Module messages 

Wire payloads for the Derive WebSocket JSON-RPC transport.

The transport reuses the crate::http::models::JsonRpcRequest / crate::http::models::JsonRpcResponse envelope; this module covers only the params payloads and the inbound notification frame.

Modules

methods

JSON-RPC method names exchanged on the Derive WebSocket transport.

Structs

DeriveOrderbookData

Order book snapshot pushed on orderbook.{instrument_name}.{group}.{depth}.

DeriveOrderbookLevel

Price level in a Derive order book snapshot.

DeriveOrderbookMsg

Channel-tagged order book update.

DeriveOrdersSubscriptionData

Private {subaccount_id}.orders subscription payload.

DeriveTickerMsg

Channel-tagged ticker update.

DeriveTradesMsg

Channel-tagged public trades update.

DeriveTradesSubscriptionData

Private {subaccount_id}.trades subscription payload.

WsLoginParams

Params payload for public/login.

WsSubscribeParams

Params payload for subscribe.

WsSubscribeResult

Result payload returned by subscribe.

WsSubscriptionFrame

Inbound notification frame pushed by the venue on a subscribed channel.

WsSubscriptionPayload

Channel-tagged notification payload nested under WsSubscriptionFrame::params.

WsUnsubscribeParams

Params payload for unsubscribe.

WsUnsubscribeResult

Result payload returned by unsubscribe.

Enums

DerivePublicWsData

Typed public market data update parsed from a Derive subscription frame.

DeriveTickerData

Ticker payload shape pushed by the Derive ticker channels.

DeriveWsChannel

Derive WebSocket subscription channel topic.

DeriveWsFrame

Inbound frame discriminated by whether it carries an id (response to a client request) or a method (server-initiated notification).

WsLoginResult

Result payload returned by public/login.

WsRequestParams

Method-specific params accepted by the WebSocket JSON-RPC request path.

Functions

balances_channel

Formats the topic for the private {subaccount_id}.balances channel.

orderbook_channel

Formats the topic for orderbook.{instrument_name}.{group}.{depth}.

orders_channel

Formats the topic for the private {subaccount_id}.orders channel.

private_trades_channel

Formats the topic for the private {subaccount_id}.trades channel.

ticker_channel

Formats the topic for the public ticker_slim.{instrument_name}.{interval} channel.

trades_channel

Formats the topic for trades.{instrument_type}.{currency}.