KrakenFuturesWebSocketClient

Struct KrakenFuturesWebSocketClient 

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pub struct KrakenFuturesWebSocketClient { /* private fields */ }
Expand description

WebSocket client for the Kraken Futures v1 streaming API.

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impl KrakenFuturesWebSocketClient

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pub fn new(url: String, heartbeat_secs: Option<u64>) -> Self

Creates a new client with the given URL.

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pub fn with_credentials( url: String, heartbeat_secs: Option<u64>, credential: Option<KrakenCredential>, ) -> Self

Creates a new client with API credentials for authenticated feeds.

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pub fn has_credentials(&self) -> bool

Returns true if the client has API credentials set.

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pub fn url(&self) -> &str

Returns the WebSocket URL.

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pub fn is_closed(&self) -> bool

Returns true if the connection is closed.

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pub fn is_active(&self) -> bool

Returns true if the connection is active.

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pub async fn wait_until_active( &self, timeout_secs: f64, ) -> Result<(), KrakenWsError>

Waits until the WebSocket connection is active or timeout.

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pub async fn authenticate(&self) -> Result<(), KrakenWsError>

Authenticates the WebSocket connection for private feeds.

This sends a challenge request, waits for the response, signs it, and stores the credentials for use in private subscriptions.

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

Caches instruments for price precision lookup (bulk replace).

Must be called after connect() when the handler is ready to receive commands.

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pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument for price precision lookup (upsert).

Must be called after connect() when the handler is ready to receive commands.

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pub async fn connect(&mut self) -> Result<(), KrakenWsError>

Connects to the WebSocket server.

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pub async fn disconnect(&mut self) -> Result<(), KrakenWsError>

Disconnects from the WebSocket server.

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pub async fn close(&mut self) -> Result<(), KrakenWsError>

Closes the WebSocket connection.

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pub async fn subscribe_mark_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to mark price updates for the given instrument.

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pub async fn unsubscribe_mark_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from mark price updates for the given instrument.

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pub async fn subscribe_index_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to index price updates for the given instrument.

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pub async fn unsubscribe_index_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from index price updates for the given instrument.

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pub async fn subscribe_quotes( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to quote updates for the given instrument.

Uses the order book channel for low-latency top-of-book quotes.

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pub async fn unsubscribe_quotes( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from quote updates for the given instrument.

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

Subscribes to trade updates for the given instrument.

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

Unsubscribes from trade updates for the given instrument.

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pub async fn subscribe_book( &self, instrument_id: InstrumentId, _depth: Option<u32>, ) -> Result<(), KrakenWsError>

Subscribes to order book updates for the given instrument.

Note: The depth parameter is accepted for API compatibility with spot client but is not used by Kraken Futures (full book is always returned).

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pub async fn unsubscribe_book( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from order book updates for the given instrument.

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pub fn take_output_rx( &mut self, ) -> Option<UnboundedReceiver<KrakenFuturesWsMessage>>

Gets the output receiver for processed messages.

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pub fn set_account_id(&self, account_id: AccountId)

Sets the account ID for execution reports.

Must be called before subscribing to execution feeds to properly generate OrderStatusReport and FillReport objects.

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pub fn cache_client_order( &self, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, instrument_id: InstrumentId, trader_id: TraderId, strategy_id: StrategyId, )

Caches a client order ID mapping for order tracking.

This caches the trader_id, strategy_id, and instrument_id for an order, allowing the handler to emit proper order events with correct identifiers when WebSocket messages arrive.

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pub async fn request_challenge(&self) -> Result<(), KrakenWsError>

Requests a challenge from the WebSocket for authentication.

After calling this, listen for the challenge response message and then call authenticate_with_challenge() to complete authentication.

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pub async fn set_auth_credentials( &self, original_challenge: String, signed_challenge: String, ) -> Result<(), KrakenWsError>

Set authentication credentials directly (for when challenge is obtained externally).

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pub fn sign_challenge(&self, challenge: &str) -> Result<String, KrakenWsError>

Sign a challenge with the API credentials.

Returns the signed challenge on success.

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pub async fn authenticate_with_challenge( &self, challenge: &str, ) -> Result<(), KrakenWsError>

Complete authentication with a received challenge.

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pub async fn subscribe_open_orders(&self) -> Result<(), KrakenWsError>

Subscribes to open orders feed (private, requires authentication).

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pub async fn subscribe_fills(&self) -> Result<(), KrakenWsError>

Subscribes to fills feed (private, requires authentication).

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pub async fn subscribe_executions(&self) -> Result<(), KrakenWsError>

Subscribes to both open orders and fills (convenience method).

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impl KrakenFuturesWebSocketClient

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pub fn py_has_credentials(&self) -> bool

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pub fn py_url(&self) -> &str

Trait Implementations§

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impl Clone for KrakenFuturesWebSocketClient

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

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

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

Formats the value using the given formatter. Read more
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impl<'py> IntoPyObject<'py> for KrakenFuturesWebSocketClient

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type Target = KrakenFuturesWebSocketClient

The Python output type
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type Output = Bound<'py, <KrakenFuturesWebSocketClient as IntoPyObject<'py>>::Target>

The smart pointer type to use. Read more
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type Error = PyErr

The type returned in the event of a conversion error.
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fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.
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impl PyClass for KrakenFuturesWebSocketClient

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type Frozen = False

Whether the pyclass is frozen. Read more
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impl PyClassImpl for KrakenFuturesWebSocketClient

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const IS_BASETYPE: bool = false

#[pyclass(subclass)]
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const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]
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const IS_MAPPING: bool = false

#[pyclass(mapping)]
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const IS_SEQUENCE: bool = false

#[pyclass(sequence)]
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const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]
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const RAW_DOC: &'static CStr = /// WebSocket client for the Kraken Futures v1 streaming API.

Docstring for the class provided on the struct or enum. Read more
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const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined. Read more
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type BaseType = PyAny

Base class
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type ThreadChecker = SendablePyClass<KrakenFuturesWebSocketClient>

This handles following two situations: Read more
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type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable
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type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.
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type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.
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type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.
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fn items_iter() -> PyClassItemsIter

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fn lazy_type_object() -> &'static LazyTypeObject<Self>

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fn dict_offset() -> Option<isize>

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fn weaklist_offset() -> Option<isize>

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impl PyClassNewTextSignature for KrakenFuturesWebSocketClient

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const TEXT_SIGNATURE: &'static str = "(environment=None, base_url=None, heartbeat_secs=None, api_key=None, api_secret=None)"

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impl PyMethods<KrakenFuturesWebSocketClient> for PyClassImplCollector<KrakenFuturesWebSocketClient>

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fn py_methods(self) -> &'static PyClassItems

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impl PyTypeInfo for KrakenFuturesWebSocketClient

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const NAME: &'static str = "KrakenFuturesWebSocketClient"

Class name.
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const MODULE: Option<&'static str>

Module name, if any.
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fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.
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fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.
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Checks if object is an instance of this type or a subclass of this type.
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fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.
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impl DerefToPyAny for KrakenFuturesWebSocketClient

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impl ExtractPyClassWithClone for KrakenFuturesWebSocketClient

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