nautilus_deribit/
factories.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//! Factory functions for creating Deribit clients and components.
17
18use std::{any::Any, cell::RefCell, rc::Rc};
19
20use nautilus_common::{
21    cache::Cache,
22    clients::{DataClient, ExecutionClient},
23    clock::Clock,
24};
25use nautilus_live::ExecutionClientCore;
26use nautilus_model::{
27    enums::{AccountType, OmsType},
28    identifiers::ClientId,
29};
30use nautilus_system::factories::{ClientConfig, DataClientFactory, ExecutionClientFactory};
31
32use crate::{
33    common::consts::DERIBIT_VENUE,
34    config::{DeribitDataClientConfig, DeribitExecClientConfig},
35    data::DeribitDataClient,
36    execution::DeribitExecutionClient,
37};
38
39impl ClientConfig for DeribitDataClientConfig {
40    fn as_any(&self) -> &dyn Any {
41        self
42    }
43}
44
45/// Factory for creating Deribit data clients.
46#[derive(Debug)]
47pub struct DeribitDataClientFactory;
48
49impl DeribitDataClientFactory {
50    /// Creates a new [`DeribitDataClientFactory`] instance.
51    #[must_use]
52    pub const fn new() -> Self {
53        Self
54    }
55}
56
57impl Default for DeribitDataClientFactory {
58    fn default() -> Self {
59        Self::new()
60    }
61}
62
63impl DataClientFactory for DeribitDataClientFactory {
64    fn create(
65        &self,
66        name: &str,
67        config: &dyn ClientConfig,
68        _cache: Rc<RefCell<Cache>>,
69        _clock: Rc<RefCell<dyn Clock>>,
70    ) -> anyhow::Result<Box<dyn DataClient>> {
71        let deribit_config = config
72            .as_any()
73            .downcast_ref::<DeribitDataClientConfig>()
74            .ok_or_else(|| {
75                anyhow::anyhow!(
76                    "Invalid config type for DeribitDataClientFactory. Expected DeribitDataClientConfig, was {config:?}",
77                )
78            })?
79            .clone();
80
81        let client_id = ClientId::from(name);
82        let client = DeribitDataClient::new(client_id, deribit_config)?;
83        Ok(Box::new(client))
84    }
85
86    fn name(&self) -> &'static str {
87        "DERIBIT"
88    }
89
90    fn config_type(&self) -> &'static str {
91        "DeribitDataClientConfig"
92    }
93}
94
95impl ClientConfig for DeribitExecClientConfig {
96    fn as_any(&self) -> &dyn Any {
97        self
98    }
99}
100
101/// Factory for creating Deribit execution clients.
102#[derive(Debug)]
103pub struct DeribitExecutionClientFactory;
104
105impl DeribitExecutionClientFactory {
106    /// Creates a new [`DeribitExecutionClientFactory`] instance.
107    #[must_use]
108    pub const fn new() -> Self {
109        Self
110    }
111}
112
113impl Default for DeribitExecutionClientFactory {
114    fn default() -> Self {
115        Self::new()
116    }
117}
118
119impl ExecutionClientFactory for DeribitExecutionClientFactory {
120    fn create(
121        &self,
122        name: &str,
123        config: &dyn ClientConfig,
124        cache: Rc<RefCell<Cache>>,
125    ) -> anyhow::Result<Box<dyn ExecutionClient>> {
126        let deribit_config = config
127            .as_any()
128            .downcast_ref::<DeribitExecClientConfig>()
129            .ok_or_else(|| {
130                anyhow::anyhow!(
131                    "Invalid config type for DeribitExecutionClientFactory. Expected DeribitExecClientConfig, was {config:?}",
132                )
133            })?
134            .clone();
135
136        // Deribit uses netting (derivatives only, no hedging)
137        let oms_type = OmsType::Netting;
138        let account_type = AccountType::Margin;
139
140        let client_id = ClientId::from(name);
141        let core = ExecutionClientCore::new(
142            deribit_config.trader_id,
143            client_id,
144            *DERIBIT_VENUE,
145            oms_type,
146            deribit_config.account_id,
147            account_type,
148            None, // base_currency
149            cache,
150        );
151
152        let client = DeribitExecutionClient::new(core, deribit_config)?;
153        Ok(Box::new(client))
154    }
155
156    fn name(&self) -> &'static str {
157        "DERIBIT"
158    }
159
160    fn config_type(&self) -> &'static str {
161        "DeribitExecClientConfig"
162    }
163}
164
165#[cfg(test)]
166mod tests {
167    use std::{cell::RefCell, rc::Rc};
168
169    use nautilus_common::{
170        cache::Cache, clock::TestClock, live::runner::set_data_event_sender, messages::DataEvent,
171    };
172    use nautilus_system::factories::{ClientConfig, DataClientFactory};
173    use rstest::rstest;
174
175    use super::*;
176    use crate::http::models::DeribitProductType;
177
178    fn setup_test_env() {
179        // Initialize data event sender for tests
180        let (sender, _receiver) = tokio::sync::mpsc::unbounded_channel::<DataEvent>();
181        set_data_event_sender(sender);
182    }
183
184    #[rstest]
185    fn test_deribit_data_client_factory_creation() {
186        let factory = DeribitDataClientFactory::new();
187        assert_eq!(factory.name(), "DERIBIT");
188        assert_eq!(factory.config_type(), "DeribitDataClientConfig");
189    }
190
191    #[rstest]
192    fn test_deribit_data_client_factory_default() {
193        let factory = DeribitDataClientFactory::new();
194        assert_eq!(factory.name(), "DERIBIT");
195    }
196
197    #[rstest]
198    fn test_deribit_data_client_config_implements_client_config() {
199        let config = DeribitDataClientConfig {
200            product_types: vec![DeribitProductType::Future],
201            ..Default::default()
202        };
203
204        let boxed_config: Box<dyn ClientConfig> = Box::new(config);
205        let downcasted = boxed_config
206            .as_any()
207            .downcast_ref::<DeribitDataClientConfig>();
208
209        assert!(downcasted.is_some());
210    }
211
212    #[rstest]
213    fn test_deribit_data_client_factory_creates_client() {
214        setup_test_env();
215
216        let factory = DeribitDataClientFactory::new();
217        let config = DeribitDataClientConfig {
218            product_types: vec![DeribitProductType::Future],
219            use_testnet: true,
220            ..Default::default()
221        };
222
223        let cache = Rc::new(RefCell::new(Cache::default()));
224        let clock = Rc::new(RefCell::new(TestClock::new()));
225
226        let result = factory.create("DERIBIT-TEST", &config, cache, clock);
227        assert!(result.is_ok());
228
229        let client = result.unwrap();
230        assert_eq!(client.client_id(), ClientId::from("DERIBIT-TEST"));
231    }
232}
nautilus_deribit/factories.rs

nautilus_deribit/
factories.rs
