nautilus_common/clients/
data.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Data client trait definition.
17
18use async_trait::async_trait;
19use nautilus_model::identifiers::{ClientId, Venue};
20
21use super::log_not_implemented;
22use crate::messages::data::{
23    RequestBars, RequestBookDepth, RequestBookSnapshot, RequestCustomData, RequestFundingRates,
24    RequestInstrument, RequestInstruments, RequestQuotes, RequestTrades, SubscribeBars,
25    SubscribeBookDeltas, SubscribeBookDepth10, SubscribeCustomData, SubscribeFundingRates,
26    SubscribeIndexPrices, SubscribeInstrument, SubscribeInstrumentClose, SubscribeInstrumentStatus,
27    SubscribeInstruments, SubscribeMarkPrices, SubscribeQuotes, SubscribeTrades, UnsubscribeBars,
28    UnsubscribeBookDeltas, UnsubscribeBookDepth10, UnsubscribeCustomData, UnsubscribeFundingRates,
29    UnsubscribeIndexPrices, UnsubscribeInstrument, UnsubscribeInstrumentClose,
30    UnsubscribeInstrumentStatus, UnsubscribeInstruments, UnsubscribeMarkPrices, UnsubscribeQuotes,
31    UnsubscribeTrades,
32};
33#[cfg(feature = "defi")]
34use crate::messages::defi::{
35    RequestPoolSnapshot, SubscribeBlocks, SubscribePool, SubscribePoolFeeCollects,
36    SubscribePoolFlashEvents, SubscribePoolLiquidityUpdates, SubscribePoolSwaps, UnsubscribeBlocks,
37    UnsubscribePool, UnsubscribePoolFeeCollects, UnsubscribePoolFlashEvents,
38    UnsubscribePoolLiquidityUpdates, UnsubscribePoolSwaps,
39};
40
41/// Defines the interface for a data client, managing connections, subscriptions, and requests.
42///
43/// # Thread Safety
44///
45/// Client instances are not intended to be sent across threads. The `?Send` bound
46/// allows implementations to hold non-Send state for any Python interop.
47#[async_trait(?Send)]
48pub trait DataClient {
49    /// Returns the unique identifier for this data client.
50    fn client_id(&self) -> ClientId;
51
52    /// Returns the optional venue this client is associated with.
53    fn venue(&self) -> Option<Venue>;
54
55    /// Starts the data client.
56    ///
57    /// # Errors
58    ///
59    /// Returns an error if the operation fails.
60    fn start(&mut self) -> anyhow::Result<()>;
61
62    /// Stops the data client.
63    ///
64    /// # Errors
65    ///
66    /// Returns an error if the operation fails.
67    fn stop(&mut self) -> anyhow::Result<()>;
68
69    /// Resets the data client to its initial state.
70    ///
71    /// # Errors
72    ///
73    /// Returns an error if the operation fails.
74    fn reset(&mut self) -> anyhow::Result<()>;
75
76    /// Disposes of client resources and cleans up.
77    ///
78    /// # Errors
79    ///
80    /// Returns an error if the operation fails.
81    fn dispose(&mut self) -> anyhow::Result<()>;
82
83    /// Returns `true` if the client is currently connected.
84    fn is_connected(&self) -> bool;
85
86    /// Returns `true` if the client is currently disconnected.
87    fn is_disconnected(&self) -> bool;
88
89    /// Connects the client to the data provider.
90    ///
91    /// For live clients, this triggers the actual connection to external APIs.
92    /// For backtest clients, this is a no-op.
93    ///
94    /// # Errors
95    ///
96    /// Returns an error if the connection fails.
97    async fn connect(&mut self) -> anyhow::Result<()> {
98        Ok(())
99    }
100
101    /// Disconnects the client from the data provider.
102    ///
103    /// For live clients, this closes connections to external APIs.
104    /// For backtest clients, this is a no-op.
105    ///
106    /// # Errors
107    ///
108    /// Returns an error if the disconnection fails.
109    async fn disconnect(&mut self) -> anyhow::Result<()> {
110        Ok(())
111    }
112
113    /// Subscribes to custom data types according to the command.
114    ///
115    /// # Errors
116    ///
117    /// Returns an error if the subscribe operation fails.
118    fn subscribe(&mut self, cmd: &SubscribeCustomData) -> anyhow::Result<()> {
119        log_not_implemented(&cmd);
120        Ok(())
121    }
122
123    /// Subscribes to instruments list for the specified venue.
