Struct DeribitRestClient

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pub struct DeribitRestClient { /* private fields */ }

Expand description

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
Rate Limits: https://www.deribit.com/pages/information/rate-limits
- Each sub-account has a rate limit of 20 requests per second

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impl DeribitRestClient

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pub fn new(api_key: Option<String>, api_secret: Option<String>) -> Self

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pub fn fetch_trades(symbol: &str) -> Result<String, Error>

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

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pub fn fetch_l2_snapshot(symbol: &str) -> Result<String, Error>

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,

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pub fn fetch_open_interest(symbol: Option<&str>) -> Result<String, Error>

Get open interest.

For example:

Auto Trait Implementations§

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impl UnwindSafe for DeribitRestClient

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