ADD: Add reconnect logic to Rust client

CHANGELOG.md

@@ -1,5 +1,23 @@
 # Changelog
 
+## 0.20.0 - TBD
+
+### Enhancements
+- Added `LiveClient::reconnect()` and `LiveClient::resubscribe()` methods to make it easier
+  to resume a live session after losing the connection to the live gateway
+- Added `subscriptions()` and `subscriptions_mut()` getters to `LiveClient` for getting all
+  active subscriptions
+- Added `shutdown()` method to `live::Protocol` to clean up the active session
+- Downgraded to tracing span level on `LiveClient::next_record()` to "debug" to reduce
+  performance impact
+- Added `From<&[&str]>` and `From<[str; N]>` implementations for `Symbols`
+
+### Breaking changes
+- Changed `LiveClient::close()` to take `&mut self` rather than an owned value to `self` now
+  that clients can be reused through the `reconnect()` method
+- Changed `LiveClient::subscribe()` to take a `Subscription` parameter rather than a
+  `&Subscription` because it will now store the `Subscription` struct internally
+
 ## 0.19.0 - 2025-01-21
 
 ### Enhancements

README.md

@@ -42,7 +42,7 @@ async fn main() -> Result<(), Box<dyn Error>> {
         .await?;
     client
         .subscribe(
-            &Subscription::builder()
+            Subscription::builder()
                 .symbols("ES.FUT")
                 .schema(Schema::Trades)
                 .stype_in(SType::Parent)

examples/live.rs

@@ -16,7 +16,7 @@ async fn main() -> Result<(), Box<dyn Error>> {
         .await?;
     client
         .subscribe(
-            &Subscription::builder()
+            Subscription::builder()
                 .symbols("ES.FUT")
                 .schema(Schema::Trades)
                 .stype_in(SType::Parent)

examples/live_smoke_test.rs

@@ -82,7 +82,7 @@ async fn run(args: Args, mut client: LiveClient) -> anyhow::Result<()> {
         builder.build()
     };
 
-    client.subscribe(&subscription).await?;
+    client.subscribe(subscription).await?;
 
     //For start != 0 we stop at SymbolMappingMsg so that the tests can be run outside trading hours
     let expected_rtype: RType = if start
@@ -117,7 +117,7 @@ async fn run(args: Args, mut client: LiveClient) -> anyhow::Result<()> {
 async fn run_with_snapshot(args: Args, mut client: LiveClient) -> anyhow::Result<()> {
     client
         .subscribe(
-            &Subscription::builder()
+            Subscription::builder()
                 .schema(args.schema)
                 .symbols(args.symbols)
                 .stype_in(args.stype)

src/lib.rs

@@ -156,6 +156,18 @@ impl From<Vec<String>> for Symbols {
     }
 }
 
+impl<const N: usize> From<[&str; N]> for Symbols {
+    fn from(value: [&str; N]) -> Self {
+        Symbols::Symbols(value.iter().map(ToString::to_string).collect())
+    }
+}
+
+impl From<&[&str]> for Symbols {
+    fn from(value: &[&str]) -> Self {
+        Symbols::Symbols(value.iter().map(ToString::to_string).collect())
+    }
+}
+
 impl From<Vec<&str>> for Symbols {
     fn from(value: Vec<&str>) -> Self {
         Symbols::Symbols(value.into_iter().map(ToOwned::to_owned).collect())