Struct DeribitWebSocketClient 

pub struct DeribitWebSocketClient { /* private fields */ }

WebSocket client for connecting to Deribit.

Implementations

impl DeribitWebSocketClient

pub fn new( url: Option<String>, api_key: Option<String>, api_secret: Option<String>, heartbeat_interval: u64, environment: DeribitEnvironment, transport_backend: TransportBackend, proxy_url: Option<String>, ) -> Result<Self>

Creates a new DeribitWebSocketClient instance.

Falls back to environment variables if credentials are not provided.

Errors

Returns an error if only one of api_key or api_secret is provided.

pub fn new_public( environment: DeribitEnvironment, proxy_url: Option<String>, ) -> Result<Self>

Creates a new public (unauthenticated) client.

Does NOT fall back to environment variables for credentials.

Errors

Returns an error if initialization fails.

pub fn new_unauthenticated( url: Option<String>, heartbeat_interval: u64, environment: DeribitEnvironment, ) -> Result<Self>

Creates an unauthenticated client with a custom URL.

Does NOT fall back to environment variables for credentials. Useful for testing against mock servers.

Errors

Returns an error if initialization fails.

pub fn with_credentials( environment: DeribitEnvironment, proxy_url: Option<String>, ) -> Result<Self>

Creates an authenticated client with credentials.

Uses environment variables to load credentials:

• Testnet: DERIBIT_TESTNET_API_KEY and DERIBIT_TESTNET_API_SECRET
• Mainnet: DERIBIT_API_KEY and DERIBIT_API_SECRET

Errors

Returns an error if credentials are not found in environment variables.

pub fn is_active(&self) -> bool

Returns whether the client is actively connected.

pub fn url(&self) -> &str

Returns the WebSocket URL.

pub fn environment(&self) -> DeribitEnvironment

Returns the environment for this client.

pub fn is_closed(&self) -> bool

Returns whether the client is closed.

pub fn cancel_all_requests(&self)

Cancel all pending WebSocket requests.

pub fn cancellation_token(&self) -> &CancellationToken

Returns the cancellation token for this client.

pub async fn wait_until_active(&self, timeout_secs: f64) -> DeribitWsResult<()>

Waits until the client is active or timeout expires.

Errors

Returns an error if the timeout expires before the client becomes active.

pub async fn wait_for_subscriptions_confirmed( &self, timeout_secs: f64, ) -> DeribitWsResult<()>

Waits until all pending subscriptions are confirmed by the server.

Errors

Returns an error if the timeout expires before all subscriptions are confirmed.

pub fn cache_instruments(&self, instruments: &[InstrumentAny])

Caches instruments for use during message parsing.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument.

pub fn set_option_greeks_subs(&mut self, subs: Arc<AtomicSet<InstrumentId>>)

Sets the shared option greeks subscription set for handler-side gating.

pub fn set_mark_price_subs(&mut self, subs: Arc<AtomicSet<InstrumentId>>)

Sets the shared mark price subscription set for handler-side gating.

pub fn set_index_price_subs(&mut self, subs: Arc<AtomicSet<InstrumentId>>)

Sets the shared index price subscription set for handler-side gating.

pub fn add_mark_price_sub(&self, instrument_id: InstrumentId)

Registers an instrument for mark price emission from ticker messages.

pub fn remove_mark_price_sub(&self, instrument_id: &InstrumentId)

Unregisters an instrument from mark price emission.

pub fn add_index_price_sub(&self, instrument_id: InstrumentId)

Registers an instrument for index price emission from ticker messages.

pub fn remove_index_price_sub(&self, instrument_id: &InstrumentId)

Unregisters an instrument from index price emission.

pub fn add_option_greeks_sub(&self, instrument_id: InstrumentId)

Registers an instrument for option greeks emission from ticker messages.

pub fn remove_option_greeks_sub(&self, instrument_id: &InstrumentId)

Unregisters an instrument from option greeks emission.

pub async fn connect(&mut self) -> Result<()>

Connects to the Deribit WebSocket API.

Errors

Returns an error if the connection fails.

pub async fn close(&self) -> DeribitWsResult<()>

Closes the WebSocket connection.

Errors

Returns an error if the close operation fails.

pub fn stream( &mut self, ) -> DeribitWsResult<impl Stream<Item = NautilusWsMessage> + 'static>

Returns a stream of WebSocket messages.

