rusty_feeder::feeder

Trait Feeder

Source 
pub trait Feeder:
    Send
    + Sync
    + 'static
    + Debug {
    type DepthMessage: Send + 'static;
    type TradeMessage: Send + 'static;

    // Required methods
    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;
    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;
    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;
    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;
    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;
    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;
    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;
    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;

    // Provided methods
    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 { ... }
    fn reset_stats<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait { ... }
}
Expand description

High-performance feeder interface for processing and normalizing exchange data Optimized for minimal allocations and low latency

Required Associated Types§

Source

type DepthMessage: Send + 'static

Raw message type from the exchange for depth/orderbook

Source

type TradeMessage: Send + 'static

Raw message type from the exchange for trades

Required Methods§

Source

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

Source

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

Source

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

Source

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

Source

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

Source

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

Source

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

Source

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

Provided Methods§

Source

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

Source

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

Implementors§