coinbase_intx_ws/
websocket.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
16use futures_util::StreamExt;
17use nautilus_coinbase_intx::{
18    http::client::CoinbaseIntxHttpClient, websocket::client::CoinbaseIntxWebSocketClient,
19};
20use nautilus_model::identifiers::InstrumentId;
21use tracing::level_filters::LevelFilter;
22
23#[tokio::main]
24async fn main() -> Result<(), Box<dyn std::error::Error>> {
25    tracing_subscriber::fmt()
26        .with_max_level(LevelFilter::TRACE)
27        .init();
28
29    let client = CoinbaseIntxHttpClient::from_env().unwrap();
30
31    // Cache instruments first (required for correct websocket message parsing)
32    let instruments = client.request_instruments().await?;
33    let mut client = CoinbaseIntxWebSocketClient::default();
34    client.initialize_instruments_cache(instruments);
35
36    client.connect().await?;
37
38    let instrument_id = InstrumentId::from("BTC-PERP.COINBASE_INTX");
39
40    // client.subscribe_instruments(vec![instrument_id]).await?;
41    // client.subscribe_risk(vec![instrument_id]).await?;
42    // client.subscribe_funding_rates(vec![instrument_id]).await?;
43    // client.subscribe_trades(vec![instrument_id]).await?;
44    // client.subscribe_quotes(vec![instrument_id]).await?;
45    client.subscribe_book(vec![instrument_id]).await?;
46
47    // let bar_type = BarType::from("ETH-PERP.COINBASE_INTX-1-MINUTE-LAST-EXTERNAL");
48    // client.subscribe_bars(bar_type).await?;
49
50    // Create a future that completes on CTRL+C
51    let sigint = tokio::signal::ctrl_c();
52    tokio::pin!(sigint);
53
54    let stream = client.stream();
55    tokio::pin!(stream); // Pin the stream to allow polling in the loop
56
57    loop {
58        tokio::select! {
59            Some(data) = stream.next() => {
60                tracing::debug!("Received from stream: {data:?}");
61            }
62            _ = &mut sigint => {
63                tracing::info!("Received SIGINT, closing connection...");
64                client.close().await?;
65                break;
66            }
67            else => break,
68        }
69    }
70
71    Ok(())
72}
coinbase_intx_ws/websocket.rs

coinbase_intx_ws/
websocket.rs