Errors

Returns an error if called before connect() or if called more than once.

pub fn has_credentials(&self) -> bool

Returns whether the client has credentials configured.

pub fn is_authenticated(&self) -> bool

Returns whether the client is authenticated.

pub async fn authenticate( &self, session_name: Option<&str>, ) -> DeribitWsResult<()>

Authenticates the WebSocket session with Deribit.

Uses the client_signature grant type with HMAC-SHA256 signature. This must be called before subscribing to raw data streams.

Arguments

• session_name - Optional session name for session-scoped authentication. When provided, uses session:<name> scope which allows skipping access_token in subsequent private requests. When None, uses default connection scope. Recommended to use session scope for order execution compatibility.

Errors

Returns an error if:

• No credentials are configured
• The authentication request fails
• The authentication times out

pub async fn authenticate_session( &self, session_name: &str, ) -> DeribitWsResult<()>

Authenticates with session scope using the provided session name.

Use DERIBIT_DATA_SESSION_NAME for data clients and DERIBIT_EXECUTION_SESSION_NAME for execution clients.

Errors

Returns an error if authentication fails.

pub async fn auth_state(&self) -> Option<AuthState>

Returns the current authentication state containing tokens.

Returns None if not authenticated or tokens haven’t been stored yet.

pub async fn access_token(&self) -> Option<String>

Returns the current access token if available.

pub fn set_account_id(&mut self, account_id: AccountId)

Sets the account ID for order/fill reports.

pub fn set_bars_timestamp_on_close(&mut self, value: bool)

Sets whether bar timestamps should use the close time.

When true (default), bar ts_event is set to the bar’s close time.

pub async fn subscribe_trades( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Subscribes to trade updates for an instrument.

Arguments

• instrument_id - The instrument to subscribe to
• interval - Update interval. Defaults to Ms100 (100ms). Raw requires authentication.

Errors

Returns an error if subscription fails or raw is requested without authentication.

pub async fn unsubscribe_trades( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Unsubscribes from trade updates for an instrument.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_book( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Subscribes to order book updates for an instrument.

Arguments

• instrument_id - The instrument to subscribe to
• interval - Update interval. Defaults to Ms100 (100ms). Raw requires authentication.

Errors

Returns an error if subscription fails or raw is requested without authentication.

pub async fn unsubscribe_book( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Unsubscribes from order book updates for an instrument.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_book_grouped( &self, instrument_id: InstrumentId, group: &str, depth: u32, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Subscribes to grouped (depth-limited) order book updates for an instrument.

Uses the Deribit grouped book channel format: book.{instrument}.{group}.{depth}.{interval}

Depth is normalized to Deribit supported values: 1, 10, or 20.

Errors

Returns an error if subscription fails or raw is requested without authentication.

pub async fn unsubscribe_book_grouped( &self, instrument_id: InstrumentId, group: &str, depth: u32, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Unsubscribes from grouped (depth-limited) order book updates for an instrument.

Depth is normalized to Deribit supported values: 1, 10, or 20.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_ticker( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Subscribes to ticker updates for an instrument.

Arguments

• instrument_id - The instrument to subscribe to
• interval - Update interval. Defaults to Ms100 (100ms). Raw requires authentication.

Errors

Returns an error if subscription fails or raw is requested without authentication.

pub async fn unsubscribe_ticker( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Unsubscribes from ticker updates for an instrument.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_quotes( &self, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Subscribes to quote (best bid/ask) updates for an instrument.

Note: Quote channel does not support interval parameter.

Errors

Returns an error if subscription fails.

pub async fn unsubscribe_quotes( &self, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Unsubscribes from quote updates for an instrument.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_instrument_status( &self, kind: &str, currency: &str, ) -> DeribitWsResult<()>

Subscribes to instrument status changes for lifecycle notifications.

Channel format: instrument.state.{kind}.{currency}

Errors

Returns an error if subscription fails.

pub async fn unsubscribe_instrument_status( &self, kind: &str, currency: &str, ) -> DeribitWsResult<()>

Unsubscribes from instrument status changes.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_perpetual_interests_rates_updates( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Subscribes to perpetual interest rates updates.

