Struct BitmexDataClientConfig 

pub struct BitmexDataClientConfig {

    pub api_key: Option<String>,
    pub api_secret: Option<String>,
    pub base_url_http: Option<String>,
    pub base_url_ws: Option<String>,
    pub http_proxy_url: Option<String>,
    pub ws_proxy_url: Option<String>,
    pub http_timeout_secs: Option<u64>,
    pub max_retries: Option<u32>,
    pub retry_delay_initial_ms: Option<u64>,
    pub retry_delay_max_ms: Option<u64>,
    pub heartbeat_interval_secs: Option<u64>,
    pub recv_window_ms: Option<u64>,
    pub active_only: bool,
    pub update_instruments_interval_mins: Option<u64>,
    pub use_testnet: bool,
    pub max_requests_per_second: Option<u32>,
    pub max_requests_per_minute: Option<u32>,
}

Configuration for the BitMEX live data client.

Fields

api_key: Option<String>

Optional API key used for authenticated REST/WebSocket requests.

api_secret: Option<String>

Optional API secret used for authenticated REST/WebSocket requests.

base_url_http: Option<String>

Optional override for the REST base URL.

base_url_ws: Option<String>

Optional override for the WebSocket URL.

http_proxy_url: Option<String>

Optional HTTP proxy URL for general HTTP client operations.

ws_proxy_url: Option<String>

Optional WebSocket proxy URL for WebSocket client.

Note: WebSocket proxy support is not yet implemented. This field is reserved for future functionality. Use http_proxy_url for REST API proxy support.

http_timeout_secs: Option<u64>

Optional REST timeout in seconds.

max_retries: Option<u32>

Optional maximum retry attempts for REST requests.

retry_delay_initial_ms: Option<u64>

Optional initial retry backoff in milliseconds.

retry_delay_max_ms: Option<u64>

Optional maximum retry backoff in milliseconds.

heartbeat_interval_secs: Option<u64>

Optional heartbeat interval (seconds) for the WebSocket client.

recv_window_ms: Option<u64>

Optional receive window in milliseconds for signed requests (default 10_000).

This value determines how far in the future the api-expires timestamp will be set for signed REST requests. BitMEX uses seconds-granularity Unix timestamps in the api-expires header, calculated as: current_timestamp + (recv_window_ms / 1000).

Note: This parameter is specified in milliseconds for consistency with other adapter configurations (e.g., Bybit’s recv_window_ms), but BitMEX only supports seconds-granularity timestamps. The value is converted via integer division, so 10000ms becomes 10 seconds, 15500ms becomes 15 seconds, etc.

A larger window provides more tolerance for clock skew and network latency, but increases the replay attack window. The default of 10 seconds should be sufficient for most deployments. Consider increasing this value (e.g., to 30_000ms = 30s) if you experience request expiration errors due to clock drift or high network latency.

active_only: bool

When true, only active instruments are requested during bootstrap.

update_instruments_interval_mins: Option<u64>

Optional interval (minutes) for instrument refresh from REST.

use_testnet: bool

When true, use BitMEX testnet endpoints by default.

max_requests_per_second: Option<u32>

Maximum number of requests per second (burst limit).

max_requests_per_minute: Option<u32>

Maximum number of requests per minute (rolling window).

Implementations

impl BitmexDataClientConfig

pub fn new() -> Self

Creates a configuration with default values.

pub fn has_api_credentials(&self) -> bool

Returns true if both API key and secret are available (either explicitly set or resolvable from environment variables).

pub fn http_base_url(&self) -> String

Returns the REST base URL, considering overrides and the testnet flag.

pub fn ws_url(&self) -> String

Returns the WebSocket URL, considering overrides and the testnet flag.

Trait Implementations

impl ClientConfig for BitmexDataClientConfig

fn as_any(&self) -> &dyn Any

Return the configuration as a trait object.

impl Clone for BitmexDataClientConfig

fn clone(&self) -> BitmexDataClientConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for BitmexDataClientConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for BitmexDataClientConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'a, 'py> FromPyObject<'a, 'py> for BitmexDataClientConfig

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for BitmexDataClientConfig

type Target = BitmexDataClientConfig

The Python output type

type Output = Bound<'py, <BitmexDataClientConfig as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for BitmexDataClientConfig

const NAME: &str = "BitmexDataClientConfig"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for BitmexDataClientConfig

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// Configuration for the BitMEX live data client.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<BitmexDataClientConfig as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<BitmexDataClientConfig>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for BitmexDataClientConfig

const TEXT_SIGNATURE: &'static str = "(api_key=None, api_secret=None, base_url_http=None, base_url_ws=None, http_proxy_url=None, http_timeout_secs=None, max_retries=None, retry_delay_initial_ms=None, retry_delay_max_ms=None, heartbeat_interval_secs=None, recv_window_ms=None, active_only=None, update_instruments_interval_mins=None, use_testnet=None, max_requests_per_second=None, max_requests_per_minute=None)"

impl PyMethods<BitmexDataClientConfig> for PyClassImplCollector<BitmexDataClientConfig>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for BitmexDataClientConfig

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0: prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0: prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for BitmexDataClientConfig