Trait LiveDataClient
Source pub trait LiveDataClient: DataClient {
Show 19 methods
// Required methods
fn get_message_channel(&self) -> UnboundedSender<DataEvent>;
fn get_clock(&self) -> Ref<'_, dyn Clock>;
// Provided methods
fn send_delta(&self, delta: OrderBookDelta) { ... }
fn send_deltas(&self, deltas: OrderBookDeltas_API) { ... }
fn send_depth10(&self, depth: OrderBookDepth10) { ... }
fn send_quote(&self, quote: QuoteTick) { ... }
fn send_trade(&self, trade: TradeTick) { ... }
fn send_bar(&self, bar: Bar) { ... }
fn send_mark_price(&self, mark_price: MarkPriceUpdate) { ... }
fn send_index_price(&self, index_price: IndexPriceUpdate) { ... }
fn send_instrument_close(&self, close: InstrumentClose) { ... }
fn send_data(&self, data: Data) { ... }
fn send_instrument_response(
&self,
instrument: InstrumentAny,
correlation_id: UUID4,
) { ... }
fn send_instruments_response(
&self,
venue: Venue,
instruments: Vec<InstrumentAny>,
correlation_id: UUID4,
) { ... }
fn send_book_response(&self, book: OrderBook, correlation_id: UUID4) { ... }
fn send_quotes_response(
&self,
instrument_id: InstrumentId,
quotes: Vec<QuoteTick>,
correlation_id: UUID4,
) { ... }
fn send_trades_response(
&self,
instrument_id: InstrumentId,
trades: Vec<TradeTick>,
correlation_id: UUID4,
) { ... }
fn send_bars(
&self,
bar_type: BarType,
bars: Vec<Bar>,
correlation_id: UUID4,
) { ... }
fn send_response(&self, response: DataResponse) { ... }