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LiveDataEngineConfigBuilder

nautilus_live::config

Struct LiveDataEngineConfigBuilder 

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pub struct LiveDataEngineConfigBuilder<S: State = Empty> { /* private fields */ }
Expand description

Use builder syntax to set the inputs and finish with build().

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impl<S: State> LiveDataEngineConfigBuilder<S>

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pub fn build(self) -> LiveDataEngineConfig
where S: IsComplete,

Finish building and return the requested object

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pub fn time_bars_build_with_no_updates( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetTimeBarsBuildWithNoUpdates<S>>
where S::TimeBarsBuildWithNoUpdates: IsUnset,

Optional (Some / Option setters). Default: true.

If time bar aggregators will build and emit bars with no new market updates.

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pub fn maybe_time_bars_build_with_no_updates( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetTimeBarsBuildWithNoUpdates<S>>
where S::TimeBarsBuildWithNoUpdates: IsUnset,

Optional (Some / Option setters). Default: true.

If time bar aggregators will build and emit bars with no new market updates.

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pub fn time_bars_timestamp_on_close( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetTimeBarsTimestampOnClose<S>>
where S::TimeBarsTimestampOnClose: IsUnset,

Optional (Some / Option setters). Default: true.

If time bar aggregators will timestamp ts_event on bar close. If false, the aggregator will timestamp on bar open.

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pub fn maybe_time_bars_timestamp_on_close( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetTimeBarsTimestampOnClose<S>>
where S::TimeBarsTimestampOnClose: IsUnset,

Optional (Some / Option setters). Default: true.

If time bar aggregators will timestamp ts_event on bar close. If false, the aggregator will timestamp on bar open.

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pub fn time_bars_skip_first_non_full_bar( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetTimeBarsSkipFirstNonFullBar<S>>
where S::TimeBarsSkipFirstNonFullBar: IsUnset,

Optional (Some / Option setters). Default: false.

If time bar aggregators will skip emitting a bar when aggregation starts mid-interval.

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pub fn maybe_time_bars_skip_first_non_full_bar( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetTimeBarsSkipFirstNonFullBar<S>>
where S::TimeBarsSkipFirstNonFullBar: IsUnset,

Optional (Some / Option setters). Default: false.

If time bar aggregators will skip emitting a bar when aggregation starts mid-interval.

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pub fn time_bars_interval_type( self, value: BarIntervalType, ) -> LiveDataEngineConfigBuilder<SetTimeBarsIntervalType<S>>
where S::TimeBarsIntervalType: IsUnset,

Optional (Some / Option setters). Default: BarIntervalType::LeftOpen.

The interval semantics used for time aggregation.

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pub fn maybe_time_bars_interval_type( self, value: Option<BarIntervalType>, ) -> LiveDataEngineConfigBuilder<SetTimeBarsIntervalType<S>>
where S::TimeBarsIntervalType: IsUnset,

Optional (Some / Option setters). Default: BarIntervalType::LeftOpen.

The interval semantics used for time aggregation.

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pub fn time_bars_build_delay( self, value: u64, ) -> LiveDataEngineConfigBuilder<SetTimeBarsBuildDelay<S>>
where S::TimeBarsBuildDelay: IsUnset,

Optional (Some / Option setters). Default: 0.

The build delay (microseconds) before a time bar is emitted.

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pub fn maybe_time_bars_build_delay( self, value: Option<u64>, ) -> LiveDataEngineConfigBuilder<SetTimeBarsBuildDelay<S>>
where S::TimeBarsBuildDelay: IsUnset,

Optional (Some / Option setters). Default: 0.

The build delay (microseconds) before a time bar is emitted.

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pub fn time_bars_origins( self, value: HashMap<String, u64>, ) -> LiveDataEngineConfigBuilder<SetTimeBarsOrigins<S>>
where S::TimeBarsOrigins: IsUnset,

Optional (Some / Option setters). Default: <HashMap<String, u64> as Default>::default().

A mapping of time bar aggregation types to their origin time offsets (nanoseconds).

Keys are BarAggregation variant names, values are offset durations in nanoseconds.

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pub fn maybe_time_bars_origins( self, value: Option<HashMap<String, u64>>, ) -> LiveDataEngineConfigBuilder<SetTimeBarsOrigins<S>>
where S::TimeBarsOrigins: IsUnset,

Optional (Some / Option setters). Default: <HashMap<String, u64> as Default>::default().

