nautilus_deribit/
config.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Configuration structures for the Deribit adapter.
17
18use nautilus_model::identifiers::{AccountId, TraderId};
19
20use crate::{
21    common::urls::{get_http_base_url, get_ws_url},
22    http::models::DeribitProductType,
23};
24
25/// Configuration for the Deribit data client.
26#[derive(Clone, Debug)]
27pub struct DeribitDataClientConfig {
28    /// Optional API key for authenticated endpoints.
29    pub api_key: Option<String>,
30    /// Optional API secret for authenticated endpoints.
31    pub api_secret: Option<String>,
32    /// Product types to load (e.g., Future, Option, Spot).
33    pub product_types: Vec<DeribitProductType>,
34    /// Optional override for the HTTP base URL.
35    pub base_url_http: Option<String>,
36    /// Optional override for the WebSocket URL.
37    pub base_url_ws: Option<String>,
38    /// When true the client will use Deribit testnet endpoints.
39    pub use_testnet: bool,
40    /// Optional HTTP timeout in seconds.
41    pub http_timeout_secs: Option<u64>,
42    /// Optional maximum retry attempts for requests.
43    pub max_retries: Option<u32>,
44    /// Optional initial retry delay in milliseconds.
45    pub retry_delay_initial_ms: Option<u64>,
46    /// Optional maximum retry delay in milliseconds.
47    pub retry_delay_max_ms: Option<u64>,
48    /// Optional heartbeat interval in seconds for WebSocket connection.
49    pub heartbeat_interval_secs: Option<u64>,
50    /// Optional interval for refreshing instruments (in minutes).
51    pub update_instruments_interval_mins: Option<u64>,
52}
53
54impl Default for DeribitDataClientConfig {
55    fn default() -> Self {
56        Self {
57            api_key: None,
58            api_secret: None,
59            product_types: vec![DeribitProductType::Future],
60            base_url_http: None,
61            base_url_ws: None,
62            use_testnet: false,
63            http_timeout_secs: Some(60),
64            max_retries: Some(3),
65            retry_delay_initial_ms: Some(1_000),
66            retry_delay_max_ms: Some(10_000),
67            heartbeat_interval_secs: Some(30),
68            update_instruments_interval_mins: Some(60),
69        }
70    }
71}
72
73impl DeribitDataClientConfig {
74    /// Creates a new configuration with default settings.
75    #[must_use]
76    pub fn new() -> Self {
77        Self::default()
78    }
79
80    /// Returns `true` when API credentials are available (in config or env vars).
81    #[must_use]
82    pub fn has_api_credentials(&self) -> bool {
83        let (key_env, secret_env) = if self.use_testnet {
84            ("DERIBIT_TESTNET_API_KEY", "DERIBIT_TESTNET_API_SECRET")
85        } else {
86            ("DERIBIT_API_KEY", "DERIBIT_API_SECRET")
87        };
88
89        let has_key = self.api_key.is_some() || std::env::var(key_env).is_ok();
90        let has_secret = self.api_secret.is_some() || std::env::var(secret_env).is_ok();
91        has_key && has_secret
92    }
93
94    /// Returns the HTTP base URL, falling back to the default when unset.
95    #[must_use]
96    pub fn http_base_url(&self) -> String {
97        self.base_url_http
98            .clone()
99            .unwrap_or_else(|| get_http_base_url(self.use_testnet).to_string())
100    }
101
102    /// Returns the WebSocket URL, respecting the testnet flag and overrides.
103    #[must_use]
104    pub fn ws_url(&self) -> String {
105        self.base_url_ws
106            .clone()
107            .unwrap_or_else(|| get_ws_url(self.use_testnet).to_string())
108    }
109}
110
111/// Configuration for the Deribit execution client.
112#[derive(Clone, Debug)]
113pub struct DeribitExecClientConfig {
114    /// The trader ID for this client.
115    pub trader_id: TraderId,
116    /// The account ID for this client.
117    pub account_id: AccountId,
118    /// Optional API key for authenticated endpoints.
119    pub api_key: Option<String>,
120    /// Optional API secret for authenticated endpoints.
121    pub api_secret: Option<String>,
122    /// Product types to load (e.g., Future, Option, Spot).
123    pub product_types: Vec<DeribitProductType>,
124    /// Optional override for the HTTP base URL.
125    pub base_url_http: Option<String>,
126    /// Optional override for the WebSocket URL.
