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 with the given configuration.

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 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_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<'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)"

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.

impl DerefToPyAny for KrakenSpotWebSocketClient