Struct DataActorCore 

pub struct DataActorCore {
    pub actor_id: ActorId,
    pub config: DataActorConfig,
    /* private fields */
}

Core functionality for all actors.

Fields

actor_id: ActorId

The actor identifier.

config: DataActorConfig

The actors configuration.

Implementations

impl DataActorCore

pub fn new(config: DataActorConfig) -> Self

Creates a new DataActorCore instance.

pub fn registered_indicators(&self) -> Vec<SharedActorIndicator>

Returns the registered indicators.

pub fn indicators_initialized(&self) -> Result<bool>

Returns whether all registered indicators are initialized.

Errors

Returns an error if a registered indicator cannot report readiness.

pub fn register_indicator_for_quote_ticks( &mut self, instrument_id: InstrumentId, indicator: SharedActorIndicator, )

Registers an indicator to receive quote ticks for an instrument.

pub fn register_indicator_for_trade_ticks( &mut self, instrument_id: InstrumentId, indicator: SharedActorIndicator, )

Registers an indicator to receive trade ticks for an instrument.

pub fn register_indicator_for_bars( &mut self, bar_type: BarType, indicator: SharedActorIndicator, )

Registers an indicator to receive bars for a bar type.

pub fn mem_address(&self) -> String

Returns the memory address of this instance as a hexadecimal string.

pub fn state(&self) -> ComponentState

Returns the actors state.

pub fn trader_id(&self) -> Option<TraderId>

Returns the trader ID this actor is registered to.

pub fn actor_id(&self) -> ActorId

Returns the actors ID.

pub fn timestamp_ns(&self) -> UnixNanos

Returns a UNIX nanoseconds timestamp from the actor’s internal clock.

pub fn register( &mut self, trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Result<()>

Register the data actor with a trader.

Errors

Returns an error if the actor has already been registered with a trader or if the provided dependencies are invalid.

pub fn register_warning_event(&mut self, event_type: &str)

Register an event type for warning log levels.

pub fn deregister_warning_event(&mut self, event_type: &str)

Deregister an event type from warning log levels.

pub fn message_bus(&self) -> Rc<PyMessageBusScope>

Returns this component’s shared Python message-bus state.

pub fn is_registered(&self) -> bool

pub fn shutdown_system(&self, reason: Option<String>)

Sends a shutdown command to the system with an optional reason.

Panics

Panics if the actor is not registered or has no trader ID.

pub fn publish_data(&self, data_type: &DataType, data: &CustomData)

Publishes data on the message bus under the topic derived from data_type.

data_type is kept as an explicit parameter (rather than deriving it from data.data_type) to mirror the v1 Python publish_data(data_type, data) API and to allow callers to override the routing topic from the payload’s intrinsic type.

Panics

Panics if the actor is not registered with a trader.

pub fn publish_signal(&self, name: &str, value: String, ts_event: UnixNanos)

Publishes a Signal constructed from name and value, wrapped in [CustomData] so it is consumed by signal subscribers and by any CustomData-aware pipeline (for example the feather persistence writer).

The topic mirrors the v1 Python scheme data.Signal<TitleName> so subscribers using either a specific name or the global wildcard are both notified. If ts_event is zero then the current clock timestamp is used.

Panics

Panics if the actor is not registered with a trader.

pub fn add_synthetic(&self, synthetic: SyntheticInstrument) -> Result<()>

Adds the synthetic instrument to the cache.

Errors

Returns an error if a synthetic with the same ID already exists, or if the backing cache fails to persist it. Panics if the actor is not registered with a trader. // panics-doc-ok

pub fn update_synthetic(&self, synthetic: SyntheticInstrument) -> Result<()>

Updates the synthetic instrument in the cache, replacing the existing entry.

Errors

Returns an error if no synthetic with the same ID already exists, or if the backing cache fails to persist the replacement. Panics if the actor is not registered with a trader. // panics-doc-ok

pub fn subscribe_data( &mut self, handler: ShareableMessageHandler, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to data.

Panics

Panics if the actor is not properly registered.

pub fn subscribe_signal( &mut self, handler: ShareableMessageHandler, name: &str, priority: Option<u32>, )

Subscribes the actor to signal.

An empty name subscribes to every signal via the data.Signal* wildcard pattern.

Panics

Panics if the actor is not registered with a trader.

pub fn subscribe_queue_state( &mut self, handler: ShareableMessageHandler, channel: Option<SystemChannel>, priority: Option<u32>, )

Registers a queue state change subscription from the trait.

Panics

Panics if the actor is not registered with a trader.

pub fn subscribe_socket_state( &mut self, handler: ShareableMessageHandler, client_id: Option<ClientId>, endpoint: Option<&str>, priority: Option<u32>, )

Registers a socket state change subscription from the trait.

Panics

Panics if the actor is not registered with a trader.

pub fn subscribe_quotes( &mut self, handler: TypedHandler<QuoteTick>, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to quotes.

