Struct MdCore 

pub struct MdCore { /* private fields */ }

Market data core: turns stream frames into events and keeps the state behind them.

Per subscription it holds the local order book (rebuilt from action rows), the ids of trades already seen (a reconnect replays recent trades, a repeat is dropped), the M10 candle being built from M5 bars, and the stream status.

Implements BrokerCore from brokapi-sansio. See the module docs for an example.

Implementations

impl MdCore

pub fn new() -> Self

An empty core with no subscriptions.

pub fn desired(&self) -> &SubscriptionSet

The subscriptions the core was told to serve (set by apply).

pub fn status(&self, sub: SubscriptionId) -> Option<SubStatus>

Stream status of subscription sub. None for an id the core does not know.

pub fn take_restarts(&mut self) -> Vec<SubscriptionId>

Streams to reopen because their local book became unusable. Drains the list.

Trait Implementations

impl BrokerCore for MdCore

fn poll_transmit(&mut self) -> Option<Outbound>

gRPC streams are opened by the stream tasks, nothing is queued for a socket.

type Frame = MdFrame

The inbound frame type: for example String for WebSocket text, or a decoded message.

fn on_frame(&mut self, frame: MdFrame, now: Instant, out: &mut EventSink)

Handles one inbound transport frame received at now.

fn poll_timeout(&self) -> Option<Instant>

When the core wants on_timeout to be called next, or None if it has no timer pending.

fn on_timeout(&mut self, _now: Instant, _out: &mut EventSink)

Handles a timer that fired. now is the time the timer was due.

fn apply(&mut self, desired: &SubscriptionSet)

Tells the core the full set of subscriptions the consumer wants now.

impl Debug for MdCore

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

Formats the value using the given formatter.

impl Default for MdCore

fn default() -> MdCore

Returns the “default value” for a type.