tai v0.0.28 Tai.Venues.OrderBookFeed behaviour

Behaviour to connect to a WebSocket that streams quotes from order books

Link to this section Summary

Functions

Returns an atom that will identify the process

Callbacks

Invoked after a message is received on the socket and should be used to process the message

Invoked after the process is started and should be used to setup subscriptions

Link to this section Types

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t()

t() :: %Tai.Venues.OrderBookFeed{
  feed_id: atom(),
  store: map(),
  symbols: [atom()]
}

Link to this section Functions

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to_name(feed_id)

Returns an atom that will identify the process

Examples

iex> Tai.Venues.OrderBookFeed.to_name(:my_test_feed) :order_book_feed_my_test_feed

Link to this section Callbacks

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handle_msg(msg, feed)

handle_msg(msg :: map(), feed :: t()) :: {:ok, state :: t()}

Invoked after a message is received on the socket and should be used to process the message

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subscribe_to_order_books(pid, feed_id, symbols)

subscribe_to_order_books(pid :: pid(), feed_id :: atom(), symbols :: list()) ::
  :ok | {:error, bitstring()}

Invoked after the process is started and should be used to setup subscriptions