Handles a raw TCP data feed from the Databento LSG for a single dataset.

LiveCommand messages are recieved synchronously across a channel, decoded records are sent asynchronously on a tokio channel as LiveMessages back to a message processing task.

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impl DatabentoFeedHandler

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pub const fn new( key: String, dataset: String, rx: UnboundedReceiver<LiveCommand>, tx: Sender<LiveMessage>, publisher_venue_map: IndexMap<PublisherId, Venue>, ) -> Self

Creates a new DatabentoFeedHandler instance.

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pub async fn run(&mut self) -> Result<()>

Run the feed handler to begin listening for commands and processing messages.

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