BitmexHttpClient

Struct BitmexHttpClient 

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pub struct BitmexHttpClient { /* private fields */ }
Expand description

Provides a HTTP client for connecting to the BitMEX REST API.

This is the high-level client that wraps the inner client and provides Nautilus-specific functionality for trading operations.

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impl BitmexHttpClient

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pub fn new( base_url: Option<String>, api_key: Option<String>, api_secret: Option<String>, testnet: bool, timeout_secs: Option<u64>, ) -> Self

Creates a new BitmexHttpClient instance.

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pub fn from_env() -> Result<Self>

Creates a new BitmexHttpClient instance using environment variables and the default BitMEX HTTP base URL.

§Errors

Returns an error if required environment variables are not set or invalid.

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pub fn with_credentials( api_key: Option<String>, api_secret: Option<String>, base_url: Option<String>, timeout_secs: Option<u64>, ) -> Result<Self>

Creates a new BitmexHttpClient configured with credentials for authenticated requests.

If api_key or api_secret are None, they will be sourced from the BITMEX_API_KEY and BITMEX_API_SECRET environment variables.

§Errors

Returns an error if one credential is provided without the other.

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pub fn base_url(&self) -> &str

Returns the base url being used by the client.

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pub fn api_key(&self) -> Option<&str>

Returns the public API key being used by the client.

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pub fn add_instrument(&mut self, instrument: InstrumentAny)

Add an instrument to the cache for precision lookups.

§Panics

Panics if the instruments cache mutex is poisoned.

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pub async fn request_instrument( &self, instrument_id: InstrumentId, ) -> Result<Option<InstrumentAny>>

Request all available instruments and parse them into Nautilus types.

§Errors

Returns an error if the HTTP request fails or parsing fails.

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pub async fn request_instruments( &self, active_only: bool, ) -> Result<Vec<InstrumentAny>>

Request all available instruments and parse them into Nautilus types.

§Errors

Returns an error if the HTTP request fails or parsing fails.

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pub async fn get_wallet(&self) -> Result<BitmexWallet, BitmexHttpError>

Get user wallet information.

§Errors

Returns an error if credentials are missing, the request fails, or the API returns an error.

§Panics

Panics if the inner mutex is poisoned.

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pub async fn get_orders( &self, params: GetOrderParams, ) -> Result<Vec<BitmexOrder>, BitmexHttpError>

Get user orders.

§Errors

Returns an error if credentials are missing, the request fails, or the API returns an error.

§Panics

Panics if the inner mutex is poisoned.

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pub async fn http_place_order( &self, params: PostOrderParams, ) -> Result<Value, BitmexHttpError>

Place a new order with raw API params.

§Errors

Returns an error if credentials are missing, the request fails, order validation fails, or the API returns an error.

§Panics

Panics if the inner mutex is poisoned.

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pub async fn http_cancel_orders( &self, params: DeleteOrderParams, ) -> Result<Value, BitmexHttpError>

Cancel user orders with raw API params.

§Errors

Returns an error if credentials are missing, the request fails, the order doesn’t exist, or the API returns an error.

§Panics

Panics if the inner mutex is poisoned.

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pub async fn http_amend_order( &self, params: PutOrderParams, ) -> Result<Value, BitmexHttpError>

Amend an existing order with raw API params.

§Errors

Returns an error if credentials are missing, the request fails, the order doesn’t exist, or the API returns an error.

§Panics

Panics if the inner mutex is poisoned.

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pub async fn http_cancel_all_orders( &self, params: DeleteAllOrdersParams, ) -> Result<Value, BitmexHttpError>

Cancel all orders with raw API params.

§Errors

Returns an error if credentials are missing, the request fails, or the API returns an error.

§Panics

Panics if the inner mutex is poisoned.

§References

https://www.bitmex.com/api/explorer/#!/Order/Order_cancelAll

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pub fn get_price_precision(&self, symbol: Ustr) -> Result<u8>

Get price precision for a symbol from the instruments cache (if found).

§Errors

Returns an error if the instrument is not found in the cache.

§Panics

Panics if the instruments cache mutex is poisoned.

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pub async fn http_get_margin(&self, currency: &str) -> Result<BitmexMargin>

Get user margin information.

§Errors

Returns an error if credentials are missing, the request fails, or the API returns an error.

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pub async fn request_account_state( &self, account_id: AccountId, ) -> Result<AccountState>

Request account state for the given account.

§Errors

Returns an error if the HTTP request fails or no account state is returned.

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pub async fn submit_order( &self, 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>, display_qty: Option<Quantity>, post_only: bool, reduce_only: bool, ) -> Result<OrderStatusReport>

Submit a new order.

