nautilus_common/clients/
data.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Data client trait definition.
17
18use async_trait::async_trait;
19use nautilus_model::identifiers::{ClientId, Venue};
20
21use super::log_not_implemented;
22use crate::messages::data::{
23    RequestBars, RequestBookDepth, RequestBookSnapshot, RequestCustomData, RequestForwardPrices,
24    RequestFundingRates, RequestInstrument, RequestInstruments, RequestQuotes, RequestTrades,
25    SubscribeBars, SubscribeBookDeltas, SubscribeBookDepth10, SubscribeCustomData,
26    SubscribeFundingRates, SubscribeIndexPrices, SubscribeInstrument, SubscribeInstrumentClose,
27    SubscribeInstrumentStatus, SubscribeInstruments, SubscribeMarkPrices, SubscribeOptionGreeks,
28    SubscribeQuotes, SubscribeTrades, UnsubscribeBars, UnsubscribeBookDeltas,
29    UnsubscribeBookDepth10, UnsubscribeCustomData, UnsubscribeFundingRates, UnsubscribeIndexPrices,
30    UnsubscribeInstrument, UnsubscribeInstrumentClose, UnsubscribeInstrumentStatus,
31    UnsubscribeInstruments, UnsubscribeMarkPrices, UnsubscribeOptionGreeks, UnsubscribeQuotes,
32    UnsubscribeTrades,
33};
34#[cfg(feature = "defi")]
35use crate::messages::defi::{
36    RequestPoolSnapshot, SubscribeBlocks, SubscribePool, SubscribePoolFeeCollects,
37    SubscribePoolFlashEvents, SubscribePoolLiquidityUpdates, SubscribePoolSwaps, UnsubscribeBlocks,
38    UnsubscribePool, UnsubscribePoolFeeCollects, UnsubscribePoolFlashEvents,
39    UnsubscribePoolLiquidityUpdates, UnsubscribePoolSwaps,
40};
41
42/// Defines the interface for a data client, managing connections, subscriptions, and requests.
43///
44/// # Thread Safety
45///
46/// Client instances are not intended to be sent across threads. The `?Send` bound
47/// allows implementations to hold non-Send state for any Python interop.
48#[async_trait(?Send)]
49pub trait DataClient {
50    /// Returns the unique identifier for this data client.
51    fn client_id(&self) -> ClientId;
52
53    /// Returns the optional venue this client is associated with.
54    fn venue(&self) -> Option<Venue>;
55
56    /// Starts the data client.
57    ///
58    /// # Errors
59    ///
60    /// Returns an error if the operation fails.
61    fn start(&mut self) -> anyhow::Result<()>;
62
63    /// Stops the data client.
64    ///
65    /// # Errors
66    ///
67    /// Returns an error if the operation fails.
68    fn stop(&mut self) -> anyhow::Result<()>;
69
70    /// Resets the data client to its initial state.
71    ///
72    /// # Errors
73    ///
74    /// Returns an error if the operation fails.
75    fn reset(&mut self) -> anyhow::Result<()>;
76
77    /// Disposes of client resources and cleans up.
78    ///
79    /// # Errors
80    ///
81    /// Returns an error if the operation fails.
82    fn dispose(&mut self) -> anyhow::Result<()>;
83
84    /// Returns `true` if the client is currently connected.
85    fn is_connected(&self) -> bool;
86
87    /// Returns `true` if the client is currently disconnected.
88    fn is_disconnected(&self) -> bool;
89
90    /// Connects the client to the data provider.
91    ///
92    /// For live clients, this triggers the actual connection to external APIs.
93    /// For backtest clients, this is a no-op.
94    ///
95    /// # Errors
96    ///
97    /// Returns an error if the connection fails.
98    async fn connect(&mut self) -> anyhow::Result<()> {
99        Ok(())
100    }
101
102    /// Disconnects the client from the data provider.
103    ///
104    /// For live clients, this closes connections to external APIs.
