Crate nautilus_bitmex 

NautilusTrader adapter for the BitMEX cryptocurrency exchange.

The nautilus-bitmex crate provides client bindings (HTTP & WebSocket), data models and helper utilities that wrap the official BitMEX API.

The official BitMEX API reference can be found at https://www.bitmex.com/app/apiOverview. All public links inside this crate reference the official documentation.

Platform

NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.

NautilusTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.

Feature Flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.

• python: Enables Python bindings from PyO3.
• extension-module: Builds as a Python extension module (used with python).

High-precision mode (128-bit value types) is enabled by default.

Re-exports

pub use crate::broadcast::canceller::BroadcasterMetrics;

pub use crate::broadcast::canceller::CancelBroadcaster;

pub use crate::broadcast::canceller::CancelBroadcasterConfig;

pub use crate::broadcast::canceller::ClientStats;

pub use crate::broadcast::submitter::SubmitBroadcaster;

pub use crate::broadcast::submitter::SubmitBroadcasterConfig;

pub use crate::common::consts::BITMEX_VENUE;

pub use crate::common::enums::BitmexSide;

pub use crate::data::BitmexDataClient;

pub use crate::execution::BitmexExecutionClient;

pub use crate::factories::BitmexDataClientFactory;

pub use crate::factories::BitmexExecFactoryConfig;

pub use crate::factories::BitmexExecutionClientFactory;

pub use crate::http::client::BitmexHttpClient;

pub use crate::http::error::BitmexHttpError;

pub use crate::websocket::client::BitmexWebSocketClient;

pub use crate::websocket::error::BitmexWsError;

Modules

broadcast

Broadcast modules for redundant order submission and cancellation.

common

Common types and utilities shared across the BitMEX adapter.

config

Configuration types for the BitMEX adapter clients.

data

Live market data client implementation for the BitMEX adapter.

execution

Live execution client implementation for the BitMEX adapter.

factories

Factory functions for creating BitMEX clients and components.

http

HTTP REST API client implementation for BitMEX.

python

Python bindings from pyo3.

websocket

WebSocket client implementation for BitMEX real-time data feeds.