Struct DydxHttpClient 

pub struct DydxHttpClient { /* private fields */ }

Provides a higher-level HTTP client for the dYdX v4 Indexer REST API.

This client wraps the underlying DydxRawHttpClient to handle conversions into the Nautilus domain model, following the two-layer pattern established in OKX, Bybit, and BitMEX adapters.

Architecture:

• Raw client (DydxRawHttpClient): Low-level HTTP methods matching dYdX Indexer API endpoints.
• Domain client (DydxHttpClient): High-level methods using Nautilus domain types.

The domain client:

• Wraps the raw client in an Arc for efficient cloning (required for Python bindings).
• Maintains an instrument cache using DashMap for thread-safe concurrent access.
• Provides standard cache methods: cache_instruments(), cache_instrument(), get_instrument().
• Tracks cache initialization state for optimizations.

Implementations

impl DydxHttpClient

pub fn new( base_url: Option<String>, timeout_secs: Option<u64>, proxy_url: Option<String>, is_testnet: bool, retry_config: Option<RetryConfig>, ) -> Result<Self>

Creates a new DydxHttpClient using the default dYdX Indexer HTTP URL, optionally overridden with a custom base URL.

This constructor creates its own internal instrument cache. For shared caching across multiple clients, use new_with_cache instead.

Note: No credentials are required as the dYdX Indexer API is publicly accessible. Order submission and trading operations use gRPC with blockchain transaction signing.

Errors

Returns an error if the underlying HTTP client or retry manager cannot be created.

pub fn new_with_cache( base_url: Option<String>, timeout_secs: Option<u64>, proxy_url: Option<String>, is_testnet: bool, retry_config: Option<RetryConfig>, instrument_cache: Arc<InstrumentCache>, ) -> Result<Self>

Creates a new DydxHttpClient with a shared instrument cache.

Use this constructor when sharing instrument data between HTTP client, WebSocket client, and execution client.

Arguments

• instrument_cache - Shared instrument cache for lookups by symbol, ticker, or clob_pair_id

Errors

Returns an error if the underlying HTTP client or retry manager cannot be created.

pub async fn request_instruments( &self, symbol: Option<String>, maker_fee: Option<Decimal>, taker_fee: Option<Decimal>, ) -> Result<Vec<InstrumentAny>>

Requests instruments from the dYdX Indexer API and returns Nautilus domain types.

This method does NOT automatically cache results. Use fetch_and_cache_instruments() for automatic caching, or call cache_instruments() manually with the results.

Errors

Returns an error if the HTTP request or parsing fails. Individual instrument parsing errors are logged as warnings.

pub async fn fetch_and_cache_instruments(&self) -> Result<()>

Fetches instruments from the API and caches them.

This is a convenience method that fetches instruments and populates both the symbol-based and CLOB pair ID-based caches.

On success, existing caches are cleared and repopulated atomically. On failure, existing caches are preserved (no partial updates).

Errors

Returns an error if the HTTP request fails.

pub async fn fetch_and_cache_single_instrument( &self, ticker: &str, ) -> Result<Option<InstrumentAny>>

Fetches a single instrument by ticker and caches it.

Errors

Returns an error if the HTTP request fails.

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

Caches multiple instruments (symbol lookup only).

Use fetch_and_cache_instruments() for full caching with market params. Any existing instruments with the same symbols will be replaced.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument (symbol lookup only).

Use fetch_and_cache_instruments() for full caching with market params. Any existing instrument with the same symbol will be replaced.

pub fn get_instrument( &self, instrument_id: &InstrumentId, ) -> Option<InstrumentAny>

Gets an instrument from the cache by InstrumentId.

pub fn get_instrument_by_clob_id( &self, clob_pair_id: u32, ) -> Option<InstrumentAny>

Gets an instrument by CLOB pair ID.

Only works for instruments cached via fetch_and_cache_instruments().

pub fn get_instrument_by_market(&self, ticker: &str) -> Option<InstrumentAny>

Gets an instrument by market ticker (e.g., “BTC-USD”).

Only works for instruments cached via fetch_and_cache_instruments().

pub fn get_market_params( &self, instrument_id: &InstrumentId, ) -> Option<PerpetualMarket>

Gets market parameters for order submission from the cached market data.

Returns the quantization parameters needed by OrderBuilder to construct properly formatted orders for the dYdX v4 protocol.

Errors

Returns None if the instrument is not found in the market params cache.

pub async fn request_trades( &self, symbol: &str, limit: Option<u32>, starting_before_or_at_height: Option<u64>, ) -> Result<TradesResponse>

Requests historical trades for a symbol.

Fetches trade data from the dYdX Indexer API’s /v4/trades/perpetualMarket/:ticker endpoint. Results are ordered by creation time descending (newest first).

Errors

Returns an error if the HTTP request fails or response cannot be parsed.

pub async fn request_candles( &self, symbol: &str, resolution: DydxCandleResolution, limit: Option<u32>, from_iso: Option<DateTime<Utc>>, to_iso: Option<DateTime<Utc>>, ) -> Result<CandlesResponse>

Requests historical candles for a symbol.

Fetches candle data from the dYdX Indexer API’s /v4/candles/perpetualMarkets/:ticker endpoint. Results are ordered by start time ascending (oldest first).

Errors

Returns an error if the HTTP request fails or response cannot be parsed.

pub async fn request_bars( &self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, timestamp_on_close: bool, ) -> Result<Vec<Bar>>

Requests historical bars for an instrument with optional pagination.

