Struct CoinbaseFeeder

pub struct CoinbaseFeeder { /* private fields */ }

Coinbase market data feeder

Implementations

impl CoinbaseFeeder

pub fn new() -> Self

Create a new Coinbase feeder

Trait Implementations

impl Debug for CoinbaseFeeder

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

Formats the value using the given formatter.

impl Default for CoinbaseFeeder

fn default() -> Self

Returns the “default value” for a type.

impl Feeder for CoinbaseFeeder

type DepthMessage = Level2Update

Raw message type from the exchange for depth/orderbook

type TradeMessage = TradeMessage

Raw message type from the exchange for trades

fn start_feed_depth<'life0, 'async_trait>( &'life0 self, instrument_id: InstrumentId, depth_rx: Receiver<Self::DepthMessage>, _options: Option<FeederOptions>, ) -> Pin<Box<dyn Future<Output = Result<Receiver<OrderBookSnapshot>>> + Send + 'async_trait>>

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

Start processing and normalizing orderbook depth data Processes raw depth messages into standardized order book depth format

fn stop_feed_depth<'life0, 'life1, 'async_trait>( &'life0 self, instrument_id: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Stop processing orderbook depth data for a specific instrument

fn start_feed_trades<'life0, 'async_trait>( &'life0 self, instrument_id: InstrumentId, trade_rx: Receiver<Self::TradeMessage>, _options: Option<FeederOptions>, ) -> Pin<Box<dyn Future<Output = Result<Receiver<MarketTrade>>> + Send + 'async_trait>>

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

Start processing and normalizing trade data Processes raw trade messages into standardized trade format

fn stop_feed_trades<'life0, 'life1, 'async_trait>( &'life0 self, instrument_id: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Stop processing trade data for a specific instrument

fn start_feed_bars<'life0, 'async_trait>( &'life0 self, instrument_id: InstrumentId, bar_type: BarType, trade_rx: Receiver<MarketTrade>, _options: Option<FeederOptions>, ) -> Pin<Box<dyn Future<Output = Result<Receiver<Bar>>> + Send + 'async_trait>>

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

Start generating bars from trade data Aggregates trade data into OHLCV bars of the specified type

fn stop_feed_bars<'life0, 'life1, 'life2, 'async_trait>( &'life0 self, instrument_id: &'life1 InstrumentId, bar_type: &'life2 BarType, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait,

Stop generating bars for a specific instrument and bar type

fn get_shared_orderbook<'life0, 'life1, 'async_trait>( &'life0 self, instrument_id: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<SharedSimdOrderBook>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get a real-time shared orderbook for a specific instrument Returns a thread-safe shared orderbook that’s kept up-to-date

fn get_bar_cache<'life0, 'life1, 'life2, 'async_trait>( &'life0 self, _instrument_id: &'life1 InstrumentId, _bar_type: &'life2 BarType, max_bars: usize, ) -> Pin<Box<dyn Future<Output = Result<Arc<RwLock<BarCache>>>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait,

Get a bar cache for a specific instrument and bar type Returns a bar cache with recent bar data

fn get_stats<'life0, 'life1, 'async_trait>( &'life0 self, _instrument_id: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<FeedStats>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Get feed statistics for a specific instrument

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

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

Reset all feed statistics