pub struct AxOrdersWebSocketClient { /* private fields */ }Expand description
Orders WebSocket client for Ax.
Provides authenticated order management including placing, canceling, and monitoring order status via WebSocket.
Implementations§
Source§impl AxOrdersWebSocketClient
impl AxOrdersWebSocketClient
Sourcepub fn new(
url: String,
account_id: AccountId,
trader_id: TraderId,
heartbeat: Option<u64>,
) -> Self
pub fn new( url: String, account_id: AccountId, trader_id: TraderId, heartbeat: Option<u64>, ) -> Self
Creates a new Ax orders WebSocket client.
Sourcepub fn account_id(&self) -> AccountId
pub fn account_id(&self) -> AccountId
Returns the account ID.
Sourcepub fn cache_instrument(&self, instrument: InstrumentAny)
pub fn cache_instrument(&self, instrument: InstrumentAny)
Caches an instrument for use during message parsing.
Sourcepub fn get_cached_instrument(&self, symbol: &Ustr) -> Option<InstrumentAny>
pub fn get_cached_instrument(&self, symbol: &Ustr) -> Option<InstrumentAny>
Returns a cached instrument by symbol.
Sourcepub fn orders_metadata(&self) -> &Arc<DashMap<ClientOrderId, OrderMetadata>>
pub fn orders_metadata(&self) -> &Arc<DashMap<ClientOrderId, OrderMetadata>>
Returns the orders metadata cache.
Sourcepub fn cid_to_client_order_id(&self) -> &Arc<DashMap<u64, ClientOrderId>>
pub fn cid_to_client_order_id(&self) -> &Arc<DashMap<u64, ClientOrderId>>
Returns the cid to client order ID mapping for order correlation.
Sourcepub fn resolve_cid(&self, cid: u64) -> Option<ClientOrderId>
pub fn resolve_cid(&self, cid: u64) -> Option<ClientOrderId>
Resolves a cid to a ClientOrderId if the mapping exists.
Sourcepub fn register_external_order(
&self,
client_order_id: ClientOrderId,
venue_order_id: VenueOrderId,
instrument_id: InstrumentId,
strategy_id: StrategyId,
) -> bool
pub fn register_external_order( &self, client_order_id: ClientOrderId, venue_order_id: VenueOrderId, instrument_id: InstrumentId, strategy_id: StrategyId, ) -> bool
Registers an external order with the WebSocket handler for event tracking.
This allows the handler to create proper events (e.g., OrderCanceled, OrderFilled) for orders that were reconciled externally and not submitted through this client.
Returns false if the instrument is not cached (registration skipped).
Sourcepub async fn connect(&mut self, bearer_token: &str) -> AxOrdersWsResult<()>
pub async fn connect(&mut self, bearer_token: &str) -> AxOrdersWsResult<()>
Sourcepub async fn submit_order(
&self,
trader_id: TraderId,
strategy_id: StrategyId,
instrument_id: InstrumentId,
client_order_id: ClientOrderId,
order_side: OrderSide,
order_type: OrderType,
quantity: Quantity,
time_in_force: TimeInForce,
price: Option<Price>,
trigger_price: Option<Price>,
post_only: bool,
) -> AxOrdersWsResult<i64>
pub async fn submit_order( &self, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, order_type: OrderType, quantity: Quantity, time_in_force: TimeInForce, price: Option<Price>, trigger_price: Option<Price>, post_only: bool, ) -> AxOrdersWsResult<i64>
Submits an order using Nautilus domain types.
This method handles conversion from Nautilus domain types to AX-specific types and stores order metadata for event correlation.
§Errors
Returns an error if:
- The order type is not supported (only MARKET (simulated), LIMIT and STOP_LIMIT).
- The time-in-force is not supported.
- The instrument is not found in the cache.
- A limit order is missing a price.
- A stop-loss order is missing a trigger price.
- The order command cannot be sent.
Sourcepub async fn cancel_order(
&self,
client_order_id: ClientOrderId,
venue_order_id: Option<VenueOrderId>,
) -> AxOrdersWsResult<i64>
pub async fn cancel_order( &self, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, ) -> AxOrdersWsResult<i64>
Cancels an order via WebSocket.
Requires a known venue_order_id.
§Errors
Returns an error if the cancel command cannot be sent.
Sourcepub async fn get_open_orders(&self) -> AxOrdersWsResult<i64>
pub async fn get_open_orders(&self) -> AxOrdersWsResult<i64>
Sourcepub fn stream(&mut self) -> impl Stream<Item = AxOrdersWsMessage> + 'static
pub fn stream(&mut self) -> impl Stream<Item = AxOrdersWsMessage> + 'static
Returns a stream of WebSocket messages.
