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 futures_util::StreamExt;
21use nautilus_bitmex::{http::client::BitmexHttpClient, websocket::client::BitmexWebSocketClient};
22use tokio::time::Duration;
23use tracing::level_filters::LevelFilter;
24
25#[tokio::main]
26async fn main() -> Result<(), Box<dyn std::error::Error>> {
27    tracing_subscriber::fmt()
28        .with_max_level(LevelFilter::TRACE)
29        .init();
30
31    tracing::info!("Fetching instruments from HTTP API...");
32    let http_client = BitmexHttpClient::new(
33        None,     // base_url: defaults to production
34        None,     // api_key
35        None,     // api_secret
36        false,    // testnet
37        Some(60), // timeout_secs
38        None,     // max_retries
39        None,     // retry_delay_ms
40        None,     // retry_delay_max_ms
41        None,     // recv_window_ms
42        None,     // max_requests_per_second
43        None,     // max_requests_per_minute
44    )
45    .expect("Failed to create HTTP client");
46
47    let instruments = http_client
48        .request_instruments(true) // active_only
49        .await?;
50
51    tracing::info!("Fetched {} instruments", instruments.len());
52
53    let mut ws_client = BitmexWebSocketClient::new(
54        None, // url: defaults to wss://ws.bitmex.com/realtime
55        None,
56        None,
57        None,
58        Some(5), // 5 second heartbeat
59    )
60    .unwrap();
61    ws_client.initialize_instruments_cache(instruments);
62    ws_client.connect().await?;
63
64    // Give the connection a moment to stabilize
65    tokio::time::sleep(Duration::from_millis(500)).await;
66
67    // Subscribe for all execution related topics
68    ws_client
69        .subscribe(vec![
70            "execution".to_string(),
71            "order".to_string(),
72            "margin".to_string(),
73            "position".to_string(),
74            "wallet".to_string(),
75        ])
76        .await?;
77
78    // Create a future that completes on CTRL+C
79    let sigint = tokio::signal::ctrl_c();
80    tokio::pin!(sigint);
81
82    let stream = ws_client.stream();
83    tokio::pin!(stream); // Pin the stream to allow polling in the loop
84
85    loop {
86        tokio::select! {
87            Some(event) = stream.next() => {
88                tracing::debug!("{event:?}");
89            }
90            _ = &mut sigint => {
91                tracing::info!("Received SIGINT, closing connection...");
92                ws_client.close().await?;
93                break;
94            }
95            else => break,
96        }
97    }
98
99    Ok(())
100}
bitmex_ws_exec/ws_exec.rs

bitmex_ws_exec/
ws_exec.rs