124    ///
125    /// # Errors
126    ///
127    /// Returns an error if the subscribe operation fails.
128    fn subscribe_instruments(&mut self, cmd: &SubscribeInstruments) -> anyhow::Result<()> {
129        log_not_implemented(&cmd);
130        Ok(())
131    }
132
133    /// Subscribes to data for a single instrument.
134    ///
135    /// # Errors
136    ///
137    /// Returns an error if the subscribe operation fails.
138    fn subscribe_instrument(&mut self, cmd: &SubscribeInstrument) -> anyhow::Result<()> {
139        log_not_implemented(&cmd);
140        Ok(())
141    }
142
143    /// Subscribes to order book delta updates for the specified instrument.
144    ///
145    /// # Errors
146    ///
147    /// Returns an error if the subscribe operation fails.
148    fn subscribe_book_deltas(&mut self, cmd: &SubscribeBookDeltas) -> anyhow::Result<()> {
149        log_not_implemented(&cmd);
150        Ok(())
151    }
152
153    /// Subscribes to top 10 order book depth updates for the specified instrument.
154    ///
155    /// # Errors
156    ///
157    /// Returns an error if the subscribe operation fails.
158    fn subscribe_book_depth10(&mut self, cmd: &SubscribeBookDepth10) -> anyhow::Result<()> {
159        log_not_implemented(&cmd);
160        Ok(())
161    }
162
163    /// Subscribes to quote updates for the specified instrument.
164    ///
165    /// # Errors
166    ///
167    /// Returns an error if the subscribe operation fails.
168    fn subscribe_quotes(&mut self, cmd: &SubscribeQuotes) -> anyhow::Result<()> {
169        log_not_implemented(&cmd);
170        Ok(())
171    }
172
173    /// Subscribes to trade updates for the specified instrument.
174    ///
175    /// # Errors
176    ///
177    /// Returns an error if the subscribe operation fails.
178    fn subscribe_trades(&mut self, cmd: &SubscribeTrades) -> anyhow::Result<()> {
179        log_not_implemented(&cmd);
180        Ok(())
181    }
182
183    /// Subscribes to mark price updates for the specified instrument.
184    ///
185    /// # Errors
186    ///
187    /// Returns an error if the subscribe operation fails.
188    fn subscribe_mark_prices(&mut self, cmd: &SubscribeMarkPrices) -> anyhow::Result<()> {
189        log_not_implemented(&cmd);
190        Ok(())
191    }
192
193    /// Subscribes to index price updates for the specified instrument.
194    ///
195    /// # Errors
196    ///
197    /// Returns an error if the subscribe operation fails.
198    fn subscribe_index_prices(&mut self, cmd: &SubscribeIndexPrices) -> anyhow::Result<()> {
199        log_not_implemented(&cmd);
200        Ok(())
201    }
202
203    /// Subscribes to funding rate updates for the specified instrument.
204    ///
205    /// # Errors
206    ///
207    /// Returns an error if the subscribe operation fails.
208    fn subscribe_funding_rates(&mut self, cmd: &SubscribeFundingRates) -> anyhow::Result<()> {
209        log_not_implemented(&cmd);
210        Ok(())
211    }
212
213    /// Subscribes to bar updates of the specified bar type.
214    ///
215    /// # Errors
216    ///
217    /// Returns an error if the subscribe operation fails.
218    fn subscribe_bars(&mut self, cmd: &SubscribeBars) -> anyhow::Result<()> {
219        log_not_implemented(&cmd);
220        Ok(())
221    }
222
223    /// Subscribes to status updates for the specified instrument.
224    ///
225    /// # Errors
226    ///
227    /// Returns an error if the subscribe operation fails.
228    fn subscribe_instrument_status(
229        &mut self,
230        cmd: &SubscribeInstrumentStatus,
231    ) -> anyhow::Result<()> {
232        log_not_implemented(&cmd);
233        Ok(())
234    }
235
236    /// Subscribes to instrument close events for the specified instrument.
237    ///
238    /// # Errors
239    ///
240    /// Returns an error if the subscription operation fails.
241    fn subscribe_instrument_close(&mut self, cmd: &SubscribeInstrumentClose) -> anyhow::Result<()> {
242        log_not_implemented(&cmd);
243        Ok(())
244    }
245
246    #[cfg(feature = "defi")]
247    /// Subscribes to blocks for a specified blockchain.
