Struct DatabentoDataClient 

pub struct DatabentoDataClient { /* private fields */ }

A Databento data client that combines live streaming and historical data functionality.

This client uses the existing DatabentoFeedHandler for live data subscriptions and DatabentoHistoricalClient for historical data requests. It supports multiple datasets simultaneously, with separate feed handlers per dataset.

Implementations

impl DatabentoDataClient

pub fn new( client_id: ClientId, config: DatabentoDataClientConfig, clock: &'static AtomicTime, ) -> Result<Self>

Creates a new DatabentoDataClient instance.

Errors

Returns an error if client creation or publisher configuration loading fails.

Trait Implementations

impl DataClient for DatabentoDataClient

fn client_id(&self) -> ClientId

Returns the client identifier.

fn venue(&self) -> Option<Venue>

Returns the venue associated with this client (None for multi-venue clients).

fn start(&mut self) -> Result<()>

Starts the data client.

Errors

Returns an error if the client fails to start.

fn stop(&mut self) -> Result<()>

Stops the data client and cancels all active subscriptions.

Errors

Returns an error if the client fails to stop cleanly.

fn is_connected(&self) -> bool

Returns whether the client is currently connected.

fn subscribe_quotes(&mut self, cmd: &SubscribeQuotes) -> Result<()>

Subscribes to quote tick data for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn subscribe_trades(&mut self, cmd: &SubscribeTrades) -> Result<()>

Subscribes to trade tick data for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn subscribe_book_deltas(&mut self, cmd: &SubscribeBookDeltas) -> Result<()>

Subscribes to order book delta updates for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn subscribe_instrument_status( &mut self, cmd: &SubscribeInstrumentStatus, ) -> Result<()>

Subscribes to instrument status updates for the specified instruments.

Errors

Returns an error if the subscription request fails.

fn reset(&mut self) -> Result<()>

Resets the data client to its initial state.

fn dispose(&mut self) -> Result<()>

Disposes of client resources and cleans up.

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects external API’s if needed.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects external API’s if needed.

fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.

fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> Result<()>

Unsubscribes from quote updates for the specified instrument.

fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> Result<()>

Unsubscribes from trade updates for the specified instrument.

fn unsubscribe_book_deltas(&mut self, cmd: &UnsubscribeBookDeltas) -> Result<()>

Unsubscribes from order book delta updates for the specified instrument.

fn unsubscribe_instrument_status( &mut self, cmd: &UnsubscribeInstrumentStatus, ) -> Result<()>

Unsubscribes from instrument status updates for the specified instrument.

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

Requests a list of instruments from the provider for a given venue.

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

Requests historical or streaming quote data for a specified instrument.

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

Requests historical or streaming trade data for a specified instrument.

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

Requests historical or streaming bar data for a specified instrument and bar type.

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

Subscribes to custom data types according to the command.

fn subscribe_instruments( &mut self, cmd: &SubscribeInstruments, ) -> Result<(), Error>

Subscribes to instruments list for the specified venue.

fn subscribe_instrument( &mut self, cmd: &SubscribeInstrument, ) -> Result<(), Error>

Subscribes to data for a single instrument.

fn subscribe_book_depth10( &mut self, cmd: &SubscribeBookDepth10, ) -> Result<(), Error>

Subscribes to top 10 order book depth updates for the specified instrument.

fn subscribe_book_snapshots( &mut self, cmd: &SubscribeBookSnapshots, ) -> Result<(), Error>

Subscribes to periodic order book snapshots for the specified instrument.

fn subscribe_mark_prices( &mut self, cmd: &SubscribeMarkPrices, ) -> Result<(), Error>

Subscribes to mark price updates for the specified instrument.

fn subscribe_index_prices( &mut self, cmd: &SubscribeIndexPrices, ) -> Result<(), Error>

Subscribes to index price updates for the specified instrument.

fn subscribe_funding_rates( &mut self, cmd: &SubscribeFundingRates, ) -> Result<(), Error>

Subscribes to funding rate updates for the specified instrument.

fn subscribe_bars(&mut self, cmd: &SubscribeBars) -> Result<(), Error>

Subscribes to bar updates of the specified bar type.

fn subscribe_instrument_close( &mut self, cmd: &SubscribeInstrumentClose, ) -> Result<(), Error>

