nautilus_hyperliquid::websocket::messages

Enum NautilusWsMessage

pub enum NautilusWsMessage {
    ExecutionReports(Vec<ExecutionReport>),
    Trades(Vec<TradeTick>),
    Quote(QuoteTick),
    Deltas(OrderBookDeltas),
    Depth10(Box<OrderBookDepth10>),
    Candle(Bar),
    MarkPrice(MarkPriceUpdate),
    IndexPrice(IndexPriceUpdate),
    FundingRate(FundingRateUpdate),
    Error(String),
    Reconnected,
}

Expand description

Nautilus WebSocket message wrapper for routing to execution engine.

Wraps parsed messages from the handler.

All parsing happens in the handler layer, with parsed Nautilus domain objects. passed through to the Python layer.

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ExecutionReports(Vec<ExecutionReport>)

Execution reports (order status and fills).

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Trades(Vec<TradeTick>)

Parsed trade ticks.

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Quote(QuoteTick)

Parsed quote tick (from BBO).

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Deltas(OrderBookDeltas)

Parsed order book deltas.

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Depth10(Box<OrderBookDepth10>)

Parsed order book depth-10 snapshot.

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Candle(Bar)

Parsed candle/bar.

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MarkPrice(MarkPriceUpdate)

Mark price update.

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IndexPrice(IndexPriceUpdate)

Index price update.

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FundingRate(FundingRateUpdate)

Funding rate update.

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Error(String)

Error occurred.

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Reconnected

WebSocket reconnected.

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

Auto Trait Implementations§

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impl UnwindSafe for NautilusWsMessage

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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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>

Instruments this type with the current Span, returning an Instrumented wrapper. Read more

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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