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

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.