nautilus_common::cache::database

Trait CacheDatabaseAdapter

Source 
pub trait CacheDatabaseAdapter {

Show 58 methods    // Required methods
    fn close(&mut self) -> Result<()>;
    fn flush(&mut self) -> Result<()>;
    fn load_all<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<CacheMap>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn load(&self) -> Result<HashMap<String, Bytes>>;
    fn load_currencies<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<Ustr, Currency>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn load_instruments<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<InstrumentId, InstrumentAny>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn load_synthetics<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<InstrumentId, SyntheticInstrument>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn load_accounts<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<AccountId, AccountAny>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn load_orders<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<ClientOrderId, OrderAny>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn load_positions<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<PositionId, Position>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait;
    fn load_index_order_position(
        &self,
    ) -> Result<HashMap<ClientOrderId, Position>>;
    fn load_index_order_client(
        &self,
    ) -> Result<HashMap<ClientOrderId, ClientId>>;
    fn load_currency<'life0, 'life1, 'async_trait>(
        &'life0 self,
        code: &'life1 Ustr,
    ) -> Pin<Box<dyn Future<Output = Result<Option<Currency>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn load_instrument<'life0, 'life1, 'async_trait>(
        &'life0 self,
        instrument_id: &'life1 InstrumentId,
    ) -> Pin<Box<dyn Future<Output = Result<Option<InstrumentAny>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn load_synthetic<'life0, 'life1, 'async_trait>(
        &'life0 self,
        instrument_id: &'life1 InstrumentId,
    ) -> Pin<Box<dyn Future<Output = Result<Option<SyntheticInstrument>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn load_account<'life0, 'life1, 'async_trait>(
        &'life0 self,
        account_id: &'life1 AccountId,
    ) -> Pin<Box<dyn Future<Output = Result<Option<AccountAny>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn load_order<'life0, 'life1, 'async_trait>(
        &'life0 self,
        client_order_id: &'life1 ClientOrderId,
    ) -> Pin<Box<dyn Future<Output = Result<Option<OrderAny>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn load_position<'life0, 'life1, 'async_trait>(
        &'life0 self,
        position_id: &'life1 PositionId,
    ) -> Pin<Box<dyn Future<Output = Result<Option<Position>>> + Send + 'async_trait>>
       where Self: 'async_trait,
             'life0: 'async_trait,
             'life1: 'async_trait;
    fn load_actor(
        &self,
        component_id: &ComponentId,
    ) -> Result<HashMap<String, Bytes>>;
    fn load_strategy(
        &self,
        strategy_id: &StrategyId,
    ) -> Result<HashMap<String, Bytes>>;
    fn load_signals(&self, name: &str) -> Result<Vec<Signal>>;
    fn load_custom_data(&self, data_type: &DataType) -> Result<Vec<CustomData>>;
    fn load_order_snapshot(
        &self,
        client_order_id: &ClientOrderId,
    ) -> Result<Option<OrderSnapshot>>;
    fn load_position_snapshot(
        &self,
        position_id: &PositionId,
    ) -> Result<Option<PositionSnapshot>>;
    fn load_quotes(
        &self,
        instrument_id: &InstrumentId,
    ) -> Result<Vec<QuoteTick>>;
    fn load_trades(
        &self,
        instrument_id: &InstrumentId,
    ) -> Result<Vec<TradeTick>>;
    fn load_bars(&self, instrument_id: &InstrumentId) -> Result<Vec<Bar>>;
    fn add(&self, key: String, value: Bytes) -> Result<()>;
    fn add_currency(&self, currency: &Currency) -> Result<()>;
    fn add_instrument(&self, instrument: &InstrumentAny) -> Result<()>;
    fn add_synthetic(&self, synthetic: &SyntheticInstrument) -> Result<()>;
    fn add_account(&self, account: &AccountAny) -> Result<()>;
    fn add_order(
        &self,
        order: &OrderAny,
        client_id: Option<ClientId>,
    ) -> Result<()>;
    fn add_order_snapshot(&self, snapshot: &OrderSnapshot) -> Result<()>;
    fn add_position(&self, position: &Position) -> Result<()>;
    fn add_position_snapshot(&self, snapshot: &PositionSnapshot) -> Result<()>;
    fn add_order_book(&self, order_book: &OrderBook) -> Result<()>;
    fn add_signal(&self, signal: &Signal) -> Result<()>;
    fn add_custom_data(&self, data: &CustomData) -> Result<()>;
    fn add_quote(&self, quote: &QuoteTick) -> Result<()>;
    fn add_trade(&self, trade: &TradeTick) -> Result<()>;
    fn add_bar(&self, bar: &Bar) -> Result<()>;
    fn delete_actor(&self, component_id: &ComponentId) -> Result<()>;
    fn delete_strategy(&self, component_id: &StrategyId) -> Result<()>;
    fn index_venue_order_id(
        &self,
        client_order_id: ClientOrderId,
        venue_order_id: VenueOrderId,
    ) -> Result<()>;
    fn index_order_position(
        &self,
        client_order_id: ClientOrderId,
        position_id: PositionId,
    ) -> Result<()>;
    fn update_actor(&self) -> Result<()>;
    fn update_strategy(&self) -> Result<()>;
    fn update_account(&self, account: &AccountAny) -> Result<()>;
    fn update_order(&self, order_event: &OrderEventAny) -> Result<()>;
    fn update_position(&self, position: &Position) -> Result<()>;
    fn snapshot_order_state(&self, order: &OrderAny) -> Result<()>;
    fn snapshot_position_state(&self, position: &Position) -> Result<()>;
    fn heartbeat(&self, timestamp: UnixNanos) -> Result<()>;

