Crate deribit_websocket

Deribit WebSocket Client

A high-performance, production-ready WebSocket client for the Deribit cryptocurrency derivatives exchange. This crate provides comprehensive real-time market data streaming, trading operations, and account management through Deribit’s WebSocket API v2.

Features

• 🔌 WebSocket Connection Management - Robust connection handling with automatic reconnection and heartbeat
• 📡 JSON-RPC Protocol - Complete JSON-RPC 2.0 implementation for Deribit API
• 📊 Real-time Market Data - Live ticker, order book, trades, and chart data streaming
• 📈 Advanced Subscriptions - Chart data aggregation and user position change notifications
• 💰 Mass Quote System - High-performance mass quoting with MMP (Market Maker Protection) groups
• 🔐 Authentication - Secure API key and signature-based authentication
• 🛡️ Error Handling - Comprehensive error types with detailed recovery mechanisms
• ⚡ Async/Await - Full async support with tokio runtime for high concurrency
• 🔄 Callback System - Flexible message processing with primary and error callbacks
• 📋 Subscription Management - Intelligent subscription tracking and channel management
• 🧪 Testing Support - Complete test coverage with working examples

Supported Subscription Channels

Market Data Channels

• ticker.{instrument} - Real-time ticker updates
• book.{instrument}.{group} - Order book snapshots and updates
• trades.{instrument} - Live trade executions
• chart.trades.{instrument}.{resolution} - Aggregated chart data for technical analysis

User Data Channels (Requires Authentication)

• user.orders - Order status updates and fills
• user.trades - User trade executions
• user.changes.{instrument}.{interval} - Position and portfolio changes

Protocol Support

Feature	Status	Description
JSON-RPC over WebSocket	✅ Full Support	Complete JSON-RPC 2.0 implementation
Market Data Subscriptions	✅ Full Support	All public channels supported
User Data Subscriptions	✅ Full Support	Private channels with authentication
Chart Data Streaming	✅ Full Support	Real-time OHLCV data aggregation
Authentication	✅ API Key + Signature	Secure credential-based auth
Connection Management	✅ Auto-reconnect	Robust connection handling
Error Recovery	✅ Comprehensive	Detailed error types and handling

Quick Start

use deribit_websocket::prelude::*;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Initialize crypto provider for TLS connections
    rustls::crypto::aws_lc_rs::default_provider()
        .install_default()
        .map_err(|_| "Failed to install crypto provider")?;

    // Create client for testnet
    let config = WebSocketConfig::default();
    let mut client = DeribitWebSocketClient::new(&config)?;

    // Set up message processing
    client.set_message_handler(
        |message| {
            tracing::info!("Received: {}", message);
            Ok(())
        },
        |message, error| {
            tracing::error!("Error processing {}: {}", message, error);
        }
    );

    // Connect and subscribe
    client.connect().await?;
    client.subscribe(vec!["ticker.BTC-PERPETUAL".to_string()]).await?;

    // Start processing messages
    client.start_message_processing_loop().await?;
    Ok(())
}

Advanced Usage

The client supports advanced subscription patterns for professional trading applications:

Chart Data Streaming

// Subscribe to 1-minute chart data for BTC perpetual
client.subscribe(vec!["chart.trades.BTC-PERPETUAL.1".to_string()]).await?;

Position Change Monitoring

// Monitor real-time position changes (requires authentication)
client.authenticate("client_id", "client_secret").await?;
client.subscribe(vec!["user.changes.BTC-PERPETUAL.raw".to_string()]).await?;

Mass Quote System

// Set up MMP group for mass quoting
let mmp_config = MmpGroupConfig::new(
    "btc_market_making".to_string(),
    10.0,  // quantity_limit
    5.0,   // delta_limit  
    1000,  // interval (ms)
    5000,  // frozen_time (ms)
)?;
client.set_mmp_config(mmp_config).await?;

// Create and place mass quotes
let quotes = vec![
    Quote::buy("BTC-PERPETUAL".to_string(), 0.1, 45000.0),
    Quote::sell("BTC-PERPETUAL".to_string(), 0.1, 55000.0),
];
let request = MassQuoteRequest::new("btc_market_making".to_string(), quotes);
let response = client.mass_quote(request).await?;

Examples

The crate includes comprehensive examples demonstrating:

• basic_client.rs - Basic connection, subscription, and message handling
• callback_example.rs - Advanced callback system with error handling
• advanced_subscriptions.rs - Chart data and position change subscriptions
• mass_quote_basic.rs - Basic mass quoting with MMP group setup
• mass_quote_advanced.rs - Advanced mass quoting with multiple MMP groups and monitoring
• mass_quote_options.rs - Options-specific mass quoting with delta management

Architecture

The client is built with a modular architecture:

• Connection Layer - Low-level WebSocket connection management
• Session Layer - Protocol-aware session handling with authentication
• Message Layer - JSON-RPC request/response and notification handling
• Subscription Layer - Channel management and subscription tracking
• Callback Layer - Flexible message processing with error recovery

Re-exports

pub use deribit_base;

Modules

callback

Callback system for message handling

client

WebSocket client implementation for Deribit

config

Configuration for WebSocket client

connection

Connection module for WebSocket client

constants

Constants for WebSocket client

error

Error handling module for WebSocket client

message

Message handling module for WebSocket client

model

Model definitions for WebSocket client

prelude

Prelude module with commonly used types Prelude module for commonly used types and traits

session

Session management module for WebSocket client

subscriptions

WebSocket subscription management