105    /// For backtest clients, this is a no-op.
106    ///
107    /// # Errors
108    ///
109    /// Returns an error if the disconnection fails.
110    async fn disconnect(&mut self) -> anyhow::Result<()> {
111        Ok(())
112    }
113
114    /// Subscribes to custom data types according to the command.
115    ///
116    /// # Errors
117    ///
118    /// Returns an error if the subscribe operation fails.
119    fn subscribe(&mut self, cmd: SubscribeCustomData) -> anyhow::Result<()> {
120        log_not_implemented(&cmd);
121        Ok(())
122    }
123
124    /// Subscribes to instruments list for the specified venue.
125    ///
126    /// # Errors
127    ///
128    /// Returns an error if the subscribe operation fails.
129    fn subscribe_instruments(&mut self, cmd: SubscribeInstruments) -> anyhow::Result<()> {
130        log_not_implemented(&cmd);
131        Ok(())
132    }
133
134    /// Subscribes to data for a single instrument.
135    ///
136    /// # Errors
137    ///
138    /// Returns an error if the subscribe operation fails.
139    fn subscribe_instrument(&mut self, cmd: SubscribeInstrument) -> anyhow::Result<()> {
140        log_not_implemented(&cmd);
141        Ok(())
142    }
143
144    /// Subscribes to order book delta updates for the specified instrument.
145    ///
146    /// # Errors
147    ///
148    /// Returns an error if the subscribe operation fails.
149    fn subscribe_book_deltas(&mut self, cmd: SubscribeBookDeltas) -> anyhow::Result<()> {
150        log_not_implemented(&cmd);
151        Ok(())
152    }
153
154    /// Subscribes to top 10 order book depth updates for the specified instrument.
155    ///
156    /// # Errors
157    ///
158    /// Returns an error if the subscribe operation fails.
159    fn subscribe_book_depth10(&mut self, cmd: SubscribeBookDepth10) -> anyhow::Result<()> {
160        log_not_implemented(&cmd);
161        Ok(())
162    }
163
164    /// Subscribes to quote updates for the specified instrument.
165    ///
166    /// # Errors
167    ///
168    /// Returns an error if the subscribe operation fails.
169    fn subscribe_quotes(&mut self, cmd: SubscribeQuotes) -> anyhow::Result<()> {
170        log_not_implemented(&cmd);
171        Ok(())
172    }
173
174    /// Subscribes to trade updates for the specified instrument.
175    ///
176    /// # Errors
177    ///
178    /// Returns an error if the subscribe operation fails.
179    fn subscribe_trades(&mut self, cmd: SubscribeTrades) -> anyhow::Result<()> {
180        log_not_implemented(&cmd);
181        Ok(())
182    }
183
184    /// Subscribes to mark price updates for the specified instrument.
185    ///
186    /// # Errors
187    ///
188    /// Returns an error if the subscribe operation fails.
189    fn subscribe_mark_prices(&mut self, cmd: SubscribeMarkPrices) -> anyhow::Result<()> {
190        log_not_implemented(&cmd);
191        Ok(())
192    }
193
194    /// Subscribes to index price updates for the specified instrument.
195    ///
196    /// # Errors
197    ///
198    /// Returns an error if the subscribe operation fails.
199    fn subscribe_index_prices(&mut self, cmd: SubscribeIndexPrices) -> anyhow::Result<()> {
200        log_not_implemented(&cmd);
201        Ok(())
202    }
203
204    /// Subscribes to funding rate updates for the specified instrument.
205    ///
206    /// # Errors
207    ///
208    /// Returns an error if the subscribe operation fails.
209    fn subscribe_funding_rates(&mut self, cmd: SubscribeFundingRates) -> anyhow::Result<()> {
210        log_not_implemented(&cmd);
211        Ok(())
212    }
213
214    /// Subscribes to bar updates of the specified bar type.