    // Provided methods
    fn load_greeks<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<InstrumentId, GreeksData>>> + Send + 'async_trait>>
       where Self: Sync + 'async_trait,
             'life0: 'async_trait { ... }
    fn load_yield_curves<'life0, 'async_trait>(
        &'life0 self,
    ) -> Pin<Box<dyn Future<Output = Result<HashMap<String, YieldCurveData>>> + Send + 'async_trait>>
       where Self: Sync + 'async_trait,
             'life0: 'async_trait { ... }
    fn add_greeks(&self, greeks: &GreeksData) -> Result<()> { ... }
    fn add_yield_curve(&self, yield_curve: &YieldCurveData) -> Result<()> { ... }

}

Required Methods§

Source

fn close(&mut self) -> Result<()>

Closes the cache database connection.

§Errors

Returns an error if the database fails to close properly.

Source

fn flush(&mut self) -> Result<()>

Flushes any pending changes to the database.

§Errors

Returns an error if flushing changes fails.

Source

fn load_all<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<CacheMap>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Loads all cached data into memory.

§Errors

Returns an error if loading data from the database fails.

Source

fn load(&self) -> Result<HashMap<String, Bytes>>

Loads raw key-value data from the database.

§Errors

Returns an error if the load operation fails.

Source

fn load_currencies<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<Ustr, Currency>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Loads all currencies from the cache.

§Errors

Returns an error if loading currencies fails.

Source

fn load_instruments<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<InstrumentId, InstrumentAny>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Loads all instruments from the cache.

§Errors

Returns an error if loading instruments fails.

Source

fn load_synthetics<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<InstrumentId, SyntheticInstrument>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Loads all synthetic instruments from the cache.

§Errors

Returns an error if loading synthetic instruments fails.

Source

fn load_accounts<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<AccountId, AccountAny>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Loads all accounts from the cache.

§Errors

Returns an error if loading accounts fails.

Source

fn load_orders<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<ClientOrderId, OrderAny>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Loads all orders from the cache.

§Errors

Returns an error if loading orders fails.

Source

fn load_positions<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<PositionId, Position>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait,

Loads all positions from the cache.

§Errors

Returns an error if loading positions fails.

Source

fn load_index_order_position(&self) -> Result<HashMap<ClientOrderId, Position>>

Loads mapping from order IDs to position IDs.

§Errors

Returns an error if loading the index order-position mapping fails.

