pub struct DataTester { /* private fields */ }Expand description
A data tester actor for live testing market data subscriptions.
Subscribes to configured data types for specified instruments and logs received data to demonstrate the data flow. Useful for testing adapters and validating data connectivity.
This actor provides equivalent functionality to the Python DataTester
in the test kit.
Implementations§
Source§impl DataTester
impl DataTester
Sourcepub fn new(config: DataTesterConfig) -> Self
pub fn new(config: DataTesterConfig) -> Self
Creates a new DataTester instance.
Trait Implementations§
Source§impl DataActor for DataTester
impl DataActor for DataTester
Source§fn on_time_event(&mut self, _event: &TimeEvent) -> Result<()>
fn on_time_event(&mut self, _event: &TimeEvent) -> Result<()>
Actions to be performed when receiving a time event. Read more
Source§fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<()>
fn on_instrument(&mut self, instrument: &InstrumentAny) -> Result<()>
Actions to be performed when receiving an instrument. Read more
Source§fn on_book(&mut self, book: &OrderBook) -> Result<()>
fn on_book(&mut self, book: &OrderBook) -> Result<()>
Actions to be performed when receiving an order book. Read more
Source§fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<()>
fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> Result<()>
Actions to be performed when receiving order book deltas. Read more
Source§fn on_quote(&mut self, quote: &QuoteTick) -> Result<()>
fn on_quote(&mut self, quote: &QuoteTick) -> Result<()>
Actions to be performed when receiving a quote. Read more
Source§fn on_trade(&mut self, trade: &TradeTick) -> Result<()>
fn on_trade(&mut self, trade: &TradeTick) -> Result<()>
Actions to be performed when receiving a trade. Read more
Source§fn on_bar(&mut self, bar: &Bar) -> Result<()>
fn on_bar(&mut self, bar: &Bar) -> Result<()>
Actions to be performed when receiving a bar. Read more
Source§fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<()>
fn on_mark_price(&mut self, mark_price: &MarkPriceUpdate) -> Result<()>
Actions to be performed when receiving a mark price update. Read more
Source§fn on_index_price(&mut self, index_price: &IndexPriceUpdate) -> Result<()>
fn on_index_price(&mut self, index_price: &IndexPriceUpdate) -> Result<()>
Actions to be performed when receiving an index price update. Read more
Source§fn on_funding_rate(&mut self, funding_rate: &FundingRateUpdate) -> Result<()>
fn on_funding_rate(&mut self, funding_rate: &FundingRateUpdate) -> Result<()>
Actions to be performed when receiving a funding rate update. Read more
Source§fn on_instrument_status(&mut self, data: &InstrumentStatus) -> Result<()>
fn on_instrument_status(&mut self, data: &InstrumentStatus) -> Result<()>
Actions to be performed when receiving an instrument status update. Read more
Source§fn on_instrument_close(&mut self, update: &InstrumentClose) -> Result<()>
fn on_instrument_close(&mut self, update: &InstrumentClose) -> Result<()>
Actions to be performed when receiving an instrument close update. Read more
Source§fn on_option_greeks(&mut self, greeks: &OptionGreeks) -> Result<()>
fn on_option_greeks(&mut self, greeks: &OptionGreeks) -> Result<()>
Actions to be performed when receiving exchange-provided option greeks. Read more
Source§fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<()>
fn on_historical_trades(&mut self, trades: &[TradeTick]) -> Result<()>
Actions to be performed when receiving historical trades. Read more
Source§fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<()>
fn on_historical_quotes(&mut self, quotes: &[QuoteTick]) -> Result<()>
Actions to be performed when receiving historical quotes. Read more
Source§fn on_historical_funding_rates(
&mut self,
funding_rates: &[FundingRateUpdate],
) -> Result<()>
fn on_historical_funding_rates( &mut self, funding_rates: &[FundingRateUpdate], ) -> Result<()>
Actions to be performed when receiving historical funding rates. Read more
Source§fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<()>
fn on_historical_bars(&mut self, bars: &[Bar]) -> Result<()>
Actions to be performed when receiving historical bars. Read more
§fn trader_id(&self) -> Option<TraderId>where
Self: DataActorNative,
fn trader_id(&self) -> Option<TraderId>where
Self: DataActorNative,
Returns the trader ID this actor is registered to.
§fn is_registered(&self) -> boolwhere
Self: DataActorNative,
fn is_registered(&self) -> boolwhere
Self: DataActorNative,
Returns whether the actor is registered with a trader.
