digdigdig3 0.1.30

Unified async Rust API for 44 exchange connectors — crypto, stocks, forex. REST + WebSocket.
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
//! # dYdX v4 WebSocket Implementation
//!
//! WebSocket connector for dYdX v4 Indexer real-time data feeds.
//!
//! ## Features
//! - Public channels (orderbook, trades, markets, candles)
//! - Broadcast channel pattern for multiple consumers
//! - Automatic reconnection
//! - Subscription management
//! - Message parsing to StreamEvent
//!
//! ## Available Channels
//! - `v4_orderbook` - Order book updates (batched L2 updates, requires market id)
//! - `v4_trades` - Trade executions (requires market id)
//! - `v4_markets` - Market info updates (global, no id)
//! - `v4_candles` - OHLC candle data (requires market id)
//! - `v4_subaccounts` - Private subaccount updates: orders, fills, positions (requires subaccount id)
//! - `v4_parent_subaccounts` - Parent subaccount updates (requires parent subaccount id)
//! - `v4_blockheight` - Chain block height updates (global, no id)

use std::collections::HashSet;
use std::pin::Pin;
use std::sync::{Arc, Mutex as StdMutex};
use std::time::{Duration, Instant};

use async_trait::async_trait;
use futures_util::{Stream, StreamExt, SinkExt, stream::SplitSink};
use serde::{Deserialize, Serialize};
use serde_json::Value;
use tokio::sync::{broadcast, Mutex};
use tokio_tungstenite::{connect_async, tungstenite::Message, WebSocketStream, MaybeTlsStream};

use crate::core::{
    AccountType, ExchangeResult,
    ConnectionStatus, StreamEvent, StreamType, SubscriptionRequest,
};
use crate::core::types::{WebSocketResult, WebSocketError, OrderbookCapabilities};
use crate::core::traits::WebSocketConnector;

use super::endpoints::{DydxUrls, normalize_symbol};
use super::parser::DydxParser;

// ═══════════════════════════════════════════════════════════════════════════════
// WEBSOCKET MESSAGES
// ═══════════════════════════════════════════════════════════════════════════════

/// Subscribe message for channels that require an id (orderbook, trades, candles)
#[derive(Debug, Clone, Serialize)]
struct SubscribeMessageWithId {
    #[serde(rename = "type")]
    msg_type: String,
    channel: String,
    id: String,
    #[serde(skip_serializing_if = "Option::is_none")]
    batched: Option<bool>,
}

/// Subscribe message for channels without id (v4_markets, v4_block_height)
#[derive(Debug, Clone, Serialize)]
struct SubscribeMessageNoId {
    #[serde(rename = "type")]
    msg_type: String,
    channel: String,
}

/// Unsubscribe message for channels with id
#[derive(Debug, Clone, Serialize)]
struct UnsubscribeMessageWithId {
    #[serde(rename = "type")]
    msg_type: String,
    channel: String,
    id: String,
}

/// Unsubscribe message for channels without id
#[derive(Debug, Clone, Serialize)]
struct UnsubscribeMessageNoId {
    #[serde(rename = "type")]
    msg_type: String,
    channel: String,
}

/// Incoming WebSocket message
#[derive(Debug, Clone, Deserialize, Serialize)]
struct IncomingMessage {
    #[serde(rename = "type")]
    msg_type: String,
    #[serde(rename = "connection_id")]
    connection_id: Option<String>,
    channel: Option<String>,
    id: Option<String>,
    #[serde(rename = "message_id")]
    message_id: Option<u64>,
    contents: Option<Value>,
    version: Option<String>,
    message: Option<String>,
}

// ═══════════════════════════════════════════════════════════════════════════════
// DYDX WEBSOCKET CONNECTOR
// ═══════════════════════════════════════════════════════════════════════════════

type WsStream = WebSocketStream<MaybeTlsStream<tokio::net::TcpStream>>;
type WsSink = SplitSink<WsStream, Message>;