Channel format: perpetual.{instrument_name}.{interval}

Errors

Returns an error if subscription fails.

pub async fn unsubscribe_perpetual_interest_rates_updates( &self, instrument_id: InstrumentId, interval: Option<DeribitUpdateInterval>, ) -> DeribitWsResult<()>

Unsubscribes from perpetual interest rates updates.

Errors

Returns an error if subscription fails.

pub async fn subscribe_chart( &self, instrument_id: InstrumentId, resolution: &str, ) -> DeribitWsResult<()>

Subscribes to chart/OHLC bar updates for an instrument.

Arguments

• instrument_id - The instrument to subscribe to
• resolution - Bar resolution: “1”, “3”, “5”, “10”, “15”, “30”, “60”, “120”, “180”, “360”, “720”, “1D” (minutes or 1D for daily)

Errors

Returns an error if subscription fails.

pub async fn unsubscribe_chart( &self, instrument_id: InstrumentId, resolution: &str, ) -> DeribitWsResult<()>

Unsubscribes from chart/OHLC bar updates.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_bars(&self, bar_type: BarType) -> DeribitWsResult<()>

Subscribes to bar updates for an instrument using a BarType specification.

Converts the BarType to the nearest supported Deribit resolution and subscribes to the chart channel.

Errors

Returns an error if the subscription request fails.

pub async fn unsubscribe_bars(&self, bar_type: BarType) -> DeribitWsResult<()>

Unsubscribes from bar updates for an instrument using a BarType specification.

Errors

Returns an error if the unsubscription request fails.

pub async fn subscribe_user_orders(&self) -> DeribitWsResult<()>

Subscribes to user order updates for all instruments.

Requires authentication. Subscribes to user.orders.any.any.raw channel.

Errors

Returns an error if client is not authenticated or subscription fails.

pub async fn unsubscribe_user_orders(&self) -> DeribitWsResult<()>

Unsubscribes from user order updates for all instruments.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_user_trades(&self) -> DeribitWsResult<()>

Subscribes to user trade/fill updates for all instruments.

Requires authentication. Subscribes to user.trades.any.any.raw channel.

Errors

Returns an error if client is not authenticated or subscription fails.

pub async fn unsubscribe_user_trades(&self) -> DeribitWsResult<()>

Unsubscribes from user trade/fill updates for all instruments.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe_user_portfolio(&self) -> DeribitWsResult<()>

Subscribes to user portfolio updates for all currencies.

Requires authentication. Subscribes to user.portfolio.any channel which provides real-time account balance and margin updates for all currencies (BTC, ETH, USDC, USDT, etc.).

Errors

Returns an error if client is not authenticated or subscription fails.

pub async fn unsubscribe_user_portfolio(&self) -> DeribitWsResult<()>

Unsubscribes from user portfolio updates for all currencies.

Errors

Returns an error if unsubscription fails.

pub async fn subscribe(&self, channels: Vec<String>) -> DeribitWsResult<()>

Subscribes to multiple channels at once.

Errors

Returns an error if subscription fails.

pub async fn unsubscribe(&self, channels: Vec<String>) -> DeribitWsResult<()>

Unsubscribes from multiple channels at once.

Errors

Returns an error if unsubscription fails.

pub async fn submit_order( &self, order_side: OrderSide, params: DeribitOrderParams, client_order_id: ClientOrderId, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Submits an order to Deribit via WebSocket.

Routes to private/buy or private/sell JSON-RPC method based on order side. Requires authentication (call authenticate_session() first).

Errors

Returns an error if:

• The client is not authenticated
• The command fails to send

pub async fn modify_order( &self, order_id: &str, quantity: Quantity, price: Price, client_order_id: ClientOrderId, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Modifies an existing order on Deribit via WebSocket.

The order parameters are sent using the private/edit JSON-RPC method. Requires authentication (call authenticate_session() first).

Errors

Returns an error if:

• The client is not authenticated
• The command fails to send

pub async fn cancel_order( &self, order_id: &str, client_order_id: ClientOrderId, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Cancels an existing order on Deribit via WebSocket.

The order is cancelled using the private/cancel JSON-RPC method. Requires authentication (call authenticate_session() first).

Errors

Returns an error if:

• The client is not authenticated
• The command fails to send

pub async fn cancel_all_orders( &self, instrument_id: InstrumentId, order_type: Option<String>, ) -> DeribitWsResult<()>

Cancels all orders for a specific instrument on Deribit via WebSocket.

