Expand description
Market-data core: one bidirectional MarketDataStream.
The runtime owns the stream; this core decides what to send and turns what arrives into events.
Logical subscriptions (what the client asked for, each with its SubscriptionId) are mapped to
wire subscriptions (what T-Bank is told). Several logical subscriptions can share one wire
subscription: an order book and quotes of one instrument are one order book subscription of the
larger depth, two subscriptions to the same book are one on the wire, and unsubscribing one does not
end the other. Quotes have no stream of their own at T-Bank: they are the best level of the book.
Structs§
- MdCore
- Sans-io core of the market data stream.
- SubUpdate
- A logical subscription changed state: confirmed or refused.
Enums§
- LState
- Where a logical subscription is in its life, see
MdCore::state. - MdFrame
- One inbound item for
MdCore: what the runtime saw on the market data stream.
Constants§
- RETRY_
AFTER - Pause before a subscription refused with a transient status (internal error, too many requests) is sent again.