#trading #api-client #api-bindings #subscription #communication #websocket #ws

deribit

Rust client for deribit. Please look at tests/examples for detailed usages.

15 releases

0.3.3 Apr 2, 2023
0.3.2 Apr 17, 2021
0.3.0 Aug 10, 2020
0.2.1 Jul 22, 2020
0.1.2 Apr 28, 2019

#2 in #ws

Download history 22/week @ 2024-07-01 73/week @ 2024-07-29

73 downloads per month

MIT license

120KB
3.5K SLoC

Deribit API V2 Client for Rust Language

CI Latest Version Rustc Version nightly license keybase logo btc

Use this library for trading at your own risk.

The current plan is to only implement the websocket communication, which includes call api through websocket and websocket subscription. I will first implement these APIs used for my own trading purpose, however, if you want some APIs to be prioritly implemented please open an issue or just throw me a PR (this is more welcome :P).

Basic usage

// This will give you a Deribit instance, which the only purpose is to create connection.
let drb = deribit::DeribitBuilder::default().build().expect("Cannot create deribit client");

// "Deribit::connect" will connect to the deribit server with websocket as well as
// spin up a task in the backgroud polling message and dispatch them to subscription channel or RPC channel respectively.
// "Deribit::connect" returns a "(DeribitAPIClient, DeribitSubscriptionClient)" tuple, where
// the former is used for sending out RPC requests, and the later is used for receiving notifications.
let (mut client, mut subscription) = drb.connect().await?;

// All the request models reside in "deribit::models" module, with the
// naming convention of "camelCase(method)+Request", e.g. "/public/test" would be
// "TestRequest" in deribit-rs.
let req = deribit::models::TestRequest::default();

// Calls to deribit server is made by giving "DeribitAPIClient::call" the request object.
// The return type of "DeribitAPIClient::call" is "impl Future<Output=impl Future<Output=R>>", 
// where the first layer future denotes the send process, and the second one denotes the receive process. This brings
// fine grained control of the communication. The response type "R" depends on your request, with similar naming convention: 
// "TestRequest" will have "TestResponse".
let _ = client.call(req).await?.await?;

// Subscription is made by calling with "PublicSubscribeRequest" or "PrivateSubscribeRequest".
let req = PublicSubscribeRequest::new(&["book.BTC-PERPETUAL.raw".into()]);

// You can avoid the second ".await" to save some time - no worries, the request will still be received by the deribit server.
let _ = client.call(req).await?;

// In order to get your subscriptions, just poll the subscription stream. The "DeribitSubscriptionClient" implements the "futures::Stream" trait.
while let Some(message) = subscription.next().await {
    println!("Subscription message received {:?}", message);
}

Implementation Status

  • Authentication
    • /public/auth
    • /public/exchange_token
    • /public/fork_token
    • /private/logout
  • Session Management
    • /public/set_heartbeat
    • /public/disable_heartbeat
    • /private/enable_cancel_on_disconnect
    • /private/disable_cancel_on_disconnect
    • /private/get_cancel_on_disconnect
  • Supporting
    • /public/get_time
    • /public/hello
    • /public/test
  • Subscription Management
    • /public/subscribe
    • /public/unsubscribe
    • /private/subscribe
    • /private/unsubscribe
  • Account Management
    • /public/get_announcements
    • /private/change_api_key_name
    • /private/change_scope_in_api_key
    • /private/change_subaccount_name
    • /private/create_api_key
    • /private/create_subaccount
    • /private/disable_api_key
    • /private/disable_tfa_for_subaccount
    • /private/enable_api_key
    • /private/get_account_summary
    • /private/get_email_language
    • /private/get_new_announcements
    • /private/get_position
    • /private/get_positions
    • /private/get_subaccounts
    • /private/list_api_keys
    • /private/remove_api_key
    • /private/reset_api_key
    • /private/set_announcement_as_read
    • /private/set_api_key_as_default
    • /private/set_email_for_subaccount
    • /private/set_email_language
    • /private/set_password_for_subaccount
    • /private/toggle_notifications_from_subaccount
    • /private/toggle_subaccount_login
  • Block Trading
    • /private/execute_block_trade
    • /private/get_block_trade
    • /private/get_last_block_trades_by_currency
    • /private/invalidate_block_trade_signature
    • /private/verify_block_trade
  • Trading
    • /private/buy
    • /private/sell
    • /private/edit
    • /private/cancel
    • /private/cancel_all
    • /private/cancel_all_by_currency
    • /private/cancel_all_by_instrument
    • /private/cancel_by_label
    • /private/close_position
    • /private/get_margins
    • /private/get_open_orders_by_currency
    • /private/get_open_orders_by_instrument
    • /private/get_order_history_by_currency
    • /private/get_order_history_by_instrument
    • /private/get_order_margin_by_ids
    • /private/get_order_state
    • /private/get_stop_order_history
    • /private/get_user_trades_by_currency
    • /private/get_user_trades_by_currency_and_time
    • /private/get_user_trades_by_instrument
    • /private/get_user_trades_by_instrument_and_time
    • /private/get_user_trades_by_order
    • /private/get_settlement_history_by_instrument
    • /private/get_settlement_history_by_currency
  • Market Data
    • /public/get_book_summary_by_currency
    • /public/get_book_summary_by_instrument
    • /public/get_contract_size
    • /public/get_currencies
    • /public/get_funding_chart_data
    • /public/get_funding_rate_history
    • /public/get_funding_rate_value
    • /public/get_historical_volatility
    • /public/get_index
    • /public/get_instruments
    • /public/get_last_settlements_by_currency
    • /public/get_last_settlements_by_instrument
    • /public/get_last_trades_by_currency
    • /public/get_last_trades_by_currency_and_time
    • /public/get_last_trades_by_instrument
    • /public/get_last_trades_by_instrument_and_time
    • /public/get_order_book
    • /public/get_trade_volumes
    • /public/get_tradingview_chart_data
    • /public/ticker
  • Wallet
    • /private/cancel_transfer_by_id
    • /private/cancel_withdrawal
    • /private/create_deposit_address
    • /private/get_current_deposit_address
    • /private/get_deposits
    • /private/get_transfers
    • /private/get_withdrawals
    • /private/submit_transfer_to_subaccount
    • /private/submit_transfer_to_user
    • /private/withdraw
  • Subscriptions
    • announcements
    • book.{instrument_name}.{group}.{depth}.{interval}
    • book.{instrument_name}.{interval}
    • chart.trades.{instrument_name}.{resolution}
    • deribit_price_index.{index_name}
    • deribit_price_ranking.{index_name}
    • estimated_expiration_price.{index_name}
    • markprice.options.{index_name}
    • perpetual.{instrument_name}.{interval}
    • platform_state
    • quote.{instrument_name}
    • ticker.{instrument_name}.{interval}
    • trades.{instrument_name}.{interval}
    • trades.{kind}.{currency}.{interval}
    • user.changes.{instrument_name}.{interval}
    • user.changes.{kind}.{currency}.{interval}
    • user.orders.{instrument_name}.{interval}
    • user.orders.{kind}.{currency}.{interval}
    • user.portfolio.{currency}
    • user.trades.{instrument_name}.{interval}
    • user.trades.{kind}.{currency}.{interval}

Donate

donationqr

16PeVqncfWoQ94M4pxnitkYnnW8agQBBZB

Dependencies

~10–21MB
~306K SLoC