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Datafeed

Trait Datafeed 

Source
pub trait Datafeed: MaybeSend + 'static {
Show 23 methods // Required method fn history(&self, request: HistoryRequest, reply: Reply<HistoryPage>); // Provided methods fn capabilities(&self, reply: Reply<FeedCapabilities>) { ... } fn resolve(&self, symbol: &str, reply: Reply<Instrument>) { ... } fn resolve_converted( &self, symbol: &str, conversion: &str, reply: Reply<Instrument>, ) { ... } fn subscribe(&self, subscription: Subscription) { ... } fn unsubscribe(&self, id: SubscriptionId) { ... } fn trades(&self, request: TradeRequest, reply: Reply<TradePage>) { ... } fn options_volume(&self, query: OptionsVolumeQuery, sink: OptionsVolumeSink) { ... } fn option_expiries(&self, underlying: &str, reply: Reply<Vec<NaiveDate>>) { ... } fn option_chain(&self, query: OptionChainQuery, sink: OptionChainSink) { ... } fn option_exposure( &self, query: OptionExposureQuery, sink: OptionExposureSink, ) { ... } fn depth_history(&self, request: DepthRequest, reply: Reply<DepthPage>) { ... } fn metrics(&self, symbol: &str, reply: Reply<Vec<MetricSeries>>) { ... } fn metric_history(&self, request: MetricRequest, reply: Reply<MetricPage>) { ... } fn subscribe_metric(&self, subscription: MetricSubscription) { ... } fn price_targets(&self, symbol: &str, reply: Reply<PriceTargets>) { ... } fn symbol_details(&self, symbol: &str, reply: Reply<SymbolDetails>) { ... } fn news(&self, query: NewsQuery, reply: Reply<Vec<NewsStory>>) { ... } fn calendar(&self, query: CalendarQuery, reply: Reply<Vec<CalendarEvent>>) { ... } fn screen(&self, query: ScreenerQuery, reply: Reply<Vec<ScreenerRow>>) { ... } fn hotlist(&self, query: HotlistQuery, reply: Reply<Vec<HotlistEntry>>) { ... } fn screen_text( &self, query: ScreenerQuery, reply: Reply<ScreenerTextAnswer>, ) { ... } fn request_depth_snapshot(&self, id: SubscriptionId) { ... }
}
Expand description

Source of instrument metadata, history and live updates for a chart, given to it with ChartBuilder::with_feed.

Methods are called on the UI thread and must return promptly. Do the work elsewhere and answer through the Reply or Sink you were given, from any thread, runtime or browser task.

use egui_charts::data::{Datafeed, HistoryPage, HistoryRequest, Reply};
use egui_charts::model::Bar;

/// Bars held in memory, oldest first. Answers inline, without live updates.
struct InMemory(Vec<Bar>);

impl Datafeed for InMemory {
    fn history(&self, request: HistoryRequest, reply: Reply<HistoryPage>) {
        let before = |bar: &Bar| request.before.is_none_or(|before| bar.time < before);
        let end = self.0.partition_point(before);
        let since = |bar: &Bar| request.since.is_some_and(|since| bar.time < since);
        let first = self.0.partition_point(since).min(end);
        let start = end.saturating_sub(request.count).max(first);
        reply.send(Ok(HistoryPage::new(self.0[start..end].to_vec(), start == 0)));
    }
}

Required Methods§

Source

fn history(&self, request: HistoryRequest, reply: Reply<HistoryPage>)

Up to request.count bars of the range [request.since, request.before), the newest ones when there are more. Either end left None is unbounded: without before the range reaches the latest bar.

Provided Methods§

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fn capabilities(&self, reply: Reply<FeedCapabilities>)

What the feed offers as a whole, before any symbol is resolved: the intervals, exchanges and symbol classes its selectors may offer, and the optional services it supplies. The chart asks once when it attaches the feed and keeps the answer in Chart::feed_capabilities (requires widget). The default answers FeedCapabilities::default, which reports nothing and so restricts nothing.

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fn resolve(&self, symbol: &str, reply: Reply<Instrument>)

Describes symbol. The default reports Instrument::new of the symbol. Fill Instrument::profile_resolutions to suggest the bars volume profile studies and drawings read.

