Expand description
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§
- Deribit
Auth Params - Authentication request parameters for client_signature grant.
- Deribit
Auth Result - Authentication response result.
- Deribit
Book Level - Parsed order book level.
- Deribit
Book Msg - Order book data from book.{instrument}.{interval} or book.{instrument}.{group}.{depth}.{interval} channels.
- Deribit
Cancel AllBy Instrument Params - Cancel all orders parameters for private/cancel_all_by_instrument request.
- Deribit
Cancel Params - Cancel order parameters for private/cancel request.
- Deribit
Chart Msg - Example:
{"tick":1767199200000,"open":87699.5,"high":87699.5,"low":87699.5,"close":87699.5,"volume":1.1403e-4,"cost":10.0,"status":"ok"} - Deribit
Edit Params - Edit order parameters for private/edit request.
- Deribit
GetOrder State Params - Get order state parameters for private/get_order_state request.
- Deribit
Greeks - Greeks for options.
- Deribit
Heartbeat Data - Heartbeat notification data.
- Deribit
Heartbeat Params - Heartbeat enable request parameters.
- Deribit
Instrument State Msg - Instrument state notification from
instrument.state.{kind}.{currency}channel. - Deribit
Order Msg - Order message structure from Deribit.
- Deribit
Order Params - Order parameters for private/buy and private/sell requests.
- Deribit
Order Response - Order response from buy/sell/edit operations.
- Deribit
Perpetual Msg - Deribit perpetual interest rate message.
- Deribit
Portfolio Msg - Portfolio/margin message from user.portfolio subscription.
- Deribit
Quote Msg - Quote data from quote.{instrument} channel.
- Deribit
Refresh Token Params - Token refresh request parameters.
- Deribit
Subscribe Params - Subscription request parameters.
- Deribit
Subscribe Result - Subscription response result.
- Deribit
Subscription Notification - JSON-RPC subscription notification from Deribit.
- Deribit
Subscription Params - Subscription notification parameters.
- Deribit
Ticker Msg - Ticker data from ticker.{instrument}.raw channel.
- Deribit
Trade Msg - Trade data from trades.{instrument}.raw channel.
- Deribit
User Trade Msg - User trade message from Deribit.
- Deribit
WebSocket Error - Deribit WebSocket error for external consumers.
Enums§
- Deribit
Chart Status - Chart/OHLC bar data from chart.trades.{instrument}.{resolution} channel.
- Deribit
WsMessage - Raw Deribit WebSocket message variants.
- Nautilus
WsMessage - 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.