215    ///
216    /// # Errors
217    ///
218    /// Returns an error if the subscribe operation fails.
219    fn subscribe_bars(&mut self, cmd: SubscribeBars) -> anyhow::Result<()> {
220        log_not_implemented(&cmd);
221        Ok(())
222    }
223
224    /// Subscribes to status updates for the specified instrument.
225    ///
226    /// # Errors
227    ///
228    /// Returns an error if the subscribe operation fails.
229    fn subscribe_instrument_status(
230        &mut self,
231        cmd: SubscribeInstrumentStatus,
232    ) -> anyhow::Result<()> {
233        log_not_implemented(&cmd);
234        Ok(())
235    }
236
237    /// Subscribes to instrument close events for the specified instrument.
238    ///
239    /// # Errors
240    ///
241    /// Returns an error if the subscription operation fails.
242    fn subscribe_instrument_close(&mut self, cmd: SubscribeInstrumentClose) -> anyhow::Result<()> {
243        log_not_implemented(&cmd);
244        Ok(())
245    }
246
247    /// Subscribes to exchange-provided option greeks for the specified instrument.
248    ///
249    /// # Errors
250    ///
251    /// Returns an error if the subscription operation fails.
252    fn subscribe_option_greeks(&mut self, cmd: SubscribeOptionGreeks) -> anyhow::Result<()> {
253        log_not_implemented(&cmd);
254        Ok(())
255    }
256
257    #[cfg(feature = "defi")]
258    /// Subscribes to blocks for a specified blockchain.
259    ///
260    /// # Errors
261    ///
262    /// Returns an error if the subscription operation fails.
263    fn subscribe_blocks(&mut self, cmd: SubscribeBlocks) -> anyhow::Result<()> {
264        log_not_implemented(&cmd);
265        Ok(())
266    }
267
268    #[cfg(feature = "defi")]
269    /// Subscribes to pool definition updates for a specified AMM pool.
270    ///
271    /// # Errors
272    ///
273    /// Returns an error if the subscription operation fails.
274    fn subscribe_pool(&mut self, cmd: SubscribePool) -> anyhow::Result<()> {
275        log_not_implemented(&cmd);
276        Ok(())
277    }
278
279    #[cfg(feature = "defi")]
280    /// Subscribes to pool swaps for a specified AMM pool.
281    ///
282    /// # Errors
283    ///
284    /// Returns an error if the subscription operation fails.
285    fn subscribe_pool_swaps(&mut self, cmd: SubscribePoolSwaps) -> anyhow::Result<()> {
286        log_not_implemented(&cmd);
287        Ok(())
288    }
289
290    #[cfg(feature = "defi")]
291    /// Subscribes to pool liquidity updates for a specified AMM pool.
292    ///
293    /// # Errors
294    ///
295    /// Returns an error if the subscription operation fails.
296    fn subscribe_pool_liquidity_updates(
297        &mut self,
298        cmd: SubscribePoolLiquidityUpdates,
299    ) -> anyhow::Result<()> {
300        log_not_implemented(&cmd);
301        Ok(())
302    }
303
304    #[cfg(feature = "defi")]
305    /// Subscribes to pool fee collects for a specified AMM pool.
306    ///
307    /// # Errors
308    ///
309    /// Returns an error if the subscription operation fails.
310    fn subscribe_pool_fee_collects(&mut self, cmd: SubscribePoolFeeCollects) -> anyhow::Result<()> {
311        log_not_implemented(&cmd);
312        Ok(())
313    }
314
315    #[cfg(feature = "defi")]
316    /// Subscribes to pool flash loan events for a specified AMM pool.
317    ///
318    /// # Errors
319    ///
320    /// Returns an error if the subscription operation fails.
321    fn subscribe_pool_flash_events(&mut self, cmd: SubscribePoolFlashEvents) -> anyhow::Result<()> {
322        log_not_implemented(&cmd);
323        Ok(())
324    }
325
326    /// Unsubscribes from custom data types according to the command.