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fn resolve_converted( &self, symbol: &str, conversion: &str, reply: Reply<Instrument>, )

Describes symbol with its prices converted to conversion, the currency or unit the host chose with Chart::set_conversion (requires widget). Label the instrument with the converted currency and unit. The library converts nothing: the default answers FeedError::NotSupported, which shows no data rather than unconverted data under a converted choice.

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fn subscribe(&self, subscription: Subscription)

Starts pushing live updates into subscription.sink until unsubscribe. The default does nothing, which gives a history-only chart.

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fn unsubscribe(&self, id: SubscriptionId)

Stops what subscribe started. Pushes that arrive afterwards are ignored. The default does nothing; a producer can then poll Sink::is_active to know when to stop.

Also called when the chart is dropped, which an application may do while egui holds the lock of its Context, for example inside Context::input or Ui::input. A push into a Sink or an answer through a Reply may wake a chart, and waking waits for that lock until the application’s closure returns. So:

  • Return without waiting for a thread that pushes or answers: do not join it, and do not take a lock it holds while it pushes or answers.
  • Answer or drop here only the replies of the chart that held id, and push into no other subscription’s Sink: another chart would be woken on this thread, which holds the lock. A feed that cannot tell which chart a Reply is for keeps its replies and answers them as usual; an answer for a dropped chart is never read.

When the chart held the last reference to the feed, the feed’s own Drop runs right after this call and must not wait for such a thread either.

Source

fn trades(&self, request: TradeRequest, reply: Reply<TradePage>)

Up to request.count trades of the range [request.since, request.before), the newest ones when there are more, so order flow survives a reload and follows the view back in time. The default answers FeedError::NotSupported.

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fn options_volume(&self, query: OptionsVolumeQuery, sink: OptionsVolumeSink)

Push complete options-volume snapshots for the underlying and inclusive expiry range. Each push replaces the previous figures, including an empty snapshot. Sum contracts across the requested expiries at each strike. Stop when sink.is_active() is false. The default supplies none; the library never fetches options data itself.

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fn option_expiries(&self, underlying: &str, reply: Reply<Vec<NaiveDate>>)

Listed expiry dates for underlying, in ascending order with no duplicates. The default answers FeedError::NotSupported. Both options methods are declared by FeedService::OptionChain; the host supplies the data.

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fn option_chain(&self, query: OptionChainQuery, sink: OptionChainSink)

Push complete snapshots of the listed contracts in query’s inclusive expiry range. Without as_of, keep pushing until the sink is inactive. With it, push one snapshot for that instant or report FeedError::NotSupported. Unknown figures stay absent. See OptionQuote for units and OptionChainSink::push for validation. The default reports FeedError::NotSupported to the sink.

use chrono::{NaiveDate, TimeZone, Utc};
use egui_charts::data::{
    Datafeed, HistoryPage, HistoryRequest, OptionChain, OptionChainQuery,
    OptionChainSink, OptionKind, OptionQuote, Reply,
};

struct Feed;
impl Datafeed for Feed {
    fn history(&self, _: HistoryRequest, reply: Reply<HistoryPage>) {
        reply.send(Ok(HistoryPage::default()));
    }
    fn option_expiries(&self, _: &str, reply: Reply<Vec<NaiveDate>>) {
        reply.send(Ok(vec![
            NaiveDate::from_ymd_opt(2026, 12, 18).unwrap(),
            NaiveDate::from_ymd_opt(2027, 1, 15).unwrap(),
        ]));
    }
    fn option_chain(&self, query: OptionChainQuery, sink: OptionChainSink) {
        let time = Utc.with_ymd_and_hms(2026, 11, 2, 12, 0, 0).unwrap();
        let mut row = OptionQuote::new(
            "SAMPLE-261218-C100", *query.expiries.start(), 100.0, OptionKind::Call, time,
        );
        row.bid = Some(3.5);
        row.open_interest = Some(1200.0);
        row.gamma = Some(0.04);
        sink.push(vec![row]).unwrap();
    }
}
let expiry = NaiveDate::from_ymd_opt(2026, 12, 18).unwrap();
let chain = OptionChain::new(
    &Feed, OptionChainQuery::new("SAMPLE", expiry..=expiry), || {},
).unwrap();
let rows = chain.rows();
assert_eq!(rows.len(), 1);
assert_eq!(rows[0].bid, Some(3.5));
assert_eq!(rows[0].open_interest, Some(1200.0));
assert_eq!(rows[0].gamma, Some(0.04));
assert_eq!(rows[0].ask, None);
assert_eq!(rows[0].volume, None);
assert_eq!(chain.error(), None);
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fn option_exposure(&self, query: OptionExposureQuery, sink: OptionExposureSink)

