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'

# main server
api = Deribit::API.new("KEY", "SECRET")
# test server
api = Deribit::API.new("KEY", "SECRET", test_server: true)

api.index
api.account_info

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.
currencies - Doc, public

Get all supported currencies.

Name	Type	Decription
`expired`	`boolean`	Optional, for returning all expired instruments.
`only_active`	`boolean`	Optional, returns only isActive true instruments

last_trades(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”

summary(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.

Name	Type	Description
`instrument`	`string`	Optional, instrument name, use if want orders for specific instrument

trade_history(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)
    # your 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)
    # your 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/vizakenjack/deribit. This project is intended to be a safe, welcoming space for collaboration.

vizakenjack/deribit-ruby-v1

Deribit

API Client for v1 Deribit API

Installation

Usage

Example

API

Methods

Websocket API

Handler

Development

Contributing