Struct KrakenSpotWebSocketClient 

pub struct KrakenSpotWebSocketClient { /* private fields */ }

WebSocket client for the Kraken Spot v2 streaming API.

Implementations

impl KrakenSpotWebSocketClient

pub fn new( config: KrakenDataClientConfig, cancellation_token: CancellationToken, proxy_url: Option<String>, ) -> Self

Creates a new client for the configured public/private endpoint.

pub fn l3( config: KrakenDataClientConfig, cancellation_token: CancellationToken, proxy_url: Option<String>, ) -> Self

Creates a new client configured for the Kraken Spot level3 WebSocket endpoint.

Selects config.ws_l3_url() and otherwise mirrors Self::new. Level3 subscriptions are treated as authenticated and must follow authenticate().

pub fn req_id_counter(&self) -> Arc<AtomicU64>

Returns the shared request-id counter.

pub async fn handler_command_sender( &self, ) -> UnboundedSender<SpotHandlerCommand>

Returns a clone of the handler command channel sender.

pub fn handler_command_handle( &self, ) -> Arc<RwLock<UnboundedSender<SpotHandlerCommand>>>

Returns the shared cmd_tx handle. Unlike handler_command_sender (a snapshot clone), this exposes the RwLock so callers see the live sender after connect() swaps it in.

pub async fn auth_token(&self) -> Option<String>

Returns the current cached authentication token, if any.

pub fn auth_token_blocking(&self) -> Option<String>

Returns the current cached authentication token without awaiting.

Returns None when the lock is contended or no token is cached. Used by the synchronous order-routing path where the auth token is normally uncontended; callers fall back to REST when the lock is unavailable.

pub fn auth_token_handle(&self) -> Arc<RwLock<Option<String>>>

Returns a clone of the auth token handle for components that need non-async, lock-free read access (e.g. compensating cancels triggered from the timeout task in OrderRequestState).

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

Waits until the connection is active or timeout.

pub fn is_authenticated(&self) -> bool

Returns true if the WebSocket is authenticated for private subscriptions.

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 with the Kraken API to enable private subscriptions.

pub fn cancel_all_requests(&self)

Cancels all pending requests.

pub fn cancellation_token(&self) -> &CancellationToken

Returns the cancellation token for this client.

pub async fn subscribe( &self, channel: KrakenWsChannel, symbols: Vec<Ustr>, depth: Option<u32>, ) -> Result<(), KrakenWsError>

Subscribes to a channel for the given symbols.

pub async fn unsubscribe( &self, channel: KrakenWsChannel, symbols: Vec<Ustr>, ) -> Result<(), KrakenWsError>

Unsubscribes from a channel for the given symbols.

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

Sends a ping message to keep the connection alive.

pub fn is_connected(&self) -> bool

Returns true if connected (not closed).

pub fn is_active(&self) -> bool

Returns true if the connection is active.

pub fn is_closed(&self) -> bool

Returns true if the connection is closed.

pub fn url(&self) -> &str

Returns the WebSocket URL.

pub fn get_subscriptions(&self) -> Vec<String>

Returns all active subscriptions.

pub fn subscriptions_contains(&self, topic: &str) -> bool

Returns true if a topic is currently subscribed (confirmed).

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 cache_instrument(&self, instrument: InstrumentAny)

Caches an instrument for execution report parsing.

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

Returns a shared reference to the account ID.

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

Returns a shared reference to the truncated ID map.

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.

pub fn stream( &mut self, ) -> Result<impl Stream<Item = KrakenSpotWsMessage> + use<>, KrakenWsError>

Returns a stream of WebSocket messages.

Errors

Returns an error if:

• The stream receiver has already been taken
• Other clones of this client still hold references to the receiver

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

Subscribes to order book updates for the given instrument.

pub async fn subscribe_book_l3( &self, symbol: Ustr, depth: u32, ) -> Result<(), KrakenWsError>

Subscribes to the level3 channel for the given Kraken symbol.

depth must be one of 10, 100, or 1000. The depth is recorded in the per-client l3_depths map so the message handler and resync_book_l3 can recover it without a separate side-table.

If the symbol is already subscribed, the existing depth must match — Kraken streams one depth per (symbol, channel) pair, so a second subscribe with a different depth would corrupt the local runtime state. Mismatch returns an error without mutating state.