§fn on_save(&self) -> Result<IndexMap<String, Vec<u8>>, Error>
fn on_save(&self) -> Result<IndexMap<String, Vec<u8>>, Error>
Actions to be performed when the actor state is saved. Read more
§fn on_load(&mut self, state: IndexMap<String, Vec<u8>>) -> Result<(), Error>
fn on_load(&mut self, state: IndexMap<String, Vec<u8>>) -> Result<(), Error>
Actions to be performed when the actor state is loaded. Read more
§fn on_data(&mut self, data: &CustomData) -> Result<(), Error>
fn on_data(&mut self, data: &CustomData) -> Result<(), Error>
Actions to be performed when receiving custom data. Read more
§fn on_signal(&mut self, signal: &Signal) -> Result<(), Error>
fn on_signal(&mut self, signal: &Signal) -> Result<(), Error>
Actions to be performed when receiving a signal. Read more
§fn on_option_chain(&mut self, slice: &OptionChainSlice) -> Result<(), Error>
fn on_option_chain(&mut self, slice: &OptionChainSlice) -> Result<(), Error>
Actions to be performed when receiving an option chain slice snapshot. Read more
§fn on_order_filled(&mut self, event: &OrderFilled) -> Result<(), Error>
fn on_order_filled(&mut self, event: &OrderFilled) -> Result<(), Error>
Actions to be performed when receiving an order filled event. Read more
§fn on_order_canceled(&mut self, event: &OrderCanceled) -> Result<(), Error>
fn on_order_canceled(&mut self, event: &OrderCanceled) -> Result<(), Error>
Actions to be performed when receiving an order canceled event. Read more
§fn on_block(&mut self, block: &Block) -> Result<(), Error>
fn on_block(&mut self, block: &Block) -> Result<(), Error>
Actions to be performed when receiving a block. Read more
§fn on_pool(&mut self, pool: &Pool) -> Result<(), Error>
fn on_pool(&mut self, pool: &Pool) -> Result<(), Error>
Actions to be performed when receiving a pool. Read more
§fn on_pool_swap(&mut self, swap: &PoolSwap) -> Result<(), Error>
fn on_pool_swap(&mut self, swap: &PoolSwap) -> Result<(), Error>
Actions to be performed when receiving a pool swap. Read more
§fn on_pool_liquidity_update(
&mut self,
update: &PoolLiquidityUpdate,
) -> Result<(), Error>
fn on_pool_liquidity_update( &mut self, update: &PoolLiquidityUpdate, ) -> Result<(), Error>
Actions to be performed when receiving a pool liquidity update. Read more
§fn on_pool_fee_collect(&mut self, collect: &PoolFeeCollect) -> Result<(), Error>
fn on_pool_fee_collect(&mut self, collect: &PoolFeeCollect) -> Result<(), Error>
Actions to be performed when receiving a pool fee collect event. Read more
§fn on_pool_flash(&mut self, flash: &PoolFlash) -> Result<(), Error>
fn on_pool_flash(&mut self, flash: &PoolFlash) -> Result<(), Error>
Actions to be performed when receiving a pool flash event. Read more
§fn on_historical_data(
&mut self,
data: &(dyn Any + 'static),
) -> Result<(), Error>
fn on_historical_data( &mut self, data: &(dyn Any + 'static), ) -> Result<(), Error>
Actions to be performed when receiving historical data. Read more
§fn on_historical_book_deltas(
&mut self,
deltas: &[OrderBookDelta],
) -> Result<(), Error>
fn on_historical_book_deltas( &mut self, deltas: &[OrderBookDelta], ) -> Result<(), Error>
Actions to be performed when receiving historical book deltas. Read more
§fn on_historical_book_depth(
&mut self,
depths: &[OrderBookDepth10],
) -> Result<(), Error>
fn on_historical_book_depth( &mut self, depths: &[OrderBookDepth10], ) -> Result<(), Error>
Actions to be performed when receiving historical book depth. Read more
§fn on_historical_mark_prices(
&mut self,
mark_prices: &[MarkPriceUpdate],
) -> Result<(), Error>
fn on_historical_mark_prices( &mut self, mark_prices: &[MarkPriceUpdate], ) -> Result<(), Error>
Actions to be performed when receiving historical mark prices. Read more
§fn on_historical_index_prices(
&mut self,
index_prices: &[IndexPriceUpdate],
) -> Result<(), Error>
fn on_historical_index_prices( &mut self, index_prices: &[IndexPriceUpdate], ) -> Result<(), Error>
Actions to be performed when receiving historical index prices. Read more
§fn shutdown_system(&self, reason: Option<String>)where
Self: DataActorNative,
fn shutdown_system(&self, reason: Option<String>)where
Self: DataActorNative,
Sends a shutdown command to the system with an optional reason. Read more
§fn publish_data(&self, data_type: &DataType, data: &CustomData)where
Self: DataActorNative,
fn publish_data(&self, data_type: &DataType, data: &CustomData)where
Self: DataActorNative,
§fn publish_signal(&self, name: &str, value: String, ts_event: UnixNanos)where
Self: DataActorNative,
fn publish_signal(&self, name: &str, value: String, ts_event: UnixNanos)where
Self: DataActorNative,
§fn add_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
fn add_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
Adds the
synthetic instrument to the cache. Read more§fn update_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
fn update_synthetic(&self, synthetic: SyntheticInstrument) -> Result<(), Error>where
Self: DataActorNative,
Updates the
synthetic instrument in the cache, replacing the existing entry. Read more§fn handle_time_event(&mut self, event: &TimeEvent)
fn handle_time_event(&mut self, event: &TimeEvent)
Handles a received time event.
