Struct CoinbaseWebsocketTrading

pub struct CoinbaseWebsocketTrading { /* private fields */ }

Coinbase WebSocket trading implementation

Implementations

impl CoinbaseWebsocketTrading

pub fn new(auth: Arc<CoinbaseAuth>, sandbox: bool, use_direct: bool) -> Self

Create a new Coinbase WebSocket trading instance

impl CoinbaseWebsocketTrading

pub fn parse_level2_snapshot(msg: &JsonValue) -> Result<OrderBook>

Parse level2 snapshot message into OrderBook

pub fn parse_level2_update( msg: &JsonValue, ) -> Result<(SmartString, Vec<(SmartString, Decimal, Decimal)>)>

Parse level2 update message

pub fn apply_level2_update( order_book: &mut OrderBook, changes: &[(SmartString, Decimal, Decimal)], )

Apply level2 updates to an order book

Trait Implementations

impl Exchange for CoinbaseWebsocketTrading

fn venue(&self) -> Venue

Returns the venue this exchange connects to

fn place_order<'life0, 'async_trait>( &'life0 self, order: Order, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Places a new order on the exchange

fn cancel_order<'life0, 'async_trait>( &'life0 self, order_id: SmartString, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Cancels an existing order

fn modify_order<'life0, 'async_trait>( &'life0 self, order_id: SmartString, new_price: Option<Decimal>, new_quantity: Option<Decimal>, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Modifies an existing order

fn cancel_all_orders<'life0, 'async_trait>( &'life0 self, instrument_id: Option<InstrumentId>, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Cancels all open orders, optionally filtered by instrument

fn get_order_status<'life0, 'life1, 'async_trait>( &'life0 self, order_id: &'life1 str, ) -> Pin<Box<dyn Future<Output = Result<OrderStatus>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Retrieves the status of an order

fn connect<'life0, 'async_trait>( &'life0 self, report_sender: Sender<ExecutionReport>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Connects to the exchange

fn disconnect<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Disconnects from the exchange

fn is_connected<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = bool> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Checks if connected to the exchange

fn get_instruments<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<SmallVec<[InstrumentId; 32]>>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Gets a list of instruments supported by this exchange

fn send_fix_message<'life0, 'async_trait>( &'life0 self, message: Vec<u8>, ) -> Pin<Box<dyn Future<Output = Result<()>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Sends a FIX message to the exchange

fn receive_fix_message<'life0, 'async_trait>( &'life0 self, ) -> Pin<Box<dyn Future<Output = Result<Vec<u8>>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Receives a FIX message from the exchange