BybitWebSocketClient

Struct BybitWebSocketClient 

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

Public/market data WebSocket client for Bybit.

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impl BybitWebSocketClient

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pub fn new_public(url: Option<String>, heartbeat: Option<u64>) -> Self

Creates a new Bybit public WebSocket client.

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pub fn new_public_with( product_type: BybitProductType, environment: BybitEnvironment, url: Option<String>, heartbeat: Option<u64>, ) -> Self

Creates a new Bybit public WebSocket client targeting the specified product/environment.

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pub fn new_private( environment: BybitEnvironment, credential: Credential, url: Option<String>, heartbeat: Option<u64>, ) -> Self

Creates a new Bybit private WebSocket client.

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pub fn new_trade( environment: BybitEnvironment, credential: Credential, url: Option<String>, heartbeat: Option<u64>, ) -> Self

Creates a new Bybit trade WebSocket client for order operations.

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pub async fn connect(&mut self) -> BybitWsResult<()>

Establishes the WebSocket connection.

§Errors

Returns an error if the underlying WebSocket connection cannot be established, after retrying multiple times with exponential backoff.

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pub async fn close(&mut self) -> BybitWsResult<()>

Disconnects the WebSocket client and stops the background task.

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pub fn is_active(&self) -> bool

Returns a value indicating whether the client is active.

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pub fn is_closed(&self) -> bool

Returns a value indicating whether the client is closed.

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

Waits until the WebSocket client becomes active or times out.

§Errors

Returns an error if the timeout is exceeded before the client becomes active.

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

Subscribe to the provided topic strings.

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pub async fn unsubscribe(&self, topics: Vec<String>) -> BybitWsResult<()>

Unsubscribe from the provided topics.

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

Returns a stream of parsed NautilusWsMessage items.

§Panics

Panics if called before Self::connect or if the stream has already been taken.

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pub fn subscription_count(&self) -> usize

Returns the number of currently registered subscriptions.

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pub fn credential(&self) -> Option<&Credential>

Returns the credential associated with this client, if any.

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pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument.

Any existing instrument with the same ID will be replaced.

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

Caches multiple instruments.

Clears the existing cache first, then adds all provided instruments.

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pub fn set_account_id(&mut self, account_id: AccountId)

Sets the account ID for account message parsing.

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pub fn set_mm_level(&self, mm_level: u8)

Sets the account market maker level.

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pub fn instruments(&self) -> &Arc<DashMap<Ustr, InstrumentAny>>

Returns a reference to the instruments cache.

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pub fn account_id(&self) -> Option<AccountId>

Returns the account ID if set.

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pub fn product_type(&self) -> Option<BybitProductType>

Returns the product type for public connections.

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pub async fn subscribe_orderbook( &self, instrument_id: InstrumentId, depth: u32, ) -> BybitWsResult<()>

Subscribes to orderbook updates for a specific instrument.

§Errors

Returns an error if the subscription request fails.

§References

https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook

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pub async fn unsubscribe_orderbook( &self, instrument_id: InstrumentId, depth: u32, ) -> BybitWsResult<()>

Unsubscribes from orderbook updates for a specific instrument.

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

Subscribes to public trade updates for a specific instrument.

§Errors

Returns an error if the subscription request fails.

§References

https://bybit-exchange.github.io/docs/v5/websocket/public/trade

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

Unsubscribes from public trade updates for a specific instrument.

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pub async fn subscribe_ticker( &self, instrument_id: InstrumentId, ) -> BybitWsResult<()>

Subscribes to ticker updates for a specific instrument.

§Errors

Returns an error if the subscription request fails.

§References

https://bybit-exchange.github.io/docs/v5/websocket/public/ticker

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pub async fn unsubscribe_ticker( &self, instrument_id: InstrumentId, ) -> BybitWsResult<()>

Unsubscribes from ticker updates for a specific instrument.

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pub async fn subscribe_klines( &self, instrument_id: InstrumentId, interval: impl Into<String>, ) -> BybitWsResult<()>

Subscribes to kline/candlestick updates for a specific instrument.

§Errors

Returns an error if the subscription request fails.

§References

https://bybit-exchange.github.io/docs/v5/websocket/public/kline

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pub async fn unsubscribe_klines( &self, instrument_id: InstrumentId, interval: impl Into<String>, ) -> BybitWsResult<()>

Unsubscribes from kline/candlestick updates for a specific instrument.

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pub async fn subscribe_orders(&self) -> BybitWsResult<()>

Subscribes to order updates.

§Errors

Returns an error if the subscription request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/private/order

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pub async fn unsubscribe_orders(&self) -> BybitWsResult<()>

Unsubscribes from order updates.

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pub async fn subscribe_executions(&self) -> BybitWsResult<()>

Subscribes to execution/fill updates.

§Errors

Returns an error if the subscription request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/private/execution

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pub async fn unsubscribe_executions(&self) -> BybitWsResult<()>

Unsubscribes from execution/fill updates.

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pub async fn subscribe_positions(&self) -> BybitWsResult<()>

Subscribes to position updates.

§Errors

Returns an error if the subscription request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/private/position

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pub async fn unsubscribe_positions(&self) -> BybitWsResult<()>

Unsubscribes from position updates.

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pub async fn subscribe_wallet(&self) -> BybitWsResult<()>

Subscribes to wallet/balance updates.

