Deribit

DeribitClient <: AbstractAPIsClient

Client info.

Required fields

• base_url::String: Base URL for the client.

Optional fields

• public_key::String: Public key for authentication.
• secret_key::String: Secret key for authentication.
• interface::String: Interface for the client.
• proxy::String: Proxy information for the client.
• account_name::String: Account name associated with the client.
• description::String: Description of the client.

DeribitAPIsErrorMsg <: AbstractAPIsError

Required fields

• data::Dict{String,String}: Additional data about the error.
• message::String: A short description that indicates the kind of error.
• code::Int64: A number that indicates the kind of error.

DeribitAPIError{T} <: AbstractAPIsError

Exception thrown when an API method fails with code T.

Required fields

• jsonrpc::String: The version of the JSON-RPC spec.
• error::DeribitAPIsErrorMsg: Only present if there was an error invoking the method.

Optional fields

• id::Maybe{Int64}: This is the same id that was sent in the request.
• testnet::Maybe{Bool}: Indicates whether the API in use is actually the test API.
• usDiff::Maybe{Int64}: The number of microseconds that was spent handling the request.
• usOut::Maybe{NanoDate}: The timestamp when the response was sent (microseconds since the Unix epoch).
• usIn::Maybe{NanoDate}: The timestamp when the requests was received (microseconds since the Unix epoch).

Data{D<:Union{Vector{A},A} where {A<:AbstractAPIsData}} <: AbstractAPIsData

Required fields

• jsonrpc::String: The version of the JSON-RPC spec.
• result::D: If successful, the result of the API call.

Optional fields

• id::Maybe{Int64}: This is the same id that was sent in the request.
• testnet::Maybe{Bool}: Indicates whether the API in use is actually the test API.
• usDiff::Maybe{Int64}: The number of microseconds that was spent handling the request.
• usOut::Maybe{NanoDate}: The timestamp when the response was sent (microseconds since the Unix epoch).
• usIn::Maybe{NanoDate}: The timestamp when the requests was received (microseconds since the Unix epoch).

public_client = DeribitClient(; base_url = "https://www.deribit.com")

book_summary(client::DeribitClient, query::BookSummaryQuery)
book_summary(client::DeribitClient = Deribit.Common.public_client; kw...)

Retrieves the summary information such as open interest, 24h volume, etc. for all instruments for the currency (optionally filtered by kind).

GET api/v2/public/get_book_summary_by_currency

Parameters:

Code samples:

using Serde
using CryptoExchangeAPIs.Deribit

result = Deribit.Common.book_summary(;
    currency = CryptoExchangeAPIs.Deribit.Common.BookSummary.BTC
)

to_pretty_json(result.result)

Result:

{
  "id":null,
  "jsonrpc":"2.0",
  "testnet":false,
  "usDiff":1746,
  "usOut":"2024-05-17T11:57:46.222272",
  "usIn":"2024-05-17T11:57:46.220526080",
  "result":[
    {
      "instrument_name":"BTC-31MAY24-59000-P",
      "base_currency":"BTC",
      "quote_currency":"BTC",
      "ask_price":0.0065,
      "bid_price":0.006,
      "mid_price":0.00625,
      "mark_price":0.00616094,
      "estimated_delivery_price":66227.07,
      "price_change":-23.5294,
      "volume":196.0,
      "volume_notional":null,
      "volume_usd":98503.18,
      "high":0.0105,
      "low":0.006,
      "last":0.0065,
      "current_funding":null,
      "funding_8h":null,
      "interest_rate":0.0,
      "open_interest":569.7,
      "underlying_index":"BTC-31MAY24",
      "underlying_price":66481.53,
      "creation_timestamp":"2024-05-17T12:00:15.647000064"
    },
    ...
  ]
}

candle(client::DeribitClient, query::CandleQuery)
candle(client::DeribitClient = Deribit.Common.public_client; kw...)

Publicly available market data used to generate a TradingView candle chart.