§fn handle_data(&mut self, data: &CustomData)
fn handle_data(&mut self, data: &CustomData)
Handles a received custom data point.
§fn handle_signal(&mut self, signal: &Signal)
fn handle_signal(&mut self, signal: &Signal)
Handles a received signal.
§fn handle_instrument(&mut self, instrument: &InstrumentAny)
fn handle_instrument(&mut self, instrument: &InstrumentAny)
Handles a received instrument.
§fn handle_book_deltas(&mut self, deltas: &OrderBookDeltas)
fn handle_book_deltas(&mut self, deltas: &OrderBookDeltas)
Handles received order book deltas.
§fn handle_book(&mut self, book: &OrderBook)
fn handle_book(&mut self, book: &OrderBook)
Handles a received order book reference.
§fn handle_quote(&mut self, quote: &QuoteTick)where
Self: DataActorNative,
fn handle_quote(&mut self, quote: &QuoteTick)where
Self: DataActorNative,
Handles a received quote.
§fn handle_trade(&mut self, trade: &TradeTick)where
Self: DataActorNative,
fn handle_trade(&mut self, trade: &TradeTick)where
Self: DataActorNative,
Handles a received trade.
§fn handle_bar(&mut self, bar: &Bar)where
Self: DataActorNative,
fn handle_bar(&mut self, bar: &Bar)where
Self: DataActorNative,
Handles a receiving bar.
§fn handle_mark_price(&mut self, mark_price: &MarkPriceUpdate)
fn handle_mark_price(&mut self, mark_price: &MarkPriceUpdate)
Handles a received mark price update.
§fn handle_index_price(&mut self, index_price: &IndexPriceUpdate)
fn handle_index_price(&mut self, index_price: &IndexPriceUpdate)
Handles a received index price update.
§fn handle_funding_rate(&mut self, funding_rate: &FundingRateUpdate)
fn handle_funding_rate(&mut self, funding_rate: &FundingRateUpdate)
Handles a received funding rate update.
§fn handle_option_greeks(&mut self, greeks: &OptionGreeks)
fn handle_option_greeks(&mut self, greeks: &OptionGreeks)
Handles a received option greeks update.
§fn handle_option_chain(&mut self, slice: &OptionChainSlice)
fn handle_option_chain(&mut self, slice: &OptionChainSlice)
Handles a received option chain slice snapshot.
§fn handle_instrument_status(&mut self, status: &InstrumentStatus)
fn handle_instrument_status(&mut self, status: &InstrumentStatus)
Handles a received instrument status.
§fn handle_instrument_close(&mut self, close: &InstrumentClose)
fn handle_instrument_close(&mut self, close: &InstrumentClose)
Handles a received instrument close.
§fn handle_order_filled(&mut self, event: &OrderFilled)where
Self: DataActorNative,
fn handle_order_filled(&mut self, event: &OrderFilled)where
Self: DataActorNative,
Handles a received order filled event.
§fn handle_order_canceled(&mut self, event: &OrderCanceled)where
Self: DataActorNative,
fn handle_order_canceled(&mut self, event: &OrderCanceled)where
Self: DataActorNative,
Handles a received order canceled event.
