Expand description
Python bindings for the BitMEX WebSocket client.
PyBitmexWebSocketClient wraps the Rust BitmexWebSocketClient and adds an
instrument cache at the Python boundary. The inner client is a pure network component
that emits venue-specific types; this wrapper parses them into Nautilus domain objects
before passing them to Python callbacks.
The instrument cache is shared via Arc<AtomicMap> so that:
- Python can inject instruments at any time via
cache_instrument. - The spawned stream task reads from the same cache for parsing.
- Instrument table messages from the venue update the cache automatically.
Structsยง
- PyBitmex
WebSocket Client - Python wrapper around
BitmexWebSocketClientthat holds an instrument cache at the Python boundary for parsing venue messages into Nautilus domain types.