Errors

Returns an error if:

• The list is empty.
• The IDs span venues without an explicit client.
• The client is not external and the list mixes client, synthetic, or spread quote routes.

pub fn subscribe_instruments( &mut self, pattern: MStr<Pattern>, handler: TypedHandler<InstrumentAny>, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to instruments.

pub fn subscribe_instrument( &mut self, handler: TypedHandler<InstrumentAny>, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to instrument.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.
• The client is not external and the list contains multiple IDs with a synthetic member.

pub fn subscribe_book_deltas( &mut self, handler: TypedHandler<OrderBookDeltas>, instrument_ids: impl IntoInstrumentIds, book_type: BookType, depth: Option<NonZeroUsize>, client_id: Option<ClientId>, managed: bool, params: Option<Params>, ) -> Result<()>

Subscribes the actor to book deltas.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.
• The client is not external and the list contains multiple IDs with a synthetic member.

pub fn subscribe_book_depth( &mut self, handler: TypedHandler<OrderBookDepth>, instrument_ids: impl IntoInstrumentIds, book_type: BookType, depth: Option<NonZeroUsize>, client_id: Option<ClientId>, managed: bool, params: Option<Params>, ) -> Result<()>

Subscribes the actor to book depth.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.
• The client is not external and the list contains multiple IDs with a synthetic member.

pub fn subscribe_book_at_interval( &mut self, handler: TypedHandler<OrderBook>, instrument_ids: impl IntoInstrumentIds, book_type: BookType, depth: Option<NonZeroUsize>, interval_ms: NonZeroUsize, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to book snapshots.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.
• The client is not external and the list contains multiple IDs with a synthetic member.

pub fn subscribe_trades( &mut self, handler: TypedHandler<TradeTick>, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to trades.

Errors

Returns an error if:

• The list is empty.
• The IDs span venues without an explicit client.

pub fn subscribe_bars( &mut self, handler: TypedHandler<Bar>, bar_types: impl IntoBarTypes, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to bars for one or more full bar types.

Errors

Returns an error if the list is empty or spans venues without an explicit client.

pub fn subscribe_mark_prices( &mut self, handler: TypedHandler<MarkPriceUpdate>, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to mark prices.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn subscribe_index_prices( &mut self, handler: TypedHandler<IndexPriceUpdate>, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to index prices.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn subscribe_funding_rates( &mut self, handler: TypedHandler<FundingRateUpdate>, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to funding rates.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn subscribe_option_greeks( &mut self, handler: TypedHandler<OptionGreeks>, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to option greeks.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.
• The client is not external and the list contains multiple IDs with a synthetic member.

pub fn subscribe_instrument_status( &mut self, handler: ShareableMessageHandler, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to instrument status.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.
• The client is not external and the list contains multiple IDs with a synthetic member.

pub fn subscribe_instrument_close( &mut self, handler: ShareableMessageHandler, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Subscribes the actor to instrument close.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.
• The client is not external and the list contains multiple IDs with a synthetic member.

pub fn subscribe_option_chain( &mut self, topic: MStr<Topic>, handler: TypedHandler<OptionChainSlice>, series_id: OptionSeriesId, strike_range: StrikeRange, snapshot_interval_ms: Option<u64>, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to option chain snapshots.

pub fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from data.

pub fn unsubscribe_signal(&mut self, name: &str)

Unsubscribes the actor from signals.

Panics

Panics if the actor is not registered with a trader.

pub fn unsubscribe_queue_state(&mut self, channel: Option<SystemChannel>)

Unsubscribes from queue state changes.

Panics

Panics if the actor is not registered with a trader.

pub fn unsubscribe_socket_state( &mut self, client_id: Option<ClientId>, endpoint: Option<&str>, )

Unsubscribes from socket state changes.

Panics

Panics if the actor is not registered with a trader.

pub fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from instruments.

pub fn unsubscribe_instrument( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from instrument.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_book_deltas( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from book deltas.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_book_depth( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from book depth snapshots.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_book_at_interval( &mut self, instrument_ids: impl IntoInstrumentIds, interval_ms: NonZeroUsize, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from book snapshots at interval.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_quotes( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from quotes.

Groups releases by acquisition and assigns a unique ID to each emitted command.

Errors

Returns an error if:

• The list is empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_trades( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from trades using each instrument’s retained route.

Errors

Returns an error if:

• The list is empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_bars( &mut self, bar_types: impl IntoBarTypes, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from bars using each type’s retained route.

Errors

Returns an error if the list is empty or spans venues without an explicit client.

pub fn unsubscribe_mark_prices( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from mark prices.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_index_prices( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from index prices.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_funding_rates( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from funding rates.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_option_greeks( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from option greeks.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_instrument_status( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from instrument status.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_instrument_close( &mut self, instrument_ids: impl IntoInstrumentIds, client_id: Option<ClientId>, _params: Option<Params>, ) -> Result<()>

Unsubscribes the actor from instrument close.

