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 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( &self, symbol: &str, level: AxMarketDataLevel, ) -> AxWsResult<()>

Subscribes to market data for a symbol at the specified level.

Errors

Returns an error if the subscription command cannot be sent.

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

Unsubscribes from market data for a symbol.

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.

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 = NautilusWsMessage> + use<'_>

Returns a stream of messages from the WebSocket.

Panics

Panics if called more than once or before connecting.

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