{ "asyncapi": "3.0.0", "channels": { "announcements": { "address": "announcements", "servers": [ { "$ref": "#/servers/public" } ], "description": "General announcements concerning the Deribit platform.\n\nSubscribe to receive operational messages such as maintenance notices, incidents, and important platform updates.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to `announcements` channel. This channel does not require any additional parameters.", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "announcements" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "announcements" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `announcements` subscription - contains the data payload", "name": "announcements_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "action": { "description": "Action taken by the platform administrators. Published a `new` announcement, or `delete`d the old one", "enum": [ "new", "deleted" ], "type": "string" }, "body": { "description": "HTML-formatted announcement body", "example": "Lorem ipsum dolor sit amet, consectetur adipiscing elit.", "type": "string" }, "confirmation": { "description": "Whether the user confirmation is required for this announcement", "type": "boolean" }, "id": { "description": "Announcement's identifier", "example": 1532593832021, "type": "integer" }, "important": { "description": "Whether the announcement is marked as important", "type": "boolean" }, "publication_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch) of announcement publication", "example": 1532593832021, "type": "integer" }, "title": { "description": "Announcement's title", "example": "Example announcement", "type": "string" }, "unread": { "description": "The number of previous unread announcements (optional, only for authorized users).", "type": "integer" } }, "required": [ "id", "action", "title", "body", "publication_timestamp", "important" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "General announcements concerning the Deribit platform.\n\nSubscribe to receive operational messages such as maintenance notices, incidents, and important platform updates.\n", "tags": [ { "name": "Announcements" } ], "title": "announcements " }, "block_rfq.maker.(currency)": { "address": "block_rfq.maker.(currency)", "servers": [ { "$ref": "#/servers/private" } ], "description": "Real-time notifications for Block RFQs (Request for Quotes) that are available for the subscribed maker to respond to.\n\nThis subscription notifies makers when new Block RFQs are created in the specified currency (or all currencies if `any` is used) that they can potentially quote on. Each notification includes:\n\n- **RFQ identification:** Unique Block RFQ ID, creation timestamp, and expiration timestamp\n- **RFQ structure:** Multi-leg trade structure with instrument names, directions (buy/sell), and ratios for each leg\n- **Trade parameters:** Total amount (multiplied by leg ratios determines trade size), minimum trade amount, and optional combo identifier\n- **Hedge information:** Optional hedge leg details including instrument, direction, amount, and price\n- **RFQ state:** Current state (open, filled, cancelled, or expired)\n- **Counterparty information:** Taker rating, taker alias (if disclosed), and disclosure status\n- **Execution details:** For filled RFQs, includes trade information with prices, amounts, directions, and maker aliases\n- **Index prices:** List of index prices for underlying instruments at trade execution time (for filled RFQs)\n- **Rating information:** Whether the RFQ is included in taker rating calculation (for closed RFQs)\n\nMakers can subscribe to specific currencies (BTC, ETH, USDC, USDT) or use `any` to receive notifications for all supported currencies. This enables makers to monitor incoming RFQ opportunities and respond with competitive quotes in a timely manner.\n\n**Scope required:** `block_rfq:read`\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "messages": { "subscribe_request": { "description": "Request to subscribe to block_rfq channel. Channel name format: `block_rfq.maker.(currency)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "block_rfq.maker.USDC" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "block_rfq.maker.USDC" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `block_rfq.maker.(currency)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "amount": 25, "block_rfq_id": 722, "combo_id": "BTC-18NOV24-82000-C", "creation_timestamp": 1731664676443, "disclosed": true, "expiration_timestamp": 1731664976443, "legs": [ { "direction": "buy", "instrument_name": "BTC-18NOV24-82000-C", "ratio": 1 } ], "role": "maker", "state": "open", "taker": "TAKER1", "taker_rating": "1-2" } }, "summary": "Repeated notification example" } ], "name": "block_rfq_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "amount": { "description": "This value multiplied by the ratio of a leg gives trade size on that leg.", "type": "number" }, "block_rfq_id": { "description": "ID of the Block RFQ", "type": "integer" }, "combo_id": { "description": "Unique combo identifier", "example": "BTC-FS-31DEC21-PERP", "type": "string" }, "creation_timestamp": { "description": "The timestamp when Block RFQ was created (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "disclosed": { "description": "Indicates whether the RFQ was created as non-anonymous, meaning taker and maker aliases are visible to counterparties.", "type": "boolean" }, "expiration_timestamp": { "description": "The timestamp when the Block RFQ will expire (milliseconds since the UNIX epoch)", "example": 1536569522277, "type": "integer" }, "hedge": { "properties": { "amount": { "description": "It represents the requested hedge leg size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price for a hedge leg", "type": "number" } }, "type": "object" }, "included_in_taker_rating": { "description": "Indicates whether the RFQ is included in the taker's rating calculation. Present only for closed RFQs created by the requesting taker.", "type": "boolean" }, "index_prices": { "additionalProperties": true, "description": "", "properties": {}, "type": "object" }, "legs": { "additionalProperties": false, "description": "", "properties": { "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "ratio": { "description": "Ratio of amount between legs", "type": "integer" } }, "required": [], "type": "object" }, "min_trade_amount": { "description": "Minimum amount for trading", "type": "number" }, "role": { "description": "Role of the user in Block RFQ", "enum": [ "taker", "maker" ], "type": "string" }, "state": { "description": "State of the Block RFQ", "enum": [ "open", "filled", "cancelled", "expired" ], "type": "string" }, "taker": { "description": "Taker alias. Present only when `disclosed` is `true`.", "example": "TAKER1", "type": "string" }, "taker_rating": { "description": "Rating of the taker", "type": "string" }, "trades": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "Trade amount. For options, linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units.", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "hedge_amount": { "description": "Amount of the hedge leg. For linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units.", "type": "number" }, "maker": { "description": "Alias of the maker (optional)", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" } }, "required": [], "type": "object" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Real-time notifications for Block RFQs (Request for Quotes) that are available for the subscribed maker to respond to.