pub struct BitmexHttpClient { /* private fields */ }Expand description
Provides a HTTP client for connecting to the BitMEX REST API.
This is the high-level client that wraps the inner client and provides Nautilus-specific functionality for trading operations.
Implementations§
Source§impl BitmexHttpClient
impl BitmexHttpClient
Sourcepub fn new(
base_url: Option<String>,
api_key: Option<String>,
api_secret: Option<String>,
environment: BitmexEnvironment,
timeout_secs: u64,
max_retries: u32,
retry_delay_ms: u64,
retry_delay_max_ms: u64,
recv_window_ms: u64,
max_requests_per_second: u32,
max_requests_per_minute: u32,
proxy_url: Option<String>,
) -> Result<Self, BitmexHttpError>
pub fn new( base_url: Option<String>, api_key: Option<String>, api_secret: Option<String>, environment: BitmexEnvironment, timeout_secs: u64, max_retries: u32, retry_delay_ms: u64, retry_delay_max_ms: u64, recv_window_ms: u64, max_requests_per_second: u32, max_requests_per_minute: u32, proxy_url: Option<String>, ) -> Result<Self, BitmexHttpError>
Creates a new BitmexHttpClient instance.
§Errors
Returns an error if the HTTP client cannot be created.
Sourcepub fn from_env() -> Result<Self>
pub fn from_env() -> Result<Self>
Creates a new BitmexHttpClient instance using environment variables and
the default BitMEX HTTP base URL.
§Errors
Returns an error if required environment variables are not set or invalid.
Sourcepub fn with_credentials(
api_key: Option<String>,
api_secret: Option<String>,
base_url: Option<String>,
timeout_secs: u64,
max_retries: u32,
retry_delay_ms: u64,
retry_delay_max_ms: u64,
recv_window_ms: u64,
max_requests_per_second: u32,
max_requests_per_minute: u32,
proxy_url: Option<String>,
) -> Result<Self>
pub fn with_credentials( api_key: Option<String>, api_secret: Option<String>, base_url: Option<String>, timeout_secs: u64, max_retries: u32, retry_delay_ms: u64, retry_delay_max_ms: u64, recv_window_ms: u64, max_requests_per_second: u32, max_requests_per_minute: u32, proxy_url: Option<String>, ) -> Result<Self>
Creates a new BitmexHttpClient configured with credentials
for authenticated requests.
If api_key or api_secret are None, they will be sourced from the
BITMEX_API_KEY and BITMEX_API_SECRET environment variables.
§Errors
Returns an error if one credential is provided without the other.
Sourcepub fn api_key_masked(&self) -> Option<String>
pub fn api_key_masked(&self) -> Option<String>
Returns a masked version of the API key for logging purposes.
Sourcepub async fn get_server_time(&self) -> Result<u64, BitmexHttpError>
pub async fn get_server_time(&self) -> Result<u64, BitmexHttpError>
Requests the current server time from BitMEX.
Returns the BitMEX system time as a Unix timestamp in milliseconds.
§Errors
Returns an error if the HTTP request fails or if the response cannot be parsed.
Sourcepub async fn cancel_all_after(&self, timeout_ms: u64) -> Result<()>
pub async fn cancel_all_after(&self, timeout_ms: u64) -> Result<()>
Sets the dead man’s switch (cancel all orders after timeout).
Calling with timeout_ms=0 disarms the switch.
§Errors
Returns an error if the HTTP request fails.
Sourcepub fn cancel_all_requests(&self)
pub fn cancel_all_requests(&self)
Cancel all pending HTTP requests.
Sourcepub fn reset_cancellation_token(&self)
pub fn reset_cancellation_token(&self)
Replace the cancellation token so new requests can proceed.
Sourcepub fn cancellation_token(&self) -> CancellationToken
pub fn cancellation_token(&self) -> CancellationToken
Get a clone of the cancellation token for this client.
Sourcepub fn cache_instrument(&self, instrument: InstrumentAny)
pub fn cache_instrument(&self, instrument: InstrumentAny)
Caches a single instrument.
Any existing instrument with the same symbol will be replaced.
Sourcepub fn cache_instruments(&self, instruments: &[InstrumentAny])
pub fn cache_instruments(&self, instruments: &[InstrumentAny])
Caches multiple instruments.
Any existing instruments with the same symbols will be replaced.
Sourcepub fn get_instrument(&self, symbol: &Ustr) -> Option<InstrumentAny>
pub fn get_instrument(&self, symbol: &Ustr) -> Option<InstrumentAny>
Gets an instrument from the cache by symbol.
Sourcepub async fn request_instrument(
&self,
instrument_id: InstrumentId,
) -> Result<Option<InstrumentAny>>
pub async fn request_instrument( &self, instrument_id: InstrumentId, ) -> Result<Option<InstrumentAny>>
Request a single instrument and parse it into a Nautilus type.
§Errors
Returns Ok(Some(..)) when the venue returns a definition that parses
successfully, Ok(None) when the instrument is unknown, unsupported, or the payload
cannot be converted into a Nautilus Instrument.
