Struct DatabentoFeedHandler 

pub struct DatabentoFeedHandler { /* private fields */ }

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

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

Crash Policy

This handler intentionally crashes on catastrophic feed issues rather than attempting recovery. If excessive buffering occurs (indicating severe feed misbehavior), the process will run out of memory and terminate. This is by design - such scenarios indicate fundamental problems that require external intervention.

Implementations

impl DatabentoFeedHandler

pub fn new( key: String, dataset: String, rx: UnboundedReceiver<LiveCommand>, tx: Sender<LiveMessage>, publisher_venue_map: IndexMap<PublisherId, Venue>, symbol_venue_map: Arc<RwLock<AHashMap<Symbol, Venue>>>, use_exchange_as_venue: bool, bars_timestamp_on_close: bool, reconnect_timeout_mins: Option<u64>, ) -> Self

Creates a new DatabentoFeedHandler instance.

Panics

Panics if exponential backoff creation fails (should never happen with valid hardcoded parameters).

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

Runs the feed handler main loop, processing commands and streaming market data.

Establishes a connection to the Databento LSG, subscribes to requested data feeds, and continuously processes incoming market data messages until shutdown.

Implements automatic reconnection with exponential backoff (1s to 60s with jitter). Each successful session resets the reconnection cycle, giving the next disconnect a fresh timeout window. Gives up after reconnect_timeout_mins if configured.

Errors

Returns an error if any client operation or message handling fails.

Trait Implementations

impl Debug for DatabentoFeedHandler

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

Formats the value using the given formatter.