\n\nThis subscription notifies makers when new Block RFQs are created in the specified currency (or all currencies if `any` is used) that they can potentially quote on. Each notification includes:\n\n- **RFQ identification:** Unique Block RFQ ID, creation timestamp, and expiration timestamp\n- **RFQ structure:** Multi-leg trade structure with instrument names, directions (buy/sell), and ratios for each leg\n- **Trade parameters:** Total amount (multiplied by leg ratios determines trade size), minimum trade amount, and optional combo identifier\n- **Hedge information:** Optional hedge leg details including instrument, direction, amount, and price\n- **RFQ state:** Current state (open, filled, cancelled, or expired)\n- **Counterparty information:** Taker rating, taker alias (if disclosed), and disclosure status\n- **Execution details:** For filled RFQs, includes trade information with prices, amounts, directions, and maker aliases\n- **Index prices:** List of index prices for underlying instruments at trade execution time (for filled RFQs)\n- **Rating information:** Whether the RFQ is included in taker rating calculation (for closed RFQs)\n\nMakers can subscribe to specific currencies (BTC, ETH, USDC, USDT) or use `any` to receive notifications for all supported currencies. This enables makers to monitor incoming RFQ opportunities and respond with competitive quotes in a timely manner.\n\n**Scope required:** `block_rfq:read`\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "block_rfq.maker.(currency) " }, "block_rfq.maker.quotes.(currency)": { "address": "block_rfq.maker.quotes.(currency)", "servers": [ { "$ref": "#/servers/private" } ], "description": "Get notifications about the state of your Block RFQ quotes. Subscribe to this channel to receive real-time updates when your quotes are added, edited, cancelled, or when quotes are accepted by takers.\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "messages": { "subscribe_request": { "description": "Request to subscribe to block_rfq channel. Channel name format: `block_rfq.maker.quotes.(currency)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "block_rfq.maker.quotes.USDC" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "block_rfq.maker.quotes.USDC" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `block_rfq.maker.quotes.(currency)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 25, "block_rfq_id": 724, "block_rfq_quote_id": 1301, "creation_timestamp": 1731665928291, "direction": "buy", "filled_amount": 0, "label": "example_quote", "last_update_timestamp": 1731665928291, "legs": [ { "direction": "buy", "instrument_name": "BTC-16NOV24-82000-C", "price": 10, "ratio": 1 } ], "price": 10, "quote_state": "open", "replaced": false } ] }, "summary": "Repeated notification example" } ], "name": "block_rfq_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "This value multiplied by the ratio of a leg gives trade size on that leg.", "type": "number" }, "app_name": { "description": "The name of the application that placed the quote on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "block_rfq_id": { "description": "ID of the Block RFQ", "type": "integer" }, "block_rfq_quote_id": { "description": "ID of the Block RFQ quote", "type": "integer" }, "creation_timestamp": { "description": "The timestamp when quote was created (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "direction": { "description": "Direction of trade from the maker perspective", "enum": [ "buy", "sell" ], "type": "string" }, "execution_instruction": { "description": "Execution instruction of the quote. Default - `any_part_of`\n\n- `\"all_or_none (AON)\"` - The quote can only be filled entirely or not at all, ensuring that its amount matches the amount specified in the Block RFQ. Additionally, 'all_or_none' quotes have priority over 'any_part_of' quotes at the same price level.\n- `\"any_part_of (APO)\"` - The quote can be filled either partially or fully, with the filled amount potentially being less than the Block RFQ amount.", "enum": [ "any_part_of", "all_or_none" ], "type": "string" }, "filled_amount": { "description": "Filled amount of the quote. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.", "type": "number" }, "hedge": { "properties": { "amount": { "description": "It represents the requested hedge leg size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price for a hedge leg", "type": "number" } }, "type": "object" }, "label": { "description": "User defined label for the quote (maximum 64 characters)", "type": "string" }, "last_update_timestamp": { "description": "Timestamp of the last update of the quote (milliseconds since the UNIX epoch)", "example": 1536569522277, "type": "integer" }, "legs": { "additionalProperties": false, "description": "", "properties": { "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price for a leg", "type": "number" }, "ratio": { "description": "Ratio of amount between legs", "type": "integer" } }, "required": [], "type": "object" }, "price": { "description": "Price of a quote", "type": "number" }, "quote_state": { "description": "State of the quote", "type": "string" }, "quote_state_reason": { "description": "Reason of quote cancellation", "type": "string" }, "replaced": { "description": "`true` if the quote was edited, otherwise `false`.", "type": "boolean" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Get notifications about the state of your Block RFQ quotes. Subscribe to this channel to receive real-time updates when your quotes are added, edited, cancelled, or when quotes are accepted by takers.\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "block_rfq.maker.quotes.(currency) " }, "block_rfq.taker.(currency)": { "address": "block_rfq.taker.(currency)", "servers": [ { "$ref": "#/servers/private" } ], "description": "Get notifications about the state of your Block RFQ. `trades` are only visible if the Block RFQ was filled.\n\n**Note:** After Block RFQ creation, a grace period of 5 seconds begins, during which the taker cannot see quotes or trade the Block RFQ.\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "messages": { "subscribe_request": { "description": "Request to subscribe to block_rfq channel. Channel name format: `block_rfq.taker.(currency)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "block_rfq.taker.USDC" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "block_rfq.taker.USDC" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `block_rfq.taker.(currency)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "amount": 10000, "asks": [], "bids": [ { "amount": 10000, "execution_instruction": "any_part_of", "last_update_timestamp": 1740047910507, "makers": [ "ANONYMOUS" ], "price": 291664.14 } ], "block_rfq_id": 321, "combo_id": null, "creation_timestamp": 1740047910438, "disclosed": true, "expiration_timestamp": 1740048210438, "label": "example", "legs": [ { "direction": "buy", "instrument_name": "BTC-21FEB25", "ratio": 1 }, { "direction": "buy", "instrument_name": "BTC-28FEB25", "ratio": 1 }, { "direction": "buy", "instrument_name": "BTC-PERPETUAL", "ratio": 1 } ], "makers": [ "MAKER1", "MAKER2" ], "min_trade_amount": 10, "role": "taker", "state": "open", "taker": "TAKER1", "taker_rating": "1-2" } }, "summary": "Repeated notification example" } ], "name": "block_rfq_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "amount": { "description": "This value multiplied by the ratio of a leg gives trade size on that leg.", "type": "number" }, "app_name": { "description": "The name of the application that created the Block RFQ on behalf of the user (optional, visible only to taker).", "example": "Example Application", "type": "string" }, "asks": { "items": { "properties": { "amount": { "description": "This value multiplied by the ratio of a leg gives trade size on that leg.", "type": "number" }, "execution_instruction": { "description": "Execution instruction of the quote. Default - `any_part_of`\n\n- `\"all_or_none (AON)\"` - The quote can only be filled entirely or not at all, ensuring that its amount matches the amount specified in the Block RFQ. Additionally, 'all_or_none' quotes have priority over 'any_part_of' quotes at the same price level.