Expand description
WebSocket client implementation for BitMEX real-time data feeds.
This module provides a WebSocket client for subscribing to BitMEX’s real-time data streams. It supports:
- Public market data subscriptions (trades, quotes, order book updates).
- Private account data subscriptions (orders, positions, executions).
- Authentication for private channels.
- Automatic reconnection and subscription management.
- Message parsing into Nautilus domain models.
The WebSocket client maintains internal caches for order book reconstruction and provides efficient parsing of BitMEX’s table-based update format.
Re-exports§
pub use crate::websocket::client::BitmexWebSocketClient;