Module websocket 

WebSocket client implementation for BitMEX real-time data feeds.

This module provides a WebSocket client for subscribing to BitMEX’s real-time data streams. It supports:

• Public market data subscriptions (trades, quotes, order book updates).
• Private account data subscriptions (orders, positions, executions).
• Authentication for private channels.
• Automatic reconnection and subscription management.
• Message parsing into Nautilus domain models.

The WebSocket client maintains internal caches for order book reconstruction and provides efficient parsing of BitMEX’s table-based update format.

Re-exports

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

Modules

cache

Quote cache for reconstructing BitMEX WebSocket partial updates.

client

Provides the WebSocket client integration for the BitMEX WebSocket API.

enums

Enumerations used when parsing BitMEX WebSocket payloads.

error

Error definitions for the BitMEX WebSocket client.

messages

BitMEX WebSocket message structures and helper types.

parse

Parsers that convert BitMEX WebSocket payloads into Nautilus data structures.