DeribitWebSocketClient

Struct DeribitWebSocketClient 

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pub struct DeribitWebSocketClient { /* private fields */ }
Expand description

WebSocket client for connecting to Deribit.

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impl DeribitWebSocketClient

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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.

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

Creates a new public (unauthenticated) client.

§Errors

Returns an error if initialization fails.

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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.

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pub fn is_active(&self) -> bool

Returns whether the client is actively connected.

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pub fn is_closed(&self) -> bool

Returns whether the client is closed.

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pub fn cancel_all_requests(&self)

Cancel all pending WebSocket requests.

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pub fn cancellation_token(&self) -> &CancellationToken

Returns the cancellation token for this client.

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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.

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

Caches instruments for use during message parsing.

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pub fn cache_instrument(&self, instrument: InstrumentAny)

Caches a single instrument.

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pub async fn connect(&mut self) -> Result<()>

Connects to the Deribit WebSocket API.

§Errors

Returns an error if the connection fails.

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pub async fn close(&self) -> DeribitWsResult<()>

Closes the WebSocket connection.

§Errors

Returns an error if the close operation fails.

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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.

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pub fn has_credentials(&self) -> bool

Returns whether the client has credentials configured.

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pub fn is_authenticated(&self) -> bool

Returns whether the client is authenticated.

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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
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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.

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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.

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pub async fn access_token(&self) -> Option<String>

Returns the current access token if available.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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pub async fn unsubscribe_quotes( &self, instrument_id: InstrumentId, ) -> DeribitWsResult<()>

Unsubscribes from quote updates for an instrument.

§Errors

Returns an error if unsubscription fails.

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pub async fn subscribe(&self, channels: Vec<String>) -> DeribitWsResult<()>

Subscribes to multiple channels at once.

§Errors

Returns an error if subscription fails.

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pub async fn unsubscribe(&self, channels: Vec<String>) -> DeribitWsResult<()>

Unsubscribes from multiple channels at once.

§Errors

Returns an error if unsubscription fails.

Trait Implementations§

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impl Clone for DeribitWebSocketClient

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fn clone(&self) -> DeribitWebSocketClient

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for DeribitWebSocketClient

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

Formats the value using the given formatter. Read more

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