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Module websocket

Module websocket 

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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

PyBitmexWebSocketClient
Python wrapper around BitmexWebSocketClient that holds an instrument cache at the Python boundary for parsing venue messages into Nautilus domain types.