1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51

use super::utils::http_get;
use crate::error::Result;
use std::collections::HashMap;

const BASE_URL: &str = "https://www.deribit.com/api/v2";

/// The RESTful client for Deribit.
///
/// Deribit has InverseFuture, InverseSwap and Option markets.
///
/// * WebSocket API doc: <https://docs.deribit.com/?shell#market-data>
/// * Trading at:
///     * Future <https://www.deribit.com/main#/futures>
///     * Option <https://www.deribit.com/main#/options>
pub struct DeribitRestClient {
    _api_key: Option<String>,
    _api_secret: Option<String>,
}

impl DeribitRestClient {
    pub fn new(api_key: Option<String>, api_secret: Option<String>) -> Self {
        DeribitRestClient {
            _api_key: api_key,
            _api_secret: api_secret,
        }
    }

    /// Get most recent trades.
    ///
    /// 100 trades are returned.
    ///
    /// For example: <https://www.deribit.com/api/v2/public/get_last_trades_by_instrument?count=100&instrument_name=BTC-PERPETUAL>
    pub fn fetch_trades(symbol: &str) -> Result<String> {
        gen_api!(format!(
            "/public/get_last_trades_by_instrument?count=100&instrument_name={}",
            symbol
        ))
    }

    /// Get the latest Level2 snapshot of orderbook.
    ///
    /// Top 2000 bids and asks are returned.
    ///
    /// For example: <https://www.deribit.com/api/v2/public/get_order_book?depth=2000&instrument_name=BTC-PERPETUAL>,
    pub fn fetch_l2_snapshot(symbol: &str) -> Result<String> {
        gen_api!(format!(
            "/public/get_order_book?depth=2000&instrument_name={}",
            symbol,
        ))
    }
}