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::Cache,
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,
30};
31
32use crate::{
33    common::consts::DERIBIT_VENUE,
34    config::{DeribitDataClientConfig, DeribitExecClientConfig},
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.core.nautilus_pyo3.deribit", from_py_object)
50)]
51#[cfg_attr(
52    feature = "python",
53    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.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: Rc<RefCell<Cache>>,
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 DeribitExecClientConfig {
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.core.nautilus_pyo3.deribit", from_py_object)
114)]
115#[cfg_attr(
116    feature = "python",
117    pyo3_stub_gen::derive::gen_stub_pyclass(module = "nautilus_trader.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        name: &str,
139        config: &dyn ClientConfig,
140        cache: Rc<RefCell<Cache>>,
141    ) -> anyhow::Result<Box<dyn ExecutionClient>> {
142        let deribit_config = config
143            .as_any()
144            .downcast_ref::<DeribitExecClientConfig>()
145            .ok_or_else(|| {
146                anyhow::anyhow!(
147                    "Invalid config type for DeribitExecutionClientFactory. Expected DeribitExecClientConfig, was {config:?}",
148                )
149            })?
150            .clone();
151
152        // Deribit uses netting (derivatives only, no hedging)
153        let oms_type = OmsType::Netting;
154        let account_type = AccountType::Margin;
155
156        let client_id = ClientId::from(name);
157        let core = ExecutionClientCore::new(
158            deribit_config.trader_id,
159            client_id,
160            *DERIBIT_VENUE,
161            oms_type,
162            deribit_config.account_id,
163            account_type,
164            None, // base_currency
165            cache,
166        );
167
168        let client = DeribitExecutionClient::new(core, deribit_config)?;
169        Ok(Box::new(client))
170    }
171
172    fn name(&self) -> &'static str {
173        "DERIBIT"
174    }
175
176    fn config_type(&self) -> &'static str {
177        "DeribitExecClientConfig"
178    }
179}
180
181#[cfg(test)]
182mod tests {
183    use std::{cell::RefCell, rc::Rc};
184
185    use nautilus_common::{
186        cache::Cache,
187        clock::TestClock,
188        factories::{ClientConfig, DataClientFactory},
189        live::runner::set_data_event_sender,
190        messages::DataEvent,
191    };
192    use rstest::rstest;
193
194    use super::*;
195    use crate::http::models::DeribitProductType;
196
197    fn setup_test_env() {
198        // Initialize data event sender for tests
199        let (sender, _receiver) = tokio::sync::mpsc::unbounded_channel::<DataEvent>();
200        set_data_event_sender(sender);
201    }
202
203    #[rstest]
204    fn test_deribit_data_client_factory_creation() {
205        let factory = DeribitDataClientFactory::new();
206        assert_eq!(factory.name(), "DERIBIT");
207        assert_eq!(factory.config_type(), "DeribitDataClientConfig");
208    }
209
210    #[rstest]
211    fn test_deribit_data_client_factory_default() {
212        let factory = DeribitDataClientFactory::new();
213        assert_eq!(factory.name(), "DERIBIT");
214    }
215
216    #[rstest]
217    fn test_deribit_data_client_config_implements_client_config() {
218        let config = DeribitDataClientConfig {
219            product_types: vec![DeribitProductType::Future],
220            ..Default::default()
221        };
222
223        let boxed_config: Box<dyn ClientConfig> = Box::new(config);
224        let downcasted = boxed_config
225            .as_any()
226            .downcast_ref::<DeribitDataClientConfig>();
227
228        assert!(downcasted.is_some());
229    }
230
231    #[rstest]
232    fn test_deribit_data_client_factory_creates_client() {
233        setup_test_env();
234
235        let factory = DeribitDataClientFactory::new();
236        let config = DeribitDataClientConfig {
237            product_types: vec![DeribitProductType::Future],
238            environment: crate::common::enums::DeribitEnvironment::Testnet,
239            ..Default::default()
240        };
241
242        let cache = Rc::new(RefCell::new(Cache::default()));
243        let clock = Rc::new(RefCell::new(TestClock::new()));
244
245        let result = factory.create("DERIBIT-TEST", &config, cache, clock);
246        assert!(result.is_ok());
247
248        let client = result.unwrap();
249        assert_eq!(client.client_id(), ClientId::from("DERIBIT-TEST"));
250    }
251}
nautilus_deribit/factories.rs

nautilus_deribit/
factories.rs
