API Deribit

Deribit is a cryptocurrency derivatives exchange offering futures and options trading on Bitcoin and Ethereum.

APIs supported

WebSocket API: connect to a websocket server and provides real-time market data updates, account changes and more.
REST API: send HTTP requests to get market data, place orders, account data...

Properties

You can configure the following properties in the Deribit property.

ApiKey: you can request a new api key in your Deribit account, just copy the value to this property. If the APIKey is set, the client will authenticate against the private server. If it's empty, only public channels will be available.
ApiSecret: it's the secret value of the api.
TestNet: if enabled, will connect to the Deribit TestNet environment (disabled by default). Useful for testing without risking real funds.

Connection

When the client successfully connects to Deribit servers, the event OnConnect is fired. After the event OnConnect is fired, then you can start to send and receive messages to/from Deribit servers. If you are connecting to the private websocket channel, you must wait till OnDeribitAuthentication event is fired and check if the success parameter is true, before subscribing to any private channel.


TsgcWebSocketClient oClient = new TsgcWebSocketClient();
TsgcWS_API_Deribit oDeribit = new TsgcWS_API_Deribit();
oDeribit.Client = oClient;
oDeribit.Deribit.ApiKey = "your_api_key";
oDeribit.Deribit.ApiSecret = "your_api_secret";
oDeribit.Deribit.TestNet = false;
oClient.Active = true;
void OnConnect(TsgcWSConnection Connection)
{
  DoLog("#Deribit Connected");
}

Events

The Deribit client implements the following events to control the connection flow and get data sent from the WebSocket server:

OnConnect: fired when the websocket client connects to the WebSocket Server.
OnDisconnect: fired when the websocket client disconnects from the WebSocket Server.
OnDeribitAuthentication: fired when the client authenticates against the Private WebSocket Server.
OnDeribitSubscribe: when the client subscribes to a websocket channel.
OnDeribitUnSubscribe: when the client unsubscribes from a websocket channel.
OnDeribitData: when the client receives data from the server.
OnDeribitError: when there is any error during the Deribit websocket connection.
OnDeribitHTTPException: when there is any error during the REST request.

WebSocket API

The websocket feed provides real-time market data updates for orders and trades.

You can subscribe to the following Public channels:

Method	Description
SubscribeTicker	Subscribe to the ticker stream for an instrument. Provides real-time price and volume data.
SubscribeTrades	Subscribe to the recent trades stream for an instrument.
SubscribeOrderBook	Subscribe to the order book stream. Supports configurable grouping, depth levels and update intervals.
SubscribeCandle	Subscribe to the candlestick stream. Supports multiple resolutions (e.g. 1, 3, 5, 10, 15, 30, 60, 120, 180, 360, 720, 1D).
SubscribePerpetual	Subscribe to perpetual contract data for an instrument. Provides funding rate and other perpetual-specific information.
SubscribeBookChange	Subscribe to order book change notifications for an instrument.

You can subscribe to the following Private channels (require authentication):

Method	Description
SubscribeOrders	Subscribe to order updates for an instrument.
SubscribePositions	Subscribe to position updates. Supports filtering by currency and instrument kind.
SubscribeAccountChanges	Subscribe to account balance changes for a currency.
SubscribeUserTrades	Subscribe to user trade updates for an instrument.

Find below an example of subscribing to websocket channels.


void OnDeribitAuthentication(TObject Sender, bool aSuccess, string aError, string aRawMessage)
{
  if (aSuccess == true)
  {
    oDeribit.SubscribeOrders("BTC-PERPETUAL");
    oDeribit.SubscribePositions("BTC");
  }
}

REST API

The REST API provides Public and Private methods to request data from markets, trading, account, and wallet. Access the REST API through the REST_API property of the component.

Market Data (Public)

Method	Description
GetInstruments	Get available instruments for a currency.
GetTicker	Get ticker information for an instrument.
GetOrderBook	Get the order book for an instrument.
GetTrades	Get the most recent trades for an instrument.
GetCurrencies	Get the list of supported currencies.
GetIndexPrice	Get the current index price for an index name.
GetFundingRateHistory	Get the funding rate history for an instrument.
GetFundingRateValue	Get the current funding rate value for an instrument.
GetBookSummaryByCurrency	Get book summary for all instruments of a currency.
GetBookSummaryByInstrument	Get book summary for a specific instrument.

Trading (Private)

Method	Description
Buy	Place a buy order. Supports market and limit order types.
Sell	Place a sell order. Supports market and limit order types.
CancelOrder	Cancel an existing order by order ID.
CancelAllOrders	Cancel all open orders.
CancelAllByInstrument	Cancel all open orders for a specific instrument.
EditOrder	Edit an existing order (change amount or price).
GetOpenOrders	Get the list of open orders for a currency.
GetOrderState	Get the state of a specific order.
GetOrderHistory	Get the order history for a currency.

Account (Private)

Method	Description
GetPositions	Get positions for a currency.
GetAccountSummary	Get the account summary for a currency.
GetSubAccounts	Get the list of sub-accounts.
GetTransactionLog	Get the transaction log for a currency.

Wallet (Private)

Method	Description
GetDeposits	Get the deposit history for a currency.
GetWithdrawals	Get the withdrawal history for a currency.
GetTransfers	Get the transfer history for a currency.

Find below an example of using the REST API.


TsgcWS_API_Deribit oDeribit = new TsgcWS_API_Deribit();
oDeribit.Deribit.ApiKey = "your_api_key";
oDeribit.Deribit.ApiSecret = "your_api_secret";
// Get ticker
oDeribit.REST_API.GetTicker("BTC-PERPETUAL");
// Place a buy order
oDeribit.REST_API.Buy("BTC-PERPETUAL", 10, "market");
// Get account summary
oDeribit.REST_API.GetAccountSummary("BTC");