Module data 

Data specific messages such as subscriptions and requests.

Re-exports

pub use request::RequestBars;

pub use request::RequestBookDeltas;

pub use request::RequestBookDepth;

pub use request::RequestBookSnapshot;

pub use request::RequestCustomData;

pub use request::RequestFundingRates;

pub use request::RequestInstrument;

pub use request::RequestInstruments;

pub use request::RequestJoin;

pub use request::RequestOptionChainReferencePrice;

pub use request::RequestQuotes;

pub use request::RequestTrades;

pub use response::BarsResponse;

pub use response::BookDeltasResponse;

pub use response::BookDepthResponse;

pub use response::BookResponse;

pub use response::CustomDataResponse;

pub use response::FundingRatesResponse;

pub use response::InstrumentResponse;

pub use response::InstrumentsResponse;

pub use response::OptionChainReferencePriceResponse;

pub use response::QuotesResponse;

pub use response::TradesResponse;

pub use subscribe::SubscribeBars;

pub use subscribe::SubscribeBookDeltas;

pub use subscribe::SubscribeBookDepth;

pub use subscribe::SubscribeBookSnapshots;

pub use subscribe::SubscribeCustomData;

pub use subscribe::SubscribeFundingRates;

pub use subscribe::SubscribeIndexPrices;

pub use subscribe::SubscribeInstrument;

pub use subscribe::SubscribeInstrumentClose;

pub use subscribe::SubscribeInstrumentStatus;

pub use subscribe::SubscribeInstruments;

pub use subscribe::SubscribeMarkPrices;

pub use subscribe::SubscribeOptionChain;

pub use subscribe::SubscribeOptionGreeks;

pub use subscribe::SubscribeQuotes;

pub use subscribe::SubscribeTrades;

pub use subscribe::SubscriptionError;

pub use unsubscribe::UnsubscribeBars;

pub use unsubscribe::UnsubscribeBookDeltas;

pub use unsubscribe::UnsubscribeBookDepth;

pub use unsubscribe::UnsubscribeBookSnapshots;

pub use unsubscribe::UnsubscribeCustomData;

pub use unsubscribe::UnsubscribeFundingRates;

pub use unsubscribe::UnsubscribeIndexPrices;

pub use unsubscribe::UnsubscribeInstrument;

pub use unsubscribe::UnsubscribeInstrumentClose;

pub use unsubscribe::UnsubscribeInstrumentStatus;

pub use unsubscribe::UnsubscribeInstruments;

pub use unsubscribe::UnsubscribeMarkPrices;

pub use unsubscribe::UnsubscribeOptionChain;

pub use unsubscribe::UnsubscribeOptionGreeks;

pub use unsubscribe::UnsubscribeQuotes;

pub use unsubscribe::UnsubscribeTrades;

Modules

request

response

subscribe

unsubscribe

Structs

DataRequestFailed

An adapter request failure, optionally carrying data collected before the failure.

DataResponseEnvelope

A historical payload and the completion state of its root request.

IdentifierCountError

A rejected identifier count for a single-member data path.

Enums

DataCommand

DataResponse

QuoteRouting

The engine route shared by every member of a quote subscription.

RequestCommand

SubscribeCommand

UnsubscribeCommand

Constants

PARAMS_IS_PARENT

Params key used to flag a book subscription as targeting a parent symbol.

Traits

IntoBarTypes

Converts a single bar type or collection to a non-empty list.

IntoInstrumentIds

Converts a single instrument ID or collection to a non-empty list.

Functions

ensure_routable_bar_types

Checks that a list can route through one venue or an explicit client.

ensure_routable_instrument_ids

Checks that a list can route through one venue or an explicit client.

ensure_subscription_routes

Checks identifier-list routing for instrument metadata, books, status, close, and option greeks.

is_parent_subscription

Returns true when params carries the PARAMS_IS_PARENT flag set to true.

quote_routing

Returns the common quote route using the current instrument cache and spread parameters.

Type Aliases

Payload