\n- `\"any_part_of (APO)\"` - The quote can be filled either partially or fully, with the filled amount potentially being less than the Block RFQ amount.", "enum": [ "any_part_of", "all_or_none" ], "type": "string" }, "expires_at": { "description": "The timestamp when the quote expires (milliseconds since the Unix epoch), equal to the earliest expiry of placed quotes", "example": 1745312540321, "type": "integer" }, "last_update_timestamp": { "description": "Timestamp of the last update of the quote (milliseconds since the UNIX epoch)", "example": 1536569522277, "type": "integer" }, "makers": { "items": { "description": "Maker of the quote", "type": "string" }, "type": "array" }, "price": { "description": "Price of a quote", "type": "number" } }, "type": "object" }, "type": "array" }, "bids": { "items": { "properties": { "amount": { "description": "This value multiplied by the ratio of a leg gives trade size on that leg.", "type": "number" }, "execution_instruction": { "description": "Execution instruction of the quote. Default - `any_part_of`\n\n- `\"all_or_none (AON)\"` - The quote can only be filled entirely or not at all, ensuring that its amount matches the amount specified in the Block RFQ. Additionally, 'all_or_none' quotes have priority over 'any_part_of' quotes at the same price level.\n- `\"any_part_of (APO)\"` - The quote can be filled either partially or fully, with the filled amount potentially being less than the Block RFQ amount.", "enum": [ "any_part_of", "all_or_none" ], "type": "string" }, "expires_at": { "description": "The timestamp when the quote expires (milliseconds since the Unix epoch), equal to the earliest expiry of placed quotes", "example": 1745312540321, "type": "integer" }, "last_update_timestamp": { "description": "Timestamp of the last update of the quote (milliseconds since the UNIX epoch)", "example": 1536569522277, "type": "integer" }, "makers": { "items": { "description": "Maker of the quote", "type": "string" }, "type": "array" }, "price": { "description": "Price of a quote", "type": "number" } }, "type": "object" }, "type": "array" }, "block_rfq_id": { "description": "ID of the Block RFQ", "type": "integer" }, "combo_id": { "description": "Unique combo identifier", "example": "BTC-FS-31DEC21-PERP", "type": "string" }, "creation_timestamp": { "description": "The timestamp when Block RFQ was created (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "disclosed": { "description": "Indicates whether the RFQ was created as non-anonymous, meaning taker and maker aliases are visible to counterparties.", "type": "boolean" }, "expiration_timestamp": { "description": "The timestamp when the Block RFQ will expire (milliseconds since the UNIX epoch)", "example": 1536569522277, "type": "integer" }, "hedge": { "properties": { "amount": { "description": "It represents the requested hedge leg size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price for a hedge leg", "type": "number" } }, "type": "object" }, "included_in_taker_rating": { "description": "Indicates whether the RFQ is included in the taker's rating calculation. Present only for closed RFQs created by the requesting taker.", "type": "boolean" }, "index_prices": { "additionalProperties": true, "description": "", "properties": {}, "type": "object" }, "label": { "description": "User defined label for the Block RFQ (maximum 64 characters)", "type": "string" }, "legs": { "additionalProperties": false, "description": "", "properties": { "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "ratio": { "description": "Ratio of amount between legs", "type": "integer" } }, "required": [], "type": "object" }, "makers": { "additionalProperties": true, "description": "", "properties": {}, "type": "object" }, "mark_price": { "description": "The mark price for the instrument", "type": "number" }, "min_trade_amount": { "description": "Minimum amount for trading", "type": "number" }, "role": { "description": "Role of the user in Block RFQ", "enum": [ "taker", "maker" ], "type": "string" }, "state": { "description": "State of the Block RFQ", "enum": [ "open", "filled", "cancelled", "expired" ], "type": "string" }, "taker": { "description": "Taker alias. Present only when `disclosed` is `true`.", "example": "TAKER1", "type": "string" }, "taker_rating": { "description": "Rating of the taker", "type": "string" }, "trade_allocations": { "additionalProperties": false, "description": "List of allocations for Block RFQ pre-allocation. Allows to split amount between different (sub)accounts. The taker can also allocate to himself. Visible only to the taker.", "properties": { "amount": { "description": "Amount allocated to this user or client.", "type": "number" }, "client_info": { "description": "Client allocation info for brokers.", "properties": { "client_id": { "description": "ID of a client; available to broker. Represents a group of users under a common name.", "type": "integer" }, "client_link_id": { "description": "ID assigned to a single user in a client; available to broker.", "type": "integer" }, "name": { "description": "Name of the linked user within the client; available to broker.", "type": "string" } }, "type": "object" }, "user_id": { "description": "User ID to allocate part of the RFQ amount. For brokers the User ID is obstructed.", "type": "integer" } }, "required": [], "type": "object" }, "trade_trigger": { "description": "Present only if a trade trigger was placed by the taker and only visible to taker. Only for cases: `cancelled` (contains the reason for cancellation) and `untriggered` (contains the information about the trade trigger).", "properties": { "cancel_reason": { "description": "Reason for cancellation, present only when state is cancelled", "type": "string" }, "direction": { "description": "Direction of the trade trigger", "enum": [ "buy", "sell" ], "type": "string" }, "price": { "description": "Price of the trade trigger", "type": "number" }, "state": { "description": "Trade trigger state: `\"untriggered\"` or `\"cancelled\"`", "enum": [ "triggered", "untriggered", "cancelled" ], "type": "string" } }, "required": [ "state", "price", "direction" ], "type": "object" }, "trades": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "Trade amount. For options, linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units.", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "hedge_amount": { "description": "Amount of the hedge leg. For linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units.", "type": "number" }, "maker": { "description": "Alias of the maker (optional)", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" } }, "required": [], "type": "object" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Get notifications about the state of your Block RFQ. `trades` are only visible if the Block RFQ was filled.\n\n**Note:** After Block RFQ creation, a grace period of 5 seconds begins, during which the taker cannot see quotes or trade the Block RFQ.\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "block_rfq.taker.(currency) " }, "block_rfq.trades.(currency)": { "address": "block_rfq.trades.(currency)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Get notifications about recent Block RFQ trades. This is a public channel that provides market data about completed Block RFQ trades.\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "messages": { "subscribe_request": { "description": "Request to subscribe to block_rfq channel. Channel name format: `block_rfq.trades.(currency)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "block_rfq.trades.USDC" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "block_rfq.trades.USDC" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `block_rfq.trades.