Struct DeribitHttpClient 

pub struct DeribitHttpClient { /* private fields */ }

High-level Deribit HTTP client with domain-level abstractions.

This client wraps the raw HTTP client and provides methods that use Nautilus domain types. It maintains an instrument cache for efficient lookups.

Implementations

impl DeribitHttpClient

pub fn new( base_url: Option<String>, is_testnet: bool, timeout_secs: Option<u64>, max_retries: Option<u32>, retry_delay_ms: Option<u64>, retry_delay_max_ms: Option<u64>, proxy_url: Option<String>, ) -> Result<Self>

Creates a new DeribitHttpClient with default configuration.

Parameters

• base_url: Optional custom base URL (for testing)
• is_testnet: Whether to use the testnet environment

Errors

Returns an error if the HTTP client cannot be created.

pub fn new_with_env( api_key: Option<String>, api_secret: Option<String>, is_testnet: bool, timeout_secs: Option<u64>, max_retries: Option<u32>, retry_delay_ms: Option<u64>, retry_delay_max_ms: Option<u64>, proxy_url: Option<String>, ) -> Result<Self>

Creates a new DeribitHttpClient with credentials from environment variables.

If api_key or api_secret are not provided, they will be loaded from environment:

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

Errors

Returns an error if:

• The HTTP client cannot be created
• Credentials are not provided and environment variables are not set

pub async fn request_instruments( &self, currency: DeribitCurrency, kind: Option<DeribitInstrumentKind>, ) -> Result<Vec<InstrumentAny>>

Requests instruments for a specific currency.

Errors

Returns an error if the request fails or instruments cannot be parsed.

pub async fn request_instrument( &self, instrument_id: InstrumentId, ) -> Result<InstrumentAny>

Requests a specific instrument by its Nautilus instrument ID.

This is a high-level method that fetches the raw instrument data from Deribit and converts it to a Nautilus InstrumentAny type.

Errors

Returns an error if:

• The instrument name format is invalid (error code -32602)
• The instrument doesn’t exist (error code 13020)
• Network or API errors occur

pub async fn request_trades( &self, instrument_id: InstrumentId, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, limit: Option<u32>, ) -> Result<Vec<TradeTick>>

Requests historical trades for an instrument within a time range.

Fetches trade ticks from Deribit and converts them to Nautilus [TradeTick] objects.

Arguments

• instrument_id - The instrument to fetch trades for
• start - Optional start time filter
• end - Optional end time filter
• limit - Optional limit on number of trades (max 1000)

Errors

Returns an error if:

• The request fails
• Trade parsing fails

pub async fn request_bars( &self, bar_type: BarType, start: Option<DateTime<Utc>>, end: Option<DateTime<Utc>>, _limit: Option<u32>, ) -> Result<Vec<Bar>>

Requests historical bars (OHLCV) for an instrument.

Uses the public/get_tradingview_chart_data endpoint to fetch candlestick data.

Errors

Returns an error if:

• Aggregation source is not EXTERNAL
• Bar aggregation type is not supported by Deribit
• The request fails or response cannot be parsed

Supported Resolutions

Deribit supports: 1, 3, 5, 10, 15, 30, 60, 120, 180, 360, 720 minutes, and 1D (daily)

pub async fn request_book_snapshot( &self, instrument_id: InstrumentId, depth: Option<u32>, ) -> Result<OrderBook>

Requests a snapshot of the order book for an instrument.

Fetches the order book from Deribit and converts it to a Nautilus [OrderBook].

Arguments

• instrument_id - The instrument to fetch the order book for
• depth - Optional depth limit (valid values: 1, 5, 10, 20, 50, 100, 1000, 10000)

Errors

Returns an error if:

• The request fails
• Order book parsing fails

pub async fn request_account_state( &self, account_id: AccountId, ) -> Result<AccountState>

Requests account state for all currencies.

Fetches account balance and margin information for all currencies from Deribit and converts it to Nautilus [AccountState] event.

Errors

Returns an error if:

• The request fails
• Currency conversion fails

pub fn cache_instruments(&self, instruments: Vec<InstrumentAny>)

Caches instruments for later retrieval.

pub fn get_instrument(&self, symbol: &Ustr) -> Option<InstrumentAny>

Retrieves a cached instrument by symbol.

pub fn is_cache_initialized(&self) -> bool

Checks if the instrument cache has been initialized.

pub fn is_testnet(&self) -> bool

Returns whether this client is connected to testnet.

impl DeribitHttpClient

pub fn py_is_testnet(&self) -> bool

pub fn py_is_initialized(&self) -> bool

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

Errors

Returns a Python exception if adding the instruments to the cache fails.

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

Errors

Returns a Python exception if adding the instrument to the cache fails.

Trait Implementations

impl Clone for DeribitHttpClient

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for DeribitHttpClient

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

Formats the value using the given formatter.

impl<'py> IntoPyObject<'py> for DeribitHttpClient

type Target = DeribitHttpClient

The Python output type

type Output = Bound<'py, <DeribitHttpClient 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 DeribitHttpClient

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DeribitHttpClient

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 = /// High-level Deribit HTTP client with domain-level abstractions. /// /// This client wraps the raw HTTP client and provides methods that use Nautilus /// domain types. It maintains an instrument cache for efficient lookups.

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 BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<DeribitHttpClient>

This handles following two situations:

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<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature for DeribitHttpClient

const TEXT_SIGNATURE: &'static str = "(api_key=None, api_secret=None, base_url=None, is_testnet=False, timeout_secs=None, max_retries=None, retry_delay_ms=None, retry_delay_max_ms=None, proxy_url=None)"

impl PyMethods<DeribitHttpClient> for PyClassImplCollector<DeribitHttpClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for DeribitHttpClient

const NAME: &'static str = "DeribitHttpClient"

Class name.

const MODULE: Option<&'static str>

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 DeribitHttpClient

impl ExtractPyClassWithClone for DeribitHttpClient