Struct KrakenFuturesWebSocketClient 

pub struct KrakenFuturesWebSocketClient { /* private fields */ }

WebSocket client for the Kraken Futures v1 streaming API.

Implementations

impl KrakenFuturesWebSocketClient

pub fn new(url: String, heartbeat_secs: u64, proxy_url: Option<String>) -> Self

Creates a new client with the given URL.

pub fn with_credentials( url: String, heartbeat_secs: u64, credential: Option<KrakenCredential>, transport_backend: TransportBackend, proxy_url: Option<String>, ) -> Self

Creates a new client with API credentials for authenticated feeds.

pub fn has_credentials(&self) -> bool

Returns true if the client has API credentials set.

pub fn url(&self) -> &str

Returns the WebSocket URL.

pub fn is_closed(&self) -> bool

Returns true if the connection is closed.

pub fn is_active(&self) -> bool

Returns true if the connection is active.

pub async fn wait_until_active( &self, timeout_secs: f64, ) -> Result<(), KrakenWsError>

Waits until the WebSocket connection is active or timeout.

pub fn is_authenticated(&self) -> bool

Returns true if the WebSocket is authenticated for private feeds.

pub async fn wait_until_authenticated( &self, timeout_secs: f64, ) -> Result<(), KrakenWsError>

Waits until the WebSocket is authenticated or the timeout elapses.

Returns an error on timeout or explicit auth failure.

pub async fn authenticate(&self) -> Result<(), KrakenWsError>

Authenticates the WebSocket connection for private feeds.

Sends a challenge request and waits for the handler to parse the response, sign it, and mark the AuthTracker successful. Private subscriptions gate on the stored challenge / signed-challenge pair.

pub async fn connect(&mut self) -> Result<(), KrakenWsError>

Connects to the WebSocket server.

pub async fn disconnect(&mut self) -> Result<(), KrakenWsError>

Disconnects from the WebSocket server.

pub async fn close(&mut self) -> Result<(), KrakenWsError>

Closes the WebSocket connection.

pub async fn subscribe_mark_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to mark price updates for the given instrument.

pub async fn unsubscribe_mark_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from mark price updates for the given instrument.

pub async fn subscribe_index_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to index price updates for the given instrument.

pub async fn unsubscribe_index_price( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from index price updates for the given instrument.

pub async fn subscribe_funding_rate( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to funding rate updates for the given instrument.

pub async fn unsubscribe_funding_rate( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from funding rate updates for the given instrument.

pub async fn subscribe_quotes( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to quote updates for the given instrument.

Uses the order book channel for low-latency top-of-book quotes.

pub async fn unsubscribe_quotes( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from quote updates for the given instrument.

pub async fn subscribe_trades( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Subscribes to trade updates for the given instrument.

pub async fn unsubscribe_trades( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from trade updates for the given instrument.

pub async fn subscribe_book( &self, instrument_id: InstrumentId, _depth: Option<u32>, ) -> Result<(), KrakenWsError>

Subscribes to order book updates for the given instrument.

Note: The depth parameter is accepted for API compatibility with spot client but is not used by Kraken Futures (full book is always returned).

pub async fn unsubscribe_book( &self, instrument_id: InstrumentId, ) -> Result<(), KrakenWsError>

Unsubscribes from order book updates for the given instrument.

pub fn take_output_rx( &mut self, ) -> Option<UnboundedReceiver<KrakenFuturesWsMessage>>

Gets the output receiver for processed messages.

pub async fn set_auth_credentials( &self, original_challenge: String, signed_challenge: String, ) -> Result<(), KrakenWsError>

Set authentication credentials directly (for when challenge is obtained externally).

pub fn sign_challenge(&self, challenge: &str) -> Result<String, KrakenWsError>

Sign a challenge with the API credentials.

Returns the signed challenge on success.

pub async fn authenticate_with_challenge( &self, challenge: &str, ) -> Result<(), KrakenWsError>

Complete authentication with a received challenge.

pub fn set_account_id(&self, account_id: AccountId)

Sets the account ID for execution report parsing.

pub fn account_id(&self) -> Option<AccountId>

Returns the account ID if set.

pub fn account_id_shared(&self) -> &Arc<RwLock<Option<AccountId>>>

Returns a reference to the shared account ID.

pub fn truncated_id_map(&self) -> &Arc<AtomicMap<String, ClientOrderId>>

Returns a reference to the truncated ID map.

pub fn order_instrument_map(&self) -> &Arc<AtomicMap<String, InstrumentId>>

Returns a reference to the order-to-instrument map.

pub fn instruments_shared(&self) -> &Arc<AtomicMap<InstrumentId, InstrumentAny>>

Returns a reference to the shared instruments map.

pub fn subscriptions(&self) -> &SubscriptionState

Returns a reference to the subscription state.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches an instrument for execution report parsing.

pub fn cache_instruments(&self, instruments: &[InstrumentAny])

Caches multiple instruments for execution report parsing.

pub fn cache_client_order( &self, client_order_id: ClientOrderId, venue_order_id: Option<VenueOrderId>, instrument_id: InstrumentId, _trader_id: TraderId, _strategy_id: StrategyId, )

Caches a client order for truncated ID resolution and instrument lookup.

Kraken Futures limits client order IDs to 18 characters, so orders with longer IDs are truncated. This method stores the mapping from truncated to full ID, and from venue order ID to instrument ID for cancel messages.

pub async fn subscribe_open_orders(&self) -> Result<(), KrakenWsError>

Subscribes to open orders feed (private, requires authentication).

pub async fn subscribe_fills(&self) -> Result<(), KrakenWsError>

Subscribes to fills feed (private, requires authentication).

pub async fn subscribe_executions(&self) -> Result<(), KrakenWsError>

Subscribes to both open orders and fills (convenience method).

impl KrakenFuturesWebSocketClient

pub fn py_has_credentials(&self) -> bool

Returns true if the client has API credentials set.

pub fn py_url(&self) -> &str

Returns the WebSocket URL.

Trait Implementations

impl Clone for KrakenFuturesWebSocketClient

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for KrakenFuturesWebSocketClient

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

Formats the value using the given formatter.

impl<'a, 'py> FromPyObject<'a, 'py> for KrakenFuturesWebSocketClient

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for KrakenFuturesWebSocketClient

type Target = KrakenFuturesWebSocketClient

The Python output type

type Output = Bound<'py, <KrakenFuturesWebSocketClient as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for KrakenFuturesWebSocketClient

const NAME: &str = "KrakenFuturesWebSocketClient"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for KrakenFuturesWebSocketClient

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// WebSocket client for the Kraken Futures v1 streaming API.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<KrakenFuturesWebSocketClient as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<KrakenFuturesWebSocketClient>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForKrakenFuturesWebSocketClient

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for KrakenFuturesWebSocketClient

const TEXT_SIGNATURE: &'static str = "(environment=None, base_url=None, heartbeat_secs=60, api_key=None, api_secret=None, proxy_url=None)"

impl PyStubType for KrakenFuturesWebSocketClient

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for KrakenFuturesWebSocketClient

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for KrakenFuturesWebSocketClient