Crate nautilus_dydx 

NautilusTrader adapter for the dYdX decentralized derivatives exchange.

The nautilus-dydx crate provides client bindings (HTTP, WebSocket & gRPC), data models, and helper utilities that wrap the official dYdX v4 API.

Official Documentation

Resource	Reference
Main documentation	https://docs.dydx.xyz
Indexer HTTP API	https://docs.dydx.xyz/api_integration-indexer/indexer_api
Indexer WebSocket API	https://docs.dydx.xyz/api_integration-indexer/indexer_websocket
Order types	https://docs.dydx.xyz/concepts/trading/orders
Permissioned keys	https://docs.dydx.xyz/concepts/trading/authenticators
Validator client (gRPC)	https://docs.dydx.xyz/api_integration-clients/validator_client

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::common::enums::DydxCandleResolution;

pub use crate::common::enums::DydxMarketStatus;

pub use crate::common::enums::DydxOrderSide;

pub use crate::common::enums::DydxOrderStatus;

pub use crate::common::enums::DydxOrderType;

pub use crate::common::enums::DydxTickerType;

pub use crate::common::enums::DydxTimeInForce;

pub use crate::common::models::DydxAccount;

pub use crate::data::DydxDataClient;

pub use crate::error::DydxError;

pub use crate::factories::DydxDataClientFactory;

pub use crate::factories::DydxExecutionClientFactory;

pub use crate::http::client::DydxHttpClient;

pub use crate::http::error::DydxHttpError;

pub use crate::http::models::MarketsResponse;

pub use crate::http::models::PerpetualMarket;

pub use crate::types::DydxOraclePrice;

pub use crate::websocket::client::DydxWebSocketClient;

pub use crate::websocket::enums::DydxWsChannel;

pub use crate::websocket::enums::DydxWsOperation;

pub use crate::websocket::error::DydxWsError;

Modules

common

Common functionality shared across the dYdX adapter.

config

Configuration structures for the dYdX adapter.

data

Live market data client implementation for the dYdX adapter.

error

Error handling for the dYdX adapter.

execution

Live execution client implementation for the dYdX adapter.

factories

Factory functions for creating dYdX clients and components.

grpc

gRPC client implementation for the dYdX v4 protocol.

http

HTTP/REST client implementation for the dYdX v4 Indexer API.

proto

Protocol Buffer definitions for dYdX v4.

python

Python bindings from pyo3.

types

Custom data types specific to the dYdX adapter.

websocket

WebSocket client implementation for the dYdX v4 API.