/// dYdX v4 WebSocket connector
pub struct DydxWebSocket {
    /// WebSocket URL
    url: String,
    /// Current account type (dYdX only futures)
    account_type: AccountType,
    /// Connection status
    status: Arc<Mutex<ConnectionStatus>>,
    /// Active subscriptions
    subscriptions: Arc<Mutex<HashSet<SubscriptionRequest>>>,
    /// Broadcast sender (for multiple consumers, dropped on disconnect)
    broadcast_tx: Arc<StdMutex<Option<broadcast::Sender<WebSocketResult<StreamEvent>>>>>,
    /// Write half of WebSocket (for sending subscribe/unsubscribe messages)
    ws_sink: Arc<Mutex<Option<WsSink>>>,
    /// Last message time
    last_message: Arc<Mutex<Instant>>,
    /// Timestamp of the most recently sent WS-frame ping.
    last_ping: Arc<Mutex<Instant>>,
    /// WebSocket ping round-trip time in milliseconds (0 = not measured yet).
    ws_ping_rtt_ms: Arc<Mutex<u64>>,
}

impl DydxWebSocket {
    /// Create new dYdX WebSocket connector
    pub async fn new(
        testnet: bool,
        account_type: AccountType,
    ) -> ExchangeResult<Self> {
        let urls = if testnet {
            DydxUrls::TESTNET
        } else {
            DydxUrls::MAINNET
        };

        let url = urls.indexer_ws.to_string();

        Ok(Self {
            url,
            account_type,
            status: Arc::new(Mutex::new(ConnectionStatus::Disconnected)),
            subscriptions: Arc::new(Mutex::new(HashSet::new())),
            broadcast_tx: Arc::new(StdMutex::new(None)),
            ws_sink: Arc::new(Mutex::new(None)),
            last_message: Arc::new(Mutex::new(Instant::now())),
            last_ping: Arc::new(Mutex::new(Instant::now())),
            ws_ping_rtt_ms: Arc::new(Mutex::new(0)),
        })
    }

    /// Subscribe to a channel with an id (orderbook, trades, candles)
    async fn send_subscribe_with_id(&self, channel: &str, id: &str) -> WebSocketResult<()> {
        let message = SubscribeMessageWithId {
            msg_type: "subscribe".to_string(),
            channel: channel.to_string(),
            id: id.to_string(),
            batched: Some(false),
        };

        let json = serde_json::to_string(&message)
            .map_err(|e| WebSocketError::Parse(e.to_string()))?;

        let mut sink_guard = self.ws_sink.lock().await;
        if let Some(sink) = sink_guard.as_mut() {
            sink.send(Message::Text(json)).await
                .map_err(|e| WebSocketError::ProtocolError(e.to_string()))?;
        }

        Ok(())
    }

    /// Subscribe to a channel without id (v4_markets)
    async fn send_subscribe_no_id(&self, channel: &str) -> WebSocketResult<()> {
        let message = SubscribeMessageNoId {
            msg_type: "subscribe".to_string(),
            channel: channel.to_string(),
        };

        let json = serde_json::to_string(&message)
            .map_err(|e| WebSocketError::Parse(e.to_string()))?;

        let mut sink_guard = self.ws_sink.lock().await;
        if let Some(sink) = sink_guard.as_mut() {
            sink.send(Message::Text(json)).await
                .map_err(|e| WebSocketError::ProtocolError(e.to_string()))?;
        }

        Ok(())
    }

    /// Unsubscribe from a channel with id
    async fn send_unsubscribe_with_id(&self, channel: &str, id: &str) -> WebSocketResult<()> {
        let message = UnsubscribeMessageWithId {
            msg_type: "unsubscribe".to_string(),
            channel: channel.to_string(),
            id: id.to_string(),
        };

        let json = serde_json::to_string(&message)
            .map_err(|e| WebSocketError::Parse(e.to_string()))?;

        let mut sink_guard = self.ws_sink.lock().await;
        if let Some(sink) = sink_guard.as_mut() {
            sink.send(Message::Text(json)).await
                .map_err(|e| WebSocketError::ProtocolError(e.to_string()))?;
        }

