我尝试过使用不同的库和不同的实现，但我无法在rust中获得一个工作的WebSocket客户端/侦听器。
我试着写了一个handler：

extern crate ws;

use ws::{connect, listen, Handler, Sender, Handshake, Result, Message, CloseCode};

struct Client {
    out: Sender,
}

impl Handler for Client {
    fn on_open(&mut self, _: Handshake) -> Result<()> {
        self.out.send(r#"{"action": "authenticate","data": {"key_id": "<API_KEY>","secret_key": "<API_SECRET>"}}"#);
        self.out.send(r#"{"action": "listen","data": {"streams": ["AM.SPY"]}}"#)
    }

    fn on_message(&mut self, msg: Message) -> Result<()> {
        println!("message: {}", msg);
        Ok(())
    }
}

fn main() {
    if let Err(error) = listen("wss://data.alpaca.markets/stream", |out| {
        Client { out: out }
    }) {
        println!("Failed to create WebSocket due to: {:?}", error);
    }
}

我也试过这个：

extern crate ws;

use ws::{connect, CloseCode};

fn main() {
    if let Err(error) = connect("wss://data.alpaca.markets/stream", |out| {
        if out.send(r#"{"action": "authenticate","data": {"key_id": "<API_KEY>","secret_key": "<API_SECRET>"}}"#).is_err() {
            println!("Websocket couldn't queue an initial message.")
        } else {
            println!("Client sent message 'Hello WebSocket'. ")
        };

        if out.send(r#"{"action": "listen","data": {"streams": ["AM.SPY"]}}"#).is_err() {
            println!("Websocket couldn't queue an initial message.")
        } else {
            println!("Client sent message 'Hello WebSocket'. ")
        };

        move |msg| {
            println!("message: '{}'. ", msg);

            Ok(())
        }
    }) {
        println!("Failed to create WebSocket due to: {:?}", error);
    }
}

为了确保我尝试连接的连接不是问题所在，我用JS编写了相同的代码。

const ws = require("ws");

const stream = new ws("wss://data.alpaca.markets/stream");

stream.on("open", () => {
    stream.send('{"action": "authenticate","data": {"key_id": "<API_KEY>","secret_key": "API_SECRET"}}');
    stream.send('{"action": "listen","data": {"streams": ["AM.SPY"]}}');
});

stream.on("message", (bar) => {
    process.stdout.write(`${bar}\n`);
});

在rust代码的两个示例中，代码编译并运行，但on_open函数和lambda函数从未被调用。
先谢谢你。