nautilus_bitmex/websocket/
mod.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//! WebSocket client implementation for BitMEX real-time data feeds.
17//!
18//! This module provides a WebSocket client for subscribing to BitMEX's real-time data streams.
19//! It supports:
20//! - Public market data subscriptions (trades, quotes, order book updates).
21//! - Private account data subscriptions (orders, positions, executions).
22//! - Authentication for private channels.
23//! - Automatic reconnection and subscription management.
24//! - Message parsing into Nautilus domain models.
25//!
26//! The WebSocket client maintains internal caches for order book reconstruction
27//! and provides efficient parsing of BitMEX's table-based update format.
28
29pub mod cache;
30pub mod client;
31pub mod enums;
32pub mod error;
33pub mod messages;
34pub mod parse;
35
36pub use crate::websocket::client::BitmexWebSocketClient;
nautilus_bitmex/websocket/mod.rs

nautilus_bitmex/websocket/
mod.rs