        Ok(())
    }

    /// Unsubscribe from a channel without id (v4_markets)
    async fn send_unsubscribe_no_id(&self, channel: &str) -> WebSocketResult<()> {
        let message = UnsubscribeMessageNoId {
            msg_type: "unsubscribe".to_string(),
            channel: channel.to_string(),
        };

        let json = serde_json::to_string(&message)
            .map_err(|e| WebSocketError::Parse(e.to_string()))?;

        let mut sink_guard = self.ws_sink.lock().await;
        if let Some(sink) = sink_guard.as_mut() {
            sink.send(Message::Text(json)).await
                .map_err(|e| WebSocketError::ProtocolError(e.to_string()))?;
        }

        Ok(())
    }

    /// Handle incoming WebSocket message.
    ///
    /// `target_ticker_symbol` — the dYdX market identifier for the active ticker
    /// subscription (e.g. `"BTC-USD"`).  Required so that the global `v4_markets`
    /// snapshot/update is filtered to only the subscribed market.
    fn handle_message(text: &str, target_ticker_symbol: &str) -> Option<WebSocketResult<StreamEvent>> {
        let msg: IncomingMessage = match serde_json::from_str(text) {
            Ok(m) => m,
            Err(e) => {
                eprintln!("[dYdX WS] Parse error: {}", e);
                return Some(Err(WebSocketError::Parse(format!("Failed to parse message: {}", e))));
            }
        };

        match msg.msg_type.as_str() {
            "connected" => {
                // Initial connection message
                None
            }
            "subscribed" => {
                // Subscription confirmed - may include initial snapshot data
                // Check if there's initial data in contents
                if msg.contents.is_some() {
                    if let Some(channel) = &msg.channel {
                        return Self::parse_channel_data(channel, &msg, target_ticker_symbol);
                    }
                }
                None
            }
            "unsubscribed" => {
                // Unsubscription confirmed
                None
            }
            "channel_data" => {
                // Parse channel data based on channel type
                if let Some(channel) = &msg.channel {
                    Self::parse_channel_data(channel, &msg, target_ticker_symbol)
                } else {
                    None
                }
            }
            "error" => {
                let error_msg = msg.message.unwrap_or_else(|| "Unknown error".to_string());
                Some(Err(WebSocketError::ProtocolError(error_msg)))
            }
            _ => None,
        }
    }

    /// Parse channel-specific data.
    ///
    /// `target_ticker_symbol` is forwarded to the `v4_markets` parser so it can extract
    /// only the subscribed market from the global snapshot/update map.
    fn parse_channel_data(channel: &str, msg: &IncomingMessage, target_ticker_symbol: &str) -> Option<WebSocketResult<StreamEvent>> {
        let data = serde_json::to_value(msg).ok()?;

        match channel {
            "v4_orderbook" => {
                match DydxParser::parse_ws_orderbook_delta(&data) {
                    Ok(event) => Some(Ok(event)),
                    Err(e) => Some(Err(WebSocketError::Parse(e.to_string()))),
                }
            }
            "v4_trades" => {
                match DydxParser::parse_ws_trade(&data) {
                    Ok(trade) => Some(Ok(StreamEvent::Trade(trade))),
                    Err(e) => Some(Err(WebSocketError::Parse(e.to_string()))),
                }
            }
            "v4_markets" => {
                // The v4_markets channel is global and contains ALL markets.
                // Pass the target symbol so the parser extracts only the subscribed market.
                match DydxParser::parse_ws_ticker(&data, target_ticker_symbol) {
                    Ok(ticker) => Some(Ok(StreamEvent::Ticker(ticker))),
                    Err(_) => None, // Symbol not present in this update — skip silently.
                }
            }
            "v4_candles" => {
                // Candles are per-market/resolution. Parse as Kline and emit to subscribers.
                match DydxParser::parse_ws_candle(&data) {
                    Ok(event) => Some(Ok(event)),
                    Err(e) => Some(Err(WebSocketError::Parse(e.to_string()))),
                }
            }
            "v4_subaccounts" | "v4_parent_subaccounts" => {
                // Private channels: orders, fills, positions for a subaccount.
                // These carry complex nested objects (fills, perpetualPositions, orders).
                // Parse as OrderUpdate / PositionUpdate once private-stream types are
                // added to DydxParser.  Until then acknowledge without emitting.
                let _ = &data;
                None
            }
            "v4_blockheight" => {
                // Block height updates: {"height":"12345678","time":"..."}
                // No matching StreamEvent variant yet — acknowledged silently.
                let _ = &data;
                None
            }
            _ => None,
        }
    }

