Struct PolymarketDataClient 

pub struct PolymarketDataClient { /* private fields */ }

Polymarket data client for live market data streaming.

Integrates with the Nautilus DataEngine to provide:

• Real-time order book snapshots and deltas via WebSocket
• Quote ticks synthesized from book data
• Trade ticks from last trade price messages
• Automatic instrument discovery from the Gamma API

Implementations

impl PolymarketDataClient

pub fn new( client_id: ClientId, config: PolymarketDataClientConfig, gamma_client: PolymarketGammaHttpClient, clob_public_client: PolymarketClobPublicClient, data_api_client: PolymarketDataApiHttpClient, ws_client: PolymarketWebSocketClient, ) -> Self

Creates a new PolymarketDataClient.

pub fn config(&self) -> &PolymarketDataClientConfig

Returns a reference to the client configuration.

pub fn venue(&self) -> Venue

Returns the venue for this data client.

pub fn provider(&self) -> &PolymarketInstrumentProvider

Returns a reference to the instrument provider.

pub fn add_instrument_filter(&mut self, filter: Arc<dyn InstrumentFilter>)

Adds an instrument filter on the underlying provider.

pub fn is_connected(&self) -> bool

Returns true when the client is connected.

Trait Implementations

impl DataClient for PolymarketDataClient

fn client_id(&self) -> ClientId

Returns the unique identifier for this data client.

fn venue(&self) -> Option<Venue>

Returns the optional venue this client is associated with.

fn start(&mut self) -> Result<()>

Starts the data client.

fn stop(&mut self) -> Result<()>

Stops the data client.

fn reset(&mut self) -> Result<()>

Resets the data client to its initial state.

fn dispose(&mut self) -> Result<()>

Disposes of client resources and cleans up.

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the data provider.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the data provider.

fn is_connected(&self) -> bool

Returns true if the client is currently connected.

fn is_disconnected(&self) -> bool

Returns true if the client is currently disconnected.

fn request_instruments(&self, request: RequestInstruments) -> Result<()>

Requests a list of instruments from the provider for a given venue.

fn request_instrument(&self, request: RequestInstrument) -> Result<()>

Requests detailed data for a single instrument.

fn request_book_snapshot(&self, request: RequestBookSnapshot) -> Result<()>

Requests a snapshot of the order book for a specified instrument.

fn request_trades(&self, request: RequestTrades) -> Result<()>

Requests historical or streaming trade data for a specified instrument.

fn subscribe_instruments(&mut self, _cmd: SubscribeInstruments) -> Result<()>

Subscribes to instruments list for the specified venue.

fn subscribe_book_deltas(&mut self, cmd: SubscribeBookDeltas) -> Result<()>

Subscribes to order book delta updates for the specified instrument.

fn subscribe_quotes(&mut self, cmd: SubscribeQuotes) -> Result<()>

Subscribes to quote updates for the specified instrument.

fn subscribe_trades(&mut self, cmd: SubscribeTrades) -> Result<()>

Subscribes to trade updates for the specified instrument.

fn unsubscribe_book_deltas(&mut self, cmd: &UnsubscribeBookDeltas) -> Result<()>

Unsubscribes from order book delta updates for the specified instrument.

fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> Result<()>

Unsubscribes from quote updates for the specified instrument.

fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> Result<()>

Unsubscribes from trade updates for the specified instrument.

fn subscribe(&mut self, cmd: SubscribeCustomData) -> Result<(), Error>

Subscribes to custom data types according to the command.

fn subscribe_instrument( &mut self, cmd: SubscribeInstrument, ) -> Result<(), Error>

Subscribes to data for a single instrument.

fn subscribe_book_depth10( &mut self, cmd: SubscribeBookDepth10, ) -> Result<(), Error>

Subscribes to top 10 order book depth updates for the specified instrument.

fn subscribe_mark_prices( &mut self, cmd: SubscribeMarkPrices, ) -> Result<(), Error>

Subscribes to mark price updates for the specified instrument.

fn subscribe_index_prices( &mut self, cmd: SubscribeIndexPrices, ) -> Result<(), Error>

Subscribes to index price updates for the specified instrument.

fn subscribe_funding_rates( &mut self, cmd: SubscribeFundingRates, ) -> Result<(), Error>

Subscribes to funding rate updates for the specified instrument.

fn subscribe_bars(&mut self, cmd: SubscribeBars) -> Result<(), Error>

Subscribes to bar updates of the specified bar type.

fn subscribe_instrument_status( &mut self, cmd: SubscribeInstrumentStatus, ) -> Result<(), Error>

Subscribes to status updates for the specified instrument.

fn subscribe_instrument_close( &mut self, cmd: SubscribeInstrumentClose, ) -> Result<(), Error>

Subscribes to instrument close events for the specified instrument.

fn subscribe_option_greeks( &mut self, cmd: SubscribeOptionGreeks, ) -> Result<(), Error>

Subscribes to exchange-provided option greeks for the specified instrument.

