bitmex_ws_exec/
ws_exec.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16// Under development
17#![allow(dead_code)]
18#![allow(unused_variables)]
19
20use std::time::Duration;
21
22use futures_util::StreamExt;
23use nautilus_bitmex::{http::client::BitmexHttpClient, websocket::client::BitmexWebSocketClient};
24use tracing::level_filters::LevelFilter;
25
26#[tokio::main]
27async fn main() -> Result<(), Box<dyn std::error::Error>> {
28    tracing_subscriber::fmt()
29        .with_max_level(LevelFilter::TRACE)
30        .init();
31
32    tracing::info!("Fetching instruments from HTTP API...");
33    let http_client = BitmexHttpClient::new(
34        None,     // base_url: defaults to production
35        None,     // api_key
36        None,     // api_secret
37        false,    // testnet
38        Some(60), // timeout_secs
39        None,     // max_retries
40        None,     // retry_delay_ms
41        None,     // retry_delay_max_ms
42        None,     // recv_window_ms
43        None,     // max_requests_per_second
44        None,     // max_requests_per_minute
45        None,     // proxy_url
46    )
47    .expect("Failed to create HTTP client");
48
49    let instruments = http_client
50        .request_instruments(true) // active_only
51        .await?;
52
53    tracing::info!("Fetched {} instruments", instruments.len());
54
55    let mut ws_client = BitmexWebSocketClient::new(
56        None, // url: defaults to wss://ws.bitmex.com/realtime
57        None,
58        None,
59        None,
60        Some(5), // 5 second heartbeat
61    )
62    .unwrap();
63    ws_client.cache_instruments(instruments);
64    ws_client.connect().await?;
65
66    // Give the connection a moment to stabilize
67    tokio::time::sleep(Duration::from_millis(500)).await;
68
69    // Subscribe for all execution related topics
70    ws_client
71        .subscribe(vec![
72            "execution".to_string(),
73            "order".to_string(),
74            "margin".to_string(),
75            "position".to_string(),
76            "wallet".to_string(),
77        ])
78        .await?;
79
80    // Create a future that completes on CTRL+C
81    let sigint = tokio::signal::ctrl_c();
82    tokio::pin!(sigint);
83
84    let stream = ws_client.stream();
85    tokio::pin!(stream); // Pin the stream to allow polling in the loop
86
87    loop {
88        tokio::select! {
89            Some(event) = stream.next() => {
90                tracing::debug!("{event:?}");
91            }
92            _ = &mut sigint => {
93                tracing::info!("Received SIGINT, closing connection...");
94                ws_client.close().await?;
95                break;
96            }
97            else => break,
98        }
99    }
100
101    Ok(())
102}
bitmex_ws_exec/ws_exec.rs

bitmex_ws_exec/
ws_exec.rs