Source

fn load_index_order_client(&self) -> Result<HashMap<ClientOrderId, ClientId>>

Loads mapping from order IDs to client IDs.

§Errors

Returns an error if loading the index order-client mapping fails.

Source

fn load_currency<'life0, 'life1, 'async_trait>( &'life0 self, code: &'life1 Ustr, ) -> Pin<Box<dyn Future<Output = Result<Option<Currency>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Loads a single currency by code.

§Errors

Returns an error if loading a single currency fails.

Source

fn load_instrument<'life0, 'life1, 'async_trait>( &'life0 self, instrument_id: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<Option<InstrumentAny>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Loads a single instrument by ID.

§Errors

Returns an error if loading a single instrument fails.

Source

fn load_synthetic<'life0, 'life1, 'async_trait>( &'life0 self, instrument_id: &'life1 InstrumentId, ) -> Pin<Box<dyn Future<Output = Result<Option<SyntheticInstrument>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Loads a single synthetic instrument by ID.

§Errors

Returns an error if loading a single synthetic instrument fails.

Source

fn load_account<'life0, 'life1, 'async_trait>( &'life0 self, account_id: &'life1 AccountId, ) -> Pin<Box<dyn Future<Output = Result<Option<AccountAny>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Loads a single account by ID.

§Errors

Returns an error if loading a single account fails.

Source

fn load_order<'life0, 'life1, 'async_trait>( &'life0 self, client_order_id: &'life1 ClientOrderId, ) -> Pin<Box<dyn Future<Output = Result<Option<OrderAny>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Loads a single order by client order ID.

§Errors

Returns an error if loading a single order fails.

Source

fn load_position<'life0, 'life1, 'async_trait>( &'life0 self, position_id: &'life1 PositionId, ) -> Pin<Box<dyn Future<Output = Result<Option<Position>>> + Send + 'async_trait>>
where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Loads a single position by position ID.

§Errors

Returns an error if loading a single position fails.

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fn load_actor( &self, component_id: &ComponentId, ) -> Result<HashMap<String, Bytes>>

Loads actor state by component ID.

§Errors

Returns an error if loading actor state fails.

Source

fn load_strategy( &self, strategy_id: &StrategyId, ) -> Result<HashMap<String, Bytes>>

Loads strategy state by strategy ID.

§Errors

Returns an error if loading strategy state fails.

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fn load_signals(&self, name: &str) -> Result<Vec<Signal>>

Loads signals by name.

§Errors

Returns an error if loading signals fails.

Source

fn load_custom_data(&self, data_type: &DataType) -> Result<Vec<CustomData>>

Loads custom data by data type.

§Errors

Returns an error if loading custom data fails.

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fn load_order_snapshot( &self, client_order_id: &ClientOrderId, ) -> Result<Option<OrderSnapshot>>

Loads an order snapshot by client order ID.

§Errors

Returns an error if loading the order snapshot fails.

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fn load_position_snapshot( &self, position_id: &PositionId, ) -> Result<Option<PositionSnapshot>>

Loads a position snapshot by position ID.

§Errors

Returns an error if loading the position snapshot fails.

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fn load_quotes(&self, instrument_id: &InstrumentId) -> Result<Vec<QuoteTick>>

Loads quote ticks by instrument ID.

§Errors

Returns an error if loading quotes fails.

Source

fn load_trades(&self, instrument_id: &InstrumentId) -> Result<Vec<TradeTick>>

Loads trade ticks by instrument ID.

§Errors

Returns an error if loading trades fails.

Source

fn load_bars(&self, instrument_id: &InstrumentId) -> Result<Vec<Bar>>

Loads bars by instrument ID.

§Errors

Returns an error if loading bars fails.

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fn add(&self, key: String, value: Bytes) -> Result<()>

§Errors

Returns an error if adding a generic key/value fails.

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fn add_currency(&self, currency: &Currency) -> Result<()>

§Errors

Returns an error if adding a currency fails.

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fn add_instrument(&self, instrument: &InstrumentAny) -> Result<()>

§Errors

Returns an error if adding an instrument fails.

