Crate deribit_fix

Source
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§Deribit FIX Framework

Dual License Crates.io Downloads Documentation

Version: 0.2.0 | Status: Production Ready | Repository: https://github.com/joaquinbejar/deribit-fix

A comprehensive, production-ready FIX protocol client framework for Deribit cryptocurrency exchange. This library provides a complete, type-safe, and async foundation for building sophisticated trading applications that connect to Deribit using the FIX 4.4 protocol with custom extensions.

§🏗️ Project Status

Current Version: 0.2.0 - Feature Complete & Production Ready

This release represents a complete implementation of the Deribit FIX specification with:

  • ✅ Full FIX 4.4 protocol support with Deribit extensions
  • ✅ Complete trading operations (orders, positions, mass operations)
  • ✅ Real-time market data streaming and snapshots
  • ✅ Comprehensive session management and error handling
  • ✅ Production-grade connection management with SSL support
  • ✅ Extensive test suite with 90%+ coverage
  • ✅ Rich examples and documentation

§🚀 Quick Start

Add to your Cargo.toml:

[dependencies]
deribit-fix = "0.2.0"

Basic usage:

use deribit_fix::prelude::*;

#[tokio::main]
async fn main() -> Result<()> {
    let config = DeribitFixConfig::default()
        .with_credentials("your_key".to_string(), "your_secret".to_string())
        .with_heartbeat_interval(30);

    let mut client = DeribitFixClient::new(config).await?;
    client.connect().await?;
     
    // Start trading!
    let positions = client.get_positions().await?;
    println!("Current positions: {}", positions.len());
     
    client.disconnect().await?;
    Ok(())
}

§🌐 Supported Environments

EnvironmentRaw TCPSSL
Productionwww.deribit.com:9880www.deribit.com:9883
Testtest.deribit.com:9881test.deribit.com:9883

§🎯 Core Features

§📡 Session Management

  • Logon/Logout (A/5): Secure authentication with SHA256 + nonce
  • Heartbeat (0): Configurable keep-alive mechanism
  • Test Request (1): Connection health monitoring
  • Resend Request (2): Message recovery and gap filling
  • Sequence Reset (4): Sequence number management
  • Reject (3): Comprehensive error handling with detailed codes

§📈 Trading Operations

  • Order Management:
    • New Order Single (D) - Place orders with full parameter support
    • Order Cancel Request (F) - Cancel individual orders
    • Order Cancel/Replace Request (G) - Modify existing orders
  • Mass Operations:
    • Order Mass Cancel Request (q) - Cancel multiple orders
    • Order Mass Status Request (AF) - Bulk order status queries
  • Execution Reports: Real-time order status updates and fill notifications
  • Position Management:
    • Request For Positions (AN) - Query current positions
    • Position Report (AP) - Real-time position updates

§📊 Market Data

  • Real-time Streaming:
    • Market Data Request (V) - Subscribe to live data feeds
    • Market Data Snapshot/Full Refresh (W) - Complete market snapshots
    • Market Data Incremental Refresh (X) - Efficient incremental updates
  • Security Information:
    • Security List Request (x) - Available instruments
    • Security Definition Request (c) - Detailed instrument specifications
    • Security Status Request (e) / Security Status (f) - Instrument status updates

§💼 Advanced Trading Features

  • Market Making:
    • Mass Quote (i) - Bulk quote submission
    • Quote Request (R) - Request for quotes
    • Quote Cancel (Z) - Quote cancellation
  • RFQ (Request for Quote) System:
    • RFQ Request (AH) - Submit RFQ requests
    • Quote Status Report (AI) - Quote status updates
  • Risk Management:
    • MMProtection Limits (MM) - Market maker protection
    • MMProtection Reset (MZ) - Reset protection limits
  • Trade Reporting:
    • TradeCaptureReportRequest (AD) - Request trade reports
    • TradeCaptureReport (AE) - Trade execution reports

§🔐 Security & Authentication

  • SHA256 Authentication: Secure credential-based authentication
  • Application Registration: Support for registered apps with DeribitAppSig
  • Cancel on Disconnect: Automatic order cancellation on connection loss
  • User Management: User Request (BE) / User Response (BF)
  • SSL/TLS Support: Encrypted connections for production environments

