Expand description
WebSocket message types for the AX Exchange API.
This module contains request and response message structures for both market data and order management WebSocket streams.
Structs§
- AxBook
Level - Price level entry in order book.
- AxBook
Level L3 - Price level entry with individual order breakdown (L3).
- AxMd
Book L1 - Level 1 order book update (best bid/ask).
- AxMd
Book L2 - Level 2 order book update (aggregated price levels).
- AxMd
Book L3 - Level 3 order book update (individual order quantities).
- AxMd
Candle - Candle/OHLCV message from market data WebSocket.
- AxMd
Error Inner - Inner error object for market data WebSocket errors.
- AxMd
Error Response - Error response from market data WebSocket with nested error object.
- AxMd
Heartbeat - Heartbeat message from market data WebSocket.
- AxMd
Subscribe - Subscribe request for market data.
- AxMd
Subscribe Candles - Subscribe request for candle data.
- AxMd
Subscription Response - Subscription response from market data WebSocket.
- AxMd
Subscription Result - Result payload for subscription response.
- AxMd
Ticker - Ticker/statistics message from market data WebSocket.
- AxMd
Trade - Trade message from market data WebSocket.
- AxMd
Unsubscribe - Unsubscribe request for market data.
- AxMd
Unsubscribe Candles - Unsubscribe request for candle data.
- AxWs
Cancel Order - Cancel order request via WebSocket.
- AxWs
Cancel Order Response - Cancel order response from WebSocket.
- AxWs
Cancel Order Result - Result payload for cancel order response.
- AxWs
Cancel Rejected - Cancel rejected event.
- AxWs
Error - Represents an error event surfaced by the WebSocket client.
- AxWs
GetOpen Orders - Get open orders request via WebSocket.
- AxWs
Heartbeat - Heartbeat event from orders WebSocket.
- AxWs
List Response - List subscription response from the Ax orders WebSocket.
- AxWs
List Result - List subscription result payload.
- AxWs
Open Orders Response - Open orders response from WebSocket.
- AxWs
Order - Order details in WebSocket messages.
- AxWs
Order Acknowledged - Order acknowledged event.
- AxWs
Order Canceled - Order canceled event.
- AxWs
Order Done ForDay - Order done for day event.
- AxWs
Order Error - Error details in an error response.
- AxWs
Order Error Response - Error response from the Ax orders WebSocket.
- AxWs
Order Expired - Order expired event.
- AxWs
Order Filled - Order filled event.
- AxWs
Order Partially Filled - Order partially filled event.
- AxWs
Order Rejected - Order rejected event.
- AxWs
Order Replaced - Order replaced/amended event.
- AxWs
Place Order - Place order request via WebSocket.
- AxWs
Place Order Response - Place order response from WebSocket.
- AxWs
Place Order Result - Result payload for place order response.
- AxWs
Trade Execution - Trade execution details for fill events.
- Order
Metadata - Metadata for pending order operations.
Enums§
- AxMd
Message - Incoming market data WebSocket message.
- AxOrders
WsMessage - Ax-specific messages for the orders WebSocket.
- Nautilus
Data WsMessage - Nautilus domain message emitted after parsing Ax WebSocket events.
- Nautilus
Exec WsMessage - Nautilus domain messages for the Ax orders WebSocket.