Struct BitmexWebSocketClient 

pub struct BitmexWebSocketClient { /* private fields */ }

Provides a WebSocket client for connecting to the BitMEX real-time API.

Implementations

impl BitmexWebSocketClient

pub fn new( url: Option<String>, api_key: Option<String>, api_secret: Option<String>, account_id: Option<AccountId>, heartbeat: Option<u64>, ) -> Result<Self>

Creates a new BitmexWebSocketClient instance.

Errors

Returns an error if only one of api_key or api_secret is provided (both or neither required).

pub fn from_env() -> Result<Self>

Creates a new authenticated BitmexWebSocketClient using environment variables.

Errors

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

pub const fn url(&self) -> &str

Returns the websocket url being used by the client.

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

Returns the public API key being used by the client.

pub fn is_active(&self) -> bool

Returns a value indicating whether the client is active.

pub fn is_closed(&self) -> bool

Returns a value indicating whether the client is closed.

pub fn initialize_instruments_cache(&mut self, instruments: Vec<InstrumentAny>)

Initialize the instruments cache with the given instruments.

pub async fn connect(&mut self) -> Result<(), BitmexWsError>

Connect to the BitMEX WebSocket server.

Errors

Returns an error if the WebSocket connection fails or authentication fails (if credentials provided).

Panics

Panics if subscription or authentication messages fail to serialize to JSON.

pub async fn wait_until_active( &self, timeout_secs: f64, ) -> Result<(), BitmexWsError>

Wait until the WebSocket connection is active.

Errors

Returns an error if the connection times out.

pub fn stream(&mut self) -> impl Stream<Item = NautilusWsMessage> + use<>

Provides the internal stream as a channel-based stream.

Panics

This function panics:

• If the websocket is not connected.
• If stream has already been called somewhere else (stream receiver is then taken).

pub async fn close(&mut self) -> Result<(), BitmexWsError>

Closes the client.

Errors

Returns an error if the WebSocket is not connected or if closing fails.

Panics

Panics if the task handle cannot be unwrapped (should never happen in normal usage).

pub async fn subscribe(&self, topics: Vec<String>) -> Result<(), BitmexWsError>

Subscribe to the specified topics.

Errors

Returns an error if the WebSocket is not connected or if sending the subscription message fails.

Panics

Panics if serialization of WebSocket messages fails (should never happen).

pub fn subscription_count(&self) -> usize

Get the current number of active subscriptions.

pub fn get_subscriptions(&self, instrument_id: InstrumentId) -> Vec<String>

Get active subscriptions for a specific instrument.

pub async fn subscribe_instruments(&self) -> Result<(), BitmexWsError>

Subscribe to instrument updates for all instruments on the venue.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_instrument( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to instrument updates (mark/index prices) for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_book( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to order book updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_book_25( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to order book L2 (25 levels) updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_book_depth10( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to order book depth 10 updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_quotes( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to quote updates for the specified instrument.

Note: Index symbols (starting with ‘.’) do not have quotes and will be silently ignored.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_trades( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to trade updates for the specified instrument.

Note: Index symbols (starting with ‘.’) do not have trades and will be silently ignored.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_mark_prices( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to mark price updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_index_prices( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to index price updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_funding_rates( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Subscribe to funding rate updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn subscribe_bars( &self, bar_type: BarType, ) -> Result<(), BitmexWsError>

Subscribe to bar updates for the specified bar type.

Errors

Returns an error if the WebSocket is not connected or if the subscription fails.

pub async fn unsubscribe_instruments(&self) -> Result<(), BitmexWsError>

Unsubscribe from instrument updates for all instruments on the venue.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_instrument( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from instrument updates (mark/index prices) for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_book( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from order book updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_book_25( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from order book L2 (25 levels) updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_book_depth10( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from order book depth 10 updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_quotes( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from quote updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_trades( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from trade updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_mark_prices( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from mark price updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_index_prices( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from index price updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_funding_rates( &self, instrument_id: InstrumentId, ) -> Result<(), BitmexWsError>

Unsubscribe from funding rate updates for the specified instrument.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_bars( &self, bar_type: BarType, ) -> Result<(), BitmexWsError>

Unsubscribe from bar updates for the specified bar type.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn subscribe_orders(&self) -> Result<(), BitmexWsError>

Subscribe to order updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected, not authenticated, or if the subscription fails.

pub async fn subscribe_executions(&self) -> Result<(), BitmexWsError>

Subscribe to execution updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected, not authenticated, or if the subscription fails.

pub async fn subscribe_positions(&self) -> Result<(), BitmexWsError>

Subscribe to position updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected, not authenticated, or if the subscription fails.

pub async fn subscribe_margin(&self) -> Result<(), BitmexWsError>

Subscribe to margin updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected, not authenticated, or if the subscription fails.

pub async fn subscribe_wallet(&self) -> Result<(), BitmexWsError>

Subscribe to wallet updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected, not authenticated, or if the subscription fails.

pub async fn unsubscribe_orders(&self) -> Result<(), BitmexWsError>

Unsubscribe from order updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_executions(&self) -> Result<(), BitmexWsError>

Unsubscribe from execution updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_positions(&self) -> Result<(), BitmexWsError>

Unsubscribe from position updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_margin(&self) -> Result<(), BitmexWsError>

Unsubscribe from margin updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

pub async fn unsubscribe_wallet(&self) -> Result<(), BitmexWsError>

Unsubscribe from wallet updates for the authenticated account.

Errors

Returns an error if the WebSocket is not connected or if the unsubscription fails.

impl BitmexWebSocketClient

pub const fn py_url(&self) -> &str

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

Trait Implementations

impl Clone for BitmexWebSocketClient

fn clone(&self) -> BitmexWebSocketClient

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BitmexWebSocketClient

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

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for BitmexWebSocketClient

type Target = BitmexWebSocketClient

The Python output type

type Output = Bound<'py, <BitmexWebSocketClient as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for BitmexWebSocketClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for BitmexWebSocketClient

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<BitmexWebSocketClient>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

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

fn items_iter() -> PyClassItemsIter

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

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<BitmexWebSocketClient> for PyClassImplCollector<BitmexWebSocketClient>

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

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

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

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

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

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

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

impl PyMethods<BitmexWebSocketClient> for PyClassImplCollector<BitmexWebSocketClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for BitmexWebSocketClient

const NAME: &'static str = "BitmexWebSocketClient"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for BitmexWebSocketClient