§⚡ Technical Architecture

§🏗️ Built on Modern Rust

  • Rust 2024 Edition: Latest language features and performance
  • Async/Await: Full async support with Tokio runtime
  • Type Safety: Zero-cost abstractions with compile-time guarantees
  • Memory Safety: No segfaults, buffer overflows, or memory leaks

§🔌 Connection Management

  • Automatic Reconnection: Configurable backoff strategies
  • Connection Pooling: Efficient resource utilization
  • Timeout Handling: Robust timeout management
  • SSL/TLS Support: Production-grade encrypted connections

§🎯 Message Processing

  • FIX Protocol Compliance: Full FIX 4.4 with Deribit extensions
  • Message Validation: Comprehensive parsing and validation
  • Sequence Management: Automatic sequence number handling
  • Gap Detection: Automatic message gap detection and recovery

§🛡️ Error Handling

  • Detailed Error Types: Comprehensive error classification
  • Context Preservation: Rich error context for debugging
  • Recovery Strategies: Automatic recovery from transient errors
  • Logging Integration: Structured logging with tracing support

§📚 Examples & Documentation

The framework includes comprehensive examples covering all major use cases:

§🔧 Basic Examples

  • Basic Client (examples/basic/): Simple client setup and connection
  • Login Test (examples/session/login_test.rs): Authentication examples
  • Heartbeat (examples/session/heartbeat_example.rs): Keep-alive handling

§📊 Trading Examples

  • Order Management (examples/order_management/): Complete order lifecycle
  • Position Management (examples/position_management/): Position tracking
  • Market Data (examples/market_data/): Real-time data streaming

§🚨 Advanced Examples

  • Error Handling (examples/error_handling/): Comprehensive error scenarios
  • Session Management (examples/session/session_management.rs): Advanced session handling
  • Test Requests (examples/session/test_request_example.rs): Connection monitoring
  • Resend Requests (examples/session/resend_request_example.rs): Message recovery

§🧪 Testing & Quality

§🔬 Comprehensive Test Suite

  • Unit Tests: 100+ unit tests covering all modules
  • Integration Tests: End-to-end scenarios with mock servers
  • Coverage: 90%+ code coverage with detailed reports
  • Continuous Integration: Automated testing on multiple platforms

§📊 Quality Assurance

  • Clippy Linting: Strict code quality enforcement
  • Rustfmt: Consistent code formatting
  • Documentation: 100% public API documentation
  • Benchmarks: Performance regression testing

§📦 Installation & Setup

§Prerequisites

  • Rust 1.75+ (specified in rust-toolchain.toml)
  • Tokio async runtime
  • Valid Deribit API credentials

§Build Commands

# Standard build
cargo build

# Release build (recommended for production)
cargo build --release

# Run tests
cargo test

# Run examples
cargo run --example basic_client

§🚀 Performance

  • Low Latency: Optimized for high-frequency trading
  • Memory Efficient: Zero-copy message parsing where possible
  • Async I/O: Non-blocking network operations
  • Connection Pooling: Efficient resource utilization

§🛠️ Development Tools

The project includes comprehensive development tooling:

# Format code
make fmt

# Lint code
make lint

# Run tests
make test

# Generate documentation
make doc

# Run benchmarks
make bench

§⚠️ Important Notes

  • Testing Required: Always test with demo account before live trading
  • Risk Management: Implement proper risk controls in your application
  • Rate Limits: Respect Deribit’s API rate limits
  • Error Handling: Implement robust error handling for production use

§📄 License & Disclaimer

Licensed under MIT License. This software is not officially associated with Deribit. Trading financial instruments carries risk - use at your own discretion.

Re-exports§

pub use client::DeribitFixClient;
pub use config::DeribitFixConfig;
pub use error::DeribitFixError;
pub use error::Result;
pub use message::admin::*;
pub use model::*;

Modules§

client
FIX client module
config
Configuration module for the Deribit FIX client
connection
Connection management module
constants
FIX protocol constants
error
Error types for the Deribit FIX framework
message
FIX message parsing and construction
model
FIX message models and data structures
prelude
Re-export commonly used types for convenience
session
FIX session management module