nautilus_coinbase_intx::websocket::client

Struct CoinbaseIntxWebSocketClient

pub struct CoinbaseIntxWebSocketClient { /* private fields */ }

Expand description

Provides a WebSocket client for connecting to Coinbase International.

Implementations§

impl CoinbaseIntxWebSocketClient

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

Creates a new CoinbaseIntxWebSocketClient instance.

§Errors

Returns an error if required environment variables are missing or invalid.

pub fn from_env() -> Result<Self>

Creates a new authenticated CoinbaseIntxWebSocketClient using environment variables and the default Coinbase International production websocket url.

§Errors

Returns an error if required environment variables are missing or invalid.

pub const fn url(&self) -> &str

Returns the websocket url being used by the client.

pub fn api_key(&self) -> &str

Returns the public API key being used by the client.

pub fn is_active(&self) -> bool

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 async fn connect(&mut self, instruments: Vec<InstrumentAny>) -> Result<()>

Connects the client to the server and caches the given instruments.

§Errors

Returns an error if the WebSocket connection or initial subscription fails.

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

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

§Panics

This function panics if:

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

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

Closes the client.

§Errors

Returns an error if the WebSocket fails to close properly.

pub async fn subscribe_instruments( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to instrument definition updates for the given instrument IDs. Subscribes to instrument updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

pub async fn subscribe_funding( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to funding message streams for the given instrument IDs. Subscribes to funding rate updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

pub async fn subscribe_risk( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to risk message streams for the given instrument IDs. Subscribes to risk updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

pub async fn subscribe_order_book( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to order book (level 2) streams for the given instrument IDs. Subscribes to order book snapshots and updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

pub async fn subscribe_quotes( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to quote (level 1) streams for the given instrument IDs. Subscribes to top-of-book quote updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

pub async fn subscribe_trades( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to trade (match) streams for the given instrument IDs. Subscribes to trade updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

pub async fn subscribe_mark_prices( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to risk streams (for mark prices) for the given instrument IDs. Subscribes to mark price updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

pub async fn subscribe_index_prices( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Subscribes to risk streams (for index prices) for the given instrument IDs. Subscribes to index price updates for the specified instruments.

§Errors

Returns an error if the subscription fails.

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

Subscribes to bar (candle) streams for the given instrument IDs. Subscribes to candlestick bar updates for the specified bar type.

§Errors

Returns an error if the subscription fails.

pub async fn unsubscribe_instruments( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from instrument definition streams for the given instrument IDs. Unsubscribes from instrument updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

pub async fn unsubscribe_risk( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from risk message streams for the given instrument IDs. Unsubscribes from risk updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

pub async fn unsubscribe_funding( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from funding message streams for the given instrument IDs. Unsubscribes from funding updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

pub async fn unsubscribe_order_book( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from order book (level 2) streams for the given instrument IDs. Unsubscribes from order book updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

pub async fn unsubscribe_quotes( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from quote (level 1) streams for the given instrument IDs. Unsubscribes from quote updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

pub async fn unsubscribe_trades( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from trade (match) streams for the given instrument IDs. Unsubscribes from trade updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

pub async fn unsubscribe_mark_prices( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from risk streams (for mark prices) for the given instrument IDs. Unsubscribes from mark price updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

pub async fn unsubscribe_index_prices( &self, instrument_ids: Vec<InstrumentId>, ) -> Result<(), CoinbaseIntxWsError>

Unsubscribes from risk streams (for index prices) for the given instrument IDs. Unsubscribes from index price updates for the specified instruments.

§Errors

Returns an error if the unsubscription fails.

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

Unsubscribes from bar (candle) streams for the given instrument IDs. Unsubscribes from bar updates for the specified bar type.

