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Module messages

Module messages 

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Data structures for Deribit WebSocket JSON-RPC messages.

Re-exports§

pub use crate::common::enums::DeribitInstrumentState;
pub use crate::common::rpc::DeribitJsonRpcError;
pub use crate::common::rpc::DeribitJsonRpcRequest;
pub use crate::common::rpc::DeribitJsonRpcResponse;

Structs§

DeribitAuthParams
Authentication request parameters for client_signature grant.
DeribitAuthResult
Authentication response result.
DeribitBookLevel
Parsed order book level.
DeribitBookMsg
Order book data from book.{instrument}.{interval} or book.{instrument}.{group}.{depth}.{interval} channels.
DeribitCancelAllByInstrumentParams
Cancel all orders parameters for private/cancel_all_by_instrument request.
DeribitCancelParams
Cancel order parameters for private/cancel request.
DeribitChartMsg
Example: {"tick":1767199200000,"open":87699.5,"high":87699.5,"low":87699.5,"close":87699.5,"volume":1.1403e-4,"cost":10.0,"status":"ok"}
DeribitEditParams
Edit order parameters for private/edit request.
DeribitGetOrderStateParams
Get order state parameters for private/get_order_state request.
DeribitGreeks
Greeks for options.
DeribitHeartbeatData
Heartbeat notification data.
DeribitHeartbeatParams
Heartbeat enable request parameters.
DeribitInstrumentStateMsg
Instrument state notification from instrument.state.{kind}.{currency} channel.
DeribitOrderMsg
Order message structure from Deribit.
DeribitOrderParams
Order parameters for private/buy and private/sell requests.
DeribitOrderResponse
Order response from buy/sell/edit operations.
DeribitPerpetualMsg
Deribit perpetual interest rate message.
DeribitPortfolioMsg
Portfolio/margin message from user.portfolio subscription.
DeribitQuoteMsg
Quote data from quote.{instrument} channel.
DeribitRefreshTokenParams
Token refresh request parameters.
DeribitSubscribeParams
Subscription request parameters.
DeribitSubscribeResult
Subscription response result.
DeribitSubscriptionNotification
JSON-RPC subscription notification from Deribit.
DeribitSubscriptionParams
Subscription notification parameters.
DeribitTickerMsg
Ticker data from ticker.{instrument}.raw channel.
DeribitTradeMsg
Trade data from trades.{instrument}.raw channel.
DeribitUserTradeMsg
User trade message from Deribit.
DeribitWebSocketError
Deribit WebSocket error for external consumers.

Enums§

DeribitChartStatus
Chart/OHLC bar data from chart.trades.{instrument}.{resolution} channel.
DeribitWsMessage
Raw Deribit WebSocket message variants.
NautilusWsMessage
Normalized Nautilus domain message after parsing.

Functions§

extract_instrument_from_channel
Extracts the instrument name from a channel string.
parse_raw_message
Parses a raw JSON message into a DeribitWsMessage.