nautilus_binance/spot/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 Spot WebSocket API message types.
17//!
18//! This module defines:
19//! - [`BinanceSpotWsTradingCommand`]: Commands sent from the client to the handler.
20//! - [`BinanceSpotWsTradingMessage`]: Output messages emitted by the handler to the client.
21//! - Request/response structures for the Binance Spot WebSocket Trading API.
22
23use nautilus_network::websocket::WebSocketClient;
24use serde::{Deserialize, Serialize};
25
26use super::user_data::{
27    BinanceSpotAccountPositionMsg, BinanceSpotBalanceUpdateMsg, BinanceSpotExecutionReport,
28};
29use crate::spot::http::{
30    models::{BinanceCancelOrderResponse, BinanceNewOrderResponse},
31    query::{CancelOrderParams, CancelReplaceOrderParams, NewOrderParams},
32};
33
34/// Commands sent from the outer client to the inner handler.
35///
36/// The handler runs in a dedicated Tokio task and processes these commands
37/// to perform WebSocket API operations (request/response pattern).
38#[allow(
39    missing_debug_implementations,
40    clippy::large_enum_variant,
41    reason = "Commands are ephemeral and immediately consumed"
42)]
43pub enum BinanceSpotWsTradingCommand {
44    /// Sets the WebSocket client after connection.
45    SetClient(WebSocketClient),
46    /// Disconnects and cleans up.
47    Disconnect,
48    /// Places a new order.
49    PlaceOrder {
50        /// Request ID for correlation.
51        id: String,
52        /// Order parameters.
53        params: NewOrderParams,
54    },
55    /// Cancels an order.
56    CancelOrder {
57        /// Request ID for correlation.
58        id: String,
59        /// Cancel parameters.
60        params: CancelOrderParams,
61    },
62    /// Cancels and replaces an order atomically.
63    CancelReplaceOrder {
64        /// Request ID for correlation.
65        id: String,
66        /// Cancel-replace parameters.
67        params: CancelReplaceOrderParams,
68    },
69    /// Cancels all open orders for a symbol.
70    CancelAllOrders {
71        /// Request ID for correlation.
72        id: String,
73        /// Symbol to cancel all orders for.
74        symbol: String,
75    },
76    /// Authenticates the WebSocket session via `session.logon`.
77    SessionLogon,
78    /// Subscribes to the user data stream via `userDataStream.subscribe`.
79    SubscribeUserData,
80}
81
82/// Normalized output message from the WebSocket API handler.
83///
84/// These messages are emitted by the handler and consumed by the client
85/// for routing to callers or the execution engine.
86#[derive(Debug, Clone)]
87pub enum BinanceSpotWsTradingMessage {
88    /// Connection established.
89    Connected,
90    /// Session authenticated successfully.
91    Authenticated,
92    /// Connection was re-established after disconnect.
93    Reconnected,
94    /// Order accepted by venue.
95    OrderAccepted {
96        /// Request ID for correlation.
97        request_id: String,
98        /// Order response from venue.
99        response: BinanceNewOrderResponse,
100    },
101    /// Order rejected by venue.
102    OrderRejected {
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 canceled successfully.
111    OrderCanceled {
112        /// Request ID for correlation.
113        request_id: String,
114        /// Cancel response from venue.
115        response: BinanceCancelOrderResponse,
116    },
117    /// Cancel rejected by venue.
118    CancelRejected {
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    /// Cancel-replace response (new order after cancel).
127    CancelReplaceAccepted {
128        /// Request ID for correlation.
129        request_id: String,
130        /// Cancel response.
131        cancel_response: BinanceCancelOrderResponse,
132        /// New order response.
133        new_order_response: BinanceNewOrderResponse,
134    },
135    /// Cancel-replace rejected.
136    CancelReplaceRejected {
137        /// Request ID for correlation.
138        request_id: String,
139        /// Error code from venue.
140        code: i32,
141        /// Error message from venue.