§fn handle_block(&mut self, block: &Block)
fn handle_block(&mut self, block: &Block)
Handles a received block.
§fn handle_pool(&mut self, pool: &Pool)
fn handle_pool(&mut self, pool: &Pool)
Handles a received pool definition update.
§fn handle_pool_swap(&mut self, swap: &PoolSwap)
fn handle_pool_swap(&mut self, swap: &PoolSwap)
Handles a received pool swap.
§fn handle_pool_liquidity_update(&mut self, update: &PoolLiquidityUpdate)
fn handle_pool_liquidity_update(&mut self, update: &PoolLiquidityUpdate)
Handles a received pool liquidity update.
§fn handle_pool_fee_collect(&mut self, collect: &PoolFeeCollect)
fn handle_pool_fee_collect(&mut self, collect: &PoolFeeCollect)
Handles a received pool fee collect.
§fn handle_pool_flash(&mut self, flash: &PoolFlash)
fn handle_pool_flash(&mut self, flash: &PoolFlash)
Handles a received pool flash event.
§fn handle_historical_data(&mut self, data: &(dyn Any + 'static))
fn handle_historical_data(&mut self, data: &(dyn Any + 'static))
Handles received historical data.
§fn handle_data_response(&mut self, resp: &CustomDataResponse)
fn handle_data_response(&mut self, resp: &CustomDataResponse)
Handles a data response.
§fn handle_instrument_response(&mut self, resp: &InstrumentResponse)
fn handle_instrument_response(&mut self, resp: &InstrumentResponse)
Handles an instrument response.
§fn handle_instruments_response(&mut self, resp: &InstrumentsResponse)
fn handle_instruments_response(&mut self, resp: &InstrumentsResponse)
Handles an instruments response.
§fn handle_book_response(&mut self, resp: &BookResponse)
fn handle_book_response(&mut self, resp: &BookResponse)
Handles a book response.
§fn handle_book_deltas_response(&mut self, resp: &BookDeltasResponse)
fn handle_book_deltas_response(&mut self, resp: &BookDeltasResponse)
Handles a book deltas response.
§fn handle_book_depth_response(&mut self, resp: &BookDepthResponse)
fn handle_book_depth_response(&mut self, resp: &BookDepthResponse)
Handles a book depth response.
§fn handle_quotes_response(&mut self, resp: &QuotesResponse)where
Self: DataActorNative,
fn handle_quotes_response(&mut self, resp: &QuotesResponse)where
Self: DataActorNative,
Handles a quotes response.
§fn handle_trades_response(&mut self, resp: &TradesResponse)where
Self: DataActorNative,
fn handle_trades_response(&mut self, resp: &TradesResponse)where
Self: DataActorNative,
Handles a trades response.
§fn handle_bars_response(&mut self, resp: &BarsResponse)where
Self: DataActorNative,
fn handle_bars_response(&mut self, resp: &BarsResponse)where
Self: DataActorNative,
Handles a bars response.
§fn handle_funding_rates_response(&mut self, resp: &FundingRatesResponse)
fn handle_funding_rates_response(&mut self, resp: &FundingRatesResponse)
Handles a funding rates response.
§fn subscribe_data(
&mut self,
data_type: DataType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming
data_type data.§fn subscribe_signal(&mut self, name: &str, priority: Option<u32>)
fn subscribe_signal(&mut self, name: &str, priority: Option<u32>)
§fn subscribe_quotes(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
QuoteTick] data for the instrument_id.§fn subscribe_instruments(
&mut self,
venue: Venue,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentAny] data for the venue.§fn subscribe_instrument(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentAny] data for the instrument_id.§fn subscribe_book_deltas(
&mut self,
instrument_id: InstrumentId,
book_type: BookType,
depth: Option<NonZero<usize>>,
client_id: Option<ClientId>,
managed: bool,
params: Option<Params>,
)
fn subscribe_book_deltas( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, managed: bool, params: Option<Params>, )
Subscribe to streaming [
OrderBookDeltas] data for the instrument_id.§fn subscribe_book_at_interval(
&mut self,
instrument_id: InstrumentId,
book_type: BookType,
depth: Option<NonZero<usize>>,
interval_ms: NonZero<usize>,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_book_at_interval( &mut self, instrument_id: InstrumentId, book_type: BookType, depth: Option<NonZero<usize>>, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to [
OrderBook] snapshots at a specified interval for the instrument_id.§fn subscribe_trades(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
TradeTick] data for the instrument_id.§fn subscribe_bars(
&mut self,
bar_type: BarType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
Bar] data for the bar_type.§fn subscribe_mark_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
MarkPriceUpdate] data for the instrument_id.§fn subscribe_index_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
IndexPriceUpdate] data for the instrument_id.§fn subscribe_funding_rates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
FundingRateUpdate] data for the instrument_id.§fn subscribe_option_greeks(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
OptionGreeks] data for the instrument_id.§fn subscribe_instrument_status(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentStatus] data for the instrument_id.§fn subscribe_instrument_close(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
InstrumentClose] data for the instrument_id.§fn subscribe_option_chain(
&mut self,
series_id: OptionSeriesId,
strike_range: StrikeRange,
