Struct CandlePages 

pub struct CandlePages<'a, S: MarketDataSource + ?Sized> { /* private fields */ }

A reader of candle history, one window per next_page call.

Pages come in time order. Inside the whole read every bar is delivered once: a bar that two neighbouring windows both return (brokers differ on whether the end of a range is included) is kept in the first. A page can be empty (a weekend, a halt): that is not the end, the end is None.

The type borrows the connector and the instrument and holds no network state of its own, so a crash loses only the progress you did not save. Save resume_from after each page you wrote.

Examples

See the module history.

Implementations

impl<'a, S: MarketDataSource + ?Sized> CandlePages<'a, S>

pub fn new( src: &'a S, id: &'a InstrumentId, tf: Timeframe, range: TimeRange, opts: HistoryOpts, ) -> Self

Prepares a read of tf bars of id over range. Nothing is sent yet.

pub fn resume_from(&self) -> UnixNanos

The start of the next window: where to begin again after a stop. Equals the end of the range when everything is read.

pub fn requests(&self) -> u32

How many candles calls were made, repeats included. A call that the local rate limiter refused is counted too, although it never reached the broker: count the requests that went out on the broker’s side if you need them.

pub fn rate_waits(&self) -> u32

How many times a rate limit was waited out inside this reader (a wait of your own loop is not counted).

pub async fn next_page(&mut self) -> Result<Option<Vec<Candle>>, HistoryError>

Reads the next window. Ok(None) when the range is finished.

Errors

HistoryError with the error that stopped the read and resume_from:

• [Error::RateLimited] after HistoryOpts::max_rate_waits pauses: the quota is spent by others too. Wait longer and start again from resume_from.
• [Error::Transport] after HistoryOpts::transport_retries repeats: the broker is unreachable. Start again later.
• [Error::Rejected], [Error::Config], [Error::Unsupported]: the same read fails again. Check the instrument, the timeframe and the window. Do not loop.