gRPC API Overview
gRPC server: $DERIVFABRIC_GRPC_ADDR — the address of your deployment's gRPC
listener, alongside the REST base URL.
DerivFabric exposes 9 gRPC services. The .proto definitions are the contract;
request them from your DerivFabric contact, who will supply the bundle matching
your deployment's API version. They are not currently published for download.
If you would rather not generate a gRPC client, every service below is also reachable over REST — see the REST API Overview. The OpenAPI specification is published and generates a client in any language without a proto bundle.
Services
| Service | RPCs |
|---|---|
| PricingService | Price, ComputeGreeks, ComputeImpliedVol, BatchPrice, BatchGreeks |
| StreamingService | Bidirectional streaming for real-time pricing |
| CalibrationService | CalibrateSabr, CalibrateHeston, BootstrapCurve |
| PortfolioService | PricePortfolio, ComputeVaR, StressTest |
| HedgingService | OptimizeHedge |
| XvaService | CalculateXva |
| ContractService | PriceContract, DescribeContract, ContractGreeks |
| AmericanService | PriceAmerican |
| ConvertibleService | PriceConvertible |
Common types
Defined in common.proto:
OptionType- CALL, PUTExerciseStyle- EUROPEAN, AMERICAN, BERMUDANBarrierType- UP_AND_IN, UP_AND_OUT, DOWN_AND_IN, DOWN_AND_OUTModelType- BLACK_SCHOLES, HESTON, SABR, MERTON, BATES, etc.PricerType- ANALYTICAL, MONTE_CARLO, FINITE_DIFFERENCE, BINOMIAL_TREE, FFT, LSM, BAWCurrency,Frequency,DayCount
Instrument hierarchy
Instruments are organized by asset class in instruments/*.proto:
equity.proto- VanillaOption, BarrierOption, AsianOption, LookbackOption, etc.rates.proto- Bond, Swap, Swaption, Cap, Floor, CMScredit.proto- CDS, IndexCDS, CreditSpreadOptioninflation.proto- InflationCap, InflationFloor, InflationSwap, ZCIS, YoY
Using with Buf
See Proto Reference for Buf configuration and code generation.