Module messages 

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

AxBookLevel

Price level entry in order book.

AxBookLevelL3

Price level entry with individual order breakdown (L3).

AxMdBookL1

Level 1 order book update (best bid/ask).

AxMdBookL2

Level 2 order book update (aggregated price levels).

AxMdBookL3

Level 3 order book update (individual order quantities).

AxMdCandle

Candle/OHLCV message from market data WebSocket.

AxMdHeartbeat

Heartbeat message from market data WebSocket.

AxMdSubscribe

Subscribe request for market data.

AxMdSubscribeCandles

Subscribe request for candle data.

AxMdTicker

Ticker/statistics message from market data WebSocket.

AxMdTrade

Trade message from market data WebSocket.

AxMdUnsubscribe

Unsubscribe request for market data.

AxMdUnsubscribeCandles

Unsubscribe request for candle data.

AxWsCancelOrder

Cancel order request via WebSocket.

AxWsCancelOrderResponse

Cancel order response from WebSocket.

AxWsCancelOrderResult

Result payload for cancel order response.

AxWsCancelRejected

Cancel rejected event.

AxWsError

Represents an error event surfaced by the WebSocket client.

AxWsGetOpenOrders

Get open orders request via WebSocket.

AxWsHeartbeat

Heartbeat event from orders WebSocket.

AxWsOpenOrdersResponse

Open orders response from WebSocket.

AxWsOrder

Order details in WebSocket messages.

AxWsOrderAcknowledged

Order acknowledged event.

AxWsOrderCanceled

Order canceled event.

AxWsOrderDoneForDay

Order done for day event.

AxWsOrderExpired

Order expired event.

AxWsOrderFilled

Order filled event.

AxWsOrderPartiallyFilled

Order partially filled event.

AxWsOrderRejected

Order rejected event.

AxWsOrderReplaced

Order replaced/amended event.

AxWsPlaceOrder

Place order request via WebSocket.

AxWsPlaceOrderResponse

Place order response from WebSocket.

AxWsPlaceOrderResult

Result payload for place order response.

AxWsTradeExecution

Trade execution details for fill events.

OrderMetadata

Metadata for pending order operations.

Enums

AxOrdersWsMessage

Nautilus domain message for Ax orders WebSocket.

NautilusWsMessage

Nautilus domain message emitted after parsing Ax WebSocket events.