Module websocket 

WebSocket client implementation for the dYdX v4 API.

This module provides real-time streaming connectivity to dYdX WebSocket endpoints, supporting:

• Market data streaming: Trades, order books, candles (bars), and market updates (oracle prices).
• Private data streaming: Subaccount updates, orders, fills, and positions.
• Channel subscription management: Subscribe and unsubscribe to public and private channels.
• Automatic reconnection: Reconnection with state restoration and resubscription.
• Message parsing: Fast conversion of WebSocket messages to Nautilus domain objects.

Architecture

The WebSocket client follows a two-layer architecture:

• Outer client (client::DydxWebSocketClient): Orchestrates connection lifecycle, manages subscriptions, and maintains state accessible to Python via Arc<DashMap>.
• Inner handler (handler::FeedHandler): Runs in a dedicated Tokio task as the I/O boundary, processing commands and parsing raw WebSocket messages into Nautilus types.

Communication between layers uses lock-free channels:

• Commands flow from client to handler via mpsc channel.
• Parsed domain events flow from handler to client via mpsc channel.

References

• dYdX v4 WebSocket API: https://docs.dydx.trade/developers/indexer/websockets

Re-exports

pub use client::DydxWebSocketClient;

pub use enums::DydxWsChannel;

pub use enums::DydxWsOperation;

pub use error::DydxWebSocketError;

pub use error::DydxWsError;

pub use error::DydxWsResult;

pub use messages::DydxWsMessage;

pub use messages::NautilusWsMessage;

Modules

client

WebSocket client for dYdX v4 API.

enums

Enums for dYdX WebSocket operations and channels.

error

Error types for dYdX WebSocket operations.

handler

Message handler for dYdX WebSocket streams.

messages

WebSocket message types for dYdX public and private channels.

parse

Parsing utilities for dYdX WebSocket messages.

types

WebSocket content type definitions for dYdX channels.