Uses the private/cancel_all_by_instrument JSON-RPC method. Requires authentication (call authenticate_session() first).

Errors

Returns an error if:

• The client is not authenticated
• The command fails to send

pub async fn query_order( &self, order_id: &str, client_order_id: ClientOrderId, trader_id: TraderId, strategy_id: StrategyId, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Queries the state of an order on Deribit via WebSocket.

Uses the private/get_order_state JSON-RPC method. Requires authentication (call authenticate_session() first).

Errors

Returns an error if:

• The client is not authenticated
• The command fails to send

impl DeribitWebSocketClient

pub fn py_url(&self) -> String

Returns the WebSocket URL.

pub fn py_is_testnet(&self) -> bool

pub fn py_cancel_all_requests(&self)

Cancel all pending WebSocket requests.

pub fn py_cache_instruments( &self, py: Python<'_>, instruments: Vec<Py<PyAny>>, ) -> PyResult<()>

Caches instruments for use during message parsing.

pub fn py_cache_instrument( &self, py: Python<'_>, instrument: Py<PyAny>, ) -> PyResult<()>

Caches a single instrument.

pub fn py_set_account_id(&mut self, account_id: AccountId)

Sets the account ID for order/fill reports.

pub fn py_set_bars_timestamp_on_close(&mut self, value: bool)

Sets whether bar timestamps should use the close time.

When true (default), bar ts_event is set to the bar’s close time.

Trait Implementations

impl Clone for DeribitWebSocketClient

fn clone(&self) -> DeribitWebSocketClient

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for DeribitWebSocketClient

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'a, 'py> FromPyObject<'a, 'py> for DeribitWebSocketClient

where Self: Clone,

type Error = PyClassGuardError<'a, 'py>

The type returned in the event of a conversion error.

fn extract( obj: Borrowed<'a, 'py, PyAny>, ) -> Result<Self, <Self as FromPyObject<'a, 'py>>::Error>

Extracts Self from the bound smart pointer obj.

impl<'py> IntoPyObject<'py> for DeribitWebSocketClient

type Target = DeribitWebSocketClient

The Python output type

type Output = Bound<'py, <DeribitWebSocketClient as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PyClass for DeribitWebSocketClient

const NAME: &str = "DeribitWebSocketClient"

Name of the class.

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DeribitWebSocketClient

const MODULE: Option<&str>

Module which the class will be associated with.

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

const RAW_DOC: &'static CStr = /// WebSocket client for connecting to Deribit.

Docstring for the class provided on the struct or enum.

const DOC: &'static CStr

Fully rendered class doc, including the text_signature if a constructor is defined.

type Layout = <<DeribitWebSocketClient as PyClassImpl>::BaseNativeType as PyClassBaseType>::Layout<DeribitWebSocketClient>

Description of how this class is laid out in memory

type BaseType = PyAny

Base class

type ThreadChecker = NoopThreadChecker

This handles following two situations:

type Inventory = Pyo3MethodsInventoryForDeribitWebSocketClient

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<PyObjectOffset>

Used to provide the dictoffset slot (equivalent to tp_dictoffset)

fn weaklist_offset() -> Option<PyObjectOffset>

Used to provide the weaklistoffset slot (equivalent to tp_weaklistoffset

impl PyClassNewTextSignature for DeribitWebSocketClient

const TEXT_SIGNATURE: &'static str = "(url=None, api_key=None, api_secret=None, heartbeat_interval=30, environment=..., proxy_url=None)"

impl PyStubType for DeribitWebSocketClient

fn type_output() -> TypeInfo

The type to be used in the output signature, i.e. return type of the Python function or methods.

fn type_input() -> TypeInfo

The type to be used in the input signature, i.e. the arguments of the Python function or methods.

impl PyTypeInfo for DeribitWebSocketClient

const NAME: &str = <Self as ::pyo3::PyClass>::NAME

👎Deprecated since 0.28.0:

prefer using ::type_object(py).name() to get the correct runtime value

Class name.

const MODULE: Option<&str> = <Self as ::pyo3::impl_::pyclass::PyClassImpl>::MODULE

👎Deprecated since 0.28.0:

prefer using ::type_object(py).module() to get the correct runtime value

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl DerefToPyAny for DeribitWebSocketClient