Module http

nautilus_dydx

Module http 

Source
Expand description

HTTP/REST client implementation for the dYdX v4 Indexer API.

This module provides an HTTP client for interacting with dYdX’s Indexer REST endpoints, supporting:

  • Market data queries: Perpetual markets, historical trades, OHLCV candles, order books.
  • Account information: Subaccounts, positions, fills, transfers, and funding payments.
  • Order queries: Historical orders and order status.
  • Rate limiting: Automatic rate limiting and retry logic via nautilus_network::http::HttpClient.

§Architecture

The HTTP client follows a two-layer architecture:

  • Raw client (client::DydxRawHttpClient): Low-level API methods matching Indexer endpoints.
  • Domain client (client::DydxHttpClient): High-level methods using Nautilus domain types, wraps raw client in Arc for efficient cloning (required for Python bindings).

§Authentication

The dYdX v4 Indexer REST API is publicly accessible and does NOT require authentication or request signing. All endpoints use wallet addresses and subaccount numbers as query parameters.

Order submission and trading operations use gRPC with blockchain transaction signing, not the REST API (handled separately in the execution module).

§References

§Official documentation

See: https://docs.dydx.exchange/api_integration-indexer/indexer_api

Modules§

client
Provides an ergonomic wrapper around the dYdX v4 Indexer REST API – https://docs.dydx.exchange/api_integration-indexer/indexer_api.
error
Error structures and enumerations for the dYdX integration.
models
Data models for dYdX v4 Indexer REST API responses.
parse
Parsing utilities for converting dYdX v4 Indexer API responses into Nautilus domain models.
query
Query parameter builders for dYdX v4 Indexer REST API endpoints.