dxfeed-rust-api

Rust client for DxFeed API

Cloning

git clone --recurse-submodules git@github.com:spotgamma/dxfeed-rust-api.git

Rust Bindgen

requirements

On Debian/Ubuntu:

sudo apt install llvm-dev libclang-dev clang

Pulling latest updates from dxfeed-c-api C-API

git submodule update --recursive --remote

dxfeed-c-api

See the dxfeed-c-api for the underlying C API types.

Running

dxfeed-rust-api/samples/quote_sub_example/src/main.rs

Lines 65 to 134 in a3d4946

	const SUCCESS: i32 = dx::DXF_SUCCESS as i32;
	fn main() -> anyhow::Result<()> {
	let mut conn: dx::dxf_connection_t = std::ptr::null_mut();
	let mut sub: dx::dxf_subscription_t = std::ptr::null_mut();
	// This is a contrived example of using the `user_data` parameter. This could easily be a
	// println! in the listener, but provides an illustrative example of how to pass unsafe objects
	// over to a given listener
	let mut writer = BufWriter::with_capacity(4096, io::stdout());
	let writer_ptr: *mut c_void = &mut writer as *mut _ as *mut c_void;
	// scope to drop/free large vectors once consumed for setting up subscriptions.
	let mut symbols: Vec<U32CString> = vec![];
	let sym_str = U32CString::from_str("AAPL")?;
	symbols.push(sym_str);
	let mut rsyms: Vec<*const i32> = symbols
	.iter()
	.map(|u32_sym| u32_sym.as_ptr() as *const i32)
	.collect();
	let c_syms: *mut dx::dxf_const_string_t =
	rsyms.as_mut_slice().as_ptr() as *mut dx::dxf_const_string_t;
	let c_host = CString::new("demo.dxfeed.com:7300")?;
	assert_eq!(SUCCESS, unsafe {
	dx::dxf_create_connection(
	c_host.as_ptr(), // const char* address,
	Some(termination_listener), // dxf_conn_termination_notifier_t notifier,
	Some(sub_listener), // dxf_conn_status_notifier_t conn_status_notifier,
	None, // dxf_socket_thread_creation_notifier_t stcn,
	None, // dxf_socket_thread_destruction_notifier_t stdn,
	std::ptr::null_mut(), // void* user_data,
	&mut conn, // OUT dxf_connection_t* connection);
	)
	});
	eprintln!("connected");
	// Listen to quote events. Other events:
	// dx::DXF_ET_TIME_AND_SALE | dx::DXF_ET_GREEKS | dx::DXF_ET_TRADE | dx::DXF_ET_TRADE_ETH;
	assert_eq!(SUCCESS, unsafe {
	dx::dxf_create_subscription(conn, dx::DXF_ET_QUOTE, &mut sub)
	});
	assert_eq!(SUCCESS, unsafe {
	dx::dxf_attach_event_listener(sub, Some(evt_listener), writer_ptr)
	});
	assert_eq!(SUCCESS, unsafe {
	dx::dxf_add_symbols(sub, c_syms, symbols.len() as i32)
	});
	eprintln!("Ctrl-c to stop");
	let ticks = tick(Duration::from_secs(60));
	let sig_events = sig_channel()?;
	loop {
	select! {
	recv(ticks) -> _ => {
	eprintln!("{:?}: Running...", SystemTime::now());
	}
	recv(sig_events) -> sig => {
	match sig {
	result => {
	eprintln!("Received {:?}. Quitting...", result);
	break;
	},
	}
	}
	}
	}
	assert_eq!(SUCCESS, unsafe { dx::dxf_close_subscription(sub) });
	let close_close_conn_result = unsafe { dx::dxf_close_connection(conn) };
	eprintln!("close_close_conn_result: {}", close_close_conn_result);