Source

fn add_synthetic(&self, synthetic: &SyntheticInstrument) -> Result<()>

§Errors

Returns an error if adding a synthetic instrument fails.

Source

fn add_account(&self, account: &AccountAny) -> Result<()>

§Errors

Returns an error if adding an account fails.

Source

fn add_order(&self, order: &OrderAny, client_id: Option<ClientId>) -> Result<()>

§Errors

Returns an error if adding an order fails.

Source

fn add_order_snapshot(&self, snapshot: &OrderSnapshot) -> Result<()>

§Errors

Returns an error if adding an order snapshot fails.

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fn add_position(&self, position: &Position) -> Result<()>

§Errors

Returns an error if adding a position fails.

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fn add_position_snapshot(&self, snapshot: &PositionSnapshot) -> Result<()>

§Errors

Returns an error if adding a position snapshot fails.

Source

fn add_order_book(&self, order_book: &OrderBook) -> Result<()>

§Errors

Returns an error if adding an order book fails.

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fn add_signal(&self, signal: &Signal) -> Result<()>

§Errors

Returns an error if adding a signal fails.

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fn add_custom_data(&self, data: &CustomData) -> Result<()>

§Errors

Returns an error if adding custom data fails.

Source

fn add_quote(&self, quote: &QuoteTick) -> Result<()>

§Errors

Returns an error if adding a quote tick fails.

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fn add_trade(&self, trade: &TradeTick) -> Result<()>

§Errors

Returns an error if adding a trade tick fails.

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fn add_bar(&self, bar: &Bar) -> Result<()>

§Errors

Returns an error if adding a bar fails.

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fn delete_actor(&self, component_id: &ComponentId) -> Result<()>

§Errors

Returns an error if deleting actor state fails.

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fn delete_strategy(&self, component_id: &StrategyId) -> Result<()>

§Errors

Returns an error if deleting strategy state fails.

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fn index_venue_order_id( &self, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, ) -> Result<()>

§Errors

Returns an error if indexing venue order ID fails.

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fn index_order_position( &self, client_order_id: ClientOrderId, position_id: PositionId, ) -> Result<()>

§Errors

Returns an error if indexing order-position mapping fails.

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fn update_actor(&self) -> Result<()>

§Errors

Returns an error if updating actor state fails.

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fn update_strategy(&self) -> Result<()>

§Errors

Returns an error if updating strategy state fails.

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fn update_account(&self, account: &AccountAny) -> Result<()>

§Errors

Returns an error if updating an account fails.

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fn update_order(&self, order_event: &OrderEventAny) -> Result<()>

§Errors

Returns an error if updating an order fails.

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fn update_position(&self, position: &Position) -> Result<()>

§Errors

Returns an error if updating a position fails.

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fn snapshot_order_state(&self, order: &OrderAny) -> Result<()>

§Errors

Returns an error if snapshotting order state fails.

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fn snapshot_position_state(&self, position: &Position) -> Result<()>

§Errors

Returns an error if snapshotting position state fails.

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fn heartbeat(&self, timestamp: UnixNanos) -> Result<()>

§Errors

Returns an error if heartbeat recording fails.

Provided Methods§

Source

fn load_greeks<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<InstrumentId, GreeksData>>> + Send + 'async_trait>>
where Self: Sync + 'async_trait, 'life0: 'async_trait,

Loads all [GreeksData] from the cache.

§Errors

Returns an error if loading greeks data fails.

Source

fn load_yield_curves<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<HashMap<String, YieldCurveData>>> + Send + 'async_trait>>
where Self: Sync + 'async_trait, 'life0: 'async_trait,

Loads all [YieldCurveData] from the cache.

§Errors

Returns an error if loading yield curve data fails.

Source

fn add_greeks(&self, greeks: &GreeksData) -> Result<()>

§Errors

Returns an error if adding greeks data fails.

Source

fn add_yield_curve(&self, yield_curve: &YieldCurveData) -> Result<()>

§Errors

Returns an error if adding yield curve data fails.

Implementors§