Deribit¶

class DeribitBookSummary¶

Bases: object

Book summary snapshot for one instrument from public/get_book_summary_by_currency.

Numeric venue fields are retained as [Decimal] (no f64 round-trip). Convert from the wire DTO via [DeribitBookSummary::from_raw].

ask_iv¶

ask_price¶

base_currency¶

bid_iv¶

bid_price¶

creation_timestamp¶

classmethod decode_record_batch_py(metadata, py_batch)¶: Decodes a RecordBatch from a PyArrow batch into a list of instances. Class method: call via MarketTickData.decode_record_batch_py(metadata, batch).

delivery_price¶

encode_record_batch_py(items)¶: Encodes a batch of items to an Arrow RecordBatch. Returns a PyArrow RecordBatch using zero-copy C Data interface.

estimated_delivery_price¶

classmethod from_json(data)¶: Class method for JSON deserialization. Used by register_custom_data_class.

high¶

instrument_id¶

instrument_name¶

interest_rate¶

last_price¶

low¶

mark_iv¶

mark_price¶

mid_price¶

open_interest¶

open_interest_value¶

price_change¶

quote_currency¶

to_json()¶: Serializes to JSON string. Used by CustomData.to_json_bytes and PythonCustomDataWrapper.

ts_event¶

ts_init¶

underlying_index¶

underlying_price¶

volume¶

volume_btc¶

volume_notional¶

volume_usd¶

class DeribitCurrency¶

Bases: object

Deribit currency.

ANY = <DeribitCurrency.ANY: '5'>¶

BTC = <DeribitCurrency.BTC: '0'>¶

ETH = <DeribitCurrency.ETH: '1'>¶

EURR = <DeribitCurrency.EURR: '4'>¶

USDC = <DeribitCurrency.USDC: '2'>¶

USDT = <DeribitCurrency.USDT: '3'>¶

classmethod from_str(data)¶

name¶

value¶

static variants()¶

class DeribitDataClientConfig¶

Bases: object

Configuration for the Deribit data client.

auth_timeout_secs¶

auto_load_missing_instruments¶

base_url_http¶

base_url_ws¶

environment¶

has_proxy_url¶

heartbeat_interval_secs¶

http_timeout_secs¶

max_retries¶

product_types¶

retry_delay_initial_ms¶

retry_delay_max_ms¶

transport_backend¶

update_instruments_interval_mins¶

class DeribitDataClientFactory¶

Bases: object

Factory for creating Deribit data clients.

name()¶

class DeribitEnvironment¶

Bases: object

Deribit API environment.

MAINNET = DeribitEnvironment.MAINNET¶

TESTNET = DeribitEnvironment.TESTNET¶

classmethod from_str(data)¶

name¶

value¶

classmethod variants()¶

class DeribitExecClientConfig¶

Bases: object

Configuration for the Deribit execution client.

account_id¶

auth_timeout_secs¶

base_url_http¶

base_url_ws¶

environment¶

has_proxy_url¶

http_timeout_secs¶

max_retries¶

product_types¶

retry_delay_initial_ms¶

retry_delay_max_ms¶

trader_id¶

transport_backend¶

class DeribitExecutionClientFactory¶

Bases: object

Factory for creating Deribit execution clients.

name()¶

class DeribitProductType¶

Bases: object

Deribit product type.

FUTURE = <DeribitProductType.future: '0'>¶

FUTURE_COMBO = <DeribitProductType.future_combo: '3'>¶

OPTION = <DeribitProductType.option: '1'>¶

OPTION_COMBO = <DeribitProductType.option_combo: '4'>¶

SPOT = <DeribitProductType.spot: '2'>¶

classmethod from_str(data)¶

name¶

value¶

static variants()¶

class DeribitUpdateInterval¶

Bases: object

Deribit data stream update intervals.

Controls how frequently updates are sent for subscribed channels. Raw updates require authentication while aggregated updates are public.

AGG2 = <DeribitUpdateInterval.Agg2: '2'>¶

MS100 = <DeribitUpdateInterval.Ms100: '1'>¶

RAW = <DeribitUpdateInterval.Raw: '0'>¶

classmethod from_str(data)¶

name¶

value¶

static variants()¶

class DeribitVolatilityIndex¶

Bases: object

Deribit volatility index (DVOL) update.

Emitted from the deribit_volatility_index.{index_name} WebSocket channel.

classmethod decode_record_batch_py(metadata, py_batch)¶: Decodes a RecordBatch from a PyArrow batch into a list of instances. Class method: call via MarketTickData.decode_record_batch_py(metadata, batch).

encode_record_batch_py(items)¶: Encodes a batch of items to an Arrow RecordBatch. Returns a PyArrow RecordBatch using zero-copy C Data interface.

classmethod from_json(data)¶: Class method for JSON deserialization. Used by register_custom_data_class.

index_name¶

to_json()¶: Serializes to JSON string. Used by CustomData.to_json_bytes and PythonCustomDataWrapper.

ts_event¶

ts_init¶

volatility¶