(currency)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "amount": 50, "combo_id": "BTC-PERPETUAL", "direction": "sell", "id": 939, "legs": [ { "direction": "buy", "instrument_name": "BTC-PERPETUAL", "price": 95318.72, "ratio": 1 } ], "mark_price": 95318.72, "timestamp": 1739869829823, "trades": [ { "amount": 50, "direction": "sell", "price": 95318.72 } ] } }, "summary": "Repeated notification example" } ], "name": "block_rfq_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "This value multiplied by the ratio of a leg gives trade size on that leg.", "type": "number" }, "combo_id": { "description": "Unique combo identifier", "example": "BTC-FS-31DEC21-PERP", "type": "string" }, "direction": { "description": "Trade direction of the taker", "enum": [ "buy", "sell" ], "type": "string" }, "hedge": { "properties": { "amount": { "description": "It represents the requested hedge leg size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price for a hedge leg", "type": "number" } }, "type": "object" }, "id": { "description": "ID of the Block RFQ", "type": "integer" }, "legs": { "additionalProperties": false, "description": "", "properties": { "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price for a leg", "type": "number" }, "ratio": { "description": "Ratio of amount between legs", "type": "integer" } }, "required": [], "type": "object" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trades": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "Trade amount. For options, linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units.", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "hedge_amount": { "description": "Amount of the hedge leg. For linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units.", "type": "number" }, "price": { "description": "Price in base currency", "type": "number" } }, "required": [], "type": "object" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Get notifications about recent Block RFQ trades. This is a public channel that provides market data about completed Block RFQ trades.\n\n**\ud83d\udcd6 Related Article:** [Deribit Block RFQ API walkthrough](https://docs.deribit.com/articles/block-rfq-api-walkthrough)\n", "tags": [ { "name": "Block Rfq" }, { "name": "Public" } ], "title": "block_rfq.trades.(currency) " }, "block_trade_confirmations": { "address": "block_trade_confirmations", "servers": [ { "$ref": "#/servers/public" } ], "description": "Provides notifications regarding block trade approval. Subscribe to this channel to receive notifications about pending block trades that require your approval.\n\n**\ud83d\udcd6 Related Article:** [Block Trading](https://docs.deribit.com/articles/block-trading-api)\n", "messages": { "subscribe_request": { "description": "Request to subscribe to `block_trade_confirmations` channel. This channel does not require any additional parameters.", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "block_trade_confirmations" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "block_trade_confirmations" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `block_trade_confirmations` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "nonce": "bt-jdqv98", "role": "maker", "state": { "timestamp": 1711468632693, "value": "rejected" }, "timestamp": 1711468468131, "trades": [ { "amount": 10, "direction": "buy", "instrument_name": "BTC-PERPETUAL", "price": 70246.66 } ], "user_id": 7 } }, "summary": "Repeated notification example" } ], "name": "block_trade_confirmations_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "app_name": { "description": "The name of the application that executed the block trade on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "broker_code": { "description": "Broker code associated with the broker block trade.", "example": "jpqYKgg1", "type": "string" }, "broker_name": { "description": "Name of the broker associated with the block trade.", "example": "Test Broker", "type": "string" }, "combo_id": { "description": "Combo instrument identifier", "example": "BTC-CS-27JUN25-80000_85000", "type": "string" }, "counterparty_state": { "description": "State of the pending block trade for the other party (optional).", "type": "object" }, "nonce": { "description": "Nonce that can be used to approve or reject pending block trade.", "example": "bF1_gfgcsd", "type": "string" }, "role": { "description": "Trade role of the user: `maker` or `taker`", "enum": [ "maker", "taker" ], "type": "string" }, "state": { "description": "State of the pending block trade for current user.", "type": "object" }, "timestamp": { "description": "Timestamp that can be used to approve or reject pending block trade.", "type": "integer" }, "trades": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" } }, "required": [ "instrument_name", "direction", "price", "amount" ], "type": "object" }, "user_id": { "description": "Unique user identifier", "example": 57874, "type": "integer" }, "username": { "description": "Username of the user who initiated the block trade.", "example": "Trader", "type": "string" } }, "required": [ "nonce", "timestamp", "trades", "app_name", "role", "user_id", "state" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Provides notifications regarding block trade approval. Subscribe to this channel to receive notifications about pending block trades that require your approval.\n\n**\ud83d\udcd6 Related Article:** [Block Trading](https://docs.deribit.com/articles/block-trading-api)\n", "tags": [ { "name": "Block Trade" }, { "name": "Private" } ], "title": "block_trade_confirmations " }, "block_trade_confirmations.(currency)": { "address": "block_trade_confirmations.(currency)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Provides notifications regarding block trade approval. Supports filtering by currency. Subscribe to this channel to receive notifications about pending block trades that require your approval, filtered by a specific currency.\n\n**\ud83d\udcd6 Related Article:** [Block Trading](https://docs.deribit.com/articles/block-trading-api)\n", "messages": { "subscribe_request": { "description": "Request to subscribe to block_trade_confirmations channel. Channel name format: `block_trade_confirmations.(currency)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "block_trade_confirmations.USDC" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "block_trade_confirmations.USDC" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `block_trade_confirmations.(currency)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "nonce": "bt-jdqv98", "role": "maker", "state": { "timestamp": 1711468632693, "value": "rejected" }, "timestamp": 1711468468131, "trades": [ { "amount": 10, "direction": "buy", "instrument_name": "BTC-PERPETUAL", "price": 70246.66 } ], "user_id": 7 } }, "summary": "Repeated notification example" } ], "name": "block_trade_confirmations_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "app_name": { "description": "The name of the application that executed the block trade on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "broker_code": { "description": "Broker code associated with the broker block trade.", "example": "jpqYKgg1", "type": "string" }, "broker_name": { "description": "Name of the broker associated with the block trade.", "example": "Test Broker", "type": "string" }, "combo_id": { "description": "Combo instrument identifier", "example": "BTC-CS-27JUN25-80000_85000", "type": "string" }, "counterparty_state": { "description": "State of the pending block trade for the other party (optional).", "type": "object" }, "nonce": { "description": "Nonce that can be used to approve or reject pending block trade.", "example": "bF1_gfgcsd", "type": "string" }, "role": { "description": "Trade role of the user: `maker` or `taker`", "enum": [ "maker", "taker" ], "type": "string" }, "state": { "description": "State of the pending block trade for current user.", "type": "object" }, "timestamp": { "description": "Timestamp that can be used to approve or reject pending block trade.", "type": "integer" }, "trades": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" } }, "required": [ "instrument_name", "direction", "price", "amount" ], "type": "object" }, "user_id": { "description": "Unique user identifier", "example": 57874, "type": "integer" }, "username": { "description": "Username of the user who initiated the block trade.", "example": "Trader", "type": "string" } }, "required": [ "nonce", "timestamp", "trades", "app_name", "role", "user_id", "state" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Provides notifications regarding block trade approval. Supports filtering by currency. Subscribe to this channel to receive notifications about pending block trades that require your approval, filtered by a specific currency.