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AxOrdersWebSocketClient

Struct AxOrdersWebSocketClient 

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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.

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impl AxOrdersWebSocketClient

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pub fn new( url: String, account_id: AccountId, trader_id: TraderId, heartbeat: Option<u64>, ) -> Self

Creates a new Ax orders WebSocket client.

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pub fn url(&self) -> &str

Returns the WebSocket URL.

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pub fn account_id(&self) -> AccountId

Returns the account ID.

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pub fn is_active(&self) -> bool

Returns whether the client is currently connected and active.

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pub fn is_closed(&self) -> bool

Returns whether the client is closed.

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pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches an instrument for use during message parsing.

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

Returns a cached instrument by symbol.

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pub fn orders_metadata(&self) -> &Arc<DashMap<ClientOrderId, OrderMetadata>>

Returns the orders metadata cache.

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pub fn cid_to_client_order_id(&self) -> &Arc<DashMap<u64, ClientOrderId>>

Returns the cid to client order ID mapping for order correlation.

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pub fn resolve_cid(&self, cid: u64) -> Option<ClientOrderId>

Resolves a cid to a ClientOrderId if the mapping exists.

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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).

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pub async fn connect(&mut self, bearer_token: &str) -> AxOrdersWsResult<()>

Establishes the WebSocket connection with authentication.

§Arguments
  • bearer_token - The bearer token for authentication.
§Errors

Returns an error if the connection cannot be established.

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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.
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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.

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pub async fn get_open_orders(&self) -> AxOrdersWsResult<i64>

Requests open orders via WebSocket.

§Errors

Returns an error if the request command cannot be sent.

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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.

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pub async fn disconnect(&self)

Disconnects the WebSocket connection gracefully.

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pub async fn close(&mut self)

Closes the WebSocket connection and cleans up resources.

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impl AxOrdersWebSocketClient

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pub fn py_url(&self) -> &str

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pub fn py_account_id(&self) -> AccountId

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pub fn py_is_active(&self) -> bool

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pub fn py_is_closed(&self) -> bool

Trait Implementations§

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impl Clone for AxOrdersWebSocketClient

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for AxOrdersWebSocketClient

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

Formats the value using the given formatter. Read more
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impl<'py> IntoPyObject<'py> for AxOrdersWebSocketClient

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type Target = AxOrdersWebSocketClient

The Python output type
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type Output = Bound<'py, <AxOrdersWebSocketClient as IntoPyObject<'py>>::Target>

The smart pointer type to use. Read more
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type Error = PyErr

The type returned in the event of a conversion error.
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fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.
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impl PyClass for AxOrdersWebSocketClient

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type Frozen = False

Whether the pyclass is frozen. Read more
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impl PyClassImpl for AxOrdersWebSocketClient

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const IS_BASETYPE: bool = false

#[pyclass(subclass)]
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const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
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const IS_MAPPING: bool = false

#[pyclass(mapping)]
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const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
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const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]
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const RAW_DOC: &'static CStr = /// Orders WebSocket client for Ax. /// /// Provides authenticated order management including placing, canceling, /// and monitoring order status via WebSocket.

Docstring for the class provided on the struct or enum. Read more
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const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined. Read more
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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<AxOrdersWebSocketClient>

This handles following two situations: Read more
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type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable
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type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.
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type WeakRef = PyClassDummySlot

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type BaseNativeType = PyAny

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fn items_iter() -> PyClassItemsIter

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

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fn dict_offset() -> Option<isize>

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fn weaklist_offset() -> Option<isize>

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impl PyClassNewTextSignature for AxOrdersWebSocketClient

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

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impl PyMethods<AxOrdersWebSocketClient> for PyClassImplCollector<AxOrdersWebSocketClient>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for AxOrdersWebSocketClient

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const NAME: &'static str = "AxOrdersWebSocketClient"

Class name.
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const MODULE: Option<&'static str>

Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.
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impl DerefToPyAny for AxOrdersWebSocketClient

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impl ExtractPyClassWithClone for AxOrdersWebSocketClient

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