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: Option<u64>, is_testnet: bool, ) -> Result<Self>

Creates a new DeribitWebSocketClient instance.

Errors

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

pub fn new_public(is_testnet: bool) -> Result<Self>

Creates a new public (unauthenticated) client.

Errors

Returns an error if initialization fails.

pub fn with_credentials(is_testnet: bool) -> 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 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 fn cache_instruments(&self, instruments: Vec<InstrumentAny>)

Caches instruments for use during message parsing.

pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument.

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) -> impl Stream<Item = NautilusWsMessage> + 'static

Returns a stream of WebSocket messages.

Panics

Panics if called before connect() or if called twice.

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) -> DeribitWsResult<()>

Authenticates with session scope using default session name.

Convenience method equivalent to authenticate(Some("nautilus")). Session-scoped authentication is recommended for order execution as it allows skipping access_token in private method payloads.

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 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 subscribe_trades_raw( &self, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Subscribes to raw trade updates (requires authentication).

Convenience method equivalent to subscribe_trades(id, Some(DeribitUpdateInterval::Raw)).

Errors

Returns an error if not authenticated or subscription fails.

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 subscribe_book_raw( &self, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Subscribes to raw order book updates (requires authentication).

Convenience method equivalent to subscribe_book(id, Some(DeribitUpdateInterval::Raw)).

Errors

Returns an error if not authenticated or subscription fails.

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_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 subscribe_ticker_raw( &self, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Subscribes to raw ticker updates (requires authentication).

Convenience method equivalent to subscribe_ticker(id, Some(DeribitUpdateInterval::Raw)).

Errors

Returns an error if not authenticated or subscription fails.

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(&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.

impl DeribitWebSocketClient

pub fn py_url(&self) -> String

pub fn py_is_testnet(&self) -> bool

pub fn py_cancel_all_requests(&self)

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

Caches instruments for use during message parsing.

Errors

Returns a Python exception if converting instruments fails.

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

Caches a single instrument.

Errors

Returns a Python exception if converting the instrument fails.

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<'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

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for DeribitWebSocketClient

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 BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<DeribitWebSocketClient>

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 DeribitWebSocketClient

const TEXT_SIGNATURE: &'static str = "(url=None, api_key=None, api_secret=None, heartbeat_interval=None, is_testnet=False)"

impl PyMethods<DeribitWebSocketClient> for PyClassImplCollector<DeribitWebSocketClient>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for DeribitWebSocketClient

const NAME: &'static str = "DeribitWebSocketClient"

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 DeribitWebSocketClient

impl ExtractPyClassWithClone for DeribitWebSocketClient