parse_instrument_kind_currency

nautilus_deribit::common::parse

Function parse_instrument_kind_currency 

Source 
pub fn parse_instrument_kind_currency(
    instrument_id: &InstrumentId,
) -> (String, String)
Expand description

Parses a Deribit instrument ID into kind and currency for WebSocket channel subscription.

Deribit instrument naming conventions (per Deribit docs):

  • Future: {CURRENCY}-{DMMMYY} (e.g., “BTC-25MAR23”, “BTC-5AUG23”)
  • Perpetual: {CURRENCY}-PERPETUAL (e.g., “BTC-PERPETUAL”)
  • Option: {CURRENCY}-{DMMMYY}-{STRIKE}-{C|P} (e.g., “BTC-25MAR23-420-C”, “BTC-5AUG23-580-P”)
  • Linear Option: {BASE}_{QUOTE}-{DMMMYY}-{STRIKE}-{C|P} (e.g., “XRP_USDC-30JUN23-0d625-C”)
    • Note: d is used as decimal point for decimal strikes (0d625 = 0.625)
  • Spot: {BASE}_{QUOTE} (e.g., “BTC_USDC”)

Returns (kind, currency) tuple for instrument.state.{kind}.{currency} channel.

Valid kinds: future, option, spot, future_combo, option_combo, any Valid currencies: BTC, ETH, USDC, USDT, EURR, any