Struct KrakenSpotWebSocketClient 

pub struct KrakenSpotWebSocketClient { /* private fields */ }

WebSocket client for the Kraken Spot v2 streaming API.

Implementations

impl KrakenSpotWebSocketClient

pub fn new( config: KrakenDataClientConfig, cancellation_token: CancellationToken, ) -> Self

Creates a new client with the given configuration.

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

Connects to the WebSocket server.

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

Disconnects from the WebSocket server.

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

Closes the WebSocket connection.

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

Waits until the connection is active or timeout.

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

Authenticates with the Kraken API to enable private subscriptions.

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

Caches multiple instruments for symbol lookup.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument for symbol lookup.

pub fn set_account_id(&self, account_id: AccountId)

Sets the account ID for execution reports.

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

pub fn cache_client_order( &self, client_order_id: ClientOrderId, instrument_id: InstrumentId, trader_id: TraderId, strategy_id: StrategyId, )

Caches order info for order tracking.

This should be called BEFORE submitting an order via HTTP to handle the race condition where WebSocket execution messages arrive before the HTTP response (which contains the venue_order_id).

pub fn cancel_all_requests(&self)

Cancels all pending requests.

pub fn cancellation_token(&self) -> &CancellationToken

Returns the cancellation token for this client.

pub async fn subscribe( &self, channel: KrakenWsChannel, symbols: Vec<Ustr>, depth: Option<u32>, ) -> Result<(), KrakenWsError>

Subscribes to a channel for the given symbols.

pub async fn unsubscribe( &self, channel: KrakenWsChannel, symbols: Vec<Ustr>, ) -> Result<(), KrakenWsError>

Unsubscribes from a channel for the given symbols.

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

Sends a ping message to keep the connection alive.

pub fn is_connected(&self) -> bool

Returns true if connected (not closed).

pub fn is_active(&self) -> bool

Returns true if the connection is active.

pub fn is_closed(&self) -> bool

Returns true if the connection is closed.

pub fn url(&self) -> &str

Returns the WebSocket URL.

pub fn get_subscriptions(&self) -> Vec<String>

Returns all active subscriptions.

pub fn stream(&mut self) -> impl Stream<Item = NautilusWsMessage> + use<>

Returns a stream of WebSocket messages.

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

Subscribes to order book updates for the given instrument.

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

Subscribes to quote updates for the given instrument.

Uses the order book channel with depth 10 for low-latency top-of-book quotes instead of the throttled ticker feed.

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

Subscribes to trade updates for the given instrument.

pub async fn subscribe_bars( &self, bar_type: BarType, ) -> Result<(), KrakenWsError>

Subscribes to bar/OHLC updates for the given bar type.

Errors

Returns an error if the bar aggregation is not supported by Kraken.

pub async fn subscribe_executions( &self, snap_orders: bool, snap_trades: bool, ) -> Result<(), KrakenWsError>

Subscribes to execution updates (order and fill events).

Requires authentication - call authenticate() first.

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

Unsubscribes from order book updates for the given instrument.

Note: Will only actually unsubscribe if quotes are not also subscribed.

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

Unsubscribes from quote updates for the given instrument.

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

Unsubscribes from trade updates for the given instrument.

pub async fn unsubscribe_bars( &self, bar_type: BarType, ) -> Result<(), KrakenWsError>

Unsubscribes from bar/OHLC updates for the given bar type.

Errors

Returns an error if the bar aggregation is not supported by Kraken.

impl KrakenSpotWebSocketClient

pub fn py_url(&self) -> &str

Trait Implementations

impl Clone for KrakenSpotWebSocketClient

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 KrakenSpotWebSocketClient

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

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for KrakenSpotWebSocketClient

type Target = KrakenSpotWebSocketClient

The Python output type

type Output = Bound<'py, <KrakenSpotWebSocketClient 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 KrakenSpotWebSocketClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for KrakenSpotWebSocketClient

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 = /// WebSocket client for the Kraken Spot v2 streaming API.

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<KrakenSpotWebSocketClient>

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 KrakenSpotWebSocketClient

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

impl PyMethods<KrakenSpotWebSocketClient> for PyClassImplCollector<KrakenSpotWebSocketClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for KrakenSpotWebSocketClient

const NAME: &'static str = "KrakenSpotWebSocketClient"

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 KrakenSpotWebSocketClient

impl ExtractPyClassWithClone for KrakenSpotWebSocketClient