Push complete exposure snapshots for the underlying, inclusive expiry range and kind. Without as_of, keep pushing until the sink is inactive; with it, answer once for that instant or report FeedError::NotSupported (the default). Declared by FeedService::OptionExposure. The host supplies the data and model.

OptionExposureHandle::snapshot_or_gamma prefers the supplied snapshot unchanged over computed gamma. See OptionExposureSink::push for atomic validation and replacement.

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fn depth_history(&self, request: DepthRequest, reply: Reply<DepthPage>)

One page of recorded depth on the requested grid. The default answers FeedError::NotSupported; live-only feeds need not implement this method.

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fn metrics(&self, symbol: &str, reply: Reply<Vec<MetricSeries>>)

Metrics offered for symbol, in display order. The default offers none. The host publishes the values; the library computes no instrument metrics.

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fn metric_history(&self, request: MetricRequest, reply: Reply<MetricPage>)

Metric history. The default answers FeedError::NotSupported.

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fn subscribe_metric(&self, subscription: MetricSubscription)

Start publishing metric points until Self::unsubscribe. The default does nothing.

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fn price_targets(&self, symbol: &str, reply: Reply<PriceTargets>)

Analyst price targets for symbol. The default answers FeedError::NotSupported, which leaves the chart without targets and shows no error.

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fn symbol_details(&self, symbol: &str, reply: Reply<SymbolDetails>)

Key statistics and the company or contract profile of symbol, for the symbol details panel. The default answers FeedError::NotSupported, and the panel then shows neither.

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fn news(&self, query: NewsQuery, reply: Reply<Vec<NewsStory>>)

Up to query.limit stories, newest first, for the news and highlights panels. Answer FeedError::NotSupported (the default) to have the panels say the feed has none.

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fn calendar(&self, query: CalendarQuery, reply: Reply<Vec<CalendarEvent>>)

The events of one calendar that pass query’s filters, in time order, for the calendar panel. Answer FeedError::NotSupported (the default) to have the panel say the feed has none.

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fn screen(&self, query: ScreenerQuery, reply: Reply<Vec<ScreenerRow>>)

Up to query.limit symbols that meet every filter of query, sorted as it asks, each with the values of its columns, for the screener. The feed does the screening. Answer FeedError::InvalidData for a filter it cannot apply, and FeedError::NotSupported (the default) to have the panel say the feed has none.

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fn hotlist(&self, query: HotlistQuery, reply: Reply<Vec<HotlistEntry>>)

Up to query.limit symbols of the hotlist query.list, in the list’s order, for the hotlists panel. Answer FeedError::NotSupported (the default) to have the panel say the feed has none.

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fn screen_text(&self, query: ScreenerQuery, reply: Reply<ScreenerTextAnswer>)

As screen, for a query whose text describes the screen in words. The feed interprets the text with the other criteria and answers the rows with an explanation of how it understood them. Answer FeedError::NotSupported (the default) to have the panel say the feed takes no descriptions, and FeedError::InvalidData for one it cannot interpret.

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fn request_depth_snapshot(&self, id: SubscriptionId)

The order book of subscription id was lost to a gap, an unusable update or a book deeper than the limit: push a new snapshot with Sink::push_depth_snapshot, and keep pushing deltas while it is fetched. The snapshot may be older than the latest delta: the chart holds the deltas pushed while the book waits and applies those numbered above the snapshot. Called once per loss: after an unusable snapshot the chart does not ask again, and the book stays empty until the feed pushes a usable one or the subscription restarts. The default does nothing, for feeds without depth.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§