Trait DataClient

Source

pub trait DataClient {
Show 62 methods    // Required methods
    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;

    // Provided methods
    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(&mut self, cmd: SubscribeCustomData) -> Result<()> { ... }
    fn subscribe_instruments(&mut self, cmd: SubscribeInstruments) -> Result<()> { ... }
    fn subscribe_instrument(&mut self, cmd: SubscribeInstrument) -> Result<()> { ... }
    fn subscribe_book_deltas(&mut self, cmd: SubscribeBookDeltas) -> Result<()> { ... }
    fn subscribe_book_depth10(
        &mut self,
        cmd: SubscribeBookDepth10,
    ) -> Result<()> { ... }
    fn subscribe_quotes(&mut self, cmd: SubscribeQuotes) -> Result<()> { ... }
    fn subscribe_trades(&mut self, cmd: SubscribeTrades) -> Result<()> { ... }
    fn subscribe_mark_prices(&mut self, cmd: SubscribeMarkPrices) -> Result<()> { ... }
    fn subscribe_index_prices(
        &mut self,
        cmd: SubscribeIndexPrices,
    ) -> Result<()> { ... }
    fn subscribe_funding_rates(
        &mut self,
        cmd: SubscribeFundingRates,
    ) -> Result<()> { ... }
    fn subscribe_bars(&mut self, cmd: SubscribeBars) -> Result<()> { ... }
    fn subscribe_instrument_status(
        &mut self,
        cmd: SubscribeInstrumentStatus,
    ) -> Result<()> { ... }
    fn subscribe_instrument_close(
        &mut self,
        cmd: SubscribeInstrumentClose,
    ) -> Result<()> { ... }
    fn subscribe_option_greeks(
        &mut self,
        cmd: SubscribeOptionGreeks,
    ) -> Result<()> { ... }
    fn subscribe_blocks(&mut self, cmd: SubscribeBlocks) -> Result<()> { ... }
    fn subscribe_pool(&mut self, cmd: SubscribePool) -> Result<()> { ... }
    fn subscribe_pool_swaps(&mut self, cmd: SubscribePoolSwaps) -> Result<()> { ... }
    fn subscribe_pool_liquidity_updates(
        &mut self,
        cmd: SubscribePoolLiquidityUpdates,
    ) -> Result<()> { ... }
    fn subscribe_pool_fee_collects(
        &mut self,
        cmd: SubscribePoolFeeCollects,
    ) -> Result<()> { ... }
    fn subscribe_pool_flash_events(
        &mut self,
        cmd: SubscribePoolFlashEvents,
    ) -> Result<()> { ... }
    fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> Result<()> { ... }
    fn unsubscribe_instruments(
        &mut self,
        cmd: &UnsubscribeInstruments,
    ) -> Result<()> { ... }
    fn unsubscribe_instrument(
        &mut self,
        cmd: &UnsubscribeInstrument,
    ) -> Result<()> { ... }
    fn unsubscribe_book_deltas(
        &mut self,
        cmd: &UnsubscribeBookDeltas,
    ) -> Result<()> { ... }
    fn unsubscribe_book_depth10(
        &mut self,
        cmd: &UnsubscribeBookDepth10,
    ) -> Result<()> { ... }
    fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> Result<()> { ... }
    fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> Result<()> { ... }
    fn unsubscribe_mark_prices(
        &mut self,
        cmd: &UnsubscribeMarkPrices,
    ) -> Result<()> { ... }
    fn unsubscribe_index_prices(
        &mut self,
        cmd: &UnsubscribeIndexPrices,
    ) -> Result<()> { ... }
    fn unsubscribe_funding_rates(
        &mut self,
        cmd: &UnsubscribeFundingRates,
    ) -> Result<()> { ... }
    fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> Result<()> { ... }
    fn unsubscribe_instrument_status(
        &mut self,
        cmd: &UnsubscribeInstrumentStatus,
    ) -> Result<()> { ... }
    fn unsubscribe_instrument_close(
        &mut self,
        cmd: &UnsubscribeInstrumentClose,
    ) -> Result<()> { ... }
    fn unsubscribe_option_greeks(
        &mut self,
        cmd: &UnsubscribeOptionGreeks,
    ) -> Result<()> { ... }
    fn unsubscribe_blocks(&mut self, cmd: &UnsubscribeBlocks) -> Result<()> { ... }
    fn unsubscribe_pool(&mut self, cmd: &UnsubscribePool) -> Result<()> { ... }
    fn unsubscribe_pool_swaps(
        &mut self,
        cmd: &UnsubscribePoolSwaps,
    ) -> Result<()> { ... }
    fn unsubscribe_pool_liquidity_updates(
        &mut self,
        cmd: &UnsubscribePoolLiquidityUpdates,
    ) -> Result<()> { ... }
    fn unsubscribe_pool_fee_collects(
        &mut self,
        cmd: &UnsubscribePoolFeeCollects,
    ) -> Result<()> { ... }
    fn unsubscribe_pool_flash_events(
        &mut self,
        cmd: &UnsubscribePoolFlashEvents,
    ) -> Result<()> { ... }
    fn request_data(&self, request: RequestCustomData) -> 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_funding_rates(&self, request: RequestFundingRates) -> Result<()> { ... }
    fn request_forward_prices(
        &self,
        request: RequestForwardPrices,
    ) -> Result<()> { ... }
    fn request_bars(&self, request: RequestBars) -> Result<()> { ... }
    fn request_book_depth(&self, request: RequestBookDepth) -> Result<()> { ... }
    fn request_book_deltas(&self, request: RequestBookDeltas) -> Result<()> { ... }
    fn request_pool_snapshot(&self, request: RequestPoolSnapshot) -> Result<()> { ... }
}

