nautilus_binance/futures/websocket/trading/
messages.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Binance Futures WebSocket Trading API message types.
17//!
18//! This module defines:
19//! - [`BinanceFuturesWsTradingCommand`]: Commands sent from the client to the handler.
20//! - [`BinanceFuturesWsTradingMessage`]: Output messages emitted by the handler to the client.
21//! - Request/response structures for the Binance Futures WebSocket Trading API.
22
23use nautilus_network::websocket::WebSocketClient;
24use serde::{Deserialize, Serialize};
25
26use crate::futures::http::{
27    models::BinanceFuturesOrder,
28    query::{BinanceCancelOrderParams, BinanceModifyOrderParams, BinanceNewOrderParams},
29};
30
31/// Commands sent from the outer client to the inner handler.
32///
33/// The handler runs in a dedicated Tokio task and processes these commands
34/// to perform WebSocket Trading API operations (JSON request/response pattern).
35#[allow(
36    missing_debug_implementations,
37    clippy::large_enum_variant,
38    reason = "Commands are ephemeral and immediately consumed"
39)]
40pub enum BinanceFuturesWsTradingCommand {
41    /// Sets the WebSocket client after connection.
42    SetClient(WebSocketClient),
43    /// Disconnects and cleans up.
44    Disconnect,
45    /// Places a new order.
46    PlaceOrder {
47        /// Request ID for correlation.
48        id: String,
49        /// Order parameters.
50        params: BinanceNewOrderParams,
51    },
52    /// Cancels an order.
53    CancelOrder {
54        /// Request ID for correlation.
55        id: String,
56        /// Cancel parameters.
57        params: BinanceCancelOrderParams,
58    },
59    /// Modifies an order (in-place price/quantity amendment).
60    ModifyOrder {
61        /// Request ID for correlation.
62        id: String,
63        /// Modify parameters.
64        params: BinanceModifyOrderParams,
65    },
66}
67
68/// Normalized output message from the Futures WebSocket Trading API handler.
69///
70/// These messages are emitted by the handler and consumed by the client
71/// for routing to callers or the execution engine.
72#[derive(Debug, Clone)]
73pub enum BinanceFuturesWsTradingMessage {
74    /// Connection established.
75    Connected,
76    /// Connection was re-established after disconnect.
77    Reconnected,
78    /// Order accepted by venue.
79    OrderAccepted {
80        /// Request ID for correlation.
81        request_id: String,
82        /// Order response from venue.
83        response: Box<BinanceFuturesOrder>,
84    },
85    /// Order rejected by venue.
86    OrderRejected {
87        /// Request ID for correlation.
88        request_id: String,
89        /// Error code from venue.
90        code: i32,
91        /// Error message from venue.
92        msg: String,
93    },
94    /// Order canceled successfully.
95    OrderCanceled {
96        /// Request ID for correlation.
97        request_id: String,
98        /// Cancel response from venue.
99        response: Box<BinanceFuturesOrder>,
100    },
101    /// Cancel rejected by venue.
102    CancelRejected {
103        /// Request ID for correlation.
104        request_id: String,
105        /// Error code from venue.
106        code: i32,
107        /// Error message from venue.
108        msg: String,
109    },
110    /// Order modified successfully.
111    OrderModified {
112        /// Request ID for correlation.
113        request_id: String,
114        /// Modified order response from venue.
115        response: Box<BinanceFuturesOrder>,
116    },
117    /// Modify rejected by venue.
118    ModifyRejected {
119        /// Request ID for correlation.
120        request_id: String,
121        /// Error code from venue.
122        code: i32,
123        /// Error message from venue.
124        msg: String,
125    },
126    /// Error from venue or network.
127    Error(String),
128}
129
130/// Metadata for a pending request.
131///
132/// Stored in the handler to match responses to their originating requests.
133#[derive(Debug, Clone, Copy)]
134pub enum BinanceFuturesWsTradingRequestMeta {
135    /// Pending order placement.
136    PlaceOrder,
137    /// Pending order cancellation.
138    CancelOrder,
139    /// Pending order modification.
140    ModifyOrder,
141}
142
143/// WebSocket Trading API request wrapper.
144///
145/// Requests are sent as JSON text frames, responses come back as JSON text.
146#[derive(Debug, Clone, Serialize)]
147pub struct BinanceFuturesWsTradingRequest {
148    /// Unique request ID for correlation.
149    pub id: String,
150    /// API method name (e.g., "order.place").
151    pub method: String,
152    /// Request parameters.
153    pub params: serde_json::Value,
154}
155
156impl BinanceFuturesWsTradingRequest {
157    /// Creates a new WebSocket Trading API request.
158    #[must_use]
159    pub fn new(
160        id: impl Into<String>,
161        method: impl Into<String>,
162        params: serde_json::Value,
163    ) -> Self {
164        Self {
165            id: id.into(),
166            method: method.into(),
167            params,
168        }
169    }
170}
171
172/// WebSocket Trading API response envelope.
173///
174/// Binance Futures WS API returns responses in this format.
175#[derive(Debug, Clone, Deserialize)]
176pub struct BinanceFuturesWsTradingResponse {
177    /// Request ID for correlation.
178    pub id: String,
179    /// HTTP-like status code (200 for success).
180    pub status: u16,
181    /// Result payload (present on success).
182    pub result: Option<serde_json::Value>,
183    /// Rate limit information.
184    #[serde(default, rename = "rateLimits")]
185    pub rate_limits: Vec<serde_json::Value>,
186    /// Error details (present on failure).
187    pub error: Option<BinanceFuturesWsTradingResponseError>,
188}
189
190/// Error details within a WebSocket Trading API response.
191#[derive(Debug, Clone, Deserialize)]
192pub struct BinanceFuturesWsTradingResponseError {
193    /// Error code from venue.
194    pub code: i32,
195    /// Error message from venue.
196    pub msg: String,
197}
198
199/// WebSocket Trading API method names for Binance Futures.
200pub mod method {
201    /// Places a new order.
202    pub const ORDER_PLACE: &str = "order.place";
203    /// Cancels an order.
204    pub const ORDER_CANCEL: &str = "order.cancel";
205    /// Modifies an order (in-place amendment).
206    pub const ORDER_MODIFY: &str = "order.modify";
207}
nautilus_binance/futures/websocket/trading/messages.rs

nautilus_binance/futures/websocket/trading/
messages.rs
