nautilus_deribit/
factories.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Factory functions for creating Deribit clients and components.
17
18use std::{any::Any, cell::RefCell, rc::Rc};
19
20use nautilus_common::{
21    cache::CacheView,
22    clients::{DataClient, ExecutionClient},
23    clock::Clock,
24    factories::{ClientConfig, DataClientFactory, ExecutionClientFactory},
25};
26use nautilus_live::ExecutionClientCore;
27use nautilus_model::{
28    enums::{AccountType, OmsType},
29    identifiers::{ClientId, TraderId},
30};
31
32use crate::{
33    common::consts::{DERIBIT, DERIBIT_VENUE},
34    config::{DeribitDataClientConfig, DeribitExecutionClientConfig},
35    data::DeribitDataClient,
36    execution::DeribitExecutionClient,
37};
38
39impl ClientConfig for DeribitDataClientConfig {
40    fn as_any(&self) -> &dyn Any {
41        self
42    }
43}
44
45/// Factory for creating Deribit data clients.
46#[derive(Debug, Clone)]
47#[cfg_attr(
48    feature = "python",
49    pyo3::pyclass(module = "nautilus_trader.adapters.deribit", from_py_object)
50)]
51#[cfg_attr(
52    feature = "python",
53    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.adapters.deribit")
54)]
55pub struct DeribitDataClientFactory;
56
57impl DeribitDataClientFactory {
58    /// Creates a new [`DeribitDataClientFactory`] instance.
59    #[must_use]
60    pub const fn new() -> Self {
61        Self
62    }
63}
64
65impl Default for DeribitDataClientFactory {
66    fn default() -> Self {
67        Self::new()
68    }
69}
70
71impl DataClientFactory for DeribitDataClientFactory {
72    fn create(
73        &self,
74        name: &str,
75        config: &dyn ClientConfig,
76        _cache: CacheView,
77        _clock: Rc<RefCell<dyn Clock>>,
78    ) -> anyhow::Result<Box<dyn DataClient>> {
79        let deribit_config = config
80            .as_any()
81            .downcast_ref::<DeribitDataClientConfig>()
82            .ok_or_else(|| {
83                anyhow::anyhow!(
84                    "Invalid config type for DeribitDataClientFactory. Expected DeribitDataClientConfig, was {config:?}",
85                )
86            })?
87            .clone();
88
89        let client_id = ClientId::from(name);
90        let client = DeribitDataClient::new(client_id, deribit_config)?;
91        Ok(Box::new(client))
92    }
93
94    fn name(&self) -> &'static str {
95        DERIBIT
96    }
97
98    fn config_type(&self) -> &'static str {
99        "DeribitDataClientConfig"
100    }
101}
102
103impl ClientConfig for DeribitExecutionClientConfig {
104    fn as_any(&self) -> &dyn Any {
105        self
106    }
107}
108
109/// Factory for creating Deribit execution clients.
110#[derive(Debug, Clone)]
111#[cfg_attr(
112    feature = "python",
113    pyo3::pyclass(module = "nautilus_trader.adapters.deribit", from_py_object)
114)]
115#[cfg_attr(
116    feature = "python",
117    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.adapters.deribit")
118)]
119pub struct DeribitExecutionClientFactory;
120
121impl DeribitExecutionClientFactory {
122    /// Creates a new [`DeribitExecutionClientFactory`] instance.
123    #[must_use]
124    pub const fn new() -> Self {
125        Self
126    }
127}
128
129impl Default for DeribitExecutionClientFactory {
130    fn default() -> Self {
131        Self::new()
132    }
133}
134
135impl ExecutionClientFactory for DeribitExecutionClientFactory {
136    fn create(
137        &self,
138        trader_id: TraderId,
139        name: &str,
140        config: &dyn ClientConfig,
141        cache: CacheView,
142    ) -> anyhow::Result<Box<dyn ExecutionClient>> {
143        let deribit_config = config
144            .as_any()
145            .downcast_ref::<DeribitExecutionClientConfig>()
146            .ok_or_else(|| {
147                anyhow::anyhow!(
148                    "Invalid config type for DeribitExecutionClientFactory. Expected DeribitExecutionClientConfig, was {config:?}",
149                )
150            })?
151            .clone();
152
153        // Deribit uses netting (derivatives only, no hedging)
154        let oms_type = OmsType::Netting;
155        let account_type = AccountType::Margin;
156
157        let client_id = ClientId::from(name);
158        let core = ExecutionClientCore::new(
159            trader_id,
160            client_id,
161            *DERIBIT_VENUE,
162            oms_type,
163            deribit_config.account_id,
164            account_type,
165            None, // base_currency
166            cache,
167        );
168
169        let client = DeribitExecutionClient::new(core, deribit_config)?;
170        Ok(Box::new(client))
171    }
172
173    fn name(&self) -> &'static str {
174        DERIBIT
175    }
176
177    fn config_type(&self) -> &'static str {
178        "DeribitExecutionClientConfig"
179    }
180}
181
182#[cfg(test)]
183mod tests {
184    use std::{cell::RefCell, rc::Rc};
185
186    use nautilus_common::{
187        cache::Cache,
188        clock::TestClock,
189        factories::{ClientConfig, DataClientFactory},
190        live::runner::set_data_event_sender,
191        messages::DataEvent,
192    };
193    use rstest::rstest;
194
195    use super::*;
196    use crate::http::models::DeribitProductType;
197
198    fn setup_test_env() {
199        // Initialize data event sender for tests
200        let (sender, _receiver) = tokio::sync::mpsc::unbounded_channel::<DataEvent>();
201        set_data_event_sender(sender);
202    }
203
204    #[rstest]
205    fn test_deribit_data_client_factory_creation() {
206        let factory = DeribitDataClientFactory::new();
207        assert_eq!(factory.name(), DERIBIT);
208        assert_eq!(factory.config_type(), "DeribitDataClientConfig");
209    }
210
211    #[rstest]
212    fn test_deribit_data_client_factory_default() {
213        let factory = DeribitDataClientFactory::new();
214        assert_eq!(factory.name(), DERIBIT);
215    }
216
217    #[rstest]
218    fn test_deribit_data_client_config_implements_client_config() {
219        let config = DeribitDataClientConfig {
220            product_types: vec![DeribitProductType::Future],
221            ..Default::default()
222        };
223
224        let boxed_config: Box<dyn ClientConfig> = Box::new(config);
225        let downcasted = boxed_config
226            .as_any()
227            .downcast_ref::<DeribitDataClientConfig>();
228
229        assert!(downcasted.is_some());
230    }
231
232    #[rstest]
233    fn test_deribit_data_client_factory_creates_client() {
234        setup_test_env();
235
236        let factory = DeribitDataClientFactory::new();
237        let config = DeribitDataClientConfig {
238            product_types: vec![DeribitProductType::Future],
239            environment: crate::common::enums::DeribitEnvironment::Testnet,
240            ..Default::default()
241        };
242
243        let cache = Rc::new(RefCell::new(Cache::default()));
244        let clock = Rc::new(RefCell::new(TestClock::new()));
245
246        let result = factory.create("DERIBIT-TEST", &config, cache.into(), clock);
247        assert!(result.is_ok());
248
249        let client = result.unwrap();
250        assert_eq!(client.client_id(), ClientId::from("DERIBIT-TEST"));
251    }
252}
nautilus_deribit/factories.rs

nautilus_deribit/
factories.rs
