Struct LiveDataEngineConfig 

pub struct LiveDataEngineConfig {

    pub time_bars_build_with_no_updates: bool,
    pub time_bars_timestamp_on_close: bool,
    pub time_bars_skip_first_non_full_bar: bool,
    pub time_bars_interval_type: BarIntervalType,
    pub time_bars_build_delay: u64,
    pub time_bars_origin_offset: HashMap<String, u64>,
    pub validate_data_sequence: bool,
    pub buffer_deltas: bool,
    pub emit_quotes_from_book: bool,
    pub emit_quotes_from_book_depths: bool,
    pub external_clients: Option<Vec<ClientId>>,
    pub debug: bool,
    pub qsize: u32,
}

Configuration for live data engines.

Fields

time_bars_build_with_no_updates: bool

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

time_bars_timestamp_on_close: bool

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

time_bars_skip_first_non_full_bar: bool

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

time_bars_interval_type: BarIntervalType

The interval semantics used for time aggregation.

time_bars_build_delay: u64

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

time_bars_origin_offset: HashMap<String, u64>

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

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

validate_data_sequence: bool

If data timestamp sequencing should be validated and handled.

buffer_deltas: bool

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

emit_quotes_from_book: bool

If quotes should be emitted on order book updates.

emit_quotes_from_book_depths: bool

If quotes should be emitted on order book depth updates.

external_clients: Option<Vec<ClientId>>

Client IDs declared for external stream processing.

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

debug: bool

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

qsize: u32

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.

Implementations

impl LiveDataEngineConfig

pub fn builder() -> LiveDataEngineConfigBuilder

Create an instance of LiveDataEngineConfig using the builder syntax

Trait Implementations

impl Clone for LiveDataEngineConfig

fn clone(&self) -> LiveDataEngineConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LiveDataEngineConfig

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

Formats the value using the given formatter.

impl Default for LiveDataEngineConfig

fn default() -> Self

Returns the “default value” for a type.

impl DerefToPyAny for LiveDataEngineConfig

impl<'de> Deserialize<'de> for LiveDataEngineConfig

where LiveDataEngineConfig: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for LiveDataEngineConfig

impl From<LiveDataEngineConfig> for DataEngineConfig

fn from(config: LiveDataEngineConfig) -> Self

Converts to this type from the input type.

impl<'a, 'py> FromPyObject<'a, 'py> for LiveDataEngineConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for LiveDataEngineConfig

type Target = LiveDataEngineConfig

The Python output type

type Output = Bound<'py, <LiveDataEngineConfig 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 PartialEq for LiveDataEngineConfig

fn eq(&self, other: &LiveDataEngineConfig) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for LiveDataEngineConfig

const NAME: &str = "LiveDataEngineConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for LiveDataEngineConfig

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 = /// Configuration for live data engines.

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 = <<LiveDataEngineConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<LiveDataEngineConfig>

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 = Pyo3MethodsInventoryForLiveDataEngineConfig

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 LiveDataEngineConfig

const TEXT_SIGNATURE: &'static str = "(time_bars_build_with_no_updates=None, time_bars_timestamp_on_close=None, time_bars_skip_first_non_full_bar=None, time_bars_interval_type=None, time_bars_build_delay=None, time_bars_origin_offset=None, validate_data_sequence=None, buffer_deltas=None, emit_quotes_from_book=None, emit_quotes_from_book_depths=None, external_clients=None, debug=None)"

impl PyStubType for LiveDataEngineConfig

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 LiveDataEngineConfig

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.

impl Serialize for LiveDataEngineConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for LiveDataEngineConfig