Deribit
API Client for v1 Deribit API
Installation
Add this line to your application's Gemfile:
gem 'deribit'
And then execute:
$ bundle
Or install it yourself as:
$ gem install deribit
Usage
Example
require 'deribit'
api = Deribit::API.new("KEY", "SECRET")
api.index
api.account_info
ENV['DOMAIN'] is changing the default domain https://deribit.com/
DOMAIN=https://test.deribit.com/ bin/console
API
Deribit::API.new(key, secret)
Constructor creates new API client.
Parameters
Name | Type | Decription |
---|---|---|
key |
string |
Optional, Access Key needed to access Private functions |
secret |
string |
Optional, Access Secret needed to access Private functions |
Methods
instruments(expired: false, only_active: true)
- Doc, public
Returns active instruments Parameters
| Name | Type | Decription |
|--------------|------------|------------------------------------------------------------|
| expired
| boolean
| Optional, for returning all expired instruments. |
| only_active
| boolean
| Optional, returns only isActive true instruments |
orderbook(instrument)
- Doc, public
Retrieve the orderbook for a given instrument.
Parameters
| Name | Type | Decription |
|--------------|------------|------------------------------------------------------------|
| instrument
| string
| Required, instrument name |
index
- Doc, public
Get price index, BTC-USD rates.
getcurrencies
- Doc, public
Get all supported currencies.
getlasttrades(instrument, count: count, since: since)
- Doc, public
Retrieve the latest trades that have occured for a specific instrument.
Parameters
| Name | Type | Decription |
|--------------|------------|-------------------------------------------------------------------------------|
| instrument
| string
| Required, instrument name |
| count
| integer
| Optional, count of trades returned (limitation: max. count is 100) |
| since
| integer
| Optional, “since” trade id, the server returns trades newer than that “since” |
getsummary(instrument)
- Doc, public
Retrieve the summary info such as Open Interest, 24H Volume etc for a specific instrument.
Parameters
| Name | Type | Decription |
|--------------|------------|------------------------------------------------------------|
| instrument
| string
| Required, instrument name |
account()
- Doc, Private
Get user account summary.
buy(instrument, quantity, price, type: "limit", stopPx: stopPx, post_only: post_only, label: label, max_show: max_show, adv: adv)
- Doc, private
Place a buy order in an instrument.
Parameters
| Name | Type | Decription |
|--------------|------------|-----------------------------------------------------------------------------------|
| instrument
| string
| Required, instrument name |
| quantity
| integer
| Required, quantity, in contracts ($10 per contract for futures, ฿1 — for options) |
| price
| float
| Required, USD for futures, BTC for options |
| post_only
| boolean
| Optional, if true then the order will be POST ONLY |
| label
| string
| Optional, user defined maximum 32-char label for the order |
| type
| string
| Required, "limit", "market" or for futures only: "stop_limit" |
| stopPx
| string
| Required, needed for stop_limit order, defines stop price |
| max_show
| string
| Optional, optional parameter, if "0" then the order will be hidden |
| adv
| string
| Optional, can be "implv", "usd", or absent (advanced order type) |
sell(instrument, quantity, price, post_only: post_only, label: label, max_show: max_show, adv: adv)
- Doc, private
Place a sell order in an instrument.
Parameters
| Name | Type | Decription |
|--------------|------------|-----------------------------------------------------------------------------------|
| instrument
| string
| Required, instrument name |
| quantity
| integer
| Required, quantity, in contracts ($10 per contract for futures, ฿1 — for options) |
| price
| float
| Required, USD for futures, BTC for options |
| post_only
| boolean
| Optional, if true then the order will be POST ONLY |
| label
| string
| Optional, user defined maximum 32-char label for the order |
| max_show
| string
| Optional, optional parameter, if "0" then the order will be hidden |
| adv
| string
| Optional, can be "implv", "usd", or absent (advanced order type) |
edit(order_id, quantity, price, post_only: post_only, adv: adv)
- Doc
Edit price and/or quantity of the own order. (Authorization is required).
