Struct DydxWebSocketClient 

pub struct DydxWebSocketClient { /* private fields */ }

WebSocket client for dYdX v4 market data and account streams.

Authentication

dYdX v4 does not require traditional API key signatures for WebSocket connections. Public channels work without any credentials. Private channels (subaccounts) only need the wallet address included in the subscription message.

The DydxCredential stored in this client is used for:

• Providing the wallet address for private channel subscriptions
• Transaction signing (when placing orders via the validator node)

It is NOT used for WebSocket message signing or authentication.

Architecture

This client follows a two-layer architecture:

• Outer client (this struct): Orchestrates connection and maintains Python-accessible state
• Inner handler: Owns WebSocketClient exclusively and processes messages in a dedicated task

Communication uses lock-free channels:

• Commands flow from client → handler via cmd_tx
• Parsed events flow from handler → client via out_rx

Implementations

impl DydxWebSocketClient

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

Creates a new public WebSocket client for market data.

pub fn new_private( url: String, credential: DydxCredential, account_id: AccountId, _heartbeat: Option<u64>, ) -> Self

Creates a new private WebSocket client for account updates.

pub fn credential(&self) -> Option<&Arc<DydxCredential>>

Returns the credential associated with this client, if any.

pub fn is_connected(&self) -> bool

Returns true when the client is connected.

pub fn url(&self) -> &str

Returns the URL of this WebSocket client.

pub fn connection_mode_atomic(&self) -> Arc<ArcSwap<AtomicU8>>

Returns a clone of the connection mode atomic reference.

This is primarily used for Python bindings that need to monitor connection state.

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

Sets the account ID for account message parsing.

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

Returns the account ID if set.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument.

Any existing instrument with the same ID will be replaced.

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

Caches multiple instruments.

Any existing instruments with the same IDs will be replaced.

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

Returns a reference to the instruments cache.

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

Retrieves an instrument from the cache by symbol.

Returns None if the instrument is not found.

pub fn take_receiver(&mut self) -> Option<UnboundedReceiver<NautilusWsMessage>>

Takes ownership of the inbound typed message receiver. Returns None if the receiver has already been taken or not connected.

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

Connects the websocket client in handler mode with automatic reconnection.

Spawns a background handler task that owns the WebSocketClient and processes raw messages into typed NautilusWsMessage values.

Errors

Returns an error if the connection cannot be established.

pub async fn disconnect(&mut self) -> DydxWsResult<()>

Disconnects the websocket client.

Errors

Returns an error if the underlying client cannot be accessed.

pub fn send_command(&self, cmd: HandlerCommand) -> DydxWsResult<()>

Sends a command to the handler.

Errors

Returns an error if the handler task has terminated.

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

Subscribes to public trade updates for a specific instrument.

Errors

Returns an error if the subscription request fails.

References

https://docs.dydx.trade/developers/indexer/websockets#trades-channel

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

Unsubscribes from public trade updates for a specific instrument.

Errors

Returns an error if the unsubscription request fails.

pub async fn subscribe_orderbook( &self, instrument_id: InstrumentId, ) -> DydxWsResult<()>

Subscribes to orderbook updates for a specific instrument.

Errors

Returns an error if the subscription request fails.

References

https://docs.dydx.trade/developers/indexer/websockets#orderbook-channel

pub async fn unsubscribe_orderbook( &self, instrument_id: InstrumentId, ) -> DydxWsResult<()>

Unsubscribes from orderbook updates for a specific instrument.

Errors

Returns an error if the unsubscription request fails.

pub async fn subscribe_candles( &self, instrument_id: InstrumentId, resolution: &str, ) -> DydxWsResult<()>

Subscribes to candle/kline updates for a specific instrument.

Errors

Returns an error if the subscription request fails.

References

https://docs.dydx.trade/developers/indexer/websockets#candles-channel

pub async fn unsubscribe_candles( &self, instrument_id: InstrumentId, resolution: &str, ) -> DydxWsResult<()>

Unsubscribes from candle/kline updates for a specific instrument.

Errors

Returns an error if the unsubscription request fails.

pub async fn subscribe_markets(&self) -> DydxWsResult<()>

Subscribes to market updates for all instruments.

Errors

Returns an error if the subscription request fails.

References

https://docs.dydx.trade/developers/indexer/websockets#markets-channel

pub async fn unsubscribe_markets(&self) -> DydxWsResult<()>

Unsubscribes from market updates.

Errors

Returns an error if the unsubscription request fails.

pub async fn subscribe_subaccount( &self, address: &str, subaccount_number: u32, ) -> DydxWsResult<()>

Subscribes to subaccount updates (orders, fills, positions, balances).

This requires authentication and will only work for private WebSocket clients created with Self::new_private.

Errors

Returns an error if the client was not created with credentials or if the subscription request fails.

References

https://docs.dydx.trade/developers/indexer/websockets#subaccounts-channel

pub async fn unsubscribe_subaccount( &self, address: &str, subaccount_number: u32, ) -> DydxWsResult<()>

Unsubscribes from subaccount updates.

Errors

Returns an error if the unsubscription request fails.

pub async fn subscribe_block_height(&self) -> DydxWsResult<()>

Subscribes to block height updates.

Errors

Returns an error if the subscription request fails.

References

https://docs.dydx.trade/developers/indexer/websockets#block-height-channel

pub async fn unsubscribe_block_height(&self) -> DydxWsResult<()>

Unsubscribes from block height updates.

Errors

Returns an error if the unsubscription request fails.

Trait Implementations

impl Clone for DydxWebSocketClient

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 DydxWebSocketClient

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

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for DydxWebSocketClient

type Target = DydxWebSocketClient

The Python output type

type Output = Bound<'py, <DydxWebSocketClient 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 DydxWebSocketClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DydxWebSocketClient

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 = /// WebSocket client for dYdX v4 market data and account streams. /// /// # Authentication /// /// dYdX v4 does not require traditional API key signatures for WebSocket connections. /// Public channels work without any credentials. Private channels (subaccounts) only /// need the wallet address included in the subscription message. /// /// The [`DydxCredential`] stored in this client is used for: /// - Providing the wallet address for private channel subscriptions /// - Transaction signing (when placing orders via the validator node) /// /// It is **NOT** used for WebSocket message signing or authentication. /// /// # Architecture /// /// This client follows a two-layer architecture: /// - **Outer client** (this struct): Orchestrates connection and maintains Python-accessible state /// - **Inner handler**: Owns WebSocketClient exclusively and processes messages in a dedicated task /// /// Communication uses lock-free channels: /// - Commands flow from client → handler via `cmd_tx` /// - Parsed events flow from handler → client via `out_rx`

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<DydxWebSocketClient>

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 PyMethods<DydxWebSocketClient> for PyClassImplCollector<DydxWebSocketClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for DydxWebSocketClient

const NAME: &'static str = "DydxWebSocketClient"

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 DydxWebSocketClient

impl ExtractPyClassWithClone for DydxWebSocketClient