Struct OKXWebSocketClient 

pub struct OKXWebSocketClient { /* private fields */ }

Provides a WebSocket client for connecting to OKX.

Implementations

impl OKXWebSocketClient

pub fn new( url: Option<String>, api_key: Option<String>, api_secret: Option<String>, api_passphrase: Option<String>, account_id: Option<AccountId>, heartbeat: Option<u64>, ) -> Result<Self>

Creates a new OKXWebSocketClient instance.

pub fn with_credentials( url: Option<String>, api_key: Option<String>, api_secret: Option<String>, api_passphrase: Option<String>, account_id: Option<AccountId>, heartbeat: Option<u64>, ) -> Result<Self>

Creates a new OKXWebSocketClient instance.

pub fn from_env() -> Result<Self>

Creates a new authenticated OKXWebSocketClient using environment variables.

pub fn url(&self) -> &str

Returns the websocket url being used by the client.

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

Returns the public API key being used by the client.

pub fn is_active(&self) -> bool

Get a read lock on the inner client Returns a value indicating whether the client is active.

pub fn is_closed(&self) -> bool

Returns a value indicating whether the client is closed.

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

Initialize the instruments cache with the given instruments.

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

Connect to the OKX WebSocket server.

Panics

Panics if subscription arguments fail to serialize to JSON.

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

Provides the internal data stream as a channel-based stream.

Panics

This function panics if:

• The websocket is not connected.
• stream_data has already been called somewhere else (stream receiver is then taken).

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

Wait until the WebSocket connection is active.

Errors

Returns an error if the connection times out.

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

Closes the client.

pub fn get_subscriptions( &self, instrument_id: InstrumentId, ) -> Vec<OKXWsChannel>

Get active subscriptions for a specific instrument.

pub async fn subscribe_instruments( &self, instrument_type: OKXInstrumentType, ) -> Result<(), OKXWsError>

Subscribes to instrument updates for a specific instrument type.

Provides updates when instrument specifications change.

References

https://www.okx.com/docs-v5/en/#public-data-websocket-instruments-channel.

pub async fn subscribe_instrument( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to instrument updates for a specific instrument.

Provides updates when instrument specifications change.

References

https://www.okx.com/docs-v5/en/#public-data-websocket-instruments-channel.

pub async fn subscribe_book( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to full order book data (400 depth levels) for an instrument.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-channel.

pub async fn subscribe_book_depth5( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to 5-level order book snapshot data for an instrument.

Updates every 100ms when there are changes.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-5-depth-channel.

pub async fn subscribe_books50_l2_tbt( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to 50-level tick-by-tick order book data for an instrument.

Provides real-time updates whenever order book changes.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-50-depth-tbt-channel.

pub async fn subscribe_book_l2_tbt( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to tick-by-tick full depth (400 levels) order book data for an instrument.

Provides real-time updates with all depth levels whenever order book changes.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-order-book-400-depth-tbt-channel.

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

Subscribes to best bid/ask quote data for an instrument.

Provides tick-by-tick updates of the best bid and ask prices.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-bbo-tbt-channel.

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

Subscribes to trade data for an instrument.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-trades-channel.

pub async fn subscribe_ticker( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to 24hr rolling ticker data for an instrument.

Updates every 100ms with trading statistics.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-tickers-channel.

pub async fn subscribe_mark_prices( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to mark price data for derivatives instruments.

Updates every 200ms for perpetual swaps, or at settlement for futures.

References

https://www.okx.com/docs-v5/en/#public-data-websocket-mark-price-channel.

pub async fn subscribe_index_prices( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to index price data for an instrument.

Updates every second with the underlying index price.

References

https://www.okx.com/docs-v5/en/#public-data-websocket-index-tickers-channel.

pub async fn subscribe_funding_rates( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Subscribes to funding rate data for perpetual swap instruments.

Updates when funding rate changes or at funding intervals.

References

https://www.okx.com/docs-v5/en/#public-data-websocket-funding-rate-channel.

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

Subscribes to candlestick/bar data for an instrument.

Supports various time intervals from 1s to 3M.

References

https://www.okx.com/docs-v5/en/#order-book-trading-market-data-ws-candlesticks-channel.

pub async fn unsubscribe_instruments( &self, instrument_type: OKXInstrumentType, ) -> Result<(), OKXWsError>

Unsubscribes from instrument updates for a specific instrument type.

pub async fn unsubscribe_instrument( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from instrument updates for a specific instrument.