Errors

Returns an error if depth is invalid, the auth token is not cached (call authenticate first), the requested depth differs from an existing subscription, or the message cannot be sent. On any of those failures the reference count and pending state are rolled back fully so callers retry from a clean state.

pub async fn unsubscribe_book_l3( &self, symbol: Ustr, ) -> Result<(), KrakenWsError>

Unsubscribes from the level3 channel for the given Kraken symbol.

Mirrors the existing KrakenSpotWebSocketClient::unsubscribe pattern: SubscriptionState is mutated optimistically before send_command. If the send fails, the local state reflects an unsubscribe that the venue never received; the next reconnect’s payload replay will not include the topic (it was removed from subscription_payloads). Tightening this to roll-back-on-send-fail is a codebase-wide pattern change (every channel has it) and is out of scope for this PR — the L3 path matches the existing surface area rather than introducing an inconsistent improvement.

Errors

Returns an error if the message cannot be sent.

pub async fn resync_book_l3( &self, symbol: Ustr, depth: u32, ) -> Result<(), KrakenWsError>

Resynchronizes the level3 book for symbol after a checksum mismatch.

Refreshes the auth token unconditionally and issues a venue-level unsubscribe followed by a subscribe with snapshot=true, bypassing SubscriptionState reference counts so the user’s logical subscription survives. The reference count is not changed; if multiple callers hold references to the same symbol, all of them continue to see the symbol as subscribed throughout the resync.

Errors

Returns an error if the auth token cannot be refreshed or the unsubscribe/subscribe messages cannot be sent.

pub fn validate_l3_checksum(&self) -> bool

Returns whether L3 checksum validation is enabled for this client.

pub fn has_credentials(&self) -> bool

Returns true if the client has API credentials configured (post-environment-variable resolution).

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

Returns a shared handle to the per-client instrument map.

L3 stream-loop consumers read instruments through this handle so that cache_instrument() updates made after connect() are observed by the runtime book reconstruction without needing a re-connect.

pub fn l3_depths_handle(&self) -> Arc<Mutex<AHashMap<String, u32>>>

Returns a shared handle to the per-symbol L3 depth map.

Stream-loop consumers read this map to drive process_l3_message’s resync depth lookup; subscribe_book_l3 writes the depth.

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

Subscribes to quote updates for the given instrument.

Uses the Ticker channel with event_trigger: "bbo" for updates only on best bid/offer changes.

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

Subscribes to trade updates for the given instrument.

pub async fn subscribe_bars( &self, bar_type: BarType, ) -> Result<(), KrakenWsError>

Subscribes to bar/OHLC updates for the given bar type.

Errors

Returns an error if the bar aggregation is not supported by Kraken.

pub async fn subscribe_executions( &self, snap_orders: bool, snap_trades: bool, ) -> Result<(), KrakenWsError>

Subscribes to execution updates (order and fill events).

Requires authentication - call authenticate() first.

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

Unsubscribes from order book updates for the given instrument.

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

Unsubscribes from quote 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 unsubscribe_bars( &self, bar_type: BarType, ) -> Result<(), KrakenWsError>

Unsubscribes from bar/OHLC updates for the given bar type.

Errors

Returns an error if the bar aggregation is not supported by Kraken.

impl KrakenSpotWebSocketClient

pub fn py_url(&self) -> &str

Returns the WebSocket URL.

Trait Implementations

impl Clone for KrakenSpotWebSocketClient

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 KrakenSpotWebSocketClient

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

Formats the value using the given formatter.

impl DerefToPyAny for KrakenSpotWebSocketClient

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

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 KrakenSpotWebSocketClient

type Target = KrakenSpotWebSocketClient

The Python output type

type Output = Bound<'py, <KrakenSpotWebSocketClient 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 KrakenSpotWebSocketClient

const NAME: &str = "KrakenSpotWebSocketClient"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for KrakenSpotWebSocketClient

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 Spot v2 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 = <<KrakenSpotWebSocketClient as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<KrakenSpotWebSocketClient>

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 = Pyo3MethodsInventoryForKrakenSpotWebSocketClient

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 KrakenSpotWebSocketClient

const TEXT_SIGNATURE: &'static str = "(environment=None, private=False, base_url=None, heartbeat_secs=None, api_key=None, api_secret=None, proxy_url=None, l3=False, validate_l3_checksum=True, base_url_http=None)"

impl PyStubType for KrakenSpotWebSocketClient

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 KrakenSpotWebSocketClient

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.