A mapping of time bar aggregation types to their origin time offsets (nanoseconds).

Keys are BarAggregation variant names, values are offset durations in nanoseconds.

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pub fn validate_data_sequence( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetValidateDataSequence<S>>
where S::ValidateDataSequence: IsUnset,

Optional (Some / Option setters). Default: false.

If data timestamp sequencing should be validated and handled.

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pub fn maybe_validate_data_sequence( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetValidateDataSequence<S>>
where S::ValidateDataSequence: IsUnset,

Optional (Some / Option setters). Default: false.

If data timestamp sequencing should be validated and handled.

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pub fn buffer_deltas( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetBufferDeltas<S>>
where S::BufferDeltas: IsUnset,

Optional (Some / Option setters). Default: false.

If order book deltas should be buffered until the F_LAST flag is set for a delta.

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pub fn maybe_buffer_deltas( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetBufferDeltas<S>>
where S::BufferDeltas: IsUnset,

Optional (Some / Option setters). Default: false.

If order book deltas should be buffered until the F_LAST flag is set for a delta.

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pub fn emit_quotes_from_book( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetEmitQuotesFromBook<S>>
where S::EmitQuotesFromBook: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book updates.

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pub fn maybe_emit_quotes_from_book( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetEmitQuotesFromBook<S>>
where S::EmitQuotesFromBook: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book updates.

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pub fn emit_quotes_from_book_depths( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetEmitQuotesFromBookDepths<S>>
where S::EmitQuotesFromBookDepths: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book depth updates.

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pub fn maybe_emit_quotes_from_book_depths( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetEmitQuotesFromBookDepths<S>>
where S::EmitQuotesFromBookDepths: IsUnset,

Optional (Some / Option setters). Default: false.

If quotes should be emitted on order book depth updates.

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pub fn external_clients( self, value: Vec<ClientId>, ) -> LiveDataEngineConfigBuilder<SetExternalClients<S>>
where S::ExternalClients: IsUnset,

Optional (Some / Option setters). Client IDs declared for external stream processing.

The data engine will not attempt to send data commands to these client IDs.

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pub fn maybe_external_clients( self, value: Option<Vec<ClientId>>, ) -> LiveDataEngineConfigBuilder<SetExternalClients<S>>
where S::ExternalClients: IsUnset,

Optional (Some / Option setters). Client IDs declared for external stream processing.

The data engine will not attempt to send data commands to these client IDs.

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pub fn debug(self, value: bool) -> LiveDataEngineConfigBuilder<SetDebug<S>>
where S::Debug: IsUnset,

Optional (Some / Option setters). Default: false.

If debug mode is active (will provide extra debug logging).

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pub fn maybe_debug( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetDebug<S>>
where S::Debug: IsUnset,

Optional (Some / Option setters). Default: false.

If debug mode is active (will provide extra debug logging).

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pub fn graceful_shutdown_on_error( self, value: bool, ) -> LiveDataEngineConfigBuilder<SetGracefulShutdownOnError<S>>
where S::GracefulShutdownOnError: IsUnset,

Optional (Some / Option setters). Default: false.

If the engine should gracefully shut down when queue processing encounters unexpected errors.

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pub fn maybe_graceful_shutdown_on_error( self, value: Option<bool>, ) -> LiveDataEngineConfigBuilder<SetGracefulShutdownOnError<S>>
where S::GracefulShutdownOnError: IsUnset,

Optional (Some / Option setters). Default: false.

If the engine should gracefully shut down when queue processing encounters unexpected errors.

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pub fn qsize(self, value: u32) -> LiveDataEngineConfigBuilder<SetQsize<S>>
where S::Qsize: IsUnset,

Optional (Some / Option setters). Default: 100_000.

The queue size for the engine’s internal queue buffers.

Not implemented on the current live runtime; validate_runtime_support rejects any value other than the default.

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pub fn maybe_qsize( self, value: Option<u32>, ) -> LiveDataEngineConfigBuilder<SetQsize<S>>
where S::Qsize: IsUnset,

Optional (Some / Option setters). Default: 100_000.

The queue size for the engine’s internal queue buffers.

Not implemented on the current live runtime; validate_runtime_support rejects any value other than the default.

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