§Errors

Returns an error if the subscription request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/private/wallet

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pub async fn unsubscribe_wallet(&self) -> BybitWsResult<()>

Unsubscribes from wallet/balance updates.

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pub async fn place_order( &self, params: BybitWsPlaceOrderParams, client_order_id: ClientOrderId, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, ) -> BybitWsResult<()>

Places an order via WebSocket.

§Errors

Returns an error if the order request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/trade/guideline

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pub async fn amend_order( &self, params: BybitWsAmendOrderParams, client_order_id: ClientOrderId, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, venue_order_id: Option<VenueOrderId>, ) -> BybitWsResult<()>

Amends an existing order via WebSocket.

§Errors

Returns an error if the amend request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/trade/guideline

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pub async fn cancel_order( &self, params: BybitWsCancelOrderParams, client_order_id: ClientOrderId, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, venue_order_id: Option<VenueOrderId>, ) -> BybitWsResult<()>

Cancels an order via WebSocket.

§Errors

Returns an error if the cancel request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/trade/guideline

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pub async fn batch_place_orders( &self, trader_id: TraderId, strategy_id: StrategyId, orders: Vec<BybitWsPlaceOrderParams>, ) -> BybitWsResult<()>

Batch creates multiple orders via WebSocket.

§Errors

Returns an error if the batch request fails or if not authenticated.

§References

https://bybit-exchange.github.io/docs/v5/websocket/trade/guideline

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pub async fn batch_amend_orders( &self, trader_id: TraderId, strategy_id: StrategyId, orders: Vec<BybitWsAmendOrderParams>, ) -> BybitWsResult<()>

Batch amends multiple orders via WebSocket.

§Errors

Returns an error if the batch request fails or if not authenticated.

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pub async fn batch_cancel_orders( &self, orders: Vec<BybitWsCancelOrderParams>, ) -> BybitWsResult<()>

Batch cancels multiple orders via WebSocket.

§Errors

Returns an error if the batch request fails or if not authenticated.

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pub async fn submit_order( &self, product_type: BybitProductType, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, order_type: OrderType, quantity: Quantity, is_quote_quantity: bool, time_in_force: Option<TimeInForce>, price: Option<Price>, trigger_price: Option<Price>, post_only: Option<bool>, reduce_only: Option<bool>, is_leverage: bool, ) -> BybitWsResult<()>

Submits an order using Nautilus domain objects.

§Errors

Returns an error if order submission fails or if not authenticated.

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pub async fn modify_order( &self, product_type: BybitProductType, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, quantity: Option<Quantity>, price: Option<Price>, ) -> BybitWsResult<()>

Modifies an existing order using Nautilus domain objects.

§Errors

Returns an error if modification fails or if not authenticated.

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pub async fn cancel_order_by_id( &self, product_type: BybitProductType, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, ) -> BybitWsResult<()>

Cancels an order using Nautilus domain objects.

§Errors

Returns an error if cancellation fails or if not authenticated.

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pub async fn batch_cancel_orders_by_id( &self, product_type: BybitProductType, trader_id: TraderId, strategy_id: StrategyId, instrument_ids: Vec<InstrumentId>, venue_order_ids: Vec<Option<VenueOrderId>>, client_order_ids: Vec<Option<ClientOrderId>>, ) -> BybitWsResult<()>

Batch cancels multiple orders using Nautilus domain objects.

§Errors

Returns an error if batch cancellation fails or if not authenticated.

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pub fn build_place_order_params( &self, product_type: BybitProductType, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, order_type: OrderType, quantity: Quantity, is_quote_quantity: bool, time_in_force: Option<TimeInForce>, price: Option<Price>, trigger_price: Option<Price>, post_only: Option<bool>, reduce_only: Option<bool>, is_leverage: bool, ) -> BybitWsResult<BybitWsPlaceOrderParams>

Builds order params for placing an order.

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pub fn build_amend_order_params( &self, product_type: BybitProductType, instrument_id: InstrumentId, venue_order_id: Option<VenueOrderId>, client_order_id: Option<ClientOrderId>, quantity: Option<Quantity>, price: Option<Price>, ) -> BybitWsResult<BybitWsAmendOrderParams>

Builds order params for amending an order.

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impl BybitWebSocketClient

Trait Implementations§

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impl Clone for BybitWebSocketClient

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fn clone(&self) -> Self

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 BybitWebSocketClient

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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<'py> IntoPyObject<'py> for BybitWebSocketClient

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type Target = BybitWebSocketClient

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

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type Frozen = False

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

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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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const RAW_DOC: &'static CStr = /// Public/market data WebSocket client for Bybit.

Docstring for the class provided on the struct or enum. Read more
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const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined. Read more
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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<BybitWebSocketClient>

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

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type BaseNativeType = PyAny

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fn items_iter() -> PyClassItemsIter

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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 PyMethods<BybitWebSocketClient> for PyClassImplCollector<BybitWebSocketClient>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for BybitWebSocketClient

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const NAME: &'static str = "BybitWebSocketClient"

Class name.
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const MODULE: Option<&'static str> = ::core::option::Option::None

Module name, if any.
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Returns the PyTypeObject instance for this type.
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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 BybitWebSocketClient

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impl ExtractPyClassWithClone for BybitWebSocketClient

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impl<'py, T> IntoPyObjectNautilusExt<'py> for T
where T: IntoPyObjectExt<'py>,

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Convert self into a [Py<PyAny>] while panicking if the conversion fails. Read more
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