142        msg: String,
143    },
144    /// Request failed without a structured venue response.
145    RequestFailed {
146        /// Request ID for correlation.
147        request_id: String,
148        /// Failure reason.
149        msg: String,
150    },
151    /// All orders canceled for a symbol.
152    AllOrdersCanceled {
153        /// Request ID for correlation.
154        request_id: String,
155        /// Canceled order responses.
156        responses: Vec<BinanceCancelOrderResponse>,
157    },
158    /// User data stream subscribed.
159    UserDataSubscribed {
160        /// Subscription ID from Binance.
161        subscription_id: String,
162    },
163    /// Order execution report from user data stream.
164    ExecutionReport(Box<BinanceSpotExecutionReport>),
165    /// Account position update from user data stream.
166    AccountPosition(BinanceSpotAccountPositionMsg),
167    /// Balance update from user data stream.
168    BalanceUpdate(BinanceSpotBalanceUpdateMsg),
169    /// Server shutdown notice (sent ~10 minutes before disconnection).
170    ServerShutdown {
171        /// Event time in milliseconds.
172        event_time: i64,
173    },
174    /// Error from venue or network.
175    Error(String),
176}
177
178/// Metadata for a pending request.
179///
180/// Stored in the handler to match responses to their originating requests.
181#[derive(Debug, Clone, Copy)]
182pub enum BinanceSpotWsTradingRequestMeta {
183    /// Pending order placement.
184    PlaceOrder,
185    /// Pending order cancellation.
186    CancelOrder,
187    /// Pending cancel-replace.
188    CancelReplaceOrder,
189    /// Pending cancel-all.
190    CancelAllOrders,
191    /// Pending session logon.
192    SessionLogon,
193    /// Pending user data subscription.
194    SubscribeUserData,
195}
196
197/// WebSocket API request wrapper.
198///
199/// Requests are sent as JSON text frames, responses come back as SBE binary.
200#[derive(Debug, Clone, Serialize)]
201pub struct BinanceSpotWsTradingRequest {
202    /// Unique request ID for correlation.
203    pub id: String,
204    /// API method name (e.g., "order.place").
205    pub method: String,
206    /// Request parameters.
207    pub params: serde_json::Value,
208}
209
210impl BinanceSpotWsTradingRequest {
211    /// Creates a new WebSocket API request.
212    #[must_use]
213    pub fn new(
214        id: impl Into<String>,
215        method: impl Into<String>,
216        params: serde_json::Value,
217    ) -> Self {
218        Self {
219            id: id.into(),
220            method: method.into(),
221            params,
222        }
223    }
224}
225
226/// WebSocket API error response (JSON).
227#[derive(Debug, Clone, Deserialize)]
228pub struct BinanceSpotWsTradingResponseError {
229    /// Error code from venue.
230    pub code: i32,
231    /// Error message from venue.
232    pub msg: String,
233    /// Request ID if available.
234    pub id: Option<String>,
235}
236
237/// WebSocket API method names.
238pub mod method {
239    /// Places a new order.
240    pub const ORDER_PLACE: &str = "order.place";
241    /// Cancels an order.
242    pub const ORDER_CANCEL: &str = "order.cancel";
243    /// Cancels and replaces an order.
244    pub const ORDER_CANCEL_REPLACE: &str = "order.cancelReplace";
245    /// Cancels all open orders for a symbol.
246    pub const OPEN_ORDERS_CANCEL_ALL: &str = "openOrders.cancelAll";
247    /// Initiates session logon.
248    pub const SESSION_LOGON: &str = "session.logon";
249    /// Queries session status.
250    pub const SESSION_STATUS: &str = "session.status";
251    /// Initiates session logout.
252    pub const SESSION_LOGOUT: &str = "session.logout";
253}
nautilus_binance/spot/websocket/trading/messages.rs

nautilus_binance/spot/websocket/trading/
messages.rs