    /// Start message receiving loop using the read half of the WebSocket.
    /// The read half is owned by this task, so no mutex contention with the
    /// write half used for subscribe/unsubscribe.
    ///
    /// `subscriptions` is used to resolve the active ticker symbol for the global
    /// `v4_markets` channel so that only data for the subscribed market is forwarded.
    /// Start periodic WS-frame ping task (every 5 seconds) for RTT measurement.
    fn start_ping_task(
        ws_sink: Arc<Mutex<Option<WsSink>>>,
        status: Arc<Mutex<ConnectionStatus>>,
        last_ping: Arc<Mutex<Instant>>,
    ) {
        tokio::spawn(async move {
            let mut interval = tokio::time::interval(Duration::from_secs(5));
            interval.tick().await; // skip first immediate tick

            loop {
                interval.tick().await;

                if *status.lock().await != ConnectionStatus::Connected {
                    break;
                }

                let mut sink_guard = ws_sink.lock().await;
                if let Some(sink) = sink_guard.as_mut() {
                    *last_ping.lock().await = Instant::now();
                    if sink.send(Message::Ping(vec![])).await.is_err() {
                        break;
                    }
                } else {
                    break;
                }
            }
        });
    }

    fn start_message_loop(
        mut ws_read: futures_util::stream::SplitStream<WsStream>,
        broadcast_tx: Arc<StdMutex<Option<broadcast::Sender<WebSocketResult<StreamEvent>>>>>,
        status: Arc<Mutex<ConnectionStatus>>,
        last_message: Arc<Mutex<Instant>>,
        subscriptions: Arc<Mutex<HashSet<SubscriptionRequest>>>,
        last_ping: Arc<Mutex<Instant>>,
        ws_ping_rtt_ms: Arc<Mutex<u64>>,
    ) {
        tokio::spawn(async move {
            loop {
                // Check if still connected
                {
                    let s = status.lock().await;
                    if *s == ConnectionStatus::Disconnected {
                        break;
                    }
                }

                match ws_read.next().await {
                    Some(Ok(Message::Text(text))) => {
                        *last_message.lock().await = Instant::now();

                        // Resolve the active ticker symbol for v4_markets filtering.
                        // Most messages are not v4_markets, so this is a fast read.
                        let ticker_sym: String = {
                            let subs = subscriptions.lock().await;
                            subs.iter()
                                .find(|req| req.stream_type == StreamType::Ticker)
                                .map(|req| super::endpoints::normalize_symbol(&req.symbol.to_string()))
                                .unwrap_or_default()
                        };

