DydxHttpClient

Struct DydxHttpClient 

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

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.

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impl DydxHttpClient

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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.

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.

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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.

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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.

§Errors

Returns an error if the HTTP request or parsing fails.

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

Caches multiple instruments.

Any existing instruments with the same symbols will be replaced.

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pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument.

Any existing instrument with the same symbol will be replaced.

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pub fn get_instrument(&self, symbol: &Ustr) -> Option<InstrumentAny>

Gets an instrument from the cache by symbol.

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

Gets an instrument by CLOB pair ID.

This uses the internal clob_pair_id mapping populated during fetch_and_cache_instruments().

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pub async fn request_trades( &self, symbol: &str, limit: Option<u32>, ) -> 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.

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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.

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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.

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pub fn is_testnet(&self) -> bool

Check if this client is configured for testnet.

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pub fn base_url(&self) -> &str

Get the base URL being used by this client.

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pub fn is_cache_initialized(&self) -> bool

Check if the instrument cache has been initialized.

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pub fn cached_instruments_count(&self) -> usize

Get the number of instruments currently cached.

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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 clob_pair_id_mapping(&self) -> &Arc<DashMap<u32, InstrumentId>>

Get the mapping from CLOB pair ID to InstrumentId.

This map is populated when instruments are fetched via request_instruments / cache_instruments() using the Indexer PerpetualMarket.clob_pair_id field.

Trait Implementations§

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impl Clone for DydxHttpClient

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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 DydxHttpClient

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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 Default for DydxHttpClient

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'py> IntoPyObject<'py> for DydxHttpClient

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type Target = DydxHttpClient

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

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type Frozen = False

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

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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 = /// 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. 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<DydxHttpClient>

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

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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 PyClassNewTextSignature for DydxHttpClient

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

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impl PyMethods<DydxHttpClient> for PyClassImplCollector<DydxHttpClient>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for DydxHttpClient

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const NAME: &'static str = "DydxHttpClient"

Class name.
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const MODULE: Option<&'static str>

Module name, if any.
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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 DydxHttpClient

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impl ExtractPyClassWithClone for DydxHttpClient

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fn instrument(self, span: Span) -> Instrumented<Self>

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