Fetches candle data from the dYdX Indexer API and converts to Nautilus Bar objects. Supports time-chunked pagination for large date ranges.

The resolution is derived internally from bar_type (no need to pass DydxCandleResolution). Incomplete bars (where ts_event >= now) are filtered out.

Results are returned in chronological order (oldest first).

Errors

Returns an error if:

• The bar type uses unsupported aggregation/price type.
• The HTTP request fails or response cannot be parsed.
• The instrument is not found in the cache.

pub async fn request_trade_ticks( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, ) -> Result<Vec<TradeTick>>

Requests historical trade ticks for an instrument with optional pagination.

Fetches trade data from the dYdX Indexer API and converts them to Nautilus TradeTick objects. Supports cursor-based pagination using block height and client-side time filtering (the dYdX API has no timestamp filter).

Results are returned in chronological order (oldest first).

Errors

Returns an error if the HTTP request fails, response cannot be parsed, or the instrument is not found in the cache.

Panics

This function will panic if the API returns a non-empty trades response but last() on the trades vector returns None (should never happen).

pub async fn request_orderbook_snapshot( &self, instrument_id: InstrumentId, ) -> Result<OrderBookDeltas>

Requests an order book snapshot for a symbol.

Fetches order book data from the dYdX Indexer API and converts it to Nautilus OrderBookDeltas. The snapshot is represented as a sequence of deltas starting with a CLEAR action followed by ADD actions for each level.

Errors

Returns an error if the HTTP request fails, response cannot be parsed, or the instrument is not found in the cache.

pub fn raw_client(&self) -> &Arc<DydxRawHttpClient>

Exposes raw HTTP client for testing and advanced use cases.

This provides access to the underlying DydxRawHttpClient for cases where low-level API access is needed. Most users should use the domain client methods instead.

pub fn is_testnet(&self) -> bool

Check if this client is configured for testnet.

pub fn base_url(&self) -> &str

Get the base URL being used by this client.

pub fn is_cache_initialized(&self) -> bool

Check if the instrument cache has been initialized.

pub fn cached_instruments_count(&self) -> usize

Get the number of instruments currently cached.

pub fn instrument_cache(&self) -> &Arc<InstrumentCache>

Returns a reference to the shared instrument cache.

The cache provides lookups by symbol, market ticker, and clob_pair_id.

pub fn all_instruments(&self) -> Vec<InstrumentAny>

Returns all cached instruments.

This is a convenience method that collects all instruments into a Vec.

pub fn all_instrument_ids(&self) -> Vec<InstrumentId>

Returns all cached instrument IDs.

pub async fn request_order_status_reports( &self, address: &str, subaccount_number: u32, account_id: AccountId, instrument_id: Option<InstrumentId>, ) -> Result<Vec<OrderStatusReport>>

Requests order status reports for a subaccount.

Fetches orders from the dYdX Indexer API and converts them to Nautilus OrderStatusReport objects.

Errors

Returns an error if the HTTP request fails or parsing fails.

pub async fn request_fill_reports( &self, address: &str, subaccount_number: u32, account_id: AccountId, instrument_id: Option<InstrumentId>, ) -> Result<Vec<FillReport>>

Requests fill reports for a subaccount.

Fetches fills from the dYdX Indexer API and converts them to Nautilus FillReport objects.

Errors

Returns an error if the HTTP request fails or parsing fails.

pub async fn request_position_status_reports( &self, address: &str, subaccount_number: u32, account_id: AccountId, instrument_id: Option<InstrumentId>, ) -> Result<Vec<PositionStatusReport>>

Requests position status reports for a subaccount.

Fetches positions from the dYdX Indexer API and converts them to Nautilus PositionStatusReport objects.

Errors

Returns an error if the HTTP request fails or parsing fails.

Trait Implementations

impl Clone for DydxHttpClient

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DydxHttpClient

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

Formats the value using the given formatter.

impl Default for DydxHttpClient

fn default() -> Self

Returns the “default value” for a type.

impl<'py> IntoPyObject<'py> for DydxHttpClient

type Target = DydxHttpClient

The Python output type

type Output = Bound<'py, <DydxHttpClient 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 DydxHttpClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DydxHttpClient

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)]

const RAW_DOC: &'static CStr = /// Provides a higher-level HTTP client for the [dYdX v4](https://dydx.exchange) Indexer REST API. /// /// This client wraps the underlying `DydxRawHttpClient` to handle conversions /// into the Nautilus domain model, following the two-layer pattern established /// in OKX, Bybit, and BitMEX adapters. /// /// **Architecture:** /// - **Raw client** (`DydxRawHttpClient`): Low-level HTTP methods matching dYdX Indexer API endpoints. /// - **Domain client** (`DydxHttpClient`): High-level methods using Nautilus domain types. /// /// The domain client: /// - Wraps the raw client in an `Arc` for efficient cloning (required for Python bindings). /// - Maintains an instrument cache using `DashMap` for thread-safe concurrent access. /// - Provides standard cache methods: `cache_instruments()`, `cache_instrument()`, `get_instrument()`. /// - Tracks cache initialization state for optimizations.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<DydxHttpClient>

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for DydxHttpClient

const TEXT_SIGNATURE: &'static str = "(base_url=None, is_testnet=False)"

impl PyMethods<DydxHttpClient> for PyClassImplCollector<DydxHttpClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for DydxHttpClient

const NAME: &'static str = "DydxHttpClient"

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 DydxHttpClient

impl ExtractPyClassWithClone for DydxHttpClient