databento_sandbox/
sandbox.rs

1use std::env;
2
3use databento::{
4    LiveClient,
5    dbn::{Dataset::GlbxMdp3, MboMsg, SType, Schema, TradeMsg},
6    live::Subscription,
7};
8use time::OffsetDateTime;
9
10#[tokio::main]
11async fn main() {
12    let mut client = LiveClient::builder()
13        .key(env::var("DATABENTO_API_KEY").unwrap())
14        .unwrap()
15        .dataset(GlbxMdp3)
16        .build()
17        .await
18        .unwrap();
19
20    client
21        .subscribe(
22            Subscription::builder()
23                .schema(Schema::Mbo)
24                .stype_in(SType::RawSymbol)
25                .symbols("ESM4")
26                .start(OffsetDateTime::from_unix_timestamp_nanos(0).unwrap())
27                .build(),
28        )
29        .await
30        .unwrap();
31
32    client.start().await.unwrap();
33
34    let mut count = 0;
35
36    while let Some(record) = client.next_record().await.unwrap() {
37        if let Some(msg) = record.get::<TradeMsg>() {
38            println!("{msg:#?}");
39        }
40        if let Some(msg) = record.get::<MboMsg>() {
41            println!(
42                "Received delta: {} {} flags={}",
43                count,
44                msg.hd.ts_event,
45                msg.flags.raw(),
46            );
47            count += 1;
48        }
49    }
50}
databento_sandbox/sandbox.rs

databento_sandbox/
sandbox.rs