327    ///
328    /// # Errors
329    ///
330    /// Returns an error if the unsubscribe operation fails.
331    fn unsubscribe(&mut self, cmd: &UnsubscribeCustomData) -> anyhow::Result<()> {
332        log_not_implemented(&cmd);
333        Ok(())
334    }
335
336    /// Unsubscribes from instruments list for the specified venue.
337    ///
338    /// # Errors
339    ///
340    /// Returns an error if the unsubscribe operation fails.
341    fn unsubscribe_instruments(&mut self, cmd: &UnsubscribeInstruments) -> anyhow::Result<()> {
342        log_not_implemented(&cmd);
343        Ok(())
344    }
345
346    /// Unsubscribes from data for the specified instrument.
347    ///
348    /// # Errors
349    ///
350    /// Returns an error if the unsubscribe operation fails.
351    fn unsubscribe_instrument(&mut self, cmd: &UnsubscribeInstrument) -> anyhow::Result<()> {
352        log_not_implemented(&cmd);
353        Ok(())
354    }
355
356    /// Unsubscribes from order book delta updates for the specified instrument.
357    ///
358    /// # Errors
359    ///
360    /// Returns an error if the unsubscribe operation fails.
361    fn unsubscribe_book_deltas(&mut self, cmd: &UnsubscribeBookDeltas) -> anyhow::Result<()> {
362        log_not_implemented(&cmd);
363        Ok(())
364    }
365
366    /// Unsubscribes from top 10 order book depth updates for the specified instrument.
367    ///
368    /// # Errors
369    ///
370    /// Returns an error if the unsubscribe operation fails.
371    fn unsubscribe_book_depth10(&mut self, cmd: &UnsubscribeBookDepth10) -> anyhow::Result<()> {
372        log_not_implemented(&cmd);
373        Ok(())
374    }
375
376    /// Unsubscribes from quote updates for the specified instrument.
377    ///
378    /// # Errors
379    ///
380    /// Returns an error if the unsubscribe operation fails.
381    fn unsubscribe_quotes(&mut self, cmd: &UnsubscribeQuotes) -> anyhow::Result<()> {
382        log_not_implemented(&cmd);
383        Ok(())
384    }
385
386    /// Unsubscribes from trade updates for the specified instrument.
387    ///
388    /// # Errors
389    ///
390    /// Returns an error if the unsubscribe operation fails.
391    fn unsubscribe_trades(&mut self, cmd: &UnsubscribeTrades) -> anyhow::Result<()> {
392        log_not_implemented(&cmd);
393        Ok(())
394    }
395
396    /// Unsubscribes from mark price updates for the specified instrument.
397    ///
398    /// # Errors
399    ///
400    /// Returns an error if the unsubscribe operation fails.
401    fn unsubscribe_mark_prices(&mut self, cmd: &UnsubscribeMarkPrices) -> anyhow::Result<()> {
402        log_not_implemented(&cmd);
403        Ok(())
404    }
405
406    /// Unsubscribes from index price updates for the specified instrument.
407    ///
408    /// # Errors
409    ///
410    /// Returns an error if the unsubscribe operation fails.
411    fn unsubscribe_index_prices(&mut self, cmd: &UnsubscribeIndexPrices) -> anyhow::Result<()> {
412        log_not_implemented(&cmd);
413        Ok(())
414    }
415
416    /// Unsubscribes from funding rate updates for the specified instrument.
417    ///
418    /// # Errors
419    ///
420    /// Returns an error if the unsubscribe operation fails.
421    fn unsubscribe_funding_rates(&mut self, cmd: &UnsubscribeFundingRates) -> anyhow::Result<()> {
422        log_not_implemented(&cmd);
423        Ok(())
424    }
425
426    /// Unsubscribes from bar updates of the specified bar type.
427    ///
428    /// # Errors
429    ///
430    /// Returns an error if the unsubscribe operation fails.
