Deribit¶
Integration adapter for the Deribit exchange.
- class DeribitBookSummary¶
Bases:
objectBook summary snapshot for one instrument from public/get_book_summary_by_currency.
Numeric venue fields are retained as [Decimal] (no f64 round-trip). Convert from the wire DTO via [DeribitBookSummary::from_raw].
- ask_iv¶
- ask_price¶
- base_currency¶
- bid_iv¶
- bid_price¶
- creation_timestamp¶
- classmethod decode_record_batch_py(metadata, py_batch)¶
Decodes a PyArrow RecordBatch into custom data instances.
- delivery_price¶
- encode_record_batch_py(items)¶
Encodes custom data instances into a PyArrow RecordBatch.
- estimated_delivery_price¶
- classmethod from_json(data)¶
- high¶
- instrument_id¶
- instrument_name¶
- interest_rate¶
- last_price¶
- low¶
- mark_iv¶
- mark_price¶
- mid_price¶
- open_interest¶
- open_interest_value¶
- price_change¶
- quote_currency¶
- to_json()¶
- ts_event¶
- ts_init¶
- underlying_index¶
- underlying_price¶
- volume¶
- volume_btc¶
- volume_notional¶
- volume_usd¶
- class DeribitCurrency¶
Bases:
objectDeribit currency.
- ANY = <DeribitCurrency.ANY: '5'>¶
- BTC = <DeribitCurrency.BTC: '0'>¶
- ETH = <DeribitCurrency.ETH: '1'>¶
- EURR = <DeribitCurrency.EURR: '4'>¶
- USDC = <DeribitCurrency.USDC: '2'>¶
- USDT = <DeribitCurrency.USDT: '3'>¶
- classmethod from_str(data)¶
- name¶
- value¶
- static variants()¶
- class DeribitDataClientConfig¶
Bases:
objectConfiguration for the Deribit data client.
- auth_timeout_secs¶
- auto_load_missing_instruments¶
- base_url_http¶
- base_url_ws¶
- environment¶
- has_proxy_url¶
- heartbeat_interval_secs¶
- http_timeout_secs¶
- max_retries¶
- product_types¶
- retry_delay_initial_ms¶
- retry_delay_max_ms¶
- transport_backend¶
- update_instruments_interval_mins¶
- class DeribitEnvironment¶
Bases:
objectDeribit API environment.
- MAINNET = DeribitEnvironment.MAINNET¶
- TESTNET = DeribitEnvironment.TESTNET¶
- classmethod from_str(data)¶
- name¶
- value¶
- classmethod variants()¶
- class DeribitExecutionClientConfig¶
Bases:
objectConfiguration for the Deribit execution client.
- account_id¶
- auth_timeout_secs¶
- base_url_http¶
- base_url_ws¶
- environment¶
- has_proxy_url¶
- http_timeout_secs¶
- max_retries¶
- product_types¶
- retry_delay_initial_ms¶
- retry_delay_max_ms¶
- transport_backend¶
- class DeribitExecutionClientFactory¶
Bases:
objectFactory for creating Deribit execution clients.
- name()¶
- class DeribitProductType¶
Bases:
objectDeribit product type.
- FUTURE = <DeribitProductType.future: '0'>¶
- FUTURE_COMBO = <DeribitProductType.future_combo: '3'>¶
- OPTION = <DeribitProductType.option: '1'>¶
- OPTION_COMBO = <DeribitProductType.option_combo: '4'>¶
- SPOT = <DeribitProductType.spot: '2'>¶
- classmethod from_str(data)¶
- name¶
- value¶
- static variants()¶
- class DeribitVolatilityIndex¶
Bases:
objectDeribit volatility index (DVOL) update.
Emitted from the deribit_volatility_index.{index_name} WebSocket channel.
- classmethod decode_record_batch_py(metadata, py_batch)¶
Decodes a PyArrow RecordBatch into custom data instances.
- encode_record_batch_py(items)¶
Encodes custom data instances into a PyArrow RecordBatch.
- classmethod from_json(data)¶
- index_name¶
- to_json()¶
- ts_event¶
- ts_init¶
- volatility¶