pub struct DataEngineConfig {
pub time_bars_build_with_no_updates: bool,
pub time_bars_timestamp_on_close: bool,
pub time_bars_skip_first_non_full_bar: bool,
pub time_bars_interval_type: BarIntervalType,
pub time_bars_origins: HashMap<BarAggregation, Duration>,
pub validate_data_sequence: bool,
pub buffer_deltas: bool,
pub external_clients: Option<Vec<ClientId>>,
pub debug: bool,
}
Expand description
Configuration for DataEngine
instances.
Fields§
§time_bars_build_with_no_updates: bool
If time bar aggregators will build and emit bars with no new market updates.
time_bars_timestamp_on_close: bool
If time bar aggregators will timestamp ts_event
on bar close.
If False, then will timestamp on bar open.
time_bars_skip_first_non_full_bar: bool
If time bar aggregators will skip emitting a bar if the aggregation starts mid-interval.
time_bars_interval_type: BarIntervalType
Determines the type of interval used for time aggregation.
LeftOpen
: start time is excluded and end time is included (default).RightOpen
: start time is included and end time is excluded.
time_bars_origins: HashMap<BarAggregation, Duration>
A dictionary mapping time bar aggregations to their origin time offsets.
validate_data_sequence: bool
If data objects timestamp sequencing will be validated and handled.
buffer_deltas: bool
If order book deltas should be buffered until the F_LAST
flag is set for a delta.
external_clients: Option<Vec<ClientId>>
The client IDs declared for external stream processing. The data engine will not attempt to send data commands to these client IDs.
debug: bool
If debug mode is active (will provide extra debug logging).
Implementations§
Source§impl DataEngineConfig
impl DataEngineConfig
pub const fn new( time_bars_build_with_no_updates: bool, time_bars_timestamp_on_close: bool, time_bars_interval_type: BarIntervalType, time_bars_skip_first_non_full_bar: bool, time_bars_origins: HashMap<BarAggregation, Duration>, validate_data_sequence: bool, buffer_deltas: bool, external_clients: Option<Vec<ClientId>>, debug: bool, ) -> Self
Trait Implementations§
Source§impl Clone for DataEngineConfig
impl Clone for DataEngineConfig
Source§fn clone(&self) -> DataEngineConfig
fn clone(&self) -> DataEngineConfig
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source
. Read moreSource§impl Debug for DataEngineConfig
impl Debug for DataEngineConfig
Auto Trait Implementations§
impl Freeze for DataEngineConfig
impl RefUnwindSafe for DataEngineConfig
impl Send for DataEngineConfig
impl Sync for DataEngineConfig
impl Unpin for DataEngineConfig
impl UnwindSafe for DataEngineConfig
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
self
into a Left
variant of Either<Self, Self>
if into_left
is true
.
Converts self
into a Right
variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
self
into a Left
variant of Either<Self, Self>
if into_left(&self)
returns true
.
Converts self
into a Right
variant of Either<Self, Self>
otherwise. Read more