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Module websocket

Module websocket 

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Python bindings for Ax WebSocket clients.

PyAxMdWebSocketClient and PyAxOrdersWebSocketClient wrap the Rust clients and add instrument caches at the Python boundary. The inner clients are pure network components that emit venue-specific types; these wrappers parse them into Nautilus domain objects before passing them to Python callbacks.

Structsยง

PyAxMdWebSocketClient
Python wrapper around AxMdWebSocketClient that holds an instrument cache at the Python boundary for parsing venue messages into Nautilus domain types.
PyAxOrdersWebSocketClient
Python wrapper around AxOrdersWebSocketClient that handles order event parsing at the Python boundary.