Module messages 

Binance Futures WebSocket message types.

Futures streams use standard JSON encoding (not SBE like Spot).

Message types are separated into data (public market data) and execution (private user data stream) concerns:

• NautilusDataWsMessage - Market data for data clients.
• NautilusExecWsMessage - User data for execution clients.
• NautilusWsMessage - Wrapper enum containing both.

Structs

AccountUpdateData

Account update data payload.

AlgoOrderUpdateData

Algo order update data payload.

AssetIndexConfig

Asset index configuration (multi-assets mode).

BalanceUpdate

Balance update within account update.

BinanceFuturesAccountConfigMsg

Account configuration update event.

BinanceFuturesAccountUpdateMsg

Account update event from user data stream.

BinanceFuturesAggTradeMsg

Aggregate trade stream message.

BinanceFuturesAlgoUpdateMsg

Algo order update event from user data stream (Binance Futures Algo Service).

BinanceFuturesBookTickerMsg

Book ticker stream message.

BinanceFuturesDepthUpdateMsg

Order book depth update stream message.

BinanceFuturesKlineData

Kline data within kline message.

BinanceFuturesKlineMsg

Kline/candlestick stream message.

BinanceFuturesLiquidationMsg

Liquidation order stream message.

BinanceFuturesLiquidationOrder

Liquidation order details.

BinanceFuturesListenKeyExpiredMsg

Listen key expired event.

BinanceFuturesMarginCallMsg

Margin call event from user data stream.

BinanceFuturesMarkPriceMsg

Mark price stream message.

BinanceFuturesOrderUpdateMsg

Order/trade update event from user data stream.

BinanceFuturesTradeMsg

Trade stream message.

BinanceFuturesWsErrorMsg

Error message from Binance Futures WebSocket.

BinanceFuturesWsErrorResponse

WebSocket error response.

BinanceFuturesWsSubscribeRequest

WebSocket subscription request.

BinanceFuturesWsSubscribeResponse

WebSocket subscription response.

LeverageConfig

Leverage configuration change.

MarginCallPosition

Position at risk in margin call.

OrderUpdateData

Order update data payload.

PositionUpdate

Position update within account update.

Enums

AccountUpdateReason

Account update reason type.

BinanceExecutionType

Execution type for order updates.

BinanceFuturesExecWsMessage

Raw user data stream message from Binance Futures WebSocket.

DataHandlerCommand

Handler command for data client-handler communication.

ExecHandlerCommand

Handler command for execution client-handler communication.

NautilusDataWsMessage

Market data message from Binance Futures WebSocket.

NautilusExecWsMessage

Normalized execution event from Binance Futures.

NautilusWsMessage

Output message from the Futures WebSocket handler.