                        if let Some(event) = Self::handle_message(&text, &ticker_sym) {
                            if let Some(tx) = broadcast_tx.lock().unwrap().as_ref() {
                                let _ = tx.send(event);
                            }
                        }
                    }
                    Some(Ok(Message::Ping(_))) => {
                        // Pong is handled automatically by tungstenite
                        *last_message.lock().await = Instant::now();
                    }
                    Some(Ok(Message::Pong(_))) => {
                        // Measure RTT from our last client-initiated ping frame.
                        let rtt = last_ping.lock().await.elapsed().as_millis() as u64;
                        *ws_ping_rtt_ms.lock().await = rtt;
                    }
                    Some(Ok(Message::Close(_))) => {
                        *status.lock().await = ConnectionStatus::Disconnected;
                        if let Some(tx) = broadcast_tx.lock().unwrap().as_ref() {
                            let _ = tx.send(Err(WebSocketError::NotConnected));
                        }
                        break;
                    }
                    Some(Err(e)) => {
                        if let Some(tx) = broadcast_tx.lock().unwrap().as_ref() {
                            let _ = tx.send(Err(WebSocketError::ProtocolError(e.to_string())));
                        }
                    }
                    None => {
                        // Stream ended
                        *status.lock().await = ConnectionStatus::Disconnected;
                        break;
                    }
                    _ => {}
                }
            }
            // Stream ended — drop sender so receivers know the stream is done
            let _ = broadcast_tx.lock().unwrap().take();
        });
    }

    /// Check if a channel requires an id parameter
    fn channel_requires_id(channel: &str) -> bool {
        // v4_markets and v4_blockheight do not require an id
        !matches!(channel, "v4_markets" | "v4_blockheight")
    }
}

// ═══════════════════════════════════════════════════════════════════════════════
// EXTENDED METHODS (dYdX-specific channel subscriptions)
// ═══════════════════════════════════════════════════════════════════════════════

impl DydxWebSocket {
    /// Subscribe to the global `v4_markets` channel (market info updates, no id required).
    pub async fn subscribe_markets(&self) -> WebSocketResult<()> {
        self.send_subscribe_no_id("v4_markets").await
    }

    /// Unsubscribe from the `v4_markets` channel.
    pub async fn unsubscribe_markets(&self) -> WebSocketResult<()> {
        self.send_unsubscribe_no_id("v4_markets").await
    }

    /// Subscribe to the `v4_orderbook` channel for the given market (e.g. `"BTC-USD"`).
    pub async fn subscribe_orderbook(&self, market: &str) -> WebSocketResult<()> {
        self.send_subscribe_with_id("v4_orderbook", &normalize_symbol(market)).await
    }

    /// Unsubscribe from the `v4_orderbook` channel for the given market.
    pub async fn unsubscribe_orderbook(&self, market: &str) -> WebSocketResult<()> {
        self.send_unsubscribe_with_id("v4_orderbook", &normalize_symbol(market)).await
    }

    /// Subscribe to the `v4_trades` channel for the given market (e.g. `"ETH-USD"`).
    pub async fn subscribe_trades(&self, market: &str) -> WebSocketResult<()> {
        self.send_subscribe_with_id("v4_trades", &normalize_symbol(market)).await
    }

    /// Unsubscribe from the `v4_trades` channel for the given market.
    pub async fn unsubscribe_trades(&self, market: &str) -> WebSocketResult<()> {
        self.send_unsubscribe_with_id("v4_trades", &normalize_symbol(market)).await
    }

    /// Subscribe to the `v4_candles` channel for the given market (e.g. `"BTC-USD"`).
    pub async fn subscribe_candles(&self, market: &str) -> WebSocketResult<()> {
        self.send_subscribe_with_id("v4_candles", &normalize_symbol(market)).await
    }

    /// Unsubscribe from the `v4_candles` channel for the given market.
    pub async fn unsubscribe_candles(&self, market: &str) -> WebSocketResult<()> {
        self.send_unsubscribe_with_id("v4_candles", &normalize_symbol(market)).await
    }

    /// Subscribe to `v4_subaccounts` — private stream for orders, fills, and positions
    /// belonging to a subaccount.
    ///
    /// The `id` is the subaccount identifier string returned by the dYdX Indexer API,
    /// e.g. `"dydx1abc...xyz/0"` (address + subaccount number separated by `/`).
    pub async fn subscribe_subaccount(&self, subaccount_id: &str) -> WebSocketResult<()> {
        self.send_subscribe_with_id("v4_subaccounts", subaccount_id).await
    }

