Struct DatabentoLiveClient 

pub struct DatabentoLiveClient {
    pub dataset: String,
    /* private fields */
}

Fields

dataset: String

Implementations

impl DatabentoLiveClient

pub fn py_new( key: String, dataset: String, publishers_filepath: PathBuf, use_exchange_as_venue: bool, bars_timestamp_on_close: Option<bool>, reconnect_timeout_mins: Option<i64>, ) -> PyResult<Self>

Creates a new DatabentoLiveClient instance.

impl DatabentoLiveClient

pub fn new( key: String, dataset: String, publishers_filepath: PathBuf, use_exchange_as_venue: bool, bars_timestamp_on_close: Option<bool>, reconnect_timeout_mins: Option<i64>, ) -> Result<Self>

Creates a new DatabentoLiveClient instance.

Errors

Returns an error if reading or parsing the publishers file fails.

pub const fn is_running(&self) -> bool

pub const fn is_closed(&self) -> bool

pub fn subscribe( &mut self, schema: String, instrument_ids: Vec<InstrumentId>, start: Option<u64>, snapshot: Option<bool>, price_precisions: Option<Vec<Option<u8>>>, stype_in: Option<String>, ) -> Result<()>

Subscribes to Databento live data for the requested instruments.

Errors

Returns an error if symbology, schema, timestamp, or precision inputs are invalid, or if the command cannot be sent to the feed handler.

pub fn start( &mut self, ) -> Result<(DatabentoFeedHandler, UnboundedReceiver<DatabentoMessage>)>

Starts the live feed handler and returns its message receiver.

Errors

Returns an error if the client is already closed, already running, or cannot start.

pub fn close(&mut self) -> Result<()>

Closes the live client.

Errors

Returns an error if the client was never started, is already closed, or cannot send the close command to the feed handler.

Trait Implementations

impl Debug for DatabentoLiveClient

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

Formats the value using the given formatter.

impl DerefToPyAny for DatabentoLiveClient

impl ExtractPyClassWithClone for DatabentoLiveClient

impl<'py> IntoPyObject<'py> for DatabentoLiveClient

type Target = DatabentoLiveClient

The Python output type

type Output = Bound<'py, <DatabentoLiveClient as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for DatabentoLiveClient

const NAME: &str = "DatabentoLiveClient"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DatabentoLiveClient

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = c"\x00"

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<DatabentoLiveClient as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<DatabentoLiveClient>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForDatabentoLiveClient

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for DatabentoLiveClient

const TEXT_SIGNATURE: &'static str = "(key, dataset, publishers_filepath, use_exchange_as_venue, bars_timestamp_on_close=None, reconnect_timeout_mins=None)"

impl PyStubType for DatabentoLiveClient

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for DatabentoLiveClient

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.