Struct UserDataConfig 

pub struct UserDataConfig {
    pub bcs: BcsConfig,
    pub source: Arc<str>,
    pub order_state_buffer: usize,
    pub reconnect_min: Duration,
    pub reconnect_max: Duration,
    pub subscribe_ack_timeout: Duration,
    pub price_grid: PriceGrid,
}

Settings of UserDataConnector.

For a connector that sends orders the bcs config must be built with with_write(true).

Examples

use brokapi_bcs_protocol::config::BcsConfig;
use brokapi_bcs::UserDataConfig;

let bcs = BcsConfig::new("refresh-token".into()).with_write(true);
let mut cfg = UserDataConfig::new(bcs, "bcs-ud");
assert_eq!(cfg.order_state_buffer, 1024);
// A bigger buffer gives a slow bot more room before an overflow closes the trading gate.
cfg.order_state_buffer = 4096;

Fields

bcs: BcsConfig

Client settings of the BCS API: refresh token, timeouts, endpoints, write switch.

source: Arc<str>

Envelope source label, e.g. "bcs-ud".

order_state_buffer: usize

Capacity of the lossless buffer of each order state and execution subscription (default 1024 events). When it is full, the subscription reports an overflow and the connector becomes degraded: commands are refused until the next successful reconcile.

reconnect_min: Duration

Pause before the first reconnect of the WebSocket, doubling up to reconnect_max (default 0.5 s, as at T-Bank and Finam).

reconnect_max: Duration

Upper bound of the pause (default 30 s). The pause returns to reconnect_min once a connection has lived 10 seconds.

subscribe_ack_timeout: Duration

How long a subscribe_* call waits for the WebSocket of its channel to be open (default 3 s). The call returns when the socket is open: an order placed right after it is not missed. If the socket does not open in time, the call fails with Transport and the subscription is taken back, so the call can be repeated.

price_grid: PriceGrid

Price steps the connector checks order prices against (default: empty, nothing is checked). Fill it with [PriceGrid::learn] from the trading parameters of the instruments you trade. A price off the step is then refused with Rejected (price_off_step) before anything is sent.

Implementations

impl UserDataConfig

pub fn new(bcs: BcsConfig, source: impl Into<Arc<str>>) -> Self

Creates a config with the default buffer (1024 events), the default reconnect pauses (0.5 s up to 30 s) and a 3 s wait for the socket in subscribe_*.

source is the label put in every Envelope this connector emits.

Trait Implementations

impl Clone for UserDataConfig

fn clone(&self) -> UserDataConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for UserDataConfig

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

Formats the value using the given formatter.