Module messages

Module messages 

Source
Expand description

Data structures for Deribit WebSocket JSON-RPC messages.

Re-exports§

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}.raw channel.
DeribitChartMsg
Chart/OHLC bar data from chart.trades.{instrument}.{resolution} channel.
DeribitGreeks
Greeks for options.
DeribitHeartbeatData
Heartbeat notification data.
DeribitHeartbeatParams
Heartbeat enable request parameters.
DeribitInstrumentStateIter
An iterator over the variants of DeribitInstrumentState
DeribitInstrumentStateMsg
Instrument state notification from instrument.state.{kind}.{currency} channel.
DeribitPerpetualMsg
Deribit perpetual interest rate message.
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.
DeribitWebSocketError
Deribit WebSocket error for external consumers.

Enums§

DeribitInstrumentState
Instrument lifecycle state from Deribit.
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.