GET api/v2/public/get_tradingview_chart_data

Parameters:

Code samples:

using Serde
using CryptoExchangeAPIs.Deribit

result = Deribit.Common.candle(;
    instrument_name = "BTC-PERPETUAL",
    start_timestamp = now(UTC) - Minute(100),
    end_timestamp = now(UTC) - Hour(1),
    resolution = CryptoExchangeAPIs.Deribit.Common.Candle.m1,
)

to_pretty_json(result.result)

Result:

{
  "id":null,
  "jsonrpc":"2.0",
  "testnet":false,
  "usDiff":1746,
  "usOut":"2024-05-17T11:57:46.222272",
  "usIn":"2024-05-17T11:57:46.220526080",
  "result":{
    "close":[
      66324.5,
      ...
    ],
    "cost":[
      101810.0,
      ...
    ],
    "high":[
      66324.5,
      ...
    ],
    "low":[
      66323.0,
      ...
    ],
    "open":[
      66323.0,
      ...
    ],
    "status":"ok",
    "ticks":[
      "2024-05-17T10:17:00",
      ...
    ],
    "volume":[
      1.53504587,
      ...
    ]
  }
}

funding_rate(client::DeribitClient, query::FundingRateQuery)
funding_rate(client::DeribitClient = Deribit.Common.public_client; kw...)

Retrieves hourly historical interest rate for requested PERPETUAL instrument.

GET api/v2/public/get_funding_rate_history

Parameters:

Code samples:

using Serde
using CryptoExchangeAPIs.Deribit

result = Deribit.Common.funding_rate(;
    instrument_name = "BTC-PERPETUAL",
    start_timestamp = Dates.DateTime("2022-11-08"),
    end_timestamp = Dates.DateTime("2022-11-08") + Day(2),
)

to_pretty_json(result.result)

Result:

{
  "id":null,
  "jsonrpc":"2.0",
  "testnet":false,
  "usDiff":43615,
  "usOut":"2024-05-17T12:01:49.482341888",
  "usIn":"2024-05-17T12:01:49.438726912",
  "result":[
    {
      "index_price":20516.0,
      "interest_1h":9.873575714940002e-7,
      "interest_8h":4.479902336495525e-5,
      "prev_index_price":20592.45,
      "timestamp":"2022-11-08T01:00:00"
    },
    ...
  ]
}

instrument(client::DeribitClient, query::InstrumentQuery)
instrument(client::DeribitClient = Deribit.Common.public_client; kw...)

Retrieves available trading instruments. This method can be used to see which instruments are available for trading, or which instruments have recently expired.

GET api/v2/public/get_instruments

Parameters:

Code samples:

using Serde
using CryptoExchangeAPIs.Deribit

result = Deribit.Common.instrument(;
    currency = Deribit.Common.Instrument.BTC
)

to_pretty_json(result.result)

Result:

{
  "id":null,
  "jsonrpc":"2.0",
  "testnet":false,
  "usDiff":1746,
  "usOut":"2024-05-17T11:57:46.222272",
  "usIn":"2024-05-17T11:57:46.220526080",
  "result":[
    {
      "instrument_name":"BTC-18MAY24-55000-C",
      "base_currency":"BTC",
      "quote_currency":"BTC",
      "block_trade_commission":0.0003,
      "block_trade_min_trade_amount":25.0,
      "block_trade_tick_size":0.0001,
      "contract_size":1.0,
      "counter_currency":"USD",
      "creation_timestamp":"2024-05-15T08:00:13",
      "expiration_timestamp":"2024-05-18T08:00:00",
      "future_type":null,
      "instrument_id":326799,
      "instrument_type":"reversed",
      "is_active":true,
      "kind":"option",
      "maker_commission":0.0003,
      "max_leverage":null,
      "max_liquidation_commission":null,
      "min_trade_amount":0.1,
      "option_type":"call",
      "price_index":"btc_usd",
      "rfq":false,
      "settlement_currency":"BTC",
      "settlement_period":"day",
      "strike":55000.0,
      "taker_commission":0.0003,
      "tick_size":0.0001
    },
    ...
  ]
}

order_book(client::DeribitClient, query::OrderBookQuery)
order_book(client::DeribitClient = Deribit.Common.public_client; kw...)

