nautilus_data::engine

Struct DataEngine

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pub struct DataEngine { /* private fields */ }

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impl DataEngine

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

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

Register 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

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pub fn start(self)

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pub fn stop(self)

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pub fn reset(self)

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pub fn dispose(self)

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pub fn connect(&self)

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pub fn disconnect(&self)

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pub fn check_connected(&self) -> bool

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pub fn check_disconnected(&self) -> bool

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

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

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

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

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

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

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

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

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

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

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pub fn on_start(self)

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pub fn on_stop(self)

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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.
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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.
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pub fn execute(&mut self, msg: &dyn Any)

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pub fn request(&self, req: DataRequest)

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

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

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

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pub fn response(&self, resp: DataResponse)

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