Parameters
| Name | Type | Decription |
|--------------|------------|-----------------------------------------------------------------------------------|
| order_id
| integer
| Required, ID of the order returned by "sell" or "buy" request |
| quantity
| integer
| Required, quantity, in contracts ($10 per contract for futures, ฿1 — for options) |
| price
| float
| Required, USD for futures, BTC for options |
| post_only
| boolean
| Optional, if true then the order will be POST ONLY |
| adv
| string
| Optional, can be "implv", "usd", or absent (advanced order type) |
cancel(order_id)
- Doc, private
Cancell own order by id.
Parameters
| Name | Type | Decription |
|--------------|------------|-----------------------------------------------------------------------------------|
| order_id
| integer
| Required, ID of the order returned by "sell" or "buy" request
open_orders(instrument)
- Doc, private
Retrieve open orders.
Parameters
| Name | Type | Description |
|--------------|------------|-----------------------------------------------------------------------|
| instrument
| string
| Optional, instrument name, use if want orders for specific instrument |
positions
- Doc, private
Retreive positions.
tradehistory(count: count, instrument: instrument, start_trade_id: start_trade_id)
- Doc, private
Get private trade history of the account. (Authorization is required). The result is ordered by trade identifiers (trade id-s).
Parameters
| Name | Type | Description |
|------------------|------------|----------------------------------------------------------------------------------------------------|
| count
| integer
| Optional, number of results to fetch. Default: 20 |
| instrument
| string
| Optional, name of instrument, also aliases “all”, “futures”, “options” are allowed. Default: "all" |
| start_trade_id
| integer
| Optional, number of requested records |
Websocket API
require 'deribit'
ws = Deribit::WS.new("KEY", "SECRET")
ws.account
#subscribe
ws.subscribe(['BTC-30NOV18-6500-P'], events: [:order_book])
Handler
Create inheritance class for handling WS notifications
class MyHandler < Deribit::WS::Handler
#event handler
def order_book_event(json)
#you actions here
#json example for order_book_event
#{"state"=>"open", "settlementPrice"=>0.2105, "instrument"=>"BTC-30NOV18-6500-P", "bids"=>[{"quantity"=>10.0, "amount"=>10.0, "price"=>0.2785, "cm"=>10.0, "cm_amount"=>10.0}, {"quantity"=>1.0, "amount"=>1.0, "price"=>0.05, "cm"=>11.0, "cm_amount"=>11.0}], "asks"=>[{"quantity"=>9.0, "amount"=>9.0, "price"=>0.2935, "cm"=>9.0, "cm_amount"=>9.0}], "tstamp"=>1542650516519, "last"=>0.285, "low"=>0.285, "high"=>0.285, "mark"=>0.286, "uPx"=>5060.54, "uIx"=>"index_price", "iR"=>0, "markIv"=>106.0, "askIv"=>110.45, "bidIv"=>0.0, "delta"=>-0.90264, "gamma"=>0.00019, "vega"=>1.48288, "theta"=>-7.42706}
end
#action handler
def instruments(json)
#you actions here
end
end
Available events you can check in the guide https://deribit.com/main#/pages/docs/api WebSockets API section.
Development
After checking out the repo, run bin/setup
to install dependencies. Then, run rake spec
to run the tests. You can also run bin/console
for an interactive prompt that will allow you to experiment.
To install this gem onto your local machine, run bundle exec rake install
. To release a new version, update the version number in version.rb
, and then run bundle exec rake release
, which will create a git tag for the version, push git commits and tags, and push the .gem
file to rubygems.org.
Contributing
Bug reports and pull requests are welcome on GitHub at https://github.com/sunchess/deribit. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the Contributor Covenant code of conduct.
Code of Conduct
Everyone interacting in the Deribit project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.