Expand description
NautilusTrader adapter for the BitMEX cryptocurrency exchange.
The nautilus-bitmex crate provides client bindings (HTTP & WebSocket), data
models and helper utilities that wrap the official BitMEX API.
The official BitMEX API reference can be found at https://www.bitmex.com/app/apiOverview. All public links inside this crate reference the official documentation.
§NautilusTrader
NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.
The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.
§Feature Flags
This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.
python: Enables Python bindings from PyO3.extension-module: Builds as a Python extension module.
High-precision mode (128-bit value types) is enabled by default.
Re-exports§
pub use crate::broadcast::canceller::BroadcasterMetrics;pub use crate::broadcast::canceller::CancelBroadcaster;pub use crate::broadcast::canceller::CancelBroadcasterConfig;pub use crate::broadcast::canceller::ClientStats;pub use crate::broadcast::submitter::SubmitBroadcaster;pub use crate::broadcast::submitter::SubmitBroadcasterConfig;pub use crate::common::consts::BITMEX_VENUE;pub use crate::common::enums::BitmexSide;pub use crate::data::BitmexDataClient;pub use crate::execution::BitmexExecutionClient;pub use crate::factories::BitmexDataClientFactory;pub use crate::factories::BitmexExecFactoryConfig;pub use crate::factories::BitmexExecutionClientFactory;pub use crate::http::client::BitmexHttpClient;pub use crate::http::error::BitmexHttpError;pub use crate::websocket::client::BitmexWebSocketClient;pub use crate::websocket::error::BitmexWsError;
Modules§
- broadcast
- Broadcast modules for redundant order submission and cancellation.
- common
- Common types and utilities shared across the BitMEX adapter.
- config
- Configuration types for the BitMEX adapter clients.
- data
- Live market data client implementation for the BitMEX adapter.
- execution
- Live execution client implementation for the BitMEX adapter.
- factories
- Factory functions for creating BitMEX clients and components.
- http
- HTTP REST API client implementation for BitMEX.
- python
- Python bindings from
pyo3. - websocket
- WebSocket client implementation for BitMEX real-time data feeds.