\n\n**\ud83d\udcd6 Related Article:** [Block Trading](https://docs.deribit.com/articles/block-trading-api)\n", "tags": [ { "name": "Block Trade" }, { "name": "Private" } ], "title": "block_trade_confirmations.(currency) " }, "book.(instrument_name).(group).(depth).(interval)": { "address": "book.(instrument_name).(group).(depth).(interval)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Aggregated order book updates for a specific instrument.\n\nNotifications are sent once per specified `interval`, with prices grouped (rounded) according to `group`, and the book truncated to the specified `depth` (number of price levels).\n\nThe `asks` and `bids` fields are both lists of `[price, amount]` pairs.\n\n- `price`: price level, rounded according to `group` (USD per BTC)\n- `amount`: total amount at that price level\n\n**Units:** For perpetual and inverse futures the amount is in USD units. For options and linear futures it is in the underlying base currency coin.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to book channel. Channel name format: `book.(instrument_name).(group).(depth).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "book.BTC-PERPETUAL.none.10.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "book.BTC-PERPETUAL.none.10.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `book.(instrument_name).(group).(depth).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "asks": [ [ 161, 20 ] ], "bids": [ [ 160, 40 ] ], "change_id": 109615, "instrument_name": "ETH-PERPETUAL", "timestamp": 1554375447971 } }, "summary": "Repeated notification example" } ], "name": "book_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "asks": { "items": { "description": "List of asks (price-amount pairs)", "items": { "type": "number" }, "maxItems": 2, "minItems": 2, "type": "array" }, "type": "array" }, "bids": { "items": { "description": "List of bids (price-amount pairs)", "items": { "type": "number" }, "maxItems": 2, "minItems": 2, "type": "array" }, "type": "array" }, "change_id": { "description": "id of the notification", "type": "integer" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "timestamp": { "description": "The timestamp of last change (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" } }, "required": [ "instrument_name", "change_id", "asks", "bids" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Aggregated order book updates for a specific instrument.\n\nNotifications are sent once per specified `interval`, with prices grouped (rounded) according to `group`, and the book truncated to the specified `depth` (number of price levels).\n\nThe `asks` and `bids` fields are both lists of `[price, amount]` pairs.\n\n- `price`: price level, rounded according to `group` (USD per BTC)\n- `amount`: total amount at that price level\n\n**Units:** For perpetual and inverse futures the amount is in USD units. For options and linear futures it is in the underlying base currency coin.\n", "tags": [ { "name": "Orderbook" }, { "name": "Market Data" } ], "title": "book.(instrument_name).(group).(depth).(interval) " }, "book.(instrument_name).(interval)": { "address": "book.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Real-time order book updates for a specific instrument.\n\n- The first notification contains a full snapshot of the book (bids and asks for all price levels).\n- Subsequent notifications contain only incremental changes to individual price levels.\n- Updates are tuples in the form `[action, price, amount]`, where `action` is one of: `new`, `change`, `delete`.\n\nEach notification includes a `change_id`. Every message except the first also contains `prev_change_id`. If `prev_change_id` equals the `change_id` of the previous message, it indicates that no messages were missed.\n\n**Units:** For perpetuals and futures, `amount` is in USD units. For options, `amount` is in the corresponding cryptocurrency contracts (e.g., BTC or ETH).\n", "messages": { "subscribe_request": { "description": "Request to subscribe to book channel. Channel name format: `book.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "book.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "book.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `book.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "first", "payload": { "data": { "asks": [ [ "new", 5042.64, 40 ], [ "new", 5043.3, 40 ] ], "bids": [ [ "new", 5042.34, 30 ], [ "new", 5041.94, 20 ] ], "change_id": 297217, "instrument_name": "BTC-PERPETUAL", "timestamp": 1554373962454, "type": "snapshot" } }, "summary": "First notification example" }, { "name": "repeated", "payload": { "data": { "asks": [], "bids": [ [ "delete", 5041.94, 0 ], [ "delete", 5042.34, 0 ] ], "change_id": 297218, "instrument_name": "BTC-PERPETUAL", "prev_change_id": 297217, "timestamp": 1554373911330, "type": "change" } }, "summary": "Repeated notification example" } ], "name": "book_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "asks": { "description": "", "type": "array" }, "bids": { "description": "", "type": "array" }, "change_id": { "description": "Identifier of the notification", "type": "integer" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "prev_change_id": { "description": "Identifier of the previous notification (it's **not** included for the first notification)", "type": "integer" }, "timestamp": { "description": "The timestamp of last change (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "type": { "description": "Type of notification: `snapshot` for initial, `change` for others", "enum": [ "snapshot", "change" ], "type": "string" } }, "required": [ "instrument_name", "change_id", "asks", "bids" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Real-time order book updates for a specific instrument.\n\n- The first notification contains a full snapshot of the book (bids and asks for all price levels).\n- Subsequent notifications contain only incremental changes to individual price levels.\n- Updates are tuples in the form `[action, price, amount]`, where `action` is one of: `new`, `change`, `delete`.\n\nEach notification includes a `change_id`. Every message except the first also contains `prev_change_id`. If `prev_change_id` equals the `change_id` of the previous message, it indicates that no messages were missed.\n\n**Units:** For perpetuals and futures, `amount` is in USD units. For options, `amount` is in the corresponding cryptocurrency contracts (e.g., BTC or ETH).\n", "tags": [ { "name": "Orderbook" }, { "name": "Market Data" } ], "title": "book.(instrument_name).(interval) " }, "chart.trades.(instrument_name).(resolution)": { "address": "chart.trades.(instrument_name).(resolution)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Publicly available market data used to generate a TradingView trade candle chart.\n\nDuring a single resolution period, many events can be sent, each with updated values for the recent period.\n\n**Notice:** When there is no trade during the requested resolution period (e.g. 1 minute), a filling sample is generated which uses data from the last available trade candle (open and close values).\n", "messages": { "subscribe_request": { "description": "Request to subscribe to chart channel. Channel name format: `chart.trades.(instrument_name).(resolution)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "chart.trades.BTC-PERPETUAL.1" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "chart.trades.BTC-PERPETUAL.1" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `chart.trades.(instrument_name).