Sourcepub async fn request_instruments(
&self,
active_only: bool,
) -> Result<Vec<InstrumentAny>>
pub async fn request_instruments( &self, active_only: bool, ) -> Result<Vec<InstrumentAny>>
Request all available instruments and parse them into Nautilus types.
§Errors
Returns an error if the HTTP request fails or parsing fails.
Sourcepub async fn get_wallet(&self) -> Result<BitmexWallet, BitmexHttpError>
pub async fn get_wallet(&self) -> Result<BitmexWallet, BitmexHttpError>
Get user wallet information.
§Errors
Returns an error if credentials are missing, the request fails, or the API returns an error.
Sourcepub async fn get_orders(
&self,
params: GetOrderParams,
) -> Result<Vec<BitmexOrder>, BitmexHttpError>
pub async fn get_orders( &self, params: GetOrderParams, ) -> Result<Vec<BitmexOrder>, BitmexHttpError>
Get user orders.
§Errors
Returns an error if credentials are missing, the request fails, or the API returns an error.
Sourcepub fn get_price_precision(&self, symbol: Ustr) -> Result<u8>
pub fn get_price_precision(&self, symbol: Ustr) -> Result<u8>
Returns the cached price precision for the given symbol.
§Errors
Returns an error if the instrument was never cached (for example, if instruments were not loaded prior to use).
Sourcepub async fn get_margin(&self, currency: &str) -> Result<BitmexMargin>
pub async fn get_margin(&self, currency: &str) -> Result<BitmexMargin>
Get user margin information for a specific currency.
§Errors
Returns an error if credentials are missing, the request fails, or the API returns an error.
Sourcepub async fn get_all_margins(&self) -> Result<Vec<BitmexMargin>>
pub async fn get_all_margins(&self) -> Result<Vec<BitmexMargin>>
Get user margin information for all currencies.
§Errors
Returns an error if credentials are missing, the request fails, or the API returns an error.
Sourcepub async fn request_account_state(
&self,
fallback_account_id: AccountId,
) -> Result<AccountState>
pub async fn request_account_state( &self, fallback_account_id: AccountId, ) -> Result<AccountState>
Request account state for the authenticated BitMEX account.
§Errors
Returns an error if the HTTP request fails or no account state is returned.
Sourcepub async fn submit_order(
&self,
instrument_id: InstrumentId,
client_order_id: ClientOrderId,
order_side: OrderSide,
order_type: OrderType,
quantity: Quantity,
time_in_force: TimeInForce,
price: Option<Price>,
trigger_price: Option<Price>,
trigger_type: Option<TriggerType>,
trailing_offset: Option<f64>,
trailing_offset_type: Option<TrailingOffsetType>,
display_qty: Option<Quantity>,
post_only: bool,
reduce_only: bool,
order_list_id: Option<OrderListId>,
contingency_type: Option<ContingencyType>,
peg_price_type: Option<BitmexPegPriceType>,
peg_offset_value: Option<f64>,
) -> Result<OrderStatusReport>
pub async fn submit_order( &self, instrument_id: InstrumentId, client_order_id: ClientOrderId, order_side: OrderSide, order_type: OrderType, quantity: Quantity, time_in_force: TimeInForce, price: Option<Price>, trigger_price: Option<Price>, trigger_type: Option<TriggerType>, trailing_offset: Option<f64>, trailing_offset_type: Option<TrailingOffsetType>, display_qty: Option<Quantity>, post_only: bool, reduce_only: bool, order_list_id: Option<OrderListId>, contingency_type: Option<ContingencyType>, peg_price_type: Option<BitmexPegPriceType>, peg_offset_value: Option<f64>, ) -> Result<OrderStatusReport>
Submit a new order.
§Errors
Returns an error if credentials are missing, the request fails, order validation fails, the order is rejected, or the API returns an error.
Sourcepub async fn cancel_order(
&self,
instrument_id: InstrumentId,
client_order_id: Option<ClientOrderId>,
venue_order_id: Option<VenueOrderId>,
) -> Result<OrderStatusReport>
pub async fn cancel_order( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<OrderStatusReport>
Cancel an order.
§Errors
Returns an error if:
- Credentials are missing.
- The request fails.
- The order doesn’t exist.
- The API returns an error.
Sourcepub async fn cancel_orders(
&self,
instrument_id: InstrumentId,
client_order_ids: Option<Vec<ClientOrderId>>,
venue_order_ids: Option<Vec<VenueOrderId>>,
) -> Result<Vec<OrderStatusReport>>
pub async fn cancel_orders( &self, instrument_id: InstrumentId, client_order_ids: Option<Vec<ClientOrderId>>, venue_order_ids: Option<Vec<VenueOrderId>>, ) -> Result<Vec<OrderStatusReport>>
Cancel multiple orders.
§Errors
Returns an error if:
- Credentials are missing.
- The request fails.
- The order doesn’t exist.
- The API returns an error.