248    ///
249    /// # Errors
250    ///
251    /// Returns an error if the subscription operation fails.
252    fn subscribe_blocks(&mut self, cmd: &SubscribeBlocks) -> anyhow::Result<()> {
253        log_not_implemented(&cmd);
254        Ok(())
255    }
256
257    #[cfg(feature = "defi")]
258    /// Subscribes to pool definition updates for a specified AMM pool.
259    ///
260    /// # Errors
261    ///
262    /// Returns an error if the subscription operation fails.
263    fn subscribe_pool(&mut self, cmd: &SubscribePool) -> anyhow::Result<()> {
264        log_not_implemented(&cmd);
265        Ok(())
266    }
267
268    #[cfg(feature = "defi")]
269    /// Subscribes to pool swaps for a specified AMM pool.
270    ///
271    /// # Errors
272    ///
273    /// Returns an error if the subscription operation fails.
274    fn subscribe_pool_swaps(&mut self, cmd: &SubscribePoolSwaps) -> anyhow::Result<()> {
275        log_not_implemented(&cmd);
276        Ok(())
277    }
278
279    #[cfg(feature = "defi")]
280    /// Subscribes to pool liquidity updates for a specified AMM pool.
281    ///
282    /// # Errors
283    ///
284    /// Returns an error if the subscription operation fails.
285    fn subscribe_pool_liquidity_updates(
286        &mut self,
287        cmd: &SubscribePoolLiquidityUpdates,
288    ) -> anyhow::Result<()> {
289        log_not_implemented(&cmd);
290        Ok(())
291    }
292
293    #[cfg(feature = "defi")]
294    /// Subscribes to pool fee collects for a specified AMM pool.
295    ///
296    /// # Errors
297    ///
298    /// Returns an error if the subscription operation fails.
299    fn subscribe_pool_fee_collects(
300        &mut self,
301        cmd: &SubscribePoolFeeCollects,
302    ) -> anyhow::Result<()> {
303        log_not_implemented(&cmd);
304        Ok(())
305    }
306
307    #[cfg(feature = "defi")]
308    /// Subscribes to pool flash loan events for a specified AMM pool.
309    ///
310    /// # Errors
311    ///
312    /// Returns an error if the subscription operation fails.
313    fn subscribe_pool_flash_events(
314        &mut self,
315        cmd: &SubscribePoolFlashEvents,
316    ) -> anyhow::Result<()> {
317        log_not_implemented(&cmd);
318        Ok(())
319    }
320
321    /// Unsubscribes from custom data types according to the command.
322    ///
323    /// # Errors
324    ///
325    /// Returns an error if the unsubscribe operation fails.
326    fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> anyhow::Result<()> {
327        log_not_implemented(&cmd);
328        Ok(())
329    }
330
331    /// Unsubscribes from instruments list for the specified venue.
332    ///
333    /// # Errors
334    ///
335    /// Returns an error if the unsubscribe operation fails.
336    fn unsubscribe_instruments(&mut self, cmd: &UnsubscribeInstruments) -> anyhow::Result<()> {
337        log_not_implemented(&cmd);
338        Ok(())
339    }
340
341    /// Unsubscribes from data for the specified instrument.
342    ///
343    /// # Errors
344    ///
345    /// Returns an error if the unsubscribe operation fails.
346    fn unsubscribe_instrument(&mut self, cmd: &UnsubscribeInstrument) -> anyhow::Result<()> {
347        log_not_implemented(&cmd);
348        Ok(())
349    }
350
351    /// Unsubscribes from order book delta updates for the specified instrument.
352    ///
353    /// # Errors
354    ///
355    /// Returns an error if the unsubscribe operation fails.
356    fn unsubscribe_book_deltas(&mut self, cmd: &UnsubscribeBookDeltas) -> anyhow::Result<()> {
357        log_not_implemented(&cmd);
358        Ok(())
359    }
360
361    /// Unsubscribes from top 10 order book depth updates for the specified instrument.
362    ///
363    /// # Errors
364    ///
365    /// Returns an error if the unsubscribe operation fails.
366    fn unsubscribe_book_depth10(&mut self, cmd: &UnsubscribeBookDepth10) -> anyhow::Result<()> {
367        log_not_implemented(&cmd);
368        Ok(())
369    }
370
371    /// Unsubscribes from quote updates for the specified instrument.
