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Module websocket

Module websocket 

Source
Expand description

WebSocket transport for the Derive JSON-RPC stream.

The module is split into:

  • error: DeriveWsError taxonomy.
  • messages: wire payloads and a discriminated inbound frame.
  • parse: typed public market data payload parsers.
  • handler: inner I/O loop owning the WebSocketClient.
  • client: outer client orchestrating connect / login / subscribe.

Re-exports§

pub use client::DeriveWebSocketClient;
pub use client::DeriveWebSocketSubscriptionHandle;
pub use client::DeriveWsCredentials;
pub use client::DeriveWsExecutionHandle;
pub use dispatch::ORDER_DEDUP_CAPACITY;
pub use dispatch::OrderIdentity;
pub use dispatch::TRADE_DEDUP_CAPACITY;
pub use dispatch::WsDispatchState;
pub use error::DeriveWsError;
pub use handler::DeriveWsMessage;
pub use messages::DeriveOrderbookData;
pub use messages::DeriveOrderbookLevel;
pub use messages::DeriveOrderbookMsg;
pub use messages::DeriveOrdersSubscriptionData;
pub use messages::DerivePublicWsData;
pub use messages::DeriveTickerData;
pub use messages::DeriveTickerMsg;
pub use messages::DeriveTradesMsg;
pub use messages::DeriveTradesSubscriptionData;
pub use messages::DeriveWsChannel;
pub use messages::DeriveWsFrame;
pub use messages::WsLoginParams;
pub use messages::WsLoginResult;
pub use messages::WsRequestParams;
pub use messages::WsSubscribeParams;
pub use messages::WsSubscribeResult;
pub use messages::WsSubscriptionFrame;
pub use messages::WsSubscriptionPayload;
pub use messages::WsUnsubscribeParams;
pub use messages::WsUnsubscribeResult;
pub use messages::balances_channel;
pub use messages::methods;
pub use messages::orderbook_channel;
pub use messages::orders_channel;
pub use messages::private_trades_channel;
pub use messages::ticker_channel;
pub use messages::trades_channel;
pub use parse::bar_spec_to_derive_period;
pub use parse::parse_candle_record;
pub use parse::parse_funding_rate;
pub use parse::parse_funding_rate_history_record;
pub use parse::parse_index_price;
pub use parse::parse_mark_price;
pub use parse::parse_option_greeks;
pub use parse::parse_orderbook_deltas;
pub use parse::parse_orderbook_depth10;
pub use parse::parse_orderbook_msg;
pub use parse::parse_public_ws_data;
pub use parse::parse_ticker_msg;
pub use parse::parse_ticker_quote;
pub use parse::parse_ticker_quote_from_rest;
pub use parse::parse_trade_tick;
pub use parse::parse_trades_msg;

Modules§

client
tokio-tungstenite-backed WebSocket client for the Derive JSON-RPC stream.
context
WebSocket message dispatch context for the Derive data client.
dispatch
Shared state for the Derive execution WebSocket dispatch loop.
error
Error types for the Derive WebSocket client.
handler
Inner I/O feed handler for the Derive WebSocket transport.
messages
Wire payloads for the Derive WebSocket JSON-RPC transport.
parse
Parsers for Derive public WebSocket subscription payloads.