Expand description

Defines the interface for a data client, managing connections, subscriptions, and requests.

§Thread Safety

Client instances are not intended to be sent across threads. The ?Send bound allows implementations to hold non-Send state for any Python interop.

Required Methods§

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fn client_id(&self) -> ClientId

Returns the unique identifier for this data client.

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

Returns the optional venue this client is associated with.

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

Starts the data client.

§Errors

Returns an error if the operation fails.

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

Stops the data client.

§Errors

Returns an error if the operation fails.

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

Resets the data client to its initial state.

§Errors

Returns an error if the operation fails.

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

Disposes of client resources and cleans up.

§Errors

Returns an error if the operation fails.

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fn is_connected(&self) -> bool

Returns true if the client is currently connected.

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fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.

Provided Methods§

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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.

For live clients, this triggers the actual connection to external APIs. For backtest clients, this is a no-op.

§Errors

Returns an error if the connection fails.

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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.

For live clients, this closes connections to external APIs. For backtest clients, this is a no-op.

§Errors

Returns an error if the disconnection fails.

Subscribes to custom data types according to the command.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to instruments list for the specified venue.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to data for a single instrument.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to order book delta updates for the specified instrument.

§Errors

Returns an error if the subscribe operation fails.

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

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

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to quote updates for the specified instrument.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to trade updates for the specified instrument.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to mark price updates for the specified instrument.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to index price updates for the specified instrument.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to funding rate updates for the specified instrument.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to bar updates of the specified bar type.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to status updates for the specified instrument.

§Errors

Returns an error if the subscribe operation fails.

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

Subscribes to instrument close events for the specified instrument.

§Errors

Returns an error if the subscription operation fails.

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

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

§Errors

Returns an error if the subscription operation fails.

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

Subscribes to blocks for a specified blockchain.

§Errors

Returns an error if the subscription operation fails.

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

Subscribes to pool definition updates for a specified AMM pool.

§Errors

Returns an error if the subscription operation fails.

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

Subscribes to pool swaps for a specified AMM pool.

§Errors

Returns an error if the subscription operation fails.

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

Subscribes to pool liquidity updates for a specified AMM pool.

§Errors

Returns an error if the subscription operation fails.

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

Subscribes to pool fee collects for a specified AMM pool.

§Errors

Returns an error if the subscription operation fails.

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

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

§Errors

Returns an error if the subscription operation fails.

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