    /// Unsubscribe from `v4_subaccounts` for the given subaccount id.
    pub async fn unsubscribe_subaccount(&self, subaccount_id: &str) -> WebSocketResult<()> {
        self.send_unsubscribe_with_id("v4_subaccounts", subaccount_id).await
    }

    /// Subscribe to `v4_parent_subaccounts` — parent subaccount updates (aggregates
    /// child subaccount positions and orders).
    ///
    /// The `id` format matches the Indexer convention: `"<address>/<parent_subaccount_number>"`.
    pub async fn subscribe_parent_subaccount(&self, parent_subaccount_id: &str) -> WebSocketResult<()> {
        self.send_subscribe_with_id("v4_parent_subaccounts", parent_subaccount_id).await
    }

    /// Unsubscribe from `v4_parent_subaccounts` for the given parent subaccount id.
    pub async fn unsubscribe_parent_subaccount(&self, parent_subaccount_id: &str) -> WebSocketResult<()> {
        self.send_unsubscribe_with_id("v4_parent_subaccounts", parent_subaccount_id).await
    }

    /// Subscribe to `v4_blockheight` — chain block height updates (global, no id required).
    pub async fn subscribe_blockheight(&self) -> WebSocketResult<()> {
        self.send_subscribe_no_id("v4_blockheight").await
    }

    /// Unsubscribe from `v4_blockheight`.
    pub async fn unsubscribe_blockheight(&self) -> WebSocketResult<()> {
        self.send_unsubscribe_no_id("v4_blockheight").await
    }
}

// ═══════════════════════════════════════════════════════════════════════════════
// TRAIT IMPLEMENTATIONS
// ═══════════════════════════════════════════════════════════════════════════════

#[async_trait]
impl WebSocketConnector for DydxWebSocket {
    async fn connect(&mut self, _account_type: AccountType) -> WebSocketResult<()> {
        // Connect to WebSocket
        let (ws_stream, _) = connect_async(&self.url).await
            .map_err(|e| WebSocketError::ConnectionError(format!("Connection failed: {}", e)))?;

        // Split into read and write halves to avoid mutex contention.
        // The read half is owned by the message loop task.
        // The write half is stored for sending subscribe/unsubscribe messages.
        let (ws_sink, ws_read) = ws_stream.split();

        *self.ws_sink.lock().await = Some(ws_sink);
        *self.status.lock().await = ConnectionStatus::Connected;
        *self.last_message.lock().await = Instant::now();

        // Create broadcast channel and store
        let (broadcast_sender, _) = broadcast::channel(1000);
        *self.broadcast_tx.lock().unwrap() = Some(broadcast_sender);

        // Start message receiving loop with the read half
        Self::start_message_loop(
            ws_read,
            Arc::clone(&self.broadcast_tx),
            Arc::clone(&self.status),
            Arc::clone(&self.last_message),
            Arc::clone(&self.subscriptions),
            Arc::clone(&self.last_ping),
            Arc::clone(&self.ws_ping_rtt_ms),
        );

        // Start periodic ping task for RTT measurement.
        Self::start_ping_task(
            Arc::clone(&self.ws_sink),
            Arc::clone(&self.status),
            Arc::clone(&self.last_ping),
        );

        Ok(())
    }

    async fn disconnect(&mut self) -> WebSocketResult<()> {
        *self.status.lock().await = ConnectionStatus::Disconnected;

        let mut sink_guard = self.ws_sink.lock().await;
        if let Some(sink) = sink_guard.as_mut() {
            let _ = sink.close().await;
        }
        *sink_guard = None;
        drop(sink_guard);

        let _ = self.broadcast_tx.lock().unwrap().take();

