Struct CoinbaseDataClient 

pub struct CoinbaseDataClient { /* private fields */ }

Data client for Coinbase Advanced Trade.

Owns an HTTP client, WebSocket client, and instrument provider. Bootstraps instruments on connect, subscribes to WS channels for live data, and handles historical data requests through the REST API.

Implementations

impl CoinbaseDataClient

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

Creates a new CoinbaseDataClient instance.

Errors

Returns an error if the HTTP client fails to initialize.

Trait Implementations

impl DataClient for CoinbaseDataClient

fn client_id(&self) -> ClientId

Returns the unique identifier for this data client.

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

Returns the optional venue this client is associated with.

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

Starts the data client.

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

Stops the data client.

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

Resets the data client to its initial state.

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

Disposes of client resources and cleans up.

fn is_connected(&self) -> bool

Returns true if the client is currently connected.

fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.

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

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the data provider.

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

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the data provider.

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

Subscribes to data for a single instrument.

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

Subscribes to order book delta updates for the specified instrument.

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

Subscribes to quote updates for the specified instrument.

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

Subscribes to trade updates for the specified instrument.

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

Subscribes to mark price updates for the specified instrument.

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

Subscribes to index price updates for the specified instrument.

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

Subscribes to funding rate updates for the specified instrument.

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

Subscribes to bar updates of the specified bar type.

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

Unsubscribes from data for the specified instrument.

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

Unsubscribes from order book delta updates for the specified instrument.

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

Unsubscribes from quote updates for the specified instrument.

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

Unsubscribes from trade updates for the specified instrument.

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

Unsubscribes from mark price updates for the specified instrument.

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

Unsubscribes from index price updates for the specified instrument.

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

Unsubscribes from funding rate updates for the specified instrument.

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

Unsubscribes from bar updates of the specified bar type.

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

Requests a list of instruments from the provider for a given venue.

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

Requests detailed data for a single instrument.

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

Requests a snapshot of the order book for a specified instrument.

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

Requests historical or streaming trade data for a specified instrument.

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

Requests historical or streaming bar data for a specified instrument and bar type.

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

Subscribes to custom data types according to the command.

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

Subscribes to instruments list for the specified venue.

fn subscribe_book_depth10( &mut self, cmd: SubscribeBookDepth10, ) -> Result<(), Error>

Subscribes to top 10 order book depth updates for the specified instrument.

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

Subscribes to status updates for the specified instrument.

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

Subscribes to instrument close events for the specified instrument.

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

Subscribes to exchange-provided option greeks for the specified instrument.

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

Subscribes to blocks for a specified blockchain.

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

Subscribes to pool definition updates for a specified AMM pool.

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

Subscribes to pool swaps for a specified AMM pool.

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

Subscribes to pool liquidity updates for a specified AMM pool.

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

Subscribes to pool fee collects for a specified AMM pool.

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

Subscribes to pool flash loan events for a specified AMM pool.

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

Unsubscribes from custom data types according to the command.

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

Unsubscribes from instruments list for the specified venue.

fn unsubscribe_book_depth10( &mut self, cmd: &UnsubscribeBookDepth10, ) -> Result<(), Error>

Unsubscribes from top 10 order book depth updates for the specified instrument.

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

Unsubscribes from instrument status updates for the specified instrument.

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

Unsubscribes from instrument close events for the specified instrument.

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

Unsubscribes from exchange-provided option greeks for the specified instrument.

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

Unsubscribes from blocks for a specified blockchain.

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

Unsubscribes from pool definition updates for a specified AMM pool.

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

Unsubscribes from swaps for a specified AMM pool.

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

Unsubscribes from pool liquidity updates for a specified AMM pool.

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

Unsubscribes from pool fee collects for a specified AMM pool.

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

Unsubscribes from pool flash loan events for a specified AMM pool.

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

Sends a custom data request to the provider.

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

Requests historical or streaming quote data for a specified instrument.

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

Requests historical or streaming funding rate data for a specified instrument.

fn request_forward_prices( &self, request: RequestForwardPrices, ) -> Result<(), Error>

Requests forward/underlying prices for derivatives instruments.

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

Requests historical order book depth data for a specified instrument.

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

Requests a snapshot of a specific AMM pool.

impl Debug for CoinbaseDataClient

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

Formats the value using the given formatter.