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Module messages

Module messages 

Source
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Binance Futures WebSocket message types.

Futures streams use standard JSON encoding (not SBE like Spot).

The handler emits venue-specific types via BinanceFuturesWsStreamsMessage. Data and execution client layers convert these to Nautilus domain types.

Structs§

AccountUpdateData
Account update data payload.
AlgoOrderUpdateData
Algo order update data payload.
AssetIndexConfig
Asset index configuration (multi-assets mode).
BalanceUpdate
Balance update within account update.
BinanceFuturesAccountConfigMsg
Account configuration update event.
BinanceFuturesAccountUpdateMsg
Account update event from user data stream.
BinanceFuturesAggTradeMsg
Aggregate trade stream message.
BinanceFuturesAlgoUpdateMsg
Algo order update event from user data stream (Binance Futures Algo Service).
BinanceFuturesBookTickerMsg
Book ticker stream message.
BinanceFuturesDepthUpdateMsg
Order book depth update stream message.
BinanceFuturesKlineData
Kline data within kline message.
BinanceFuturesKlineMsg
Kline/candlestick stream message.
BinanceFuturesLiquidationMsg
Liquidation order stream message.
BinanceFuturesLiquidationOrder
Liquidation order details.
BinanceFuturesListenKeyExpiredMsg
Listen key expired event.
BinanceFuturesMarginCallMsg
Margin call event from user data stream.
BinanceFuturesMarkPriceMsg
Mark price stream message.
BinanceFuturesOrderUpdateMsg
Order/trade update event from user data stream.
BinanceFuturesTickerMsg
24hr ticker stream message.
BinanceFuturesTradeLiteMsg
Trade Lite event from user data stream.
BinanceFuturesTradeMsg
Trade stream message.
BinanceFuturesWsErrorMsg
Error message from Binance Futures WebSocket.
BinanceFuturesWsErrorResponse
WebSocket error response.
BinanceFuturesWsSubscribeRequest
WebSocket subscription request.
BinanceFuturesWsSubscribeResponse
WebSocket subscription response.
LeverageConfig
Leverage configuration change.
MarginCallPosition
Position at risk in margin call.
OrderUpdateData
Order update data payload.
PositionUpdate
Position update within account update.

Enums§

AccountUpdateReason
Account update reason type.
BinanceExecutionType
Execution type for order updates.
BinanceFuturesWsStreamsCommand
Handler command for data client-handler communication.
BinanceFuturesWsStreamsMessage
Output message from the Futures WebSocket streams handler.
ExecHandlerCommand
Handler command for execution client-handler communication.