fn subscribe_blocks(&mut self, cmd: SubscribeBlocks) -> Result<(), Error>

Subscribes to blocks for a specified blockchain.

fn subscribe_pool(&mut self, cmd: SubscribePool) -> Result<(), Error>

Subscribes to pool definition updates for a specified AMM pool.

fn subscribe_pool_swaps(&mut self, cmd: SubscribePoolSwaps) -> Result<(), Error>

Subscribes to pool swaps for a specified AMM pool.

fn subscribe_pool_liquidity_updates( &mut self, cmd: SubscribePoolLiquidityUpdates, ) -> Result<(), Error>

Subscribes to pool liquidity updates for a specified AMM pool.

fn subscribe_pool_fee_collects( &mut self, cmd: SubscribePoolFeeCollects, ) -> Result<(), Error>

Subscribes to pool fee collects for a specified AMM pool.

fn subscribe_pool_flash_events( &mut self, cmd: SubscribePoolFlashEvents, ) -> Result<(), Error>

Subscribes to pool flash loan events for a specified AMM pool.

fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> Result<(), Error>

Unsubscribes from custom data types according to the command.

fn unsubscribe_instruments( &mut self, cmd: &UnsubscribeInstruments, ) -> Result<(), Error>

Unsubscribes from instruments list for the specified venue.

fn unsubscribe_instrument( &mut self, cmd: &UnsubscribeInstrument, ) -> Result<(), Error>

Unsubscribes from data for the specified instrument.

fn unsubscribe_book_depth10( &mut self, cmd: &UnsubscribeBookDepth10, ) -> Result<(), Error>

Unsubscribes from top 10 order book depth updates for the specified instrument.

fn unsubscribe_mark_prices( &mut self, cmd: &UnsubscribeMarkPrices, ) -> Result<(), Error>

Unsubscribes from mark price updates for the specified instrument.

fn unsubscribe_index_prices( &mut self, cmd: &UnsubscribeIndexPrices, ) -> Result<(), Error>

Unsubscribes from index price updates for the specified instrument.

fn unsubscribe_funding_rates( &mut self, cmd: &UnsubscribeFundingRates, ) -> Result<(), Error>

Unsubscribes from funding rate updates for the specified instrument.

fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> Result<(), Error>

Unsubscribes from bar updates of the specified bar type.

fn unsubscribe_instrument_status( &mut self, cmd: &UnsubscribeInstrumentStatus, ) -> Result<(), Error>

Unsubscribes from instrument status updates for the specified instrument.

fn unsubscribe_instrument_close( &mut self, cmd: &UnsubscribeInstrumentClose, ) -> Result<(), Error>

Unsubscribes from instrument close events for the specified instrument.

fn unsubscribe_option_greeks( &mut self, cmd: &UnsubscribeOptionGreeks, ) -> Result<(), Error>

Unsubscribes from exchange-provided option greeks for the specified instrument.

fn unsubscribe_blocks(&mut self, cmd: &UnsubscribeBlocks) -> Result<(), Error>

Unsubscribes from blocks for a specified blockchain.

fn unsubscribe_pool(&mut self, cmd: &UnsubscribePool) -> Result<(), Error>

Unsubscribes from pool definition updates for a specified AMM pool.

fn unsubscribe_pool_swaps( &mut self, cmd: &UnsubscribePoolSwaps, ) -> Result<(), Error>

Unsubscribes from swaps for a specified AMM pool.

fn unsubscribe_pool_liquidity_updates( &mut self, cmd: &UnsubscribePoolLiquidityUpdates, ) -> Result<(), Error>

Unsubscribes from pool liquidity updates for a specified AMM pool.

fn unsubscribe_pool_fee_collects( &mut self, cmd: &UnsubscribePoolFeeCollects, ) -> Result<(), Error>

Unsubscribes from pool fee collects for a specified AMM pool.

fn unsubscribe_pool_flash_events( &mut self, cmd: &UnsubscribePoolFlashEvents, ) -> Result<(), Error>

Unsubscribes from pool flash loan events for a specified AMM pool.

fn request_data(&self, request: RequestCustomData) -> Result<(), Error>

Sends a custom data request to the provider.

fn request_quotes(&self, request: RequestQuotes) -> Result<(), Error>

Requests historical or streaming quote data for a specified instrument.

fn request_funding_rates( &self, request: RequestFundingRates, ) -> Result<(), Error>

Requests historical or streaming funding rate data for a specified instrument.

fn request_forward_prices( &self, request: RequestForwardPrices, ) -> Result<(), Error>

Requests forward/underlying prices for derivatives instruments.

fn request_bars(&self, request: RequestBars) -> Result<(), Error>

Requests historical or streaming bar data for a specified instrument and bar type.

fn request_book_depth(&self, request: RequestBookDepth) -> Result<(), Error>

Requests historical order book depth data for a specified instrument.

fn request_pool_snapshot( &self, request: RequestPoolSnapshot, ) -> Result<(), Error>

Requests a snapshot of a specific AMM pool.

impl Debug for PolymarketDataClient

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

Formats the value using the given formatter.