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FeedRecord

hypercall_vol_oracle::databento_oracle

Enum FeedRecord 

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pub(crate) enum FeedRecord {
    Definition {
        instrument_id: u64,
        kind: InstrumentKind,
    },
    Mbp1 {
        instrument_id: u64,
        bbo: Bbo,
    },
    Error(String),
    EndOfStream,
}
Expand description

Events we consume from a Databento feed, after the SDK-specific DBN records have been adapted to our internal representation.

We deliberately do not expose Databento’s native dbn::Record types across this boundary — that would couple our provider to a particular SDK version and make the fake-feed test harness awkward. The real feed adapter (in cycle 8) is responsible for translating DBN records into these four variants.

Variants§

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Definition

An instrument definition update. Fired once per instrument when the stream starts, and again if a new instrument is listed mid-stream.

Fields

§instrument_id: u64
§kind: InstrumentKind
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Mbp1

A top-of-book update for a previously-defined instrument.

Fields

§instrument_id: u64
§bbo: Bbo
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Error(String)

A transient feed error. The provider should treat this as a reconnect signal — not a hard failure — and continue.

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EndOfStream

The feed has closed cleanly (e.g. historical replay done). No further records will follow.

Trait Implementations§

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impl Clone for FeedRecord

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fn clone(&self) -> FeedRecord

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for FeedRecord

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl PartialEq for FeedRecord

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fn eq(&self, other: &FeedRecord) -> bool

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl StructuralPartialEq for FeedRecord

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impl<T> AggregateExpressionMethods for T

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fn aggregate_distinct(self) -> Self::Output
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DISTINCT modifier for aggregate functions Read more
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