372    ///
373    /// # Errors
374    ///
375    /// Returns an error if the unsubscribe operation fails.
376    fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> anyhow::Result<()> {
377        log_not_implemented(&cmd);
378        Ok(())
379    }
380
381    /// Unsubscribes from trade updates for the specified instrument.
382    ///
383    /// # Errors
384    ///
385    /// Returns an error if the unsubscribe operation fails.
386    fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> anyhow::Result<()> {
387        log_not_implemented(&cmd);
388        Ok(())
389    }
390
391    /// Unsubscribes from mark price updates for the specified instrument.
392    ///
393    /// # Errors
394    ///
395    /// Returns an error if the unsubscribe operation fails.
396    fn unsubscribe_mark_prices(&mut self, cmd: &UnsubscribeMarkPrices) -> anyhow::Result<()> {
397        log_not_implemented(&cmd);
398        Ok(())
399    }
400
401    /// Unsubscribes from index price updates for the specified instrument.
402    ///
403    /// # Errors
404    ///
405    /// Returns an error if the unsubscribe operation fails.
406    fn unsubscribe_index_prices(&mut self, cmd: &UnsubscribeIndexPrices) -> anyhow::Result<()> {
407        log_not_implemented(&cmd);
408        Ok(())
409    }
410
411    /// Unsubscribes from funding rate updates for the specified instrument.
412    ///
413    /// # Errors
414    ///
415    /// Returns an error if the unsubscribe operation fails.
416    fn unsubscribe_funding_rates(&mut self, cmd: &UnsubscribeFundingRates) -> anyhow::Result<()> {
417        log_not_implemented(&cmd);
418        Ok(())
419    }
420
421    /// Unsubscribes from bar updates of the specified bar type.
422    ///
423    /// # Errors
424    ///
425    /// Returns an error if the unsubscribe operation fails.
426    fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> anyhow::Result<()> {
427        log_not_implemented(&cmd);
428        Ok(())
429    }
430
431    /// Unsubscribes from instrument status updates for the specified instrument.
432    ///
433    /// # Errors
434    ///
435    /// Returns an error if the unsubscribe operation fails.
436    fn unsubscribe_instrument_status(
437        &mut self,
438        cmd: &UnsubscribeInstrumentStatus,
439    ) -> anyhow::Result<()> {
440        log_not_implemented(&cmd);
441        Ok(())
442    }
443
444    /// Unsubscribes from instrument close events for the specified instrument.
445    ///
446    /// # Errors
447    ///
448    /// Returns an error if the unsubscribe operation fails.
449    fn unsubscribe_instrument_close(
450        &mut self,
451        cmd: &UnsubscribeInstrumentClose,
452    ) -> anyhow::Result<()> {
453        log_not_implemented(&cmd);
454        Ok(())
455    }
456
457    #[cfg(feature = "defi")]
458    /// Unsubscribes from blocks for a specified blockchain.
459    ///
460    /// # Errors
461    ///
462    /// Returns an error if the subscription operation fails.
463    fn unsubscribe_blocks(&mut self, cmd: &UnsubscribeBlocks) -> anyhow::Result<()> {
464        log_not_implemented(&cmd);
465        Ok(())
466    }
467
468    #[cfg(feature = "defi")]
469    /// Unsubscribes from pool definition updates for a specified AMM pool.
470    ///
471    /// # Errors
472    ///
473    /// Returns an error if the subscription operation fails.
474    fn unsubscribe_pool(&mut self, cmd: &UnsubscribePool) -> anyhow::Result<()> {
475        log_not_implemented(&cmd);
476        Ok(())
477    }
478
479    #[cfg(feature = "defi")]
480    /// Unsubscribes from swaps for a specified AMM pool.
481    ///
482    /// # Errors
483    ///
484    /// Returns an error if the subscription operation fails.
485    fn unsubscribe_pool_swaps(&mut self, cmd: &UnsubscribePoolSwaps) -> anyhow::Result<()> {
486        log_not_implemented(&cmd);
487        Ok(())
488    }
489
490    #[cfg(feature = "defi")]
491    /// Unsubscribes from pool liquidity updates for a specified AMM pool.
492    ///
493    /// # Errors
494    ///
495    /// Returns an error if the subscription operation fails.
