Expand description
NautilusTrader adapter for the Deribit cryptocurrency exchange.
The nautilus-deribit crate provides client bindings (HTTP & WebSocket), data
models and helper utilities that wrap the official Deribit API v2.
Deribit uses JSON-RPC 2.0 over both HTTP and WebSocket transports (not REST). WebSocket is preferred for subscriptions and real-time data.
The official Deribit API reference can be found at https://docs.deribit.com/v2/.
§NautilusTrader
NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.
The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.
§Feature Flags
This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.
python: Enables Python bindings from PyO3.extension-module: Builds as a Python extension module.
High-precision mode (128-bit value types) is enabled by default.
Modules§
- common
- Common types and utilities for the Deribit adapter.
- config
- Configuration structures for the Deribit adapter.
- data
- Live market data client implementation for the Deribit adapter.
- execution
- Live execution client implementation for the Deribit adapter.
- factories
- Factory functions for creating Deribit clients and components.
- http
- Deribit HTTP client implementation using JSON-RPC 2.0.
- python
- Python bindings from
pyo3. - websocket
- Deribit WebSocket client implementation using JSON-RPC 2.0.