§Errors

Returns an error if the unsubscription fails.

impl CoinbaseIntxWebSocketClient

pub const fn py_url(&self) -> &str

pub fn py_api_key(&self) -> &str

Trait Implementations§

impl Clone for CoinbaseIntxWebSocketClient

fn clone(&self) -> CoinbaseIntxWebSocketClient

Returns a duplicate of the value. Read more

1.0.0 · Source§

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

Performs copy-assignment from source. Read more

impl Debug for CoinbaseIntxWebSocketClient

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

Formats the value using the given formatter. Read more

impl Default for CoinbaseIntxWebSocketClient

fn default() -> Self

Returns the “default value” for a type. Read more

impl<'py> IntoPyObject<'py> for CoinbaseIntxWebSocketClient

type Target = CoinbaseIntxWebSocketClient

The Python output type

type Output = Bound<'py, <CoinbaseIntxWebSocketClient as IntoPyObject<'py>>::Target>

The smart pointer type to use. Read more

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 CoinbaseIntxWebSocketClient

type Frozen = False

Whether the pyclass is frozen. Read more

impl PyClassImpl for CoinbaseIntxWebSocketClient

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<CoinbaseIntxWebSocketClient>

This handles following two situations: Read more

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<CoinbaseIntxWebSocketClient> for PyClassImplCollector<CoinbaseIntxWebSocketClient>

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

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

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

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

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

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

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

impl PyMethods<CoinbaseIntxWebSocketClient> for PyClassImplCollector<CoinbaseIntxWebSocketClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for CoinbaseIntxWebSocketClient

const NAME: &'static str = "CoinbaseIntxWebSocketClient"

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 CoinbaseIntxWebSocketClient

Auto Trait Implementations§

impl Freeze for CoinbaseIntxWebSocketClient

impl !RefUnwindSafe for CoinbaseIntxWebSocketClient

impl Send for CoinbaseIntxWebSocketClient

impl Sync for CoinbaseIntxWebSocketClient

impl Unpin for CoinbaseIntxWebSocketClient

impl !UnwindSafe for CoinbaseIntxWebSocketClient

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T> FromPyObject<'_> for T
where T: PyClass + Clone,

fn extract_bound(obj: &Bound<'_, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more

impl<'py, T> FromPyObjectBound<'_, 'py> for T
where T: FromPyObject<'py>,

fn from_py_object_bound(ob: Borrowed<'_, 'py, PyAny>) -> Result<T, PyErr>

Extracts Self from the bound smart pointer obj. Read more

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more

fn in_current_span(self) -> Instrumented<Self>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> IntoEither for T

fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

impl<'py, T> IntoPyObjectExt<'py> for T
where T: IntoPyObject<'py>,

fn into_bound_py_any(self, py: Python<'py>) -> Result<Bound<'py, PyAny>, PyErr>

Converts self into an owned Python object, dropping type information.

fn into_py_any(self, py: Python<'py>) -> Result<Py<PyAny>, PyErr>

Converts self into an owned Python object, dropping type information and unbinding it from the 'py lifetime.

fn into_pyobject_or_pyerr(self, py: Python<'py>) -> Result<Self::Output, PyErr>

Converts self into a Python object. Read more

impl<'py, T> IntoPyObjectPoseiExt<'py> for T
where T: IntoPyObjectExt<'py>,

fn into_py_any_unwrap(self, py: Python<'py>) -> Py<PyAny>

Convert self into a [PyObject] while panicking if the conversion fails. Read more

impl<T> Pointable for T

const ALIGN: usize

The alignment of pointer.

type Init = T

The type for initializers.

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] only if self and other return Action::Follow. Read more

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

Create a new Policy that returns [Action::Follow] if either self or other returns Action::Follow. Read more

impl<T> PyErrArguments for T
where T: for<'py> IntoPyObject<'py> + Send + Sync,

fn arguments(self, py: Python<'_>) -> Py<PyAny>

Arguments for exception

impl<T> PyTypeCheck for T
where T: PyTypeInfo,

const NAME: &'static str = <T as PyTypeInfo>::NAME

Name of self. This is used in error messages, for example.

fn type_check(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of Self, which may include a subtype. Read more

impl<T> Same for T

type Output = T

Should always be Self

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

fn vzip(self) -> V

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,

Attaches the provided Subscriber to this type, returning a [WithDispatch] wrapper. Read more

fn with_current_subscriber(self) -> WithDispatch<Self>

Attaches the current default Subscriber to this type, returning a [WithDispatch] wrapper. Read more

impl<T> ErasedDestructor for T
where T: 'static,

impl<T> Ungil for T
where T: Send,