snapshot_interval_ms: Option<u64>,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_option_chain( &mut self, series_id: OptionSeriesId, strike_range: StrikeRange, snapshot_interval_ms: Option<u64>, client_id: Option<ClientId>, params: Option<Params>, )
§fn subscribe_order_fills(&mut self, instrument_id: InstrumentId)
fn subscribe_order_fills(&mut self, instrument_id: InstrumentId)
Subscribe to [
OrderFilled] events for the instrument_id.§fn subscribe_order_cancels(&mut self, instrument_id: InstrumentId)
fn subscribe_order_cancels(&mut self, instrument_id: InstrumentId)
Subscribe to [
OrderCanceled] events for the instrument_id.§fn subscribe_blocks(
&mut self,
chain: Blockchain,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
Block] data for the chain.§fn subscribe_pool(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
Pool] definition updates for the AMM pool at the instrument_id.§fn subscribe_pool_swaps(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolSwap] data for the instrument_id.§fn subscribe_pool_liquidity_updates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolLiquidityUpdate] data for the instrument_id.§fn subscribe_pool_fee_collects(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolFeeCollect] data for the instrument_id.§fn subscribe_pool_flash_events(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn subscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Subscribe to streaming [
PoolFlash] events for the given instrument_id.§fn unsubscribe_data(
&mut self,
data_type: DataType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_data( &mut self, data_type: DataType, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming
data_type data.§fn unsubscribe_signal(&mut self, name: &str)
fn unsubscribe_signal(&mut self, name: &str)
Unsubscribe from [
Signal] data by name.§fn unsubscribe_instruments(
&mut self,
venue: Venue,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instruments( &mut self, venue: Venue, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentAny] data for the venue.§fn unsubscribe_instrument(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instrument( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentAny] data for the instrument_id.§fn unsubscribe_book_deltas(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_book_deltas( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
OrderBookDeltas] data for the instrument_id.§fn unsubscribe_book_at_interval(
&mut self,
instrument_id: InstrumentId,
interval_ms: NonZero<usize>,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_book_at_interval( &mut self, instrument_id: InstrumentId, interval_ms: NonZero<usize>, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from [
OrderBook] snapshots at a specified interval for the instrument_id.§fn unsubscribe_quotes(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_quotes( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
QuoteTick] data for the instrument_id.§fn unsubscribe_trades(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_trades( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
TradeTick] data for the instrument_id.§fn unsubscribe_bars(
&mut self,
bar_type: BarType,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_bars( &mut self, bar_type: BarType, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
Bar] data for the bar_type.§fn unsubscribe_mark_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_mark_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
MarkPriceUpdate] data for the instrument_id.§fn unsubscribe_index_prices(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_index_prices( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
IndexPriceUpdate] data for the instrument_id.§fn unsubscribe_funding_rates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_funding_rates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
FundingRateUpdate] data for the instrument_id.§fn unsubscribe_option_greeks(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_option_greeks( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
OptionGreeks] data for the instrument_id.§fn unsubscribe_instrument_status(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instrument_status( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentStatus] data for the instrument_id.§fn unsubscribe_instrument_close(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_instrument_close( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
InstrumentClose] data for the instrument_id.§fn unsubscribe_option_chain(
&mut self,
series_id: OptionSeriesId,
client_id: Option<ClientId>,
)
fn unsubscribe_option_chain( &mut self, series_id: OptionSeriesId, client_id: Option<ClientId>, )
Unsubscribe from streaming [
OptionChainSlice] snapshots for the option series_id.§fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)
fn unsubscribe_order_fills(&mut self, instrument_id: InstrumentId)
Unsubscribe from [
OrderFilled] events for the instrument_id.§fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)
fn unsubscribe_order_cancels(&mut self, instrument_id: InstrumentId)
Unsubscribe from [
OrderCanceled] events for the instrument_id.§fn unsubscribe_blocks(
&mut self,
chain: Blockchain,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_blocks( &mut self, chain: Blockchain, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
