Struct DydxExecutionClient 

pub struct DydxExecutionClient { /* private fields */ }

Live execution client for the dYdX v4 exchange adapter.

Supports Market, Limit, Stop Market, Stop Limit, Take Profit Market (MarketIfTouched), and Take Profit Limit (LimitIfTouched) orders via gRPC. Trailing stops are NOT supported by the dYdX v4 protocol. dYdX requires u32 client IDs - strings are hashed to fit.

Architecture

The client follows a two-layer execution model:

1. Synchronous validation - Immediate checks and event generation
2. Async submission - Non-blocking gRPC calls via OrderSubmitter

This matches the pattern used in OKX and other exchange adapters, ensuring consistent behavior across the Nautilus ecosystem.

Implementations

impl DydxExecutionClient

pub fn new( core: ExecutionClientCore, config: DydxAdapterConfig, wallet_address: String, subaccount_number: u32, ) -> Result<Self>

Creates a new DydxExecutionClient.

Errors

Returns an error if the WebSocket client fails to construct.

Trait Implementations

impl Debug for DydxExecutionClient

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

Formats the value using the given formatter.

impl ExecutionClient for DydxExecutionClient

fn submit_order(&self, cmd: &SubmitOrder) -> Result<()>

Submits an order to dYdX via gRPC.

dYdX requires u32 client IDs - Nautilus ClientOrderId strings are hashed to fit.

Supported order types:

• Market orders (short-term, IOC)
• Limit orders (short-term or long-term based on TIF)
• Stop Market orders (conditional, triggered at stop price)
• Stop Limit orders (conditional, triggered at stop price, executed at limit)
• Take Profit Market (MarketIfTouched - triggered at take profit price)
• Take Profit Limit (LimitIfTouched - triggered at take profit price, executed at limit)

Trailing stop orders are NOT supported by dYdX v4 protocol.

Validates synchronously, generates OrderSubmitted event, then spawns async task for gRPC submission to avoid blocking. Unsupported order types generate OrderRejected.

fn cancel_order(&self, cmd: &CancelOrder) -> Result<()>

Cancels an order on dYdX exchange.

Validates the order state and retrieves instrument details before spawning an async task to cancel via gRPC.

Validation

• Checks order exists in cache
• Validates order is not already closed
• Retrieves instrument from cache for order builder

The cmd contains client/venue order IDs. Returns Ok(()) if cancel request is spawned successfully or validation fails gracefully. Returns Err if not connected.

Events

• OrderCanceled - Generated when WebSocket confirms cancellation
• OrderCancelRejected - Generated if exchange rejects cancellation

fn is_connected(&self) -> bool

fn client_id(&self) -> ClientId

fn account_id(&self) -> AccountId

fn venue(&self) -> Venue

fn oms_type(&self) -> OmsType

fn get_account(&self) -> Option<AccountAny>

fn generate_account_state( &self, balances: Vec<AccountBalance>, margins: Vec<MarginBalance>, reported: bool, ts_event: UnixNanos, ) -> Result<()>

Generates and publishes the account state event.

fn start(&mut self) -> Result<()>

Starts the execution client.

fn stop(&mut self) -> Result<()>

Stops the execution client.

fn submit_order_list(&self, _cmd: &SubmitOrderList) -> Result<()>

Submits a list of orders to the execution venue.

fn modify_order(&self, _cmd: &ModifyOrder) -> Result<()>

Modifies an existing order.

fn cancel_all_orders(&self, cmd: &CancelAllOrders) -> Result<()>

Cancels all orders.

fn batch_cancel_orders(&self, cmd: &BatchCancelOrders) -> Result<()>

Cancels a batch of orders.

fn query_account(&self, _cmd: &QueryAccount) -> Result<()>

Queries the status of an account.

fn query_order(&self, _cmd: &QueryOrder) -> Result<()>

Queries the status of an order.

fn connect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects the client to the execution venue.

fn disconnect<'life0, 'async_trait>( &'life0 mut self, ) -> Pin<Box<dyn Future<Output = Result<()>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects the client from the execution venue.

impl LiveExecutionClient for DydxExecutionClient

fn generate_order_status_report<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReport, ) -> Pin<Box<dyn Future<Output = Result<Option<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates a single order status report.

fn generate_order_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GenerateOrderStatusReport, ) -> Pin<Box<dyn Future<Output = Result<Vec<OrderStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates multiple order status reports.

fn generate_fill_reports<'life0, 'async_trait>( &'life0 self, cmd: GenerateFillReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<FillReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates fill reports based on execution results.

fn generate_position_status_reports<'life0, 'life1, 'async_trait>( &'life0 self, cmd: &'life1 GeneratePositionReports, ) -> Pin<Box<dyn Future<Output = Result<Vec<PositionStatusReport>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Generates position status reports.

fn generate_mass_status<'life0, 'async_trait>( &'life0 self, lookback_mins: Option<u64>, ) -> Pin<Box<dyn Future<Output = Result<Option<ExecutionMassStatus>>> + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Generates mass status for executions.