Errors

Returns an error if:

• The IDs are empty.
• The IDs span venues without an explicit client.

pub fn unsubscribe_option_chain( &mut self, series_id: OptionSeriesId, client_id: Option<ClientId>, )

Unsubscribes the actor from option chain snapshots.

pub fn request_data( &self, data_type: DataType, client_id: ClientId, start: Option<Timestamp>, end: Option<Timestamp>, limit: Option<NonZeroUsize>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests data for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_instrument( &self, instrument_ids: impl IntoInstrumentIds, start: Option<Timestamp>, end: Option<Timestamp>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests instrument for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_instruments( &self, venue: Option<Venue>, start: Option<Timestamp>, end: Option<Timestamp>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests instruments for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_book_snapshot( &self, instrument_ids: impl IntoInstrumentIds, depth: Option<NonZeroUsize>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests book snapshot for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_book_deltas( &self, instrument_ids: impl IntoInstrumentIds, start: Option<Timestamp>, end: Option<Timestamp>, limit: Option<NonZeroUsize>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests book deltas for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_book_depth( &self, instrument_ids: impl IntoInstrumentIds, start: Option<Timestamp>, end: Option<Timestamp>, limit: Option<NonZeroUsize>, depth: Option<NonZeroUsize>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Sends a request for historical book depth.

Errors

Returns an error if input parameters are invalid.

pub fn request_quotes( &self, instrument_ids: impl IntoInstrumentIds, start: Option<Timestamp>, end: Option<Timestamp>, limit: Option<NonZeroUsize>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests quotes for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_trades( &self, instrument_ids: impl IntoInstrumentIds, start: Option<Timestamp>, end: Option<Timestamp>, limit: Option<NonZeroUsize>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests trades for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_bars( &self, bar_types: impl IntoBarTypes, start: Option<Timestamp>, end: Option<Timestamp>, limit: Option<NonZeroUsize>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests bars for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn request_funding_rates( &self, instrument_ids: impl IntoInstrumentIds, start: Option<Timestamp>, end: Option<Timestamp>, limit: Option<NonZeroUsize>, client_id: Option<ClientId>, params: Option<Params>, handler: TypedHandler<DataResponseEnvelope>, ) -> Result<UUID4>

Requests funding rates for the actor.

Errors

Returns an error if input parameters are invalid.

pub fn is_pending_request(&self, request_id: &UUID4) -> bool

Returns whether this actor is awaiting completion of a request.

pub fn pending_requests(&self) -> Vec<UUID4>

Returns the IDs of this actor’s pending historical requests and groups in unspecified order.

pub fn reconnect_socket( &self, client_id: ClientId, endpoint: &str, ) -> Result<()>

Sends a fire-and-observe reconnect command.

Errors

Returns an error if the actor is not registered, the endpoint label is invalid, the live runner is unavailable, or the command channel is closed.

impl DataActorCore

pub fn subscribe_blocks( &mut self, topic: MStr<Topic>, handler: TypedHandler<Block>, chain: Blockchain, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to block.

pub fn subscribe_pool( &mut self, topic: MStr<Topic>, handler: TypedHandler<Pool>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to pool.

pub fn subscribe_pool_swaps( &mut self, topic: MStr<Topic>, handler: TypedHandler<PoolSwap>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to pool swap.

pub fn subscribe_pool_liquidity_updates( &mut self, topic: MStr<Topic>, handler: TypedHandler<PoolLiquidityUpdate>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to pool liquidity update.

pub fn subscribe_pool_fee_collects( &mut self, topic: MStr<Topic>, handler: TypedHandler<PoolFeeCollect>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to pool fee collect.

pub fn subscribe_pool_flash_events( &mut self, topic: MStr<Topic>, handler: TypedHandler<PoolFlash>, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Subscribes the actor to pool flash event.

pub fn unsubscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from blocks.

pub fn unsubscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from pool definition updates.

pub fn unsubscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from pool swaps.

pub fn unsubscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from pool liquidity updates.

pub fn unsubscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from pool fee collects.

pub fn unsubscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )

Unsubscribes the actor from pool flash events.

Trait Implementations

impl Clone for DataActorCore

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl DataActorNative for DataActorCore

fn core(&self) -> &DataActorCore

Returns the actor core.

fn core_mut(&mut self) -> &mut DataActorCore

Returns the mutable actor core.

fn clock_mut(&mut self) -> RefMut<'_, dyn Clock>

Returns the mutable clock borrow for the actor.

fn try_clock_mut( &mut self, ) -> Result<RefMut<'_, dyn Clock>, ComponentAccessError>

Returns a mutable clock borrow without panicking on an access conflict.

fn clock_rc(&self) -> Rc<RefCell<dyn Clock>>

Returns a clone of the reference-counted clock.

fn cache_ref(&self) -> Ref<'_, Cache>

Returns a read-only cache borrow.

fn try_cache_ref(&self) -> Result<Ref<'_, Cache>, ComponentAccessError>

Returns a cache borrow without panicking on an access conflict.

fn cache_rc(&self) -> Rc<RefCell<Cache>>

Returns a clone of the reference-counted cache.

impl Debug for DataActorCore

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

Formats the value using the given formatter.