Expand description
WebSocket transport for the Derive JSON-RPC stream.
The module is split into:
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.