431    fn unsubscribe_bars(&mut self, cmd: &UnsubscribeBars) -> anyhow::Result<()> {
432        log_not_implemented(&cmd);
433        Ok(())
434    }
435
436    /// Unsubscribes from instrument status updates for the specified instrument.
437    ///
438    /// # Errors
439    ///
440    /// Returns an error if the unsubscribe operation fails.
441    fn unsubscribe_instrument_status(
442        &mut self,
443        cmd: &UnsubscribeInstrumentStatus,
444    ) -> anyhow::Result<()> {
445        log_not_implemented(&cmd);
446        Ok(())
447    }
448
449    /// Unsubscribes from instrument close events for the specified instrument.
450    ///
451    /// # Errors
452    ///
453    /// Returns an error if the unsubscribe operation fails.
454    fn unsubscribe_instrument_close(
455        &mut self,
456        cmd: &UnsubscribeInstrumentClose,
457    ) -> anyhow::Result<()> {
458        log_not_implemented(&cmd);
459        Ok(())
460    }
461
462    /// Unsubscribes from exchange-provided option greeks for the specified instrument.
463    ///
464    /// # Errors
465    ///
466    /// Returns an error if the unsubscribe operation fails.
467    fn unsubscribe_option_greeks(&mut self, cmd: &UnsubscribeOptionGreeks) -> anyhow::Result<()> {
468        log_not_implemented(&cmd);
469        Ok(())
470    }
471
472    #[cfg(feature = "defi")]
473    /// Unsubscribes from blocks for a specified blockchain.
474    ///
475    /// # Errors
476    ///
477    /// Returns an error if the subscription operation fails.
478    fn unsubscribe_blocks(&mut self, cmd: &UnsubscribeBlocks) -> anyhow::Result<()> {
479        log_not_implemented(&cmd);
480        Ok(())
481    }
482
483    #[cfg(feature = "defi")]
484    /// Unsubscribes from pool definition updates for a specified AMM pool.
485    ///
486    /// # Errors
487    ///
488    /// Returns an error if the subscription operation fails.
489    fn unsubscribe_pool(&mut self, cmd: &UnsubscribePool) -> anyhow::Result<()> {
490        log_not_implemented(&cmd);
491        Ok(())
492    }
493
494    #[cfg(feature = "defi")]
495    /// Unsubscribes from swaps for a specified AMM pool.
496    ///
497    /// # Errors
498    ///
499    /// Returns an error if the subscription operation fails.
500    fn unsubscribe_pool_swaps(&mut self, cmd: &UnsubscribePoolSwaps) -> anyhow::Result<()> {
501        log_not_implemented(&cmd);
502        Ok(())
503    }
504
505    #[cfg(feature = "defi")]
506    /// Unsubscribes from pool liquidity updates for a specified AMM pool.
507    ///
508    /// # Errors
509    ///
510    /// Returns an error if the subscription operation fails.
511    fn unsubscribe_pool_liquidity_updates(
512        &mut self,
513        cmd: &UnsubscribePoolLiquidityUpdates,
514    ) -> anyhow::Result<()> {
515        log_not_implemented(&cmd);
516        Ok(())
517    }
518
519    #[cfg(feature = "defi")]
520    /// Unsubscribes from pool fee collects for a specified AMM pool.
521    ///
522    /// # Errors
523    ///
524    /// Returns an error if the subscription operation fails.
525    fn unsubscribe_pool_fee_collects(
526        &mut self,
527        cmd: &UnsubscribePoolFeeCollects,
528    ) -> anyhow::Result<()> {
529        log_not_implemented(&cmd);
530        Ok(())
531    }
532
533    #[cfg(feature = "defi")]
534    /// Unsubscribes from pool flash loan events for a specified AMM pool.
535    ///
536    /// # Errors
537    ///
538    /// Returns an error if the subscription operation fails.
