Struct Session

pub struct Session { /* private fields */ }

FIX session manager

Implementations

impl Session

pub fn new( config: &DeribitFixConfig, connection: Arc<Mutex<Connection>>, ) -> Result<Self>

Create a new FIX session

pub fn set_connection(&mut self, connection: Arc<Mutex<Connection>>)

Set the connection for this session

pub fn get_state(&self) -> SessionState

Get the current session state

pub async fn logon(&mut self) -> Result<()>

Perform FIX logon

pub async fn logout(&mut self) -> Result<()>

Perform FIX logout

pub async fn logout_with_options( &mut self, text: Option<String>, dont_cancel_on_disconnect: Option<bool>, ) -> Result<()>

Perform FIX logout with optional parameters

pub async fn send_heartbeat( &mut self, test_req_id: Option<String>, ) -> Result<()>

Send a heartbeat message

pub async fn send_new_order(&mut self, order: NewOrderRequest) -> Result<String>

Send a new order

pub async fn cancel_order(&mut self, order_id: String) -> Result<()>

Cancel an order

Arguments

• order_id - The order identifier (OrigClOrdID) to cancel
• symbol - Optional instrument symbol. Required when canceling by ClOrdID or DeribitLabel, but not required when using OrigClOrdID (fastest approach)
• currency - Optional currency to speed up search when using ClOrdID or DeribitLabel

pub async fn cancel_order_with_symbol( &mut self, order_id: String, symbol: Option<String>, ) -> Result<()>

Cancel an order with optional symbol specification

According to Deribit FIX documentation:

• Canceling by OrigClOrdId is fastest and recommended when possible
• Symbol is required only when OrigClOrdId is absent (canceling by ClOrdID or DeribitLabel)
• Currency can optionally speed up searches by DeribitLabel or ClOrdID

Arguments

• order_id - The order identifier (OrigClOrdID) to cancel
• symbol - Optional instrument symbol (e.g., “BTC-PERPETUAL”)
• currency - Optional currency to speed up search

pub async fn subscribe_market_data(&mut self, symbol: String) -> Result<()>

Subscribe to market data

pub async fn request_positions(&mut self) -> Result<Vec<Position>>

Request positions asynchronously

pub fn generate_auth_data( &self, access_secret: &str, ) -> Result<(String, String)>

Generate authentication data according to Deribit FIX specification Returns (raw_data, base64_password_hash)

pub fn state(&self) -> SessionState

Get current session state

pub fn set_state(&mut self, state: SessionState)

Set session state (for testing)

pub async fn receive_and_process_message( &mut self, ) -> Result<Option<FixMessage>>

Receive and process a FIX message from the connection