(resolution)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "close": 8791.25, "cost": 460, "high": 8870.31, "low": 8788.25, "open": 8869.79, "tick": 1573645080000, "volume": 0.05219351 } }, "summary": "Repeated notification example" } ], "name": "chart_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "close": { "description": "The close price for the candle", "type": "number" }, "cost": { "description": "Cost data for the candle", "type": "number" }, "high": { "description": "The highest price level for the candle", "type": "number" }, "low": { "description": "The lowest price level for the candle", "type": "number" }, "open": { "description": "The open price for the candle'", "type": "number" }, "tick": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "volume": { "description": "Volume data for the candle", "type": "number" } }, "required": [ "tick", "volume", "cost", "open", "close", "high", "low" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Publicly available market data used to generate a TradingView trade candle chart.\n\nDuring a single resolution period, many events can be sent, each with updated values for the recent period.\n\n**Notice:** When there is no trade during the requested resolution period (e.g. 1 minute), a filling sample is generated which uses data from the last available trade candle (open and close values).\n", "tags": [ { "name": "Market Data" } ], "title": "chart.trades.(instrument_name).(resolution) " }, "deribit_price_index.(index_name)": { "address": "deribit_price_index.(index_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Deribit index price updates for the given `index_name` (current index value).\n\nUse this channel to track the real-time value of a Deribit index (e.g., `btc_usd`), which is used across pricing, margining, and settlement-related calculations.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to deribit_price_index channel. Channel name format: `deribit_price_index.(index_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "deribit_price_index.btc_usd" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "deribit_price_index.btc_usd" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `deribit_price_index.(index_name)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "index_name": "btc_usd", "price": 3937.89, "timestamp": 1550588002899 } }, "summary": "Repeated notification example" } ], "name": "deribit_price_index_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "index_name": { "description": "Index identifier, matches (base) cryptocurrency with quote currency", "enum": [ "btc_usd", "eth_usd", "ada_usdc", "algo_usdc", "avax_usdc", "bch_usdc", "bnb_usdc", "btc_usdc", "btcdvol_usdc", "buidl_usdc", "doge_usdc", "dot_usdc", "eurr_usdc", "eth_usdc", "ethdvol_usdc", "link_usdc", "ltc_usdc", "near_usdc", "paxg_usdc", "shib_usdc", "sol_usdc", "steth_usdc", "ton_usdc", "trump_usdc", "trx_usdc", "uni_usdc", "usde_usdc", "usyc_usdc", "xrp_usdc", "btc_usdt", "eth_usdt", "eurr_usdt", "sol_usdt", "steth_usdt", "usdc_usdt", "usde_usdt", "btc_eurr", "btc_usde", "btc_usyc", "eth_btc", "eth_eurr", "eth_usde", "eth_usyc", "steth_eth", "paxg_btc", "drbfix-btc_usdc", "drbfix-eth_usdc" ], "type": "string" }, "price": { "description": "Current index price", "example": 8247.27, "type": "number" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" } }, "required": [ "timestamp", "price", "index_name" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Deribit index price updates for the given `index_name` (current index value).\n\nUse this channel to track the real-time value of a Deribit index (e.g., `btc_usd`), which is used across pricing, margining, and settlement-related calculations.\n", "tags": [ { "name": "Market Data" } ], "title": "deribit_price_index.(index_name) " }, "deribit_price_ranking.(index_name)": { "address": "deribit_price_ranking.(index_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Price ranking updates for the component exchanges used to calculate the Deribit index.\n\nUse this channel to see per-exchange price contributions that feed into the index calculation for the given `index_name`.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to deribit_price_ranking channel. Channel name format: `deribit_price_ranking.(index_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "deribit_price_ranking.btc_usd" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "deribit_price_ranking.btc_usd" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `deribit_price_ranking.(index_name)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "enabled": true, "identifier": "bitfinex", "original_price": 41160.5, "price": 41160.5, "timestamp": 1702465142997, "weight": 16.666667 }, { "enabled": true, "identifier": "binance", "original_price": 41119, "price": 41119, "timestamp": 1702465143045, "weight": 16.666667 }, { "enabled": true, "identifier": "coinbase", "original_price": 41115.53, "price": 41115.53, "timestamp": 1702465139000, "weight": 16.666667 }, { "enabled": true, "identifier": "gemini", "original_price": 41116.42, "price": 41116.42, "timestamp": 1702465142921, "weight": 16.666667 }, { "enabled": true, "identifier": "itbit", "original_price": 41108.88, "price": 41108.88, "timestamp": 1702465141954, "weight": 16.666667 }, { "enabled": true, "identifier": "kraken", "original_price": 41108.35, "price": 41108.35, "timestamp": 1702465142906, "weight": 16.666667 } ] }, "summary": "Repeated notification example" } ], "name": "deribit_price_ranking_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "enabled": { "description": "Stock exchange status", "type": "boolean" }, "identifier": { "description": "Stock exchange identifier", "example": "binance", "type": "string" }, "original_price": { "description": "Index price retrieved from stock's data", "type": "number" }, "price": { "description": "Adjusted stock exchange index price, used for Deribit price index calculations", "type": "number" }, "timestamp": { "description": "The timestamp of the last update from stock exchange (milliseconds since the UNIX epoch)", "example": 1536569522277, "type": "integer" }, "weight": { "description": "The weight of the ranking given in percent", "type": "number" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Price ranking updates for the component exchanges used to calculate the Deribit index.\n\nUse this channel to see per-exchange price contributions that feed into the index calculation for the given `index_name`.\n", "tags": [ { "name": "Market Data" } ], "title": "deribit_price_ranking.(index_name) " }, "deribit_price_statistics.(index_name)": { "address": "deribit_price_statistics.(index_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Basic statistics for the Deribit index.\n\nProvides statistical information related to the given `index_name` (e.g., aggregated stats derived from index updates). Useful for monitoring index behavior over time.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to deribit_price_statistics channel. Channel name format: `deribit_price_statistics.(index_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "deribit_price_statistics.btc_usd" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "deribit_price_statistics.btc_usd" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `deribit_price_statistics.