rusty_ems::feeder_integration

Struct StandaloneMarketDataProvider

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pub struct StandaloneMarketDataProvider { /* private fields */ }
Expand description

A standalone market data provider that uses the EMS’s own connectivity This is used when the feeder feature is not enabled

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impl StandaloneMarketDataProvider

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pub fn new( venue: Venue, api_base_url: String, ws_base_url: String, api_key: Option<String>, api_secret: Option<String>, ) -> Self

Create a new standalone market data provider

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impl MarketDataProvider for StandaloneMarketDataProvider

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fn init<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Initialize the provider
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fn subscribe<'life0, 'life1, 'async_trait>( &'life0 self, instruments: &'life1 [InstrumentId], ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Subscribe to market data for the specified instruments
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fn get_best_bid_ask<'life0, 'life1, 'async_trait>( &'life0 self, instrument: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<(Decimal, Decimal)>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get the best bid and ask for an instrument
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fn get_latest_trade_price<'life0, 'life1, 'async_trait>( &'life0 self, instrument: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<Decimal>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get the latest trade price for an instrument
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fn get_orderbook<'life0, 'life1, 'async_trait>( &'life0 self, instrument: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<OrderBook>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get the entire orderbook for an instrument
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fn get_recent_trades<'life0, 'life1, 'async_trait>( &'life0 self, instrument: &'life1 InstrumentId, limit: Option<usize>, ) -> Pin<Box<dyn Future<Output = Result<Vec<MarketTrade>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get recent trades for an instrument

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