Sourcepub async fn cancel_all_orders(
&self,
instrument_id: InstrumentId,
order_side: Option<OrderSide>,
) -> Result<Vec<OrderStatusReport>>
pub async fn cancel_all_orders( &self, instrument_id: InstrumentId, order_side: Option<OrderSide>, ) -> Result<Vec<OrderStatusReport>>
Cancel all orders for an instrument and optionally an order side.
§Errors
Returns an error if:
- Credentials are missing.
- The request fails.
- The order doesn’t exist.
- The API returns an error.
Sourcepub async fn modify_order(
&self,
instrument_id: InstrumentId,
client_order_id: Option<ClientOrderId>,
venue_order_id: Option<VenueOrderId>,
quantity: Option<Quantity>,
price: Option<Price>,
trigger_price: Option<Price>,
) -> Result<OrderStatusReport>
pub async fn modify_order( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, quantity: Option<Quantity>, price: Option<Price>, trigger_price: Option<Price>, ) -> Result<OrderStatusReport>
Modify an existing order.
§Errors
Returns an error if:
- Credentials are missing.
- The request fails.
- The order doesn’t exist.
- The order is already closed.
- The API returns an error.
Sourcepub async fn query_order(
&self,
instrument_id: InstrumentId,
client_order_id: Option<ClientOrderId>,
venue_order_id: Option<VenueOrderId>,
) -> Result<Option<OrderStatusReport>>
pub async fn query_order( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<Option<OrderStatusReport>>
Query a single order by client order ID or venue order ID.
§Errors
Returns an error if:
- Credentials are missing.
- The request fails.
- The API returns an error.
Sourcepub async fn request_order_status_report(
&self,
instrument_id: InstrumentId,
client_order_id: Option<ClientOrderId>,
venue_order_id: Option<VenueOrderId>,
) -> Result<OrderStatusReport>
pub async fn request_order_status_report( &self, instrument_id: InstrumentId, client_order_id: Option<ClientOrderId>, venue_order_id: Option<VenueOrderId>, ) -> Result<OrderStatusReport>
Request a single order status report.
§Errors
Returns an error if:
- Credentials are missing.
- The request fails.
- The API returns an error.
Sourcepub async fn request_order_status_reports(
&self,
instrument_id: Option<InstrumentId>,
open_only: bool,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<u32>,
) -> Result<Vec<OrderStatusReport>>
pub async fn request_order_status_reports( &self, instrument_id: Option<InstrumentId>, open_only: bool, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, ) -> Result<Vec<OrderStatusReport>>
Request multiple order status reports.
§Errors
Returns an error if:
- Credentials are missing.
- The request fails.
- The API returns an error.
Sourcepub async fn request_trades(
&self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<u32>,
) -> Result<Vec<TradeTick>>
pub async fn request_trades( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, ) -> Result<Vec<TradeTick>>
Request trades for the given instrument.
§Errors
Returns an error if the HTTP request fails or parsing fails.
Sourcepub async fn request_bars(
&self,
bar_type: BarType,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<u32>,
partial: bool,
) -> Result<Vec<Bar>>
pub async fn request_bars( &self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, partial: bool, ) -> Result<Vec<Bar>>
Request bars for the given bar type.
§Errors
Returns an error if the HTTP request fails, parsing fails, or the bar specification is unsupported by BitMEX.
Sourcepub async fn request_book_snapshot(
&self,
instrument_id: InstrumentId,
depth: Option<u32>,
) -> Result<OrderBook>
pub async fn request_book_snapshot( &self, instrument_id: InstrumentId, depth: Option<u32>, ) -> Result<OrderBook>
Request a current L2 order book snapshot.
§Errors
Returns an error if the HTTP request fails, the instrument is not cached, or the book rows cannot be parsed.
Sourcepub async fn request_funding_rates(
&self,
instrument_id: InstrumentId,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<u32>,
) -> Result<Vec<FundingRateUpdate>>
pub async fn request_funding_rates( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, ) -> Result<Vec<FundingRateUpdate>>
Request historical funding rates for the given instrument.
§Errors
Returns an error if the HTTP request fails or the time range is invalid.
Sourcepub async fn request_fill_reports(
&self,
instrument_id: Option<InstrumentId>,
start: Option<DateTime<Utc>>,
end: Option<DateTime<Utc>>,
limit: Option<u32>,
) -> Result<Vec<FillReport>>
pub async fn request_fill_reports( &self, instrument_id: Option<InstrumentId>, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, ) -> Result<Vec<FillReport>>
Request fill reports for the given instrument.
§Errors
Returns an error if the HTTP request fails or parsing fails.
Sourcepub async fn request_position_status_reports(
&self,
) -> Result<Vec<PositionStatusReport>>
pub async fn request_position_status_reports( &self, ) -> Result<Vec<PositionStatusReport>>
Sourcepub async fn update_position_leverage(
&self,
symbol: &str,
leverage: f64,
) -> Result<PositionStatusReport>
pub async fn update_position_leverage( &self, symbol: &str, leverage: f64, ) -> Result<PositionStatusReport>
Update position leverage.
§Errors
- Credentials are missing.
- The request fails.
- The API returns an error.