Retrieves the order book, along with other market values for a given instrument.

GET api/v2/public/get_order_book

Parameters:

Code samples:

using Serde
using CryptoExchangeAPIs.Deribit

result = Deribit.Common.order_book(;
    instrument_name = "BTC-PERPETUAL",
    depth = CryptoExchangeAPIs.Deribit.Common.OrderBook.TEN,
)

to_pretty_json(result.result)

Result:

{
  "id":null,
  "jsonrpc":"2.0",
  "testnet":false,
  "usDiff":808,
  "usOut":"2024-05-17T12:09:18.775115008",
  "usIn":"2024-05-17T12:09:18.774307072",
  "result":{
    "ask_iv":null,
    "asks":[
      {
        "amount":66265.0,
        "price":164430.0
      },
      ...
    ],
    "best_ask_amount":164430.0,
    "best_ask_price":66265.0,
    "best_bid_amount":116100.0,
    "best_bid_price":66264.5,
    "bid_iv":null,
    "bids":[
      {
        "amount":66264.5,
        "price":116100.0
      },
      ...
    ],
    "change_id":70662452234,
    "current_funding":1.733e-5,
    "delivery_price":null,
    "estimated_delivery_price":66247.85,
    "funding_8h":2.696e-5,
    "greeks":null,
    "index_price":66247.85,
    "instrument_name":"BTC-PERPETUAL",
    "interest_rate":null,
    "last_price":66264.5,
    "mark_iv":null,
    "mark_price":66265.56,
    "max_price":68254.0,
    "min_price":64277.5,
    "open_interest":7.0092997e8,
    "settlement_price":66421.48,
    "state":"open",
    "stats":{
      "high":66798.0,
      "low":64620.5,
      "price_change":0.0521,
      "volume":9341.58521281,
      "volume_usd":6.1459374e8
    },
    "timestamp":"2024-05-17T12:09:18.761999872",
    "underlying_index":null,
    "underlying_price":null
  }
}

ticker(client::DeribitClient, query::TickerQuery)
ticker(client::DeribitClient = Deribit.Common.public_client; kw...)

Get ticker for an instrument.

GET api/v2/public/ticker

Parameters:

Code samples:

using Serde
using CryptoExchangeAPIs.Deribit

result = Deribit.Common.ticker(;
    instrument_name = "BTC-PERPETUAL",
)

to_pretty_json(result.result)

Result:

{
  "id":null,
  "jsonrpc":"2.0",
  "testnet":false,
  "usDiff":209,
  "usOut":"2024-05-17T12:10:28.639980032",
  "usIn":"2024-05-17T12:10:28.639770880",
  "result":{
    "instrument_name":"BTC-PERPETUAL",
    "ask_iv":null,
    "best_ask_amount":227380.0,
    "best_ask_price":66265.0,
    "best_bid_amount":27200.0,
    "best_bid_price":66264.5,
    "bid_iv":null,
    "current_funding":2.428e-5,
    "delivery_price":null,
    "estimated_delivery_price":66245.52,
    "funding_8h":2.703e-5,
    "greeks":null,
    "index_price":66245.52,
    "interest_rate":null,
    "interest_value":0.011170326646787519,
    "last_price":66265.0,
    "mark_iv":null,
    "mark_price":66263.69,
    "max_price":68252.0,
    "min_price":64275.5,
    "open_interest":7.0092983e8,
    "settlement_price":66421.48,
    "state":"open",
    "stats":{
      "high":66798.0,
      "low":64620.5,
      "price_change":-0.0121,
      "volume":9331.58638298,
      "volume_usd":6.139311e8
    },
    "timestamp":"2024-05-17T12:10:28.576",
    "underlying_index":null,
    "underlying_price":null
  }
}