Fix OKX WebSocket heartbeat and standardize logging

- Add 20-second heartbeat for OKX WebSocket clients (timeout is 30s)
- Standardize reconnection log levels and verbosity

Author: cjdsellers

RELEASES.md

@@ -117,6 +117,7 @@ This will be the final release with support for Python 3.11.
 - Fixed OKX fee calculations to account for negative fees
 - Fixed OKX parsing for `tick_sz` across instrument types
 - Fixed OKX parsing for instruments `multiplier` field
+- Fixed OKX WebSocket heartbeat and standardize logging
 - Fixed Polymarket handling of one-sided quotes (#2950), thanks for reporting @thefabus
 - Fixed Polymarket websocket message handling (#2963, #2968), thanks @thefabus
 - Fixed Polymarket tick size change handling for quotes (#2980), thanks for reporting @santivazq

crates/adapters/okx/src/websocket/client.rs

@@ -544,7 +544,7 @@ impl OKXWebSocketClient {
                 loop {
                     match handler.next().await {
                         Some(NautilusWsMessage::Reconnected) => {
-                            tracing::info!("Handling WebSocket reconnection");
+                            tracing::debug!("Handling WebSocket reconnection");
 
                             let auth_tracker_for_task = auth_tracker.clone();
                             let inner_client_for_task = inner_client.clone();
@@ -586,7 +586,7 @@ impl OKXWebSocketClient {
                                         );
                                         auth_tracker.fail(e.to_string());
                                     } else {
-                                        tracing::info!(
+                                        tracing::debug!(
                                             "Sent re-authentication request, waiting for response before resubscribing",
                                         );
                                     }
@@ -612,7 +612,7 @@ impl OKXWebSocketClient {
                                         .await
                                     {
                                         Ok(()) => {
-                                            tracing::info!(
+                                            tracing::debug!(
                                                 "Authentication successful after reconnect, proceeding with resubscription",
                                             );
                                             true
@@ -809,7 +809,7 @@ impl OKXWebSocketClient {
                                         }
                                     }
 
-                                    tracing::info!("Completed re-subscription after reconnect");
+                                    tracing::debug!("Completed re-subscription after reconnect");
                                 } else {
                                     tracing::warn!(
                                         "Skipping resubscription after reconnect: websocket client unavailable",
@@ -3145,7 +3145,7 @@ impl OKXFeedHandler {
 
                             // Check for reconnection signal
                             if text == RECONNECTED {
-                                tracing::info!("Received WebSocket reconnection signal");
+                                tracing::debug!("Received WebSocket reconnection signal");
                                 return Some(OKXWebSocketEvent::Reconnected);
                             }
                             tracing::trace!("Received WebSocket message: {text}");

nautilus_trader/adapters/okx/data.py

@@ -141,6 +141,7 @@ def __init__(
             api_key=None,  # Public endpoints don't need authentication
             api_secret=None,
             api_passphrase=None,
+            heartbeat=20,
         )
         self._ws_client_futures: set[asyncio.Future] = set()
 
@@ -150,6 +151,7 @@ def __init__(
             api_key=config.api_key,  # Business endpoint requires authentication
             api_secret=config.api_secret,
             api_passphrase=config.api_passphrase,
+            heartbeat=20,
         )
         self._ws_business_client_futures: set[asyncio.Future] = set()
 

nautilus_trader/adapters/okx/execution.py

@@ -179,12 +179,14 @@ def __init__(
         self._ws_client = nautilus_pyo3.OKXWebSocketClient.with_credentials(
             url=config.base_url_ws or nautilus_pyo3.get_okx_ws_url_private(config.is_demo),
             account_id=self.pyo3_account_id,
+            heartbeat=20,
         )
         self._ws_client_futures: set[asyncio.Future] = set()
 
         self._ws_business_client = nautilus_pyo3.OKXWebSocketClient.with_credentials(
             url=nautilus_pyo3.get_okx_ws_url_business(config.is_demo),
             account_id=self.pyo3_account_id,
+            heartbeat=20,
         )
         self._ws_business_client_futures: set[asyncio.Future] = set()