Expand description
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
- PyAx
MdWeb Socket Client - Python wrapper around
AxMdWebSocketClientthat holds an instrument cache at the Python boundary for parsing venue messages into Nautilus domain types. - PyAx
Orders WebSocket Client - Python wrapper around
AxOrdersWebSocketClientthat handles order event parsing at the Python boundary.