§Panics
Panics if called before connect() or if the stream has already been taken.
Sourcepub async fn disconnect(&self)
pub async fn disconnect(&self)
Disconnects the WebSocket connection gracefully.
Source§impl AxOrdersWebSocketClient
impl AxOrdersWebSocketClient
pub fn py_url(&self) -> &str
pub fn py_account_id(&self) -> AccountId
pub fn py_is_active(&self) -> bool
pub fn py_is_closed(&self) -> bool
Trait Implementations§
Source§impl Clone for AxOrdersWebSocketClient
impl Clone for AxOrdersWebSocketClient
Source§impl Debug for AxOrdersWebSocketClient
impl Debug for AxOrdersWebSocketClient
Source§impl<'py> IntoPyObject<'py> for AxOrdersWebSocketClient
impl<'py> IntoPyObject<'py> for AxOrdersWebSocketClient
Source§type Target = AxOrdersWebSocketClient
type Target = AxOrdersWebSocketClient
Source§type Output = Bound<'py, <AxOrdersWebSocketClient as IntoPyObject<'py>>::Target>
type Output = Bound<'py, <AxOrdersWebSocketClient as IntoPyObject<'py>>::Target>
Source§fn into_pyobject(
self,
py: Python<'py>,
) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>
Source§impl PyClass for AxOrdersWebSocketClient
impl PyClass for AxOrdersWebSocketClient
Source§impl PyClassImpl for AxOrdersWebSocketClient
impl PyClassImpl for AxOrdersWebSocketClient
Source§const IS_BASETYPE: bool = false
const IS_BASETYPE: bool = false
Source§const IS_SUBCLASS: bool = false
const IS_SUBCLASS: bool = false
Source§const IS_MAPPING: bool = false
const IS_MAPPING: bool = false
Source§const IS_SEQUENCE: bool = false
const IS_SEQUENCE: bool = false
Source§const IS_IMMUTABLE_TYPE: bool = false
const IS_IMMUTABLE_TYPE: bool = false
Source§const RAW_DOC: &'static CStr = /// Orders WebSocket client for Ax.
///
/// Provides authenticated order management including placing, canceling,
/// and monitoring order status via WebSocket.
const RAW_DOC: &'static CStr = /// Orders WebSocket client for Ax. /// /// Provides authenticated order management including placing, canceling, /// and monitoring order status via WebSocket.
Source§const DOC: &'static CStr
const DOC: &'static CStr
text_signature if a constructor is defined. Read moreSource§type ThreadChecker = SendablePyClass<AxOrdersWebSocketClient>
type ThreadChecker = SendablePyClass<AxOrdersWebSocketClient>
Source§type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild
Source§type BaseNativeType = PyAny
type BaseNativeType = PyAny
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>
Source§impl PyClassNewTextSignature for AxOrdersWebSocketClient
impl PyClassNewTextSignature for AxOrdersWebSocketClient
const TEXT_SIGNATURE: &'static str = "(url, account_id, trader_id, heartbeat=None)"
Source§impl PyMethods<AxOrdersWebSocketClient> for PyClassImplCollector<AxOrdersWebSocketClient>
impl PyMethods<AxOrdersWebSocketClient> for PyClassImplCollector<AxOrdersWebSocketClient>
fn py_methods(self) -> &'static PyClassItems
Source§impl PyTypeInfo for AxOrdersWebSocketClient
impl PyTypeInfo for AxOrdersWebSocketClient
Source§fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject
§fn type_object(py: Python<'_>) -> Bound<'_, PyType>
fn type_object(py: Python<'_>) -> Bound<'_, PyType>
§fn is_type_of(object: &Bound<'_, PyAny>) -> bool
fn is_type_of(object: &Bound<'_, PyAny>) -> bool
object is an instance of this type or a subclass of this type.§fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool
fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool
object is an instance of this type.impl DerefToPyAny for AxOrdersWebSocketClient
impl ExtractPyClassWithClone for AxOrdersWebSocketClient
Auto Trait Implementations§
impl Freeze for AxOrdersWebSocketClient
impl !RefUnwindSafe for AxOrdersWebSocketClient
impl Send for AxOrdersWebSocketClient
impl Sync for AxOrdersWebSocketClient
impl Unpin for AxOrdersWebSocketClient
impl UnsafeUnpin for AxOrdersWebSocketClient
impl !UnwindSafe for AxOrdersWebSocketClient
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Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
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Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
§impl<T> Instrument for T
impl<T> Instrument for T
§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
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fn into_pyobject_or_pyerr(self, py: Python<'py>) -> Result<Self::Output, PyErr>
self into a Python object. Read more§impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
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impl<'py, T> IntoPyObjectNautilusExt<'py> for Twhere
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