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AxMdWebSocketClient

Struct AxMdWebSocketClient 

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pub struct AxMdWebSocketClient { /* private fields */ }
Expand description

Market data WebSocket client for Ax.

Provides streaming market data including tickers, trades, order books, and candles. Requires Bearer token authentication obtained via the HTTP /api/authenticate endpoint.

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impl AxMdWebSocketClient

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pub fn new( url: String, auth_token: String, heartbeat: u64, transport_backend: TransportBackend, proxy_url: Option<String>, ) -> Self

Creates a new Ax market data WebSocket client.

The auth_token is a Bearer token obtained from the HTTP /api/authenticate endpoint.

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pub fn without_auth( url: String, heartbeat: u64, transport_backend: TransportBackend, proxy_url: Option<String>, ) -> Self

Creates a new Ax market data WebSocket client without authentication.

Use set_auth_token to set the token before connecting.

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pub fn url(&self) -> &str

Returns the WebSocket URL.

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pub fn set_auth_token(&mut self, token: String)

Sets the authentication token for subsequent connections.

This should be called before connect() if authentication is required.

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pub fn is_active(&self) -> bool

Returns whether the client is currently connected and active.

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pub fn is_closed(&self) -> bool

Returns whether the client is closed.

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pub fn subscription_count(&self) -> usize

Returns the number of confirmed subscriptions.

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pub fn symbol_data_types(&self) -> Arc<AtomicMap<String, SymbolDataTypes>>

Returns the symbol data types map (shared with handler).

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pub fn status_invalidations(&self) -> Arc<Mutex<AHashSet<Ustr>>>

Returns the shared set of symbols whose instrument status cache has been invalidated.

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pub async fn connect(&mut self) -> AxWsResult<()>

Establishes the WebSocket connection.

§Errors
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pub async fn subscribe_book_deltas( &self, symbol: &str, level: AxMarketDataLevel, ) -> AxWsResult<()>

Subscribes to order book deltas for a symbol.

Uses reference counting so the underlying AX subscription is only removed when all data types have been unsubscribed.

§Errors

Returns an error if the subscription command cannot be sent.

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pub async fn subscribe_quotes(&self, symbol: &str) -> AxWsResult<()>

Subscribes to quote data for a symbol.

Uses reference counting so the underlying AX subscription is only removed when all data types have been unsubscribed.

§Errors

Returns an error if the subscription command cannot be sent.

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pub async fn subscribe_trades(&self, symbol: &str) -> AxWsResult<()>

Subscribes to trade data for a symbol.

Uses reference counting so the underlying AX subscription is only removed when all data types have been unsubscribed.

§Errors

Returns an error if the subscription command cannot be sent.

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pub async fn unsubscribe_book_deltas(&self, symbol: &str) -> AxWsResult<()>

Unsubscribes from order book deltas for a symbol.

The underlying AX subscription is only removed when all data types (quotes, trades, book) have been unsubscribed.

§Errors

Returns an error if the unsubscribe command cannot be sent.

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pub async fn unsubscribe_quotes(&self, symbol: &str) -> AxWsResult<()>

Unsubscribes from quote data for a symbol.

The underlying AX subscription is only removed when all data types (quotes, trades, book) have been unsubscribed.

§Errors

Returns an error if the unsubscribe command cannot be sent.

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pub async fn unsubscribe_trades(&self, symbol: &str) -> AxWsResult<()>

Unsubscribes from trade data for a symbol.

The underlying AX subscription is only removed when all data types (quotes, trades, book) have been unsubscribed.

§Errors

Returns an error if the unsubscribe command cannot be sent.

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pub async fn subscribe_mark_prices(&self, symbol: &str) -> AxWsResult<()>

Subscribes to mark prices for a symbol.

Ensures at least an L1 subscription so that ticker messages (which carry the mark price field) are received.

§Errors

Returns an error if the subscription command cannot be sent.

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pub async fn unsubscribe_mark_prices(&self, symbol: &str) -> AxWsResult<()>

Unsubscribes from mark prices for a symbol.

The underlying AX subscription is only removed when all data types have been unsubscribed.

§Errors

Returns an error if the unsubscribe command cannot be sent.

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pub async fn subscribe_instrument_status(&self, symbol: &str) -> AxWsResult<()>

Subscribes to instrument status for a symbol.

Ensures at least an L1 subscription so that ticker messages (which carry the instrument state field) are received.

§Errors

Returns an error if the subscription command cannot be sent.

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pub async fn unsubscribe_instrument_status( &self, symbol: &str, ) -> AxWsResult<()>

Unsubscribes from instrument status for a symbol.

The underlying AX subscription is only removed when all data types have been unsubscribed.

§Errors

Returns an error if the unsubscribe command cannot be sent.

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pub async fn subscribe_candles( &self, symbol: &str, width: AxCandleWidth, ) -> AxWsResult<()>

Subscribes to candle data for a symbol.

Skips sending if already subscribed or subscription is pending.

§Errors

Returns an error if the subscription command cannot be sent.

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pub async fn unsubscribe_candles( &self, symbol: &str, width: AxCandleWidth, ) -> AxWsResult<()>

Unsubscribes from candle data for a symbol.

§Errors

Returns an error if the unsubscribe command cannot be sent.

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

Returns a stream of WebSocket messages.

§Panics

Panics if called before connect() or if the stream has already been taken.

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pub async fn disconnect(&self)

Disconnects the WebSocket connection gracefully.

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pub async fn close(&mut self)

Closes the WebSocket connection and cleans up resources.

Trait Implementations§

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impl Clone for AxMdWebSocketClient

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for AxMdWebSocketClient

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

Formats the value using the given formatter. Read more

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

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