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

Unsubscribe from full order book data for an instrument.

pub async fn unsubscribe_book_depth5( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from 5-level order book snapshot data for an instrument.

pub async fn unsubscribe_book50_l2_tbt( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from 50-level tick-by-tick order book data for an instrument.

pub async fn unsubscribe_book_l2_tbt( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from tick-by-tick full depth order book data for an instrument.

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

Unsubscribe from best bid/ask quote data for an instrument.

pub async fn unsubscribe_ticker( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from 24hr rolling ticker data for an instrument.

pub async fn unsubscribe_mark_prices( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from mark price data for a derivatives instrument.

pub async fn unsubscribe_index_prices( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from index price data for an instrument.

pub async fn unsubscribe_funding_rates( &self, instrument_id: InstrumentId, ) -> Result<(), OKXWsError>

Unsubscribe from funding rate data for a perpetual swap instrument.

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

Unsubscribe from trade data for an instrument.

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

Unsubscribe from candlestick/bar data for an instrument.

pub async fn subscribe_orders( &self, instrument_type: OKXInstrumentType, ) -> Result<(), OKXWsError>

Subscribes to order updates for the given instrument type.

pub async fn unsubscribe_orders( &self, instrument_type: OKXInstrumentType, ) -> Result<(), OKXWsError>

Unsubscribes from order updates for the given instrument type.

pub async fn subscribe_fills( &self, instrument_type: OKXInstrumentType, ) -> Result<(), OKXWsError>

Subscribes to fill updates for the given instrument type.

pub async fn unsubscribe_fills( &self, instrument_type: OKXInstrumentType, ) -> Result<(), OKXWsError>

Unsubscribes from fill updates for the given instrument type.

pub async fn subscribe_account(&self) -> Result<(), OKXWsError>

Subscribes to account balance updates.

pub async fn unsubscribe_account(&self) -> Result<(), OKXWsError>

Unsubscribes from account balance updates.

pub async fn submit_order( &self, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, td_mode: OKXTradeMode, client_order_id: ClientOrderId, order_side: OrderSide, order_type: OrderType, quantity: Quantity, time_in_force: Option<TimeInForce>, price: Option<Price>, trigger_price: Option<Price>, post_only: Option<bool>, reduce_only: Option<bool>, quote_quantity: Option<bool>, position_side: Option<PositionSide>, ) -> Result<(), OKXWsError>

Submits a new order.

References

https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-place-order.

pub async fn cancel_order( &self, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<(), OKXWsError>

Cancels an existing order.

References

https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-cancel-order.

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

Modifies an existing order.

References

https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-amend-order.

pub async fn batch_submit_orders( &self, orders: Vec<(OKXInstrumentType, InstrumentId, OKXTradeMode, ClientOrderId, OrderSide, Option<PositionSide>, OrderType, Quantity, Option<Price>, Option<Price>, Option<bool>, Option<bool>)>, ) -> Result<(), OKXWsError>

Submits multiple orders.

pub async fn batch_cancel_orders( &self, orders: Vec<(OKXInstrumentType, InstrumentId, Option<ClientOrderId>, Option<String>)>, ) -> Result<(), OKXWsError>

Cancels multiple orders.

pub async fn batch_modify_orders( &self, orders: Vec<(OKXInstrumentType, InstrumentId, ClientOrderId, ClientOrderId, Option<Price>, Option<Quantity>)>, ) -> Result<(), OKXWsError>

Modifies multiple orders via WebSocket using Nautilus domain types.

impl OKXWebSocketClient

pub fn py_url(&self) -> &str

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

Trait Implementations

impl Clone for OKXWebSocketClient

fn clone(&self) -> OKXWebSocketClient

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OKXWebSocketClient

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

Formats the value using the given formatter.

impl Default for OKXWebSocketClient

fn default() -> Self

Returns the “default value” for a type.

impl<'py> IntoPyObject<'py> for OKXWebSocketClient

type Target = OKXWebSocketClient

The Python output type

type Output = Bound<'py, <OKXWebSocketClient 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 OKXWebSocketClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for OKXWebSocketClient

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)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<OKXWebSocketClient>

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 doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

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

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<OKXWebSocketClient> for PyClassImplCollector<OKXWebSocketClient>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a OKXWebSocketClient

type Holder = Option<PyRef<'py, OKXWebSocketClient>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut OKXWebSocketClient

type Holder = Option<PyRefMut<'py, OKXWebSocketClient>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<OKXWebSocketClient> for PyClassImplCollector<OKXWebSocketClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for OKXWebSocketClient

const NAME: &'static str = "OKXWebSocketClient"

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 OKXWebSocketClient