pub struct DatabentoVolOracle {
config: DatabentoVolOracleConfig,
state: Arc<RwLock<DatabentoOracleState>>,
}Expand description
A RiskVolOracle backed by a Databento feed. Owns a
DatabentoOrchestrator under an RwLock and a cached
VolatilitySurface that is rebuilt on every ingested record.
Callers drive the oracle by calling ingest for each
FeedRecord, or by awaiting run with an async
DatabentoFeed. In production the factory (cycle 12) spawns a task
that holds a DatabentoFeed over databento::live::Client and loops
on run. In tests, ingest is called synchronously with records
from FakeFeed.
Fields§
§config: DatabentoVolOracleConfig§state: Arc<RwLock<DatabentoOracleState>>Implementations§
Source§impl DatabentoVolOracle
impl DatabentoVolOracle
pub fn new(config: DatabentoVolOracleConfig) -> DatabentoVolOracle
Sourcepub fn record_external_error(&self, message: impl Into<String>)
pub fn record_external_error(&self, message: impl Into<String>)
Directly set the last_error field without ingesting a record.
Used by the live feed task helper to surface connect-time errors
(which don’t flow through the normal FeedRecord::Error path
because they happen before the run loop starts).
Trait Implementations§
Source§impl RiskVolOracle for DatabentoVolOracle
impl RiskVolOracle for DatabentoVolOracle
Source§fn get_surface_snapshot(&self, underlying: &str) -> Option<VolSurfaceSnapshot>
fn get_surface_snapshot(&self, underlying: &str) -> Option<VolSurfaceSnapshot>
Expose the live surface so /monitoring/vol-surface and
ServerVolProvider (the MM’s client) can read it. Without this
override the trait default returned None and the MM never saw
databento-sourced GOLD quotes even while the oracle held them —
Prometheus showed ht_vol_surface_points{databento,GOLD} = 1896
while the endpoint returned surfaces: [].
fn get_iv( &self, underlying: &str, strike: f64, expiry_ts: i64, ) -> Result<f64, VolLookupError>
fn statuses(&self) -> Vec<VolOracleStatus>
Source§fn supports_surface_snapshots(&self) -> bool
fn supports_surface_snapshots(&self) -> bool
Whether this oracle can produce surface snapshots once its feeds are ready. Read more
Auto Trait Implementations§
impl Freeze for DatabentoVolOracle
impl RefUnwindSafe for DatabentoVolOracle
impl Send for DatabentoVolOracle
impl Sync for DatabentoVolOracle
impl Unpin for DatabentoVolOracle
impl UnsafeUnpin for DatabentoVolOracle
impl UnwindSafe for DatabentoVolOracle
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