        Ok(())
    }

    fn connection_status(&self) -> ConnectionStatus {
        // This is synchronous, so we need to use try_lock or block
        match self.status.try_lock() {
            Ok(guard) => *guard,
            Err(_) => ConnectionStatus::Disconnected,
        }
    }

    async fn subscribe(&mut self, request: SubscriptionRequest) -> WebSocketResult<()> {
        let channel = match &request.stream_type {
            StreamType::Ticker => "v4_markets",
            StreamType::Orderbook => "v4_orderbook",
            StreamType::Trade => "v4_trades",
            StreamType::Kline { .. } => "v4_candles",
            _ => {
                return Err(WebSocketError::ProtocolError(
                    format!("Stream type {:?} not supported", request.stream_type)
                ));
            }
        };

        if Self::channel_requires_id(channel) {
            let symbol_str = request.symbol.to_string();
            self.send_subscribe_with_id(channel, &normalize_symbol(&symbol_str)).await?;
        } else {
            // v4_markets does not take an id parameter
            self.send_subscribe_no_id(channel).await?;
        }

        self.subscriptions.lock().await.insert(request);
        Ok(())
    }

    async fn unsubscribe(&mut self, request: SubscriptionRequest) -> WebSocketResult<()> {
        let channel = match &request.stream_type {
            StreamType::Ticker => "v4_markets",
            StreamType::Orderbook => "v4_orderbook",
            StreamType::Trade => "v4_trades",
            StreamType::Kline { .. } => "v4_candles",
            _ => return Ok(()),
        };

        if Self::channel_requires_id(channel) {
            let symbol_str = request.symbol.to_string();
            self.send_unsubscribe_with_id(channel, &normalize_symbol(&symbol_str)).await?;
        } else {
            self.send_unsubscribe_no_id(channel).await?;
        }

        self.subscriptions.lock().await.remove(&request);
        Ok(())
    }

    fn event_stream(&self) -> Pin<Box<dyn Stream<Item = WebSocketResult<StreamEvent>> + Send>> {
        let rx = self.broadcast_tx.lock().unwrap().as_ref()
            .map(|tx| tx.subscribe())
            .unwrap_or_else(|| broadcast::channel(1).1);
        Box::pin(tokio_stream::wrappers::BroadcastStream::new(rx).filter_map(|result| async move {
            result.ok()
        }))
    }

    fn active_subscriptions(&self) -> Vec<SubscriptionRequest> {
        match self.subscriptions.try_lock() {
            Ok(guard) => guard.iter().cloned().collect(),
            Err(_) => vec![],
        }
    }

    fn ping_rtt_handle(&self) -> Option<Arc<Mutex<u64>>> {
        Some(Arc::clone(&self.ws_ping_rtt_ms))
    }

    /// dYdX v4 orderbook capabilities.
    ///
    /// Single channel `v4_orderbook`: snapshot on subscribe, then incremental deltas.
    /// Depth is server-controlled (up to 100 levels per side). No client depth param.
    /// No checksum. Carries `message_id` (connection-level sequence) for gap detection.
    /// No prev-sequence in individual messages — gap detection relies on connection counter.
    /// Perpetuals only (account_type is irrelevant, but we match for consistency).
    fn orderbook_capabilities(&self, _account_type: AccountType) -> OrderbookCapabilities {
        OrderbookCapabilities {
            ws_depths: &[],
            ws_default_depth: None,
            rest_max_depth: None,
            rest_depth_values: &[],
            supports_snapshot: true,
            supports_delta: true,
            update_speeds_ms: &[],
            default_speed_ms: None,
            ws_channels: &[],
            checksum: None,
            has_sequence: true,
            has_prev_sequence: false,
            supports_aggregation: false,
            aggregation_levels: &[],
        }
    }
}

// Clone implementation for Arc wrapping
impl Clone for DydxWebSocket {
    fn clone(&self) -> Self {
        Self {
            url: self.url.clone(),
            account_type: self.account_type,
            status: Arc::clone(&self.status),
            subscriptions: Arc::clone(&self.subscriptions),
            broadcast_tx: Arc::clone(&self.broadcast_tx),
            ws_sink: Arc::clone(&self.ws_sink),
            last_message: Arc::clone(&self.last_message),
            last_ping: Arc::clone(&self.last_ping),
            ws_ping_rtt_ms: Arc::clone(&self.ws_ping_rtt_ms),
        }
    }
}