496    fn unsubscribe_pool_liquidity_updates(
497        &mut self,
498        cmd: &UnsubscribePoolLiquidityUpdates,
499    ) -> anyhow::Result<()> {
500        log_not_implemented(&cmd);
501        Ok(())
502    }
503
504    #[cfg(feature = "defi")]
505    /// Unsubscribes from pool fee collects for a specified AMM pool.
506    ///
507    /// # Errors
508    ///
509    /// Returns an error if the subscription operation fails.
510    fn unsubscribe_pool_fee_collects(
511        &mut self,
512        cmd: &UnsubscribePoolFeeCollects,
513    ) -> anyhow::Result<()> {
514        log_not_implemented(&cmd);
515        Ok(())
516    }
517
518    #[cfg(feature = "defi")]
519    /// Unsubscribes from pool flash loan events for a specified AMM pool.
520    ///
521    /// # Errors
522    ///
523    /// Returns an error if the subscription operation fails.
524    fn unsubscribe_pool_flash_events(
525        &mut self,
526        cmd: &UnsubscribePoolFlashEvents,
527    ) -> anyhow::Result<()> {
528        log_not_implemented(&cmd);
529        Ok(())
530    }
531
532    /// Sends a custom data request to the provider.
533    ///
534    /// # Errors
535    ///
536    /// Returns an error if the data request fails.
537    fn request_data(&self, request: RequestCustomData) -> anyhow::Result<()> {
538        log_not_implemented(&request);
539        Ok(())
540    }
541
542    /// Requests a list of instruments from the provider for a given venue.
543    ///
544    /// # Errors
545    ///
546    /// Returns an error if the instruments request fails.
547    fn request_instruments(&self, request: RequestInstruments) -> anyhow::Result<()> {
548        log_not_implemented(&request);
549        Ok(())
550    }
551
552    /// Requests detailed data for a single instrument.
553    ///
554    /// # Errors
555    ///
556    /// Returns an error if the instrument request fails.
557    fn request_instrument(&self, request: RequestInstrument) -> anyhow::Result<()> {
558        log_not_implemented(&request);
559        Ok(())
560    }
561
562    /// Requests a snapshot of the order book for a specified instrument.
563    ///
564    /// # Errors
565    ///
566    /// Returns an error if the book snapshot request fails.
567    fn request_book_snapshot(&self, request: RequestBookSnapshot) -> anyhow::Result<()> {
568        log_not_implemented(&request);
569        Ok(())
570    }
571
572    /// Requests historical or streaming quote data for a specified instrument.
573    ///
574    /// # Errors
575    ///
576    /// Returns an error if the quotes request fails.
577    fn request_quotes(&self, request: RequestQuotes) -> anyhow::Result<()> {
578        log_not_implemented(&request);
579        Ok(())
580    }
581
582    /// Requests historical or streaming trade data for a specified instrument.
583    ///
584    /// # Errors
585    ///
586    /// Returns an error if the trades request fails.
587    fn request_trades(&self, request: RequestTrades) -> anyhow::Result<()> {
588        log_not_implemented(&request);
589        Ok(())
590    }
591
592    /// Requests historical or streaming funding rate data for a specified instrument.
593    ///
594    /// # Errors
595    ///
596    /// Returns an error if the trades request fails.
597    fn request_funding_rates(&self, request: RequestFundingRates) -> anyhow::Result<()> {
598        log_not_implemented(&request);
599        Ok(())
600    }
601
602    /// Requests historical or streaming bar data for a specified instrument and bar type.
603    ///
604    /// # Errors
605    ///
606    /// Returns an error if the bars request fails.
607    fn request_bars(&self, request: RequestBars) -> anyhow::Result<()> {
608        log_not_implemented(&request);
609        Ok(())
610    }
611
612    /// Requests historical order book depth data for a specified instrument.
613    ///
614    /// # Errors
615    ///
616    /// Returns an error if the order book depths request fails.
617    fn request_book_depth(&self, request: RequestBookDepth) -> anyhow::Result<()> {
618        log_not_implemented(&request);
619        Ok(())
620    }
621
622    #[cfg(feature = "defi")]
623    /// Requests a snapshot of a specific AMM pool.
624    ///
625    /// # Errors
626    ///
627    /// Returns an error if the pool snapshot request fails.
628    fn request_pool_snapshot(&self, request: RequestPoolSnapshot) -> anyhow::Result<()> {
629        log_not_implemented(&request);
630        Ok(())
631    }
632}
nautilus_common/clients/data.rs

nautilus_common/clients/
data.rs
