Crate nautilus_deribit 

NautilusTrader adapter for the Deribit cryptocurrency exchange.

The nautilus-deribit crate provides client bindings (HTTP & WebSocket), data models and helper utilities that wrap the official Deribit API v2.

Deribit uses JSON-RPC 2.0 over both HTTP and WebSocket transports (not REST). WebSocket is preferred for subscriptions and real-time data.

The official Deribit API reference can be found at https://docs.deribit.com/v2/.

Platform

NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.

NautilusTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.

Feature Flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.

• python: Enables Python bindings from PyO3.
• extension-module: Builds as a Python extension module (used with python).

Modules

common

Common types and utilities for the Deribit adapter.

config

Configuration structures for the Deribit adapter.

data

Live market data client implementation for the Deribit adapter.

execution

Live execution client implementation for the Deribit adapter.

factories

Factory functions for creating Deribit clients and components.

http

Deribit HTTP client implementation using JSON-RPC 2.0.

python

Python bindings from pyo3.

websocket

Deribit WebSocket client implementation using JSON-RPC 2.0.