Struct AxMdWebSocketClient 

pub struct AxMdWebSocketClient { /* private fields */ }

Market data WebSocket client for Ax.

Provides streaming market data including tickers, trades, order books, and candles. Requires Bearer token authentication obtained via the HTTP /api/authenticate endpoint.

Implementations

impl AxMdWebSocketClient

pub fn new(url: String, auth_token: String, heartbeat: Option<u64>) -> Self

Creates a new Ax market data WebSocket client.

The auth_token is a Bearer token obtained from the HTTP /api/authenticate endpoint.

pub fn without_auth(url: String, heartbeat: Option<u64>) -> Self

Creates a new Ax market data WebSocket client without authentication.

Use set_auth_token to set the token before connecting.

pub fn url(&self) -> &str

Returns the WebSocket URL.

pub fn set_auth_token(&mut self, token: String)

Sets the authentication token for subsequent connections.

This should be called before connect() if authentication is required.

pub fn is_active(&self) -> bool

Returns whether the client is currently connected and active.

pub fn is_closed(&self) -> bool

Returns whether the client is closed.

pub fn subscription_count(&self) -> usize

Returns the number of confirmed subscriptions.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches an instrument for use during message parsing.

pub fn get_cached_instrument(&self, symbol: &Ustr) -> Option<InstrumentAny>

Returns a cached instrument by symbol.

pub async fn connect(&mut self) -> AxWsResult<()>

Establishes the WebSocket connection.

Errors

Returns an error if the connection cannot be established.

pub async fn subscribe_book_deltas( &self, symbol: &str, level: AxMarketDataLevel, ) -> AxWsResult<()>

Subscribes to order book deltas for a symbol.

Uses reference counting so the underlying AX subscription is only removed when all data types have been unsubscribed.

Errors

Returns an error if the subscription command cannot be sent.

pub async fn subscribe_quotes(&self, symbol: &str) -> AxWsResult<()>

Subscribes to quote data for a symbol.

Uses reference counting so the underlying AX subscription is only removed when all data types have been unsubscribed.

Errors

Returns an error if the subscription command cannot be sent.

pub async fn subscribe_trades(&self, symbol: &str) -> AxWsResult<()>

Subscribes to trade data for a symbol.

Uses reference counting so the underlying AX subscription is only removed when all data types have been unsubscribed.

Errors

Returns an error if the subscription command cannot be sent.

pub async fn unsubscribe_book_deltas(&self, symbol: &str) -> AxWsResult<()>

Unsubscribes from order book deltas for a symbol.

The underlying AX subscription is only removed when all data types (quotes, trades, book) have been unsubscribed.

Errors

Returns an error if the unsubscribe command cannot be sent.

pub async fn unsubscribe_quotes(&self, symbol: &str) -> AxWsResult<()>

Unsubscribes from quote data for a symbol.

The underlying AX subscription is only removed when all data types (quotes, trades, book) have been unsubscribed.

Errors

Returns an error if the unsubscribe command cannot be sent.

pub async fn unsubscribe_trades(&self, symbol: &str) -> AxWsResult<()>

Unsubscribes from trade data for a symbol.

The underlying AX subscription is only removed when all data types (quotes, trades, book) have been unsubscribed.

Errors

Returns an error if the unsubscribe command cannot be sent.

pub async fn subscribe_candles( &self, symbol: &str, width: AxCandleWidth, ) -> AxWsResult<()>

Subscribes to candle data for a symbol.

Skips sending if already subscribed or subscription is pending.

Errors

Returns an error if the subscription command cannot be sent.

pub async fn unsubscribe_candles( &self, symbol: &str, width: AxCandleWidth, ) -> AxWsResult<()>

Unsubscribes from candle data for a symbol.

Errors

Returns an error if the unsubscribe command cannot be sent.

pub fn stream(&mut self) -> impl Stream<Item = NautilusDataWsMessage> + 'static

Returns a stream of WebSocket messages.

Panics

Panics if called before connect() or if the stream has already been taken.

pub async fn disconnect(&self)

Disconnects the WebSocket connection gracefully.

pub async fn close(&mut self)

Closes the WebSocket connection and cleans up resources.

impl AxMdWebSocketClient

pub fn py_url(&self) -> &str

pub fn py_is_active(&self) -> bool

pub fn py_is_closed(&self) -> bool

pub fn py_subscription_count(&self) -> usize

Trait Implementations

impl Clone for AxMdWebSocketClient

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AxMdWebSocketClient

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for AxMdWebSocketClient

type Target = AxMdWebSocketClient

The Python output type

type Output = Bound<'py, <AxMdWebSocketClient as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for AxMdWebSocketClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for AxMdWebSocketClient

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Market data WebSocket client for Ax. /// /// Provides streaming market data including tickers, trades, order books, and candles. /// Requires Bearer token authentication obtained via the HTTP `/api/authenticate` endpoint.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<AxMdWebSocketClient>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for AxMdWebSocketClient

const TEXT_SIGNATURE: &'static str = "(url, auth_token, heartbeat=None)"

impl PyMethods<AxMdWebSocketClient> for PyClassImplCollector<AxMdWebSocketClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for AxMdWebSocketClient

const NAME: &'static str = "AxMdWebSocketClient"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for AxMdWebSocketClient

impl ExtractPyClassWithClone for AxMdWebSocketClient