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NautilusWsMessage

nautilus_deribit::websocket::messages

Enum NautilusWsMessage 

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pub enum NautilusWsMessage {

Show 21 variants    Data(Vec<Data>),
    Deltas(OrderBookDeltas),
    Instrument(Box<InstrumentAny>),
    FundingRates(Vec<FundingRateUpdate>),
    OptionGreeks(OptionGreeks),
    OrderStatusReports(Vec<OrderStatusReport>),
    FillReports(Vec<FillReport>),
    OrderAccepted(OrderAccepted),
    OrderCanceled(OrderCanceled),
    OrderExpired(OrderExpired),
    OrderRejected(OrderRejected),
    OrderCancelRejected(OrderCancelRejected),
    OrderModifyRejected(OrderModifyRejected),
    OrderUpdated(OrderUpdated),
    AccountState(AccountState),
    InstrumentStatus(InstrumentStatus),
    Error(DeribitWsError),
    Raw(Value),
    Reconnected,
    Authenticated(Box<DeribitAuthResult>),
    AuthenticationFailed(String),

}
Expand description

Normalized Nautilus domain message after parsing.

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Data(Vec<Data>)

Market data (trades, bars, quotes).

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Deltas(OrderBookDeltas)

Order book deltas.

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Instrument(Box<InstrumentAny>)

Instrument definition update.

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FundingRates(Vec<FundingRateUpdate>)

Funding rate updates (for perpetual instruments).

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OptionGreeks(OptionGreeks)

Exchange-provided option Greeks from ticker data.

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OrderStatusReports(Vec<OrderStatusReport>)

Order status reports (for reconciliation, not real-time events).

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FillReports(Vec<FillReport>)

Fill reports from user.trades subscription or order responses.

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OrderAccepted(OrderAccepted)

Order accepted by venue.

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OrderCanceled(OrderCanceled)

Order canceled by venue or user.

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OrderExpired(OrderExpired)

Order expired.

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OrderRejected(OrderRejected)

Order rejected by venue.

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OrderCancelRejected(OrderCancelRejected)

Cancel request rejected by venue.

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OrderModifyRejected(OrderModifyRejected)

Modify request rejected by venue.

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OrderUpdated(OrderUpdated)

Order updated (price/quantity amended).

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AccountState(AccountState)

Account state update from user.portfolio subscription.

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InstrumentStatus(InstrumentStatus)

Instrument status change.

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Error(DeribitWsError)

Error from venue.

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Raw(Value)

Unhandled/raw message for debugging.

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Reconnected

Reconnection completed.

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Authenticated(Box<DeribitAuthResult>)

Authentication succeeded with tokens.

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AuthenticationFailed(String)

Authentication failed with reason.

Trait Implementations§

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impl Clone for NautilusWsMessage

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fn clone(&self) -> NautilusWsMessage

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 NautilusWsMessage

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

Formats the value using the given formatter. Read more

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fn borrow_mut(&mut self) -> &mut T

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

🔬This is a nightly-only experimental API. (clone_to_uninit)
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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided [Span], returning an Instrumented wrapper. Read more
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fn in_current_span(self) -> Instrumented<Self>

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