§Errors

Returns an error if credentials are missing, the request fails, order validation fails, the order is rejected, or the API returns an error.

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pub async fn cancel_order( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<OrderStatusReport>

Cancel an order.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • The order doesn’t exist.
  • The API returns an error.
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pub async fn cancel_orders( &self, instrument_id: InstrumentId, client_order_ids: Option<Vec<ClientOrderId>>, venue_order_ids: Option<Vec<VenueOrderId>>, ) -> Result<Vec<OrderStatusReport>>

Cancel multiple orders.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • The order doesn’t exist.
  • The API returns an error.
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pub async fn cancel_all_orders( &self, instrument_id: InstrumentId, order_side: Option<OrderSide>, ) -> Result<Vec<OrderStatusReport>>

Cancel all orders for an instrument and optionally an order side.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • The order doesn’t exist.
  • The API returns an error.
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pub async fn modify_order( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, quantity: Option<Quantity>, price: Option<Price>, trigger_price: Option<Price>, ) -> Result<OrderStatusReport>

Modify an existing order.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • The order doesn’t exist.
  • The order is already closed.
  • The API returns an error.
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pub async fn query_order( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<Option<OrderStatusReport>>

Query a single order by client order ID or venue order ID.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • The API returns an error.
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pub async fn request_order_status_report( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<OrderStatusReport>

Request a single order status report.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • The API returns an error.
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pub async fn request_order_status_reports( &self, instrument_id: Option<InstrumentId>, open_only: bool, limit: Option<u32>, ) -> Result<Vec<OrderStatusReport>>

Request multiple order status reports.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • The API returns an error.
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pub async fn request_trades( &self, instrument_id: InstrumentId, limit: Option<u32>, ) -> Result<Vec<TradeTick>>

Request trades for the given instrument.

§Errors

Returns an error if the HTTP request fails or parsing fails.

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pub async fn request_fill_reports( &self, instrument_id: Option<InstrumentId>, limit: Option<u32>, ) -> Result<Vec<FillReport>>

Request fill reports for the given instrument.

§Errors

Returns an error if the HTTP request fails or parsing fails.

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pub async fn request_position_status_reports( &self, ) -> Result<Vec<PositionStatusReport>>

Request position reports.

§Errors

Returns an error if the HTTP request fails or parsing fails.

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pub async fn submit_orders_bulk( &self, orders: Vec<PostOrderParams>, ) -> Result<Vec<OrderStatusReport>>

Submit multiple orders in bulk.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • Order validation fails.
  • The API returns an error.
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pub async fn modify_orders_bulk( &self, orders: Vec<PutOrderParams>, ) -> Result<Vec<OrderStatusReport>>

Amend multiple orders in bulk.

§Errors

This function will return an error if:

  • Credentials are missing.
  • The request fails.
  • An order doesn’t exist.
  • An order is closed.
  • The API returns an error.
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pub async fn update_position_leverage( &self, symbol: &str, leverage: f64, ) -> Result<PositionStatusReport>

Update position leverage.

§Errors
  • Credentials are missing.
  • The request fails.
  • The API returns an error.
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impl BitmexHttpClient

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pub fn py_base_url(&self) -> &str

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pub fn py_api_key(&self) -> Option<&str>

Trait Implementations§

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impl Clone for BitmexHttpClient

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fn clone(&self) -> BitmexHttpClient

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 BitmexHttpClient

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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 Default for BitmexHttpClient

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'py> IntoPyObject<'py> for BitmexHttpClient

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type Target = BitmexHttpClient

The Python output type
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type Output = Bound<'py, <BitmexHttpClient 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 BitmexHttpClient

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type Frozen = False

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

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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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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<BitmexHttpClient>

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

Specify this class has #[pyclass(weakref)] or not.
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type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.
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fn items_iter() -> PyClassItemsIter

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fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc
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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<BitmexHttpClient> for PyClassImplCollector<BitmexHttpClient>

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fn new_text_signature(self) -> Option<&'static str>

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impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a BitmexHttpClient

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type Holder = Option<PyRef<'py, BitmexHttpClient>>

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fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

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impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut BitmexHttpClient

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type Holder = Option<PyRefMut<'py, BitmexHttpClient>>

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fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

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impl PyMethods<BitmexHttpClient> for PyClassImplCollector<BitmexHttpClient>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for BitmexHttpClient

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const NAME: &'static str = "BitmexHttpClient"

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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Returns the safe abstraction over the type object.
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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 BitmexHttpClient

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where T: IntoPyObjectExt<'py>,

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Convert self into a [PyObject] while panicking if the conversion fails. Read more
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