127    pub base_url_ws: Option<String>,
128    /// When true the client will use Deribit testnet endpoints.
129    pub use_testnet: bool,
130    /// Optional HTTP timeout in seconds.
131    pub http_timeout_secs: Option<u64>,
132    /// Optional maximum retry attempts for requests.
133    pub max_retries: Option<u32>,
134    /// Optional initial retry delay in milliseconds.
135    pub retry_delay_initial_ms: Option<u64>,
136    /// Optional maximum retry delay in milliseconds.
137    pub retry_delay_max_ms: Option<u64>,
138}
139
140impl Default for DeribitExecClientConfig {
141    fn default() -> Self {
142        Self {
143            trader_id: TraderId::default(),
144            account_id: AccountId::from("DERIBIT-001"),
145            api_key: None,
146            api_secret: None,
147            product_types: vec![DeribitProductType::Future],
148            base_url_http: None,
149            base_url_ws: None,
150            use_testnet: false,
151            http_timeout_secs: Some(60),
152            max_retries: Some(3),
153            retry_delay_initial_ms: Some(1_000),
154            retry_delay_max_ms: Some(10_000),
155        }
156    }
157}
158
159impl DeribitExecClientConfig {
160    /// Creates a new configuration with default settings.
161    #[must_use]
162    pub fn new(trader_id: TraderId, account_id: AccountId) -> Self {
163        Self {
164            trader_id,
165            account_id,
166            ..Default::default()
167        }
168    }
169
170    /// Returns `true` when API credentials are available (in config or env vars).
171    #[must_use]
172    pub fn has_api_credentials(&self) -> bool {
173        let (key_env, secret_env) = if self.use_testnet {
174            ("DERIBIT_TESTNET_API_KEY", "DERIBIT_TESTNET_API_SECRET")
175        } else {
176            ("DERIBIT_API_KEY", "DERIBIT_API_SECRET")
177        };
178
179        let has_key = self.api_key.is_some() || std::env::var(key_env).is_ok();
180        let has_secret = self.api_secret.is_some() || std::env::var(secret_env).is_ok();
181        has_key && has_secret
182    }
183
184    /// Returns the HTTP base URL, falling back to the default when unset.
185    #[must_use]
186    pub fn http_base_url(&self) -> String {
187        self.base_url_http
188            .clone()
189            .unwrap_or_else(|| get_http_base_url(self.use_testnet).to_string())
190    }
191
192    /// Returns the WebSocket URL, respecting the testnet flag and overrides.
193    #[must_use]
194    pub fn ws_url(&self) -> String {
195        self.base_url_ws
196            .clone()
197            .unwrap_or_else(|| get_ws_url(self.use_testnet).to_string())
198    }
199}
200
201#[cfg(test)]
202mod tests {
203    use rstest::rstest;
204
205    use super::*;
206
207    #[rstest]
208    fn test_default_config() {
209        let config = DeribitDataClientConfig::default();
210        assert!(!config.use_testnet);
211        assert_eq!(config.product_types.len(), 1);
212        assert_eq!(config.http_timeout_secs, Some(60));
213    }
214
215    #[rstest]
216    fn test_http_base_url_default() {
217        let config = DeribitDataClientConfig::default();
218        assert_eq!(config.http_base_url(), "https://www.deribit.com");
219    }
220
221    #[rstest]
222    fn test_http_base_url_testnet() {
223        let config = DeribitDataClientConfig {
224            use_testnet: true,
225            ..Default::default()
226        };
227        assert_eq!(config.http_base_url(), "https://test.deribit.com");
228    }
229
230    #[rstest]
231    fn test_ws_url_default() {
232        let config = DeribitDataClientConfig::default();
233        assert_eq!(config.ws_url(), "wss://www.deribit.com/ws/api/v2");
234    }
235
236    #[rstest]
237    fn test_ws_url_testnet() {
238        let config = DeribitDataClientConfig {
239            use_testnet: true,
240            ..Default::default()
241        };
242        assert_eq!(config.ws_url(), "wss://test.deribit.com/ws/api/v2");
243    }
244
245    #[rstest]
246    fn test_has_api_credentials_in_config() {
247        let config = DeribitDataClientConfig {
248            api_key: Some("test_key".to_string()),
249            api_secret: Some("test_secret".to_string()),
250            ..Default::default()
251        };
252        assert!(config.has_api_credentials());
253    }
254}
nautilus_deribit/config.rs

nautilus_deribit/
config.rs