Block] data for the chain.§fn unsubscribe_pool(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
Pool] definition updates for the AMM pool at the instrument_id.§fn unsubscribe_pool_swaps(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_swaps( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolSwap] data for the instrument_id.§fn unsubscribe_pool_liquidity_updates(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_liquidity_updates( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolLiquidityUpdate] data for the instrument_id.§fn unsubscribe_pool_fee_collects(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_fee_collects( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolFeeCollect] data for the instrument_id.§fn unsubscribe_pool_flash_events(
&mut self,
instrument_id: InstrumentId,
client_id: Option<ClientId>,
params: Option<Params>,
)
fn unsubscribe_pool_flash_events( &mut self, instrument_id: InstrumentId, client_id: Option<ClientId>, params: Option<Params>, )
Unsubscribe from streaming [
PoolFlash] events for the given instrument_id.§fn request_data(
&mut self,
data_type: DataType,
client_id: ClientId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_data( &mut self, data_type: DataType, client_id: ClientId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, params: Option<Params>, ) -> Result<UUID4, Error>
Request historical custom data of the given
data_type. Read more§fn request_instrument(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_instrument( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_instruments(
&mut self,
venue: Option<Venue>,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_instruments( &mut self, venue: Option<Venue>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_book_snapshot(
&mut self,
instrument_id: InstrumentId,
depth: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_book_snapshot( &mut self, instrument_id: InstrumentId, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_book_deltas(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_book_deltas( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_book_depth(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
depth: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_book_depth( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, depth: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_quotes(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_quotes( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_trades(
&mut self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_trades( &mut self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
§fn request_bars(
&mut self,
bar_type: BarType,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<NonZero<usize>>,
client_id: Option<ClientId>,
params: Option<Params>,
) -> Result<UUID4, Error>
fn request_bars( &mut self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<NonZero<usize>>, client_id: Option<ClientId>, params: Option<Params>, ) -> Result<UUID4, Error>
Auto Trait Implementations§
impl !RefUnwindSafe for DataTester
impl !Send for DataTester
impl !Sync for DataTester
impl !UnwindSafe for DataTester
impl Freeze for DataTester
impl Unpin for DataTester
impl UnsafeUnpin for DataTester
Blanket Implementations§
§impl<T> Actor for Twhere
T: DataActor + DataActorNative + Debug + 'static,
impl<T> Actor for Twhere
T: DataActor + DataActorNative + Debug + 'static,
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
§impl<T> Component for Twhere
T: DataActor + DataActorNative + Debug + 'static,
impl<T> Component for Twhere
T: DataActor + DataActorNative + Debug + 'static,
§fn component_id(&self) -> ComponentId
fn component_id(&self) -> ComponentId
Returns the unique identifier for this component.
§fn transition_state(&mut self, trigger: ComponentTrigger) -> Result<(), Error>
fn transition_state(&mut self, trigger: ComponentTrigger) -> Result<(), Error>
Transition the component with the state trigger. Read more
§fn register(
&mut self,
trader_id: TraderId,
clock: Rc<RefCell<dyn Clock>>,
cache: Rc<RefCell<Cache>>,
) -> Result<(), Error>
fn register( &mut self, trader_id: TraderId, clock: Rc<RefCell<dyn Clock>>, cache: Rc<RefCell<Cache>>, ) -> Result<(), Error>
Registers the component with a system. Read more
§fn not_running(&self) -> bool
fn not_running(&self) -> bool
Returns whether the component is not running.
§fn is_running(&self) -> bool
fn is_running(&self) -> bool
Returns whether the component is running.
§fn is_stopped(&self) -> bool
fn is_stopped(&self) -> bool
Returns whether the component is stopped.
§fn is_degraded(&self) -> bool
fn is_degraded(&self) -> bool
Returns whether the component has been degraded.
§fn is_faulted(&self) -> bool
fn is_faulted(&self) -> bool
Returns whether the component has been faulted.
§fn is_disposed(&self) -> bool
fn is_disposed(&self) -> bool
Returns whether the component has been disposed.
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
fn into_either(self, into_left: bool) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left is true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
Converts
self into a Left variant of Either<Self, Self>
if into_left(&self) returns true.
Converts self into a Right variant of Either<Self, Self>
otherwise. Read more