# This file is automatically generated by pyo3_stub_gen # ruff: noqa: E501 import datetime import enum import typing from nautilus_trader import model from nautilus_trader import network __all__ = [ "DERIBIT", "DERIBIT_CLIENT_ID", "DERIBIT_VENUE", "DeribitBookSummary", "DeribitCurrency", "DeribitDataClientConfig", "DeribitDataClientFactory", "DeribitEnvironment", "DeribitExecutionClientConfig", "DeribitExecutionClientFactory", "DeribitProductType", "DeribitVolatilityIndex", ] DERIBIT: str DERIBIT_CLIENT_ID: model.ClientId DERIBIT_VENUE: model.Venue @typing.final class DeribitBookSummary: @property def instrument_id(self) -> model.InstrumentId: ... @property def instrument_name(self) -> str: ... @property def underlying_price(self) -> typing.Any: ... @property def underlying_index(self) -> typing.Any: ... @property def mark_price(self) -> typing.Any: ... @property def mid_price(self) -> typing.Any: ... @property def bid_price(self) -> typing.Any: ... @property def ask_price(self) -> typing.Any: ... @property def last_price(self) -> typing.Any: ... @property def mark_iv(self) -> typing.Any: ... @property def bid_iv(self) -> typing.Any: ... @property def ask_iv(self) -> typing.Any: ... @property def interest_rate(self) -> typing.Any: ... @property def open_interest(self) -> typing.Any: ... @property def open_interest_value(self) -> typing.Any: ... @property def volume(self) -> typing.Any: ... @property def volume_usd(self) -> typing.Any: ... @property def volume_notional(self) -> typing.Any: ... @property def volume_btc(self) -> typing.Any: ... @property def high(self) -> typing.Any: ... @property def low(self) -> typing.Any: ... @property def price_change(self) -> typing.Any: ... @property def estimated_delivery_price(self) -> typing.Any: ... @property def delivery_price(self) -> typing.Any: ... @property def base_currency(self) -> typing.Any: ... @property def quote_currency(self) -> typing.Any: ... @property def creation_timestamp(self) -> int: ... @property def ts_event(self) -> int: ... @property def ts_init(self) -> int: ... def __new__( cls, instrument_id: model.InstrumentId, instrument_name: str, underlying_price: typing.Any, underlying_index: typing.Any, mark_price: typing.Any, mid_price: typing.Any, bid_price: typing.Any, ask_price: typing.Any, last_price: typing.Any, mark_iv: typing.Any, bid_iv: typing.Any, ask_iv: typing.Any, interest_rate: typing.Any, open_interest: typing.Any, open_interest_value: typing.Any, volume: typing.Any, volume_usd: typing.Any, volume_notional: typing.Any, volume_btc: typing.Any, high: typing.Any, low: typing.Any, price_change: typing.Any, estimated_delivery_price: typing.Any, delivery_price: typing.Any, base_currency: typing.Any, quote_currency: typing.Any, creation_timestamp: int, ts_event: int, ts_init: int, ) -> DeribitBookSummary: ... def to_json(self) -> str: ... @classmethod def from_json(cls, data: typing.Any) -> typing.Any: ... @classmethod def decode_record_batch_py( cls, metadata: typing.Mapping[str, str], py_batch: typing.Any ) -> typing.Any: ... def encode_record_batch_py(self, items: list) -> typing.Any: ... @typing.final class DeribitDataClientConfig: @property def product_types(self) -> list[DeribitProductType]: ... @property def environment(self) -> DeribitEnvironment: ... @property def base_url_http(self) -> str | None: ... @property def base_url_ws(self) -> str | None: ... @property def http_timeout_secs(self) -> int: ... @property def max_retries(self) -> int: ... @property def retry_delay_initial_ms(self) -> int: ... @property def retry_delay_max_ms(self) -> int: ... @property def heartbeat_interval_secs(self) -> int: ... @property def auth_timeout_secs(self) -> int | None: ... @property def update_instruments_interval_mins(self) -> int: ... @property def auto_load_missing_instruments(self) -> bool: ... @property def transport_backend(self) -> network.TransportBackend: ... def __init__( self, product_types: typing.Sequence[DeribitProductType] | None = None, environment: DeribitEnvironment | None = None, api_key: str | None = None, api_secret: str | None = None, base_url_http: str | None = None, base_url_ws: str | None = None, proxy_url: str | None = None, http_timeout_secs: int | None = None, max_retries: int | None = None, retry_delay_initial_ms: int | None = None, retry_delay_max_ms: int | None = None, heartbeat_interval_secs: int | None = None, auth_timeout_secs: int | None = None, update_instruments_interval_mins: int | None = None, auto_load_missing_instruments: bool | None = None, transport_backend: network.TransportBackend | None = None, ) -> None: ... @property def has_proxy_url(self) -> bool: ... @typing.final class DeribitDataClientFactory: def __init__(self) -> None: ... def name(self) -> str: ... @typing.final class DeribitExecutionClientConfig: @property def account_id(self) -> model.AccountId: ... @property def product_types(self) -> list[DeribitProductType]: ... @property def environment(self) -> DeribitEnvironment: ... @property def base_url_http(self) -> str | None: ... @property def base_url_ws(self) -> str | None: ... @property def http_timeout_secs(self) -> int: ... @property def max_retries(self) -> int: ... @property def retry_delay_initial_ms(self) -> int: ... @property def retry_delay_max_ms(self) -> int: ... @property def auth_timeout_secs(self) -> int | None: ... @property def transport_backend(self) -> network.TransportBackend: ... def __init__( self, account_id: model.AccountId, product_types: typing.Sequence[DeribitProductType] | None = None, environment: DeribitEnvironment | None = None, api_key: str | None = None, api_secret: str | None = None, base_url_http: str | None = None, base_url_ws: str | None = None, proxy_url: str | None = None, http_timeout_secs: int | None = None, max_retries: int | None = None, retry_delay_initial_ms: int | None = None, retry_delay_max_ms: int | None = None, auth_timeout_secs: int | None = None, transport_backend: network.TransportBackend | None = None, ) -> None: ... @property def has_proxy_url(self) -> bool: ... @typing.final class DeribitExecutionClientFactory: def __init__(self) -> None: ... def name(self) -> str: ... @typing.final class DeribitHttpClient: def __init__( self, api_key: str | None = None, api_secret: str | None = None, base_url: str | None = None, environment: DeribitEnvironment = ..., timeout_secs: int = 10, max_retries: int = 3, retry_delay_ms: int = 1000, retry_delay_max_ms: int = 10000, proxy_url: str | None = None, ) -> None: ... @property def is_testnet(self) -> bool: ... def is_initialized(self) -> bool: ... def cache_instruments(self, instruments: typing.Sequence[typing.Any]) -> None: ... def cache_instrument(self, instrument: typing.Any) -> None: ... def request_instruments( self, currency: DeribitCurrency, product_type: DeribitProductType | None = None ) -> typing.Any: ... def request_option_expirations(self, currency: DeribitCurrency) -> typing.Any: ... def request_instrument(self, instrument_id: model.InstrumentId) -> typing.Any: ... def request_account_state(self, account_id: model.AccountId) -> typing.Any: ... def request_trades( self, instrument_id: model.InstrumentId, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, ) -> typing.Any: ... def request_bars( self, bar_type: model.BarType, start: datetime.datetime | None = None, end: datetime.datetime | None = None, limit: int | None = None, ) -> typing.Any: ... def request_book_snapshot( self, instrument_id: model.InstrumentId, depth: int | None = None ) -> typing.Any: ... def request_order_status_reports( self, account_id: model.AccountId, instrument_id: model.InstrumentId | None = None, start: int | None = None, end: int | None = None, open_only: bool = True, ) -> typing.Any: ... def request_fill_reports( self, account_id: model.AccountId, instrument_id: model.InstrumentId | None = None, start: int | None = None, end: int | None = None, ) -> typing.Any: ... def request_position_status_reports( self, account_id: model.AccountId, instrument_id: model.InstrumentId | None = None ) -> typing.Any: ... def request_book_summaries(self, currency: str, kind: str | None = None) -> typing.Any: ... @typing.final class DeribitVolatilityIndex: @property def index_name(self) -> str: ... @property def volatility(self) -> float: ... @property def ts_event(self) -> int: ... @property def ts_init(self) -> int: ... def __new__( cls, index_name: str, volatility: float, ts_event: int, ts_init: int ) -> DeribitVolatilityIndex: ... def to_json(self) -> str: ... @classmethod def from_json(cls, data: typing.Any) -> typing.Any: ... @classmethod def decode_record_batch_py( cls, metadata: typing.Mapping[str, str], py_batch: typing.Any ) -> typing.Any: ... def encode_record_batch_py(self, items: list) -> typing.Any: ... @typing.final class DeribitCurrency(enum.Enum): BTC = ... ETH = ... USDC = ... USDT = ... EURR = ... ANY = ... def __init__(self, value: typing.Any) -> None: ... def __hash__(self) -> int: ... @property def name(self) -> str: ... @property def value(self) -> int: ... @staticmethod def variants() -> list[str]: ... @classmethod def from_str(cls, data: typing.Any) -> DeribitCurrency: ... @typing.final class DeribitEnvironment(enum.Enum): MAINNET = ... TESTNET = ... def __init__(self, value: typing.Any) -> None: ... def __hash__(self) -> int: ... @property def name(self) -> str: ... @property def value(self) -> int: ... @classmethod def variants(cls) -> list[str]: ... @classmethod def from_str(cls, data: typing.Any) -> DeribitEnvironment: ... @typing.final class DeribitProductType(enum.Enum): FUTURE = ... OPTION = ... SPOT = ... FUTURE_COMBO = ... OPTION_COMBO = ... def __init__(self, value: typing.Any) -> None: ... def __hash__(self) -> int: ... @property def name(self) -> str: ... @property def value(self) -> int: ... @staticmethod def variants() -> list[str]: ... @classmethod def from_str(cls, data: typing.Any) -> DeribitProductType: ... def get_deribit_http_base_url(environment: DeribitEnvironment) -> str: ... def get_deribit_ws_url(environment: DeribitEnvironment) -> str: ...