Struct KrakenFuturesHttpClient 

pub struct KrakenFuturesHttpClient { /* private fields */ }

High-level HTTP client for the Kraken Futures REST API.

This client wraps the raw client and provides Nautilus domain types. It maintains an instrument cache and uses it to parse venue responses into Nautilus domain objects.

Implementations

impl KrakenFuturesHttpClient

pub fn new( environment: KrakenEnvironment, base_url_override: Option<String>, timeout_secs: Option<u64>, max_retries: Option<u32>, retry_delay_ms: Option<u64>, retry_delay_max_ms: Option<u64>, proxy_url: Option<String>, max_requests_per_second: Option<u32>, ) -> Result<Self>

Creates a new KrakenFuturesHttpClient.

pub fn with_credentials( api_key: String, api_secret: String, environment: KrakenEnvironment, base_url_override: Option<String>, timeout_secs: Option<u64>, max_retries: Option<u32>, retry_delay_ms: Option<u64>, retry_delay_max_ms: Option<u64>, proxy_url: Option<String>, max_requests_per_second: Option<u32>, ) -> Result<Self>

Creates a new KrakenFuturesHttpClient with credentials.

pub fn from_env( environment: KrakenEnvironment, base_url_override: Option<String>, timeout_secs: Option<u64>, max_retries: Option<u32>, retry_delay_ms: Option<u64>, retry_delay_max_ms: Option<u64>, proxy_url: Option<String>, max_requests_per_second: Option<u32>, ) -> Result<Self>

Creates a new KrakenFuturesHttpClient loading credentials from environment variables.

Looks for KRAKEN_FUTURES_API_KEY and KRAKEN_FUTURES_API_SECRET (mainnet) or KRAKEN_FUTURES_DEMO_API_KEY and KRAKEN_FUTURES_DEMO_API_SECRET (demo).

Falls back to unauthenticated client if credentials are not set.

pub fn cancel_all_requests(&self)

Cancels all pending HTTP requests.

pub fn cancellation_token(&self) -> &CancellationToken

Returns the cancellation token for this client.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches an instrument for symbol lookup.

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

Caches multiple instruments for symbol lookup.

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

Gets an instrument from the cache by symbol.

pub async fn request_instruments( &self, ) -> Result<Vec<InstrumentAny>, KrakenHttpError>

Requests tradable instruments from Kraken Futures.

pub async fn request_mark_price( &self, instrument_id: InstrumentId, ) -> Result<f64, KrakenHttpError>

Requests the mark price for an instrument.

pub async fn request_index_price( &self, instrument_id: InstrumentId, ) -> Result<f64, KrakenHttpError>

pub async fn request_trades( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u64>, ) -> Result<Vec<TradeTick>, KrakenHttpError>

pub async fn request_bars( &self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u64>, ) -> Result<Vec<Bar>, KrakenHttpError>

pub async fn request_account_state( &self, account_id: AccountId, ) -> Result<AccountState>

Requests account state from the Kraken Futures exchange.

This queries the accounts endpoint and converts the response into a Nautilus AccountState event containing balances and margin info.

Errors

Returns an error if:

• Credentials are missing.
• The request fails.
• Response parsing fails.

pub async fn request_order_status_reports( &self, account_id: AccountId, instrument_id: Option<InstrumentId>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, open_only: bool, ) -> Result<Vec<OrderStatusReport>>

pub async fn request_fill_reports( &self, account_id: AccountId, instrument_id: Option<InstrumentId>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, ) -> Result<Vec<FillReport>>

pub async fn request_position_status_reports( &self, account_id: AccountId, instrument_id: Option<InstrumentId>, ) -> Result<Vec<PositionStatusReport>>

pub async fn submit_order( &self, account_id: AccountId, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, order_type: OrderType, quantity: Quantity, time_in_force: TimeInForce, price: Option<Price>, trigger_price: Option<Price>, reduce_only: bool, post_only: bool, ) -> Result<OrderStatusReport>

Submits a new order to the Kraken Futures exchange.

Errors

Returns an error if:

• Credentials are missing.
• The instrument is not found in cache.
• The order type or time in force is not supported.
• The request fails.
• The order is rejected.

pub async fn modify_order( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, quantity: Option<Quantity>, price: Option<Price>, trigger_price: Option<Price>, ) -> Result<VenueOrderId>

Modifies an existing order on the Kraken Futures exchange.

Returns the new venue order ID assigned to the modified order.

Errors

Returns an error if:

• Neither client_order_id nor venue_order_id is provided.
• The instrument is not found in cache.
• The request fails.
• The edit fails on the exchange.

pub async fn cancel_order( &self, _account_id: AccountId, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<()>

Cancels an order on the Kraken Futures exchange.

Errors

Returns an error if:

• Credentials are missing.
• Neither client_order_id nor venue_order_id is provided.
• The request fails.
• The order cancellation is rejected.

pub async fn cancel_orders_batch( &self, venue_order_ids: Vec<VenueOrderId>, ) -> Result<usize>

Cancels multiple orders on the Kraken Futures exchange.

Automatically chunks requests into batches of 50 orders.

Parameters

• venue_order_ids - List of venue order IDs to cancel.

Returns

The total number of successfully cancelled orders.

impl KrakenFuturesHttpClient

pub fn py_base_url(&self) -> String

pub fn py_api_key(&self) -> Option<&str>

pub fn py_api_key_masked(&self) -> Option<String>

Trait Implementations

impl Clone for KrakenFuturesHttpClient

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 KrakenFuturesHttpClient

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

Formats the value using the given formatter.

impl Default for KrakenFuturesHttpClient

fn default() -> Self

Returns the “default value” for a type.

impl<'py> IntoPyObject<'py> for KrakenFuturesHttpClient

type Target = KrakenFuturesHttpClient

The Python output type

type Output = Bound<'py, <KrakenFuturesHttpClient 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 KrakenFuturesHttpClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for KrakenFuturesHttpClient

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 = /// High-level HTTP client for the Kraken Futures REST API. /// /// This client wraps the raw client and provides Nautilus domain types. /// It maintains an instrument cache and uses it to parse venue responses /// into Nautilus domain objects.

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<KrakenFuturesHttpClient>

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 PyClassNewTextSignature for KrakenFuturesHttpClient

const TEXT_SIGNATURE: &'static str = "(api_key=None, api_secret=None, base_url=None, demo=False, timeout_secs=None, max_retries=None, retry_delay_ms=None, retry_delay_max_ms=None, proxy_url=None, max_requests_per_second=None)"

impl PyMethods<KrakenFuturesHttpClient> for PyClassImplCollector<KrakenFuturesHttpClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for KrakenFuturesHttpClient

const NAME: &'static str = "KrakenFuturesHttpClient"

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 KrakenFuturesHttpClient

impl ExtractPyClassWithClone for KrakenFuturesHttpClient