Enum NautilusWsMessage 

pub enum NautilusWsMessage {
    Data(Vec<Data>),
    Deltas(Box<OrderBookDeltas>),
    Order(Box<OrderStatusReport>),
    Fill(Box<FillReport>),
    Position(Box<PositionStatusReport>),
    AccountState(Box<AccountState>),
    SubaccountSubscribed(Box<DydxWsSubaccountsSubscribed>),
    SubaccountsChannelData(Box<DydxWsSubaccountsChannelData>),
    MarkPrice(MarkPriceUpdate),
    IndexPrice(IndexPriceUpdate),
    FundingRate(FundingRateUpdate),
    BlockHeight {
        height: u64,
        time: DateTime<Utc>,
    },
    NewInstrumentDiscovered {
        ticker: String,
    },
    Error(DydxWebSocketError),
    Reconnected,
}

Nautilus domain message emitted after parsing dYdX WebSocket events.

This enum contains fully-parsed Nautilus domain objects ready for consumption by the Python layer without additional processing.

Variants

Data(Vec<Data>)

Market data (trades, quotes, bars).

Deltas(Box<OrderBookDeltas>)

Order book deltas.

Order(Box<OrderStatusReport>)

Order status reports from subaccount stream.

Fill(Box<FillReport>)

Fill reports from subaccount stream.

Position(Box<PositionStatusReport>)

Position status reports from subaccount stream.

AccountState(Box<AccountState>)

Account state updates from subaccount stream.

SubaccountSubscribed(Box<DydxWsSubaccountsSubscribed>)

Raw subaccount subscription with full state (for execution client parsing).

SubaccountsChannelData(Box<DydxWsSubaccountsChannelData>)

Raw subaccounts channel data (orders/fills) for execution client parsing.

MarkPrice(MarkPriceUpdate)

Mark price update from oracle prices.

IndexPrice(IndexPriceUpdate)

Index price update from oracle prices.

FundingRate(FundingRateUpdate)

Funding rate update from market trading data.

BlockHeight

Block height update from chain with timestamp.

Fields

height: u64

time: DateTime<Utc>

NewInstrumentDiscovered

New instrument discovered via WebSocket that needs HTTP fetch.

Fields

ticker: String

Error(DydxWebSocketError)

Error message.

Reconnected

Reconnection notification.

Trait Implementations

impl Clone for NautilusWsMessage

fn clone(&self) -> NautilusWsMessage

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for NautilusWsMessage

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

Formats the value using the given formatter.