Expand description
Databento live feed handler.
The feed handler runs a single async task per dataset. It receives
HandlerCommand messages over an unbounded channel and streams decoded
market data back as DatabentoMessages on an unbounded tokio channel.
The inner loop uses tokio::select! to concurrently await the next record
from the Databento gateway and the next command from the engine, giving
near-zero idle CPU and immediate command responsiveness.
Heartbeat detection is delegated to the upstream databento client, which
returns Error::HeartbeatTimeout when no data arrives within
heartbeat_interval + 5 s (default 35 s). The handler treats this as a
connection error and enters the reconnection backoff loop.
Structs§
- Databento
Feed Handler - Handles a raw TCP data feed from the Databento LSG for a single dataset.
- Databento
Live Client