Interface QuoteFeed

Optional quote source for watchlist rows. Separate from DataFeed, which serves bars: a quote comes only from here.

interface QuoteFeed {
    getQuotes(request: QuoteRequest): Promise<QuoteSnapshot[]>;
    subscribeQuotes(
        instruments: readonly InstrumentKey[],
        handlers: QuoteStreamHandlers,
    ): UnsubscribeFn;
}

Index

Methods

getQuotes subscribeQuotes?

Methods

getQuotes

getQuotes(request: QuoteRequest): Promise<QuoteSnapshot[]>
A snapshot per instrument. An instrument missing from the answer is unknown.
Parameters
- request: QuoteRequest
Returns Promise<QuoteSnapshot[]>
- Defined in src/feed/types.ts:189

`Optional`subscribeQuotes

subscribeQuotes(
instruments: readonly InstrumentKey[],
handlers: QuoteStreamHandlers,
): UnsubscribeFn
Push quotes for these instruments until the returned function is called. Omit it for a snapshot-only source. A consumer may call this once per instrument so it can release exactly the rows that scroll away; a provider multiplexes them over its own connection.
Parameters
- instruments: readonly InstrumentKey[]
- handlers: QuoteStreamHandlers
Returns UnsubscribeFn
- Defined in src/feed/types.ts:196