Struct CoinApiDataClient

Source

pub struct CoinApiDataClient { /* private fields */ }

Expand description

CoinAPI data client streaming order books, quotes, trades, and OHLCV bars for configured native instruments.

Connecting loads the configured instruments, emits them, and retains the CoinAPI symbol_id of each one for subscriptions and historical requests. Every subscription shares one WebSocket connection, which replays its scope after a transport reconnect. Instrument refreshes update precision and REST symbol IDs; subscriptions retain their connect-time symbol IDs until the data client disconnects and connects again.

Book deltas stream from the full book channel for L2 books and from book_l3 for L3 books, with sequence gap detection and recovery. Depth snapshots stream from the cheapest of book5, book20, and book50 that lists the requested depth, ten levels by default. CoinAPI allows one book channel per connection, so every book subscription must use the same channel.

CoinApiDataClient

Struct CoinApiDataClient Copy item path

Implementations§

impl CoinApiDataClient

pub fn new(client_id: ClientId, config: CoinApiDataClientConfig) -> Result<Self>

§Errors

§Panics

Trait Implementations§

impl DataClient for CoinApiDataClient

fn client_id(&self) -> ClientId

fn venue(&self) -> Option<Venue>

fn start(&mut self) -> Result<()>

fn stop(&mut self) -> Result<()>

fn reset(&mut self) -> Result<()>

fn dispose(&mut self) -> Result<()>

fn is_connected(&self) -> bool

fn is_disconnected(&self) -> bool

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait,

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>where Self: 'async_trait, 'life0: 'async_trait,

fn subscribe_book_deltas(&mut self, cmd: SubscribeBookDeltas) -> Result<()>

fn subscribe_book_depth(&mut self, cmd: SubscribeBookDepth) -> Result<()>

fn subscribe_quotes(&mut self, cmd: SubscribeQuotes) -> Result<()>

fn subscribe_trades(&mut self, cmd: SubscribeTrades) -> Result<()>

fn subscribe_bars(&mut self, cmd: SubscribeBars) -> Result<()>

fn unsubscribe_book_deltas(&mut self, cmd: &UnsubscribeBookDeltas) -> Result<()>

fn unsubscribe_book_depth(&mut self, cmd: &UnsubscribeBookDepth) -> Result<()>

fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> Result<()>

fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> Result<()>

fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> Result<()>

fn request_instruments(&self, request: RequestInstruments) -> Result<()>

fn request_instrument(&self, request: RequestInstrument) -> Result<()>

fn request_book_snapshot(&self, request: RequestBookSnapshot) -> Result<()>

fn request_quotes(&self, request: RequestQuotes) -> Result<()>

fn request_trades(&self, request: RequestTrades) -> Result<()>

fn request_bars(&self, request: RequestBars) -> Result<()>

fn subscribe(&mut self, cmd: SubscribeCustomData) -> Result<(), Error>

fn subscribe_instruments( &mut self, cmd: SubscribeInstruments, ) -> Result<(), Error>

fn subscribe_instrument( &mut self, cmd: SubscribeInstrument, ) -> Result<(), Error>

fn subscribe_mark_prices( &mut self, cmd: SubscribeMarkPrices, ) -> Result<(), Error>

fn subscribe_index_prices( &mut self, cmd: SubscribeIndexPrices, ) -> Result<(), Error>

fn subscribe_funding_rates( &mut self, cmd: SubscribeFundingRates, ) -> Result<(), Error>

fn subscribe_instrument_status( &mut self, cmd: SubscribeInstrumentStatus, ) -> Result<(), Error>

fn subscribe_instrument_close( &mut self, cmd: SubscribeInstrumentClose, ) -> Result<(), Error>

fn subscribe_option_greeks( &mut self, cmd: SubscribeOptionGreeks, ) -> Result<(), Error>

fn subscribe_blocks(&mut self, cmd: SubscribeBlocks) -> Result<(), Error>

fn subscribe_pool(&mut self, cmd: SubscribePool) -> Result<(), Error>

fn subscribe_pool_swaps(&mut self, cmd: SubscribePoolSwaps) -> Result<(), Error>

fn subscribe_pool_liquidity_updates( &mut self, cmd: SubscribePoolLiquidityUpdates, ) -> Result<(), Error>

fn subscribe_pool_fee_collects( &mut self, cmd: SubscribePoolFeeCollects, ) -> Result<(), Error>

fn subscribe_pool_flash_events( &mut self, cmd: SubscribePoolFlashEvents, ) -> Result<(), Error>

fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> Result<(), Error>

fn unsubscribe_instruments( &mut self, cmd: &UnsubscribeInstruments, ) -> Result<(), Error>

fn unsubscribe_instrument( &mut self, cmd: &UnsubscribeInstrument, ) -> Result<(), Error>

fn unsubscribe_mark_prices( &mut self, cmd: &UnsubscribeMarkPrices, ) -> Result<(), Error>

fn unsubscribe_index_prices( &mut self, cmd: &UnsubscribeIndexPrices, ) -> Result<(), Error>

fn unsubscribe_funding_rates( &mut self, cmd: &UnsubscribeFundingRates, ) -> Result<(), Error>

fn unsubscribe_instrument_status( &mut self, cmd: &UnsubscribeInstrumentStatus, ) -> Result<(), Error>

fn unsubscribe_instrument_close( &mut self, cmd: &UnsubscribeInstrumentClose, ) -> Result<(), Error>

fn unsubscribe_option_greeks( &mut self, cmd: &UnsubscribeOptionGreeks, ) -> Result<(), Error>

fn unsubscribe_blocks(&mut self, cmd: &UnsubscribeBlocks) -> Result<(), Error>

fn unsubscribe_pool(&mut self, cmd: &UnsubscribePool) -> Result<(), Error>

fn unsubscribe_pool_swaps( &mut self, cmd: &UnsubscribePoolSwaps, ) -> Result<(), Error>

fn unsubscribe_pool_liquidity_updates( &mut self, cmd: &UnsubscribePoolLiquidityUpdates, ) -> Result<(), Error>

fn unsubscribe_pool_fee_collects( &mut self, cmd: &UnsubscribePoolFeeCollects, ) -> Result<(), Error>

fn unsubscribe_pool_flash_events( &mut self, cmd: &UnsubscribePoolFlashEvents, ) -> Result<(), Error>

fn request_data(&self, request: RequestCustomData) -> Result<(), Error>

fn request_funding_rates( &self, request: RequestFundingRates, ) -> Result<(), Error>

fn request_option_chain_reference_price( &self, request: RequestOptionChainReferencePrice, ) -> Result<(), Error>

fn request_book_depth(&self, request: RequestBookDepth) -> Result<(), Error>

fn request_book_deltas(&self, request: RequestBookDeltas) -> Result<(), Error>

fn request_pool_snapshot( &self, request: RequestPoolSnapshot, ) -> Result<(), Error>

impl Debug for CoinApiDataClient

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

Auto Trait Implementations§

impl !RefUnwindSafe for CoinApiDataClient

impl !UnwindSafe for CoinApiDataClient

impl Freeze for CoinApiDataClient

impl Send for CoinApiDataClient

impl Sync for CoinApiDataClient

impl Unpin for CoinApiDataClient

Struct CoinApiDataClient

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

impl<T, U> Into<U> for T
where U: From<T>,

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Sized + Policy<B, E>, P: Policy<B, E>,

impl<T> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

impl<T> Ungil for T
where T: Send,

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self> ⓘ
where S: Into<Dispatch>,