DataClientAdapter

nautilus_data::client

Struct DataClientAdapter 

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pub struct DataClientAdapter {
Show 22 fields
    pub client_id: ClientId,
    pub venue: Option<Venue>,
    pub handles_book_deltas: bool,
    pub handles_book_snapshots: bool,
    pub subscriptions_custom: AHashSet<DataType>,
    pub subscriptions_book_deltas: AHashSet<InstrumentId>,
    pub subscriptions_book_depth10: AHashSet<InstrumentId>,
    pub subscriptions_book_snapshots: AHashSet<InstrumentId>,
    pub subscriptions_quotes: AHashSet<InstrumentId>,
    pub subscriptions_trades: AHashSet<InstrumentId>,
    pub subscriptions_bars: AHashSet<BarType>,
    pub subscriptions_instrument_status: AHashSet<InstrumentId>,
    pub subscriptions_instrument_close: AHashSet<InstrumentId>,
    pub subscriptions_instrument: AHashSet<InstrumentId>,
    pub subscriptions_instrument_venue: AHashSet<Venue>,
    pub subscriptions_mark_prices: AHashSet<InstrumentId>,
    pub subscriptions_index_prices: AHashSet<InstrumentId>,
    pub subscriptions_funding_rates: AHashSet<InstrumentId>,
    pub subscriptions_blocks: AHashSet<Blockchain>,
    pub subscriptions_pools: AHashSet<InstrumentId>,
    pub subscriptions_pool_swaps: AHashSet<InstrumentId>,
    pub subscriptions_pool_liquidity_updates: AHashSet<InstrumentId>,
    /* private fields */

}
Expand description

Wraps a DataClient, managing subscription state and forwarding commands.

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§client_id: ClientId§venue: Option<Venue>§handles_book_deltas: bool§handles_book_snapshots: bool§subscriptions_custom: AHashSet<DataType>§subscriptions_book_deltas: AHashSet<InstrumentId>§subscriptions_book_depth10: AHashSet<InstrumentId>§subscriptions_book_snapshots: AHashSet<InstrumentId>§subscriptions_quotes: AHashSet<InstrumentId>§subscriptions_trades: AHashSet<InstrumentId>§subscriptions_bars: AHashSet<BarType>§subscriptions_instrument_status: AHashSet<InstrumentId>§subscriptions_instrument_close: AHashSet<InstrumentId>§subscriptions_instrument: AHashSet<InstrumentId>§subscriptions_instrument_venue: AHashSet<Venue>§subscriptions_mark_prices: AHashSet<InstrumentId>§subscriptions_index_prices: AHashSet<InstrumentId>§subscriptions_funding_rates: AHashSet<InstrumentId>§subscriptions_blocks: AHashSet<Blockchain>§subscriptions_pools: AHashSet<InstrumentId>§subscriptions_pool_swaps: AHashSet<InstrumentId>§subscriptions_pool_liquidity_updates: AHashSet<InstrumentId>

Implementations§

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impl DataClientAdapter

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

Creates a new DataClientAdapter with the given client and clock.

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pub fn get_client(&self) -> &Box<dyn DataClient>

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pub fn execute_subscribe(&mut self, cmd: &SubscribeCommand)

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pub fn execute_defi_subscribe(&mut self, cmd: &DefiSubscribeCommand)

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pub fn execute_unsubscribe(&mut self, cmd: &UnsubscribeCommand)

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pub fn execute_defi_unsubscribe(&mut self, cmd: &DefiUnsubscribeCommand)

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pub fn subscribe(&mut self, cmd: &SubscribeCustomData) -> Result<()>

Subscribes to a custom data type, updating internal state and forwarding to the client.

§Errors

Returns an error if the underlying client subscribe operation fails.

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pub fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> Result<()>

Unsubscribes from a custom data type, updating internal state and forwarding to the client.

§Errors

Returns an error if the underlying client unsubscribe operation fails.

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pub fn request_data(&self, req: &RequestCustomData) -> Result<()>

Sends a data request to the underlying client.

§Errors

Returns an error if the client request fails.

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pub fn request_instrument(&self, req: &RequestInstrument) -> Result<()>

Sends a single instrument request to the client.

§Errors

Returns an error if the client fails to process the request.

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pub fn request_instruments(&self, req: &RequestInstruments) -> Result<()>

Sends a batch instruments request to the client.

§Errors

Returns an error if the client fails to process the request.

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pub fn request_quotes(&self, req: &RequestQuotes) -> Result<()>

Sends a quotes request for a given instrument.

§Errors

Returns an error if the client fails to process the quotes request.

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pub fn request_trades(&self, req: &RequestTrades) -> Result<()>

Sends a trades request for a given instrument.

§Errors

Returns an error if the client fails to process the trades request.

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pub fn request_bars(&self, req: &RequestBars) -> Result<()>

Sends a bars request for a given instrument and bar type.

§Errors

Returns an error if the client fails to process the bars request.

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pub fn request_book_depth(&self, req: &RequestBookDepth) -> Result<()>

Sends an order book depths request for a given instrument.

§Errors

Returns an error if the client fails to process the order book depths request.

Trait Implementations§

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impl Debug for DataClientAdapter

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

Formats the value using the given formatter. Read more
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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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