rusty_ems::feeder_integration

Trait MarketDataProvider

Source 
pub trait MarketDataProvider:
    Send
    + Sync
    + 'static {
    // Required methods
    fn init<'life0, 'async_trait>(
        &'life0 mut self,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    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;
    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;
    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;
    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;
    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;
}
Expand description

Interface for market data providers

Required Methods§

Source

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

Source

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

Source

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

Source

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

Source

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

Source

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

Implementors§