Subscribes to instrument close events for the specified instrument.

fn subscribe_blocks(&mut self, cmd: &SubscribeBlocks) -> Result<(), Error>

Subscribes to blocks for a specified blockchain.

fn subscribe_pool(&mut self, cmd: &SubscribePool) -> Result<(), Error>

Subscribes to pool definition updates for a specified AMM pool.

fn subscribe_pool_swaps( &mut self, cmd: &SubscribePoolSwaps, ) -> Result<(), Error>

Subscribes to pool swaps for a specified AMM pool.

fn subscribe_pool_liquidity_updates( &mut self, cmd: &SubscribePoolLiquidityUpdates, ) -> Result<(), Error>

Subscribes to pool liquidity updates for a specified AMM pool.

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

Unsubscribes from custom data types according to the command.

fn unsubscribe_instruments( &mut self, cmd: &UnsubscribeInstruments, ) -> Result<(), Error>

Unsubscribes from instruments list for the specified venue.

fn unsubscribe_instrument( &mut self, cmd: &UnsubscribeInstrument, ) -> Result<(), Error>

Unsubscribes from data for the specified instrument.

fn unsubscribe_book_depth10( &mut self, cmd: &UnsubscribeBookDepth10, ) -> Result<(), Error>

Unsubscribes from top 10 order book depth updates for the specified instrument.

fn unsubscribe_book_snapshots( &mut self, cmd: &UnsubscribeBookSnapshots, ) -> Result<(), Error>

Unsubscribes from periodic order book snapshots for the specified instrument.

fn unsubscribe_mark_prices( &mut self, cmd: &UnsubscribeMarkPrices, ) -> Result<(), Error>

Unsubscribes from mark price updates for the specified instrument.

fn unsubscribe_index_prices( &mut self, cmd: &UnsubscribeIndexPrices, ) -> Result<(), Error>

Unsubscribes from index price updates for the specified instrument.

fn unsubscribe_funding_rates( &mut self, cmd: &UnsubscribeFundingRates, ) -> Result<(), Error>

Unsubscribes from funding rate updates for the specified instrument.

fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> Result<(), Error>

Unsubscribes from bar updates of the specified bar type.

fn unsubscribe_instrument_close( &mut self, cmd: &UnsubscribeInstrumentClose, ) -> Result<(), Error>

Unsubscribes from instrument close events for the specified instrument.

fn unsubscribe_blocks(&mut self, cmd: &UnsubscribeBlocks) -> Result<(), Error>

Unsubscribes from blocks for a specified blockchain.

fn unsubscribe_pool(&mut self, cmd: &UnsubscribePool) -> Result<(), Error>

Unsubscribes from pool definition updates for a specified AMM pool.

fn unsubscribe_pool_swaps( &mut self, cmd: &UnsubscribePoolSwaps, ) -> Result<(), Error>

Unsubscribes from swaps for a specified AMM pool.

fn unsubscribe_pool_liquidity_updates( &mut self, cmd: &UnsubscribePoolLiquidityUpdates, ) -> Result<(), Error>

Unsubscribes from pool liquidity updates for a specified AMM pool.

fn request_data(&self, request: &RequestCustomData) -> Result<(), Error>

Sends a custom data request to the provider.

fn request_instrument(&self, request: &RequestInstrument) -> Result<(), Error>

Requests detailed data for a single instrument.

fn request_book_snapshot( &self, request: &RequestBookSnapshot, ) -> Result<(), Error>

Requests a snapshot of the order book for a specified instrument.

impl Debug for DatabentoDataClient

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

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for DatabentoDataClient

type Target = DatabentoDataClient

The Python output type

type Output = Bound<'py, <DatabentoDataClient as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for DatabentoDataClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DatabentoDataClient

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<DatabentoDataClient>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a DatabentoDataClient

type Holder = Option<PyRef<'py, DatabentoDataClient>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut DatabentoDataClient

type Holder = Option<PyRefMut<'py, DatabentoDataClient>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyTypeInfo for DatabentoDataClient

const NAME: &'static str = "DatabentoDataClient"

Class name.

const MODULE: Option<&'static str> = ::core::option::Option::None

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for DatabentoDataClient