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 a bounded 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.