NautilusWsMessage

nautilus_hyperliquid::websocket::messages

Enum NautilusWsMessage 

Source 
pub enum NautilusWsMessage {
    ExecutionReports(Vec<ExecutionReport>),
    Trades(Vec<TradeTick>),
    Quote(QuoteTick),
    Deltas(OrderBookDeltas),
    Candle(Bar),
    MarkPrice(MarkPriceUpdate),
    IndexPrice(IndexPriceUpdate),
    FundingRate(FundingRateUpdate),
    Error(String),
    Reconnected,
}
Expand description

Nautilus WebSocket message wrapper for routing to execution engine.

Wraps parsed messages from the handler.

All parsing happens in the handler layer, with parsed Nautilus domain objects. passed through to the Python layer.

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ExecutionReports(Vec<ExecutionReport>)

Execution reports (order status and fills).

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Trades(Vec<TradeTick>)

Parsed trade ticks.

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Quote(QuoteTick)

Parsed quote tick (from BBO).

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Deltas(OrderBookDeltas)

Parsed order book deltas.

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Candle(Bar)

Parsed candle/bar.

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MarkPrice(MarkPriceUpdate)

Mark price update.

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IndexPrice(IndexPriceUpdate)

Index price update.

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FundingRate(FundingRateUpdate)

Funding rate update.

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Error(String)

Error occurred.

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Reconnected

WebSocket reconnected.

Trait Implementations§

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impl Clone for NautilusWsMessage

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fn clone(&self) -> NautilusWsMessage

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for NautilusWsMessage

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

Formats the value using the given formatter. Read more

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