539    fn unsubscribe_pool_flash_events(
540        &mut self,
541        cmd: &UnsubscribePoolFlashEvents,
542    ) -> anyhow::Result<()> {
543        log_not_implemented(&cmd);
544        Ok(())
545    }
546
547    /// Sends a custom data request to the provider.
548    ///
549    /// # Errors
550    ///
551    /// Returns an error if the data request fails.
552    fn request_data(&self, request: RequestCustomData) -> anyhow::Result<()> {
553        log_not_implemented(&request);
554        Ok(())
555    }
556
557    /// Requests a list of instruments from the provider for a given venue.
558    ///
559    /// # Errors
560    ///
561    /// Returns an error if the instruments request fails.
562    fn request_instruments(&self, request: RequestInstruments) -> anyhow::Result<()> {
563        log_not_implemented(&request);
564        Ok(())
565    }
566
567    /// Requests detailed data for a single instrument.
568    ///
569    /// # Errors
570    ///
571    /// Returns an error if the instrument request fails.
572    fn request_instrument(&self, request: RequestInstrument) -> anyhow::Result<()> {
573        log_not_implemented(&request);
574        Ok(())
575    }
576
577    /// Requests a snapshot of the order book for a specified instrument.
578    ///
579    /// # Errors
580    ///
581    /// Returns an error if the book snapshot request fails.
582    fn request_book_snapshot(&self, request: RequestBookSnapshot) -> anyhow::Result<()> {
583        log_not_implemented(&request);
584        Ok(())
585    }
586
587    /// Requests historical or streaming quote data for a specified instrument.
588    ///
589    /// # Errors
590    ///
591    /// Returns an error if the quotes request fails.
592    fn request_quotes(&self, request: RequestQuotes) -> anyhow::Result<()> {
593        log_not_implemented(&request);
594        Ok(())
595    }
596
597    /// Requests historical or streaming trade data for a specified instrument.
598    ///
599    /// # Errors
600    ///
601    /// Returns an error if the trades request fails.
602    fn request_trades(&self, request: RequestTrades) -> anyhow::Result<()> {
603        log_not_implemented(&request);
604        Ok(())
605    }
606
607    /// Requests historical or streaming funding rate data for a specified instrument.
608    ///
609    /// # Errors
610    ///
611    /// Returns an error if the trades request fails.
612    fn request_funding_rates(&self, request: RequestFundingRates) -> anyhow::Result<()> {
613        log_not_implemented(&request);
614        Ok(())
615    }
616
617    /// Requests forward/underlying prices for derivatives instruments.
618    ///
619    /// # Errors
620    ///
621    /// Returns an error if the forward prices request fails.
622    fn request_forward_prices(&self, request: RequestForwardPrices) -> anyhow::Result<()> {
623        log_not_implemented(&request);
624        Ok(())
625    }
626
627    /// Requests historical or streaming bar data for a specified instrument and bar type.
628    ///
629    /// # Errors
630    ///
631    /// Returns an error if the bars request fails.
632    fn request_bars(&self, request: RequestBars) -> anyhow::Result<()> {
633        log_not_implemented(&request);
634        Ok(())
635    }
636
637    /// Requests historical order book depth data for a specified instrument.
638    ///
639    /// # Errors
640    ///
641    /// Returns an error if the order book depths request fails.
642    fn request_book_depth(&self, request: RequestBookDepth) -> anyhow::Result<()> {
643        log_not_implemented(&request);
644        Ok(())
645    }
646
647    #[cfg(feature = "defi")]
648    /// Requests a snapshot of a specific AMM pool.
649    ///
650    /// # Errors
651    ///
652    /// Returns an error if the pool snapshot request fails.
653    fn request_pool_snapshot(&self, request: RequestPoolSnapshot) -> anyhow::Result<()> {
654        log_not_implemented(&request);
655        Ok(())
656    }
657}
nautilus_common/clients/data.rs

nautilus_common/clients/
data.rs
