Module core 

Sans-io cores: protocol state machines without sockets, timers or async runtime.

A core never touches the network. The connector owns the streams and feeds each message to the core as a frame, with the current time. The core answers with events (into an EventSink) and with requests to write to the stream. This makes the protocol logic testable without a server: frames in, events and requests out.

• MdCore drives the one bidirectional market data stream.
• UdCore keeps the order lifecycle, own trades and portfolio of one account.

Examples

use std::time::{Duration, Instant};
use brokapi_core::{InstrumentId, InstrumentKey, NativeId, SubscriptionId};
use brokapi_sansio::{BrokerCore, DesiredSubscription, EventSink, SubscriptionKind, SubscriptionSet};
use brokapi_tbank::core::{MdCore, MdFrame};

let mut core = MdCore::new(Duration::from_secs(30));
let mut events = EventSink::new();

// The runtime tells the core that a stream is open. No socket is involved.
core.on_frame(MdFrame::Connected, Instant::now(), &mut events);

// The consumer wants an order book. The core queues the wire request.
let sber = InstrumentId::new(InstrumentKey::new("SBER", "TQBR"), NativeId::Uid("uid-sber".into()));
core.apply(&SubscriptionSet::with_subscriptions(vec![DesiredSubscription {
    id: SubscriptionId::new(1),
    kind: SubscriptionKind::OrderBook { instrument: sber, depth: 10 },
}]));

// First the ping settings, then the order book subscription.
let mut requests = 0;
while core.poll_request().is_some() {
    requests += 1;
}
assert_eq!(requests, 2);
assert_eq!(core.wire_count(), 1);

Modules

md

Market-data core: one bidirectional MarketDataStream.

ud

User-data core: order lifecycle, own trades, portfolio of ONE account.

Structs

MdCore

Sans-io core of the market data stream.

SubUpdate

A logical subscription changed state: confirmed or refused.

UdCore

Sans-io core of the user data of ONE account: order state machine, own trades, portfolio.

Enums

MdFrame

One inbound item for MdCore: what the runtime saw on the market data stream.

UdFrame

One inbound item for UdCore: a message from one of the user data streams.