(index_name)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "change24h": 1009.61, "high24h": 59311.42, "high_volatility": false, "index_name": "btc_usd", "low24h": 58012.08 } }, "summary": "Repeated notification example" } ], "name": "deribit_price_statistics_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "change24h": { "description": "The price index change calculated between the first and last point within most recent 24 hours window", "type": "number" }, "fast_market": { "description": "Indicates the fast moving prices period on the market. The value `true` is set when the price index value drastically changed within the last 1 hour. This indicator remains active even for 2 more hours after the prices calm down", "type": "boolean" }, "high24h": { "description": "The highest recorded price within the last 24 hours", "type": "number" }, "index_name": { "description": "Index identifier, matches (base) cryptocurrency with quote currency", "enum": [ "btc_usd", "eth_usd", "ada_usdc", "algo_usdc", "avax_usdc", "bch_usdc", "bnb_usdc", "btc_usdc", "btcdvol_usdc", "buidl_usdc", "doge_usdc", "dot_usdc", "eurr_usdc", "eth_usdc", "ethdvol_usdc", "link_usdc", "ltc_usdc", "near_usdc", "paxg_usdc", "shib_usdc", "sol_usdc", "steth_usdc", "ton_usdc", "trump_usdc", "trx_usdc", "uni_usdc", "usde_usdc", "usyc_usdc", "xrp_usdc", "btc_usdt", "eth_usdt", "eurr_usdt", "sol_usdt", "steth_usdt", "usdc_usdt", "usde_usdt", "btc_eurr", "btc_usde", "btc_usyc", "eth_btc", "eth_eurr", "eth_usde", "eth_usyc", "steth_eth", "paxg_btc", "drbfix-btc_usdc", "drbfix-eth_usdc" ], "type": "string" }, "low24h": { "description": "The lowest recorded price within the last 24 hours", "type": "number" } }, "required": [ "index_name", "low24h", "high24h", "change24h" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Basic statistics for the Deribit index.\n\nProvides statistical information related to the given `index_name` (e.g., aggregated stats derived from index updates). Useful for monitoring index behavior over time.\n", "tags": [ { "name": "Market Data" } ], "title": "deribit_price_statistics.(index_name) " }, "deribit_volatility_index.(index_name)": { "address": "deribit_volatility_index.(index_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Volatility index updates for the given `index_name`.\n\nUse this channel to receive volatility index values (e.g., DVOL-like measures) as they update.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to deribit_volatility_index channel. Channel name format: `deribit_volatility_index.(index_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "deribit_volatility_index.btc_usd" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "deribit_volatility_index.btc_usd" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `deribit_volatility_index.(index_name)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "index_name": "btc_usd", "timestamp": 1619777946007, "volatility": 129.36 } }, "summary": "Repeated notification example" } ], "name": "deribit_volatility_index_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "index_name": { "description": "Index identifier supported for DVOL", "enum": [ "btc_usd", "eth_usd" ], "type": "string" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "volatility": { "description": "Value of the corresponding volatility", "type": "number" } }, "required": [ "timestamp", "volatility", "index_name" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Volatility index updates for the given `index_name`.\n\nUse this channel to receive volatility index values (e.g., DVOL-like measures) as they update.\n", "tags": [ { "name": "Market Data" } ], "title": "deribit_volatility_index.(index_name) " }, "estimated_expiration_price.(index_name)": { "address": "estimated_expiration_price.(index_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Estimated expiration (delivery) price updates for the given `index_name`.\n\nProvides calculated estimates of the ending price used around expirations/settlement. Useful for monitoring expected settlement levels.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to estimated_expiration_price channel. Channel name format: `estimated_expiration_price.(index_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "estimated_expiration_price.btc_usd" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "estimated_expiration_price.btc_usd" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `estimated_expiration_price.(index_name)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "is_estimated": false, "price": 3939.73, "seconds": 180929 } }, "summary": "Repeated notification example" } ], "name": "estimated_expiration_price_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "is_estimated": { "description": "Indicates whether the price is an estimated value. When `true`, the price represents a calculated estimated ending price for expiration. When `false`, the price is the current index price.", "type": "boolean" }, "left_ticks": { "description": "Number of time ticks remaining until expiration. This field is only present when `is_estimated` is `true`.", "type": "number" }, "price": { "description": "The current index price or the estimated expiration price for the index. When `is_estimated` is `true`, this represents the calculated estimated ending price; otherwise, it is the current index price.", "example": 8247.27, "type": "number" }, "seconds": { "description": "Number of seconds remaining until the expiration of the nearest expiring instrument", "type": "integer" }, "total_ticks": { "description": "Total number of time ticks for the expiration period. This field is only present when `is_estimated` is `true`.", "type": "number" } }, "required": [ "seconds", "price", "is_estimated" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Estimated expiration (delivery) price updates for the given `index_name`.\n\nProvides calculated estimates of the ending price used around expirations/settlement. Useful for monitoring expected settlement levels.\n", "tags": [ { "name": "Market Data" } ], "title": "estimated_expiration_price.(index_name) " }, "incremental_ticker.(instrument_name)": { "address": "incremental_ticker.(instrument_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Real-time ticker updates for an instrument, delivered as a snapshot followed by incremental updates.\n\n- The first notification contains the full ticker snapshot.\n- Subsequent notifications contain only fields that changed since the previous update.\n\nThis event is sent at most once per second.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to incremental_ticker channel. Channel name format: `incremental_ticker.(instrument_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "incremental_ticker.BTC-PERPETUAL" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "incremental_ticker.BTC-PERPETUAL" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `incremental_ticker.(instrument_name)` subscription - contains the data payload", "examples": [ { "name": "first", "payload": { "data": { "best_ask_amount": 100, "best_ask_price": 36443, "best_bid_amount": 5000, "best_bid_price": 36442.5, "current_funding": 0, "estimated_delivery_price": 36441.64, "funding_8h": 2.11e-05, "index_price": 36441.64, "instrument_name": "BTC-PERPETUAL", "last_price": 36457.5, "mark_price": 36446.51, "max_price": 36991.72, "min_price": 35898.37, "open_interest": 502097590, "settlement_price": 36169.49, "state": "open", "stats": { "high": 36824.5, "low": 35213.5, "price_change": 0.7229, "volume": 7871.02139035, "volume_usd": 284061480 }, "timestamp": 1623060194301, "type": "snapshot" } }, "summary": "First notification example" }, { "name": "repeated", "payload": { "data": { "best_ask_amount": 120, "best_bid_amount": 300, "best_bid_price": 36452.5, "funding_8h": 3.11e-05, "index_price": 36442.64, "instrument_name": "BTC-PERPETUAL", "mark_price": 36448.61, "stats": { "volume": 7872.02139035, "volume_usd": 284073480 }, "timestamp": 1623060199024, "type": "change" } }, "summary": "Repeated notification example" } ], "name": "incremental_ticker_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "ask_iv": { "description": "(Only for option) implied volatility for best ask", "type": "number" }, "best_ask_amount": { "description": "It represents the requested order size of all best asks", "type": "number" }, "best_ask_price": { "description": "The current best ask price, `null` if there aren't any asks", "type": "number" }, "best_bid_amount": { "description": "It represents the requested order size of all best bids", "type": "number" }, "best_bid_price": { "description": "The current best bid price, `null` if there aren't any bids", "type": "number" }, "bid_iv": { "description": "(Only for option) implied volatility for best bid", "type": "number" }, "current_funding": { "description": "Current funding (perpetual only)", "type": "number" }, "delivery_price": { "description": "The settlement price for the instrument. Only when `state = closed`", "type": "number" }, "estimated_delivery_price": { "description": "Estimated delivery price for the market. For more details, see Contract Specification > General Documentation > Expiration Price", "example": 11628.81, "type": "number" }, "funding_8h": { "description": "Funding 8h (perpetual only)", "type": "number" }, "greeks": { "description": "Only for options. Greeks are risk measures that describe how the option's price changes with respect to various factors.\n\n**Delta (\u0394)**\n\nDeribit uses two different Deltas:\n- **DeltaTotal** in the account summary uses the **Net Transaction Delta (NTD)**\n- **Delta** for individual option expiries is the **Black Scholes Delta**\n\nIn the settings section you can toggle Net Transaction Delta instead.\n\n**What is DeltaTotal in the account summary?**\n`DeltaTotal = Net Transaction Delta of options + BTC Position of Futures`\n\n**What is Net Transaction Delta?**\n`Net Transaction Delta = Black Scholes Delta - Mark Price of Options`\n\n**Why do we use a Net Transaction Delta?**\nThe Delta Total uses the Net Transaction Delta (or price adjusted Delta) of the options. This is because, from a risk perspective, we are interested in the change in Bitcoin price as the underlying changes.\n\nYou should actually treat your delta as **Equity + Delta Total** if you want to have less risk for your USD PnL.\n\n**Example:** Consider a call option with strike 0, which has a Black Scholes Delta of 1 and Net Transaction Delta = 0.\n\nImagine you have 2 BTC equity and no positions and BTC price is at USD 60k. In that case you would short 2 Futures contracts to hedge your USD exposure to BTC.\n\nNow let's say you buy one call with strike 0. The question is if you should sell another future?\n\nThe call will always have a price of 1 BTC. So you buy it at 1 BTC which equates to USD 60k. Let's say the price increases to USD 70k. The value of the call is still 1 BTC. At settlement you receive 1 BTC for the call. So you paid 1 BTC and then receive 1 BTC which means your USD PnL on buying the call is 0. If you sold a future on it, then you would actually lose on the future.\n\n\u26a0\ufe0f **During the 30 minute settlement period we decay your Delta.** See [Delta decay during settlement](https://support.deribit.com/hc/en-us/articles/25944751433757-Delta-decay-during-settlement) for more details.\n\n**Theta (\u0398)**\n\nThe Theta that Deribit uses is the **minimum of (1 day Theta, lifetime theta of the option)**. So if you take an option with 1 hour to expire for example, generally Black Scholes Theta will give you the equivalent 1 day Theta. Whereas we show the 1 hour Theta, so our Theta would differ from Black Scholes Theta when time to expiry is less than 1 day.\n\n**Vega, Gamma, and Rho**\n\nVega (not actually a Greek symbol), Gamma, Theta and Rho values shown on Deribit are calculated using **standard Black Scholes without adjustments**.\n", "properties": { "delta": { "description": "(Only for option) The delta value for the option. This is the **Black Scholes Delta** for individual option expiries. \n\nNote that DeltaTotal in account summary uses Net Transaction Delta instead. See the greeks object description for more details.\n", "type": "number" }, "gamma": { "description": "(Only for option) The gamma value for the option. Calculated using standard Black Scholes without adjustments.\n\nGamma measures the rate of change of delta with respect to changes in the underlying asset price.\n", "type": "number" }, "rho": { "description": "(Only for option) The rho value for the option. Calculated using standard Black Scholes without adjustments.\n\nRho measures the sensitivity of the option price to changes in the risk-free interest rate.\n", "type": "number" }, "theta": { "description": "(Only for option) The theta value for the option. Deribit uses the **minimum of (1 day Theta, lifetime theta of the option)**.\n\nSo if you take an option with 1 hour to expire for example, generally Black Scholes Theta will give you the equivalent 1 day Theta. Whereas we show the 1 hour Theta, so our Theta would differ from Black Scholes Theta when time to expiry is less than 1 day.\n\nTheta measures the rate of change of the option price with respect to time decay.\n", "type": "number" }, "vega": { "description": "(Only for option) The vega value for the option. Calculated using standard Black Scholes without adjustments.\n\nVega (not actually a Greek symbol) measures the sensitivity of the option price to changes in implied volatility.\n", "type": "number" } }, "required": [ "delta", "gamma", "rho", "theta", "vega" ], "type": "object" }, "index_price": { "description": "Current index price", "example": 8247.27, "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "interest_rate": { "description": "Interest rate used in implied volatility calculations (options only)", "type": "number" }, "last_price": { "description": "The price for the last trade", "type": "number" }, "mark_iv": { "description": "(Only for option) implied volatility for mark price", "type": "number" }, "mark_price": { "description": "The mark price for the instrument", "type": "number" }, "max_price": { "description": "The maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum.", "type": "number" }, "min_price": { "description": "The minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum.", "type": "number" }, "open_interest": { "description": "The total amount of outstanding contracts in the corresponding amount units. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "settlement_price": { "description": "Optional (not added for spot). The settlement price for the instrument. Only when `state = open`", "type": "number" }, "state": { "description": "The state of the order book. Represents the current lifecycle stage of the instrument.\n\n**State Lifecycle and Meanings:**\n\n- `open`: Default state for running books. In this state book is accepting new orders, edits, cancels; prices should be updated, trading is live.\n- `settlement`: Books enters to this state during settlement/delivery. New orders, edits, cancels are not accepted. After this state normally next state should be `open` if it was settlement, or `delivered` if it was delivery. On enter to this state good till day orders in book are canceled.\n- `delivered`: Final state of book that has been delivered. New orders, edits, cancels are not accepted. After some time book process will be terminated and, instrument moved to `expired_instruments` and its `instrument_state` will become archivized. On enter to this all open orders in book are canceled.\n- `inactive`: After a book is deactivated, this state is set on book. New orders, edits, cancels are not accepted. On enter to this all open orders in book are canceled. Book in this state is not considered as open. This can be also final state for book.\n- `locked`: New orders, edits, are not accepted, only cancels ARE accepted. In some cases when configured books can start as locked or it may become locked on admin request. Settlement is possible on locked books.\n- `halted`: The state that books enter as a result of an error. Settlement is not possible when there is at least one book in this state.\n- `archivized`: Set when instrument is moved to `expired_instruments` table, final state.\n", "enum": [ "open", "settlement", "delivered", "inactive", "locked", "halted", "archivized" ], "type": "string" }, "stats": { "properties": { "high": { "description": "Highest price during 24h", "type": "number" }, "low": { "description": "Lowest price during 24h", "type": "number" }, "price_change": { "description": "24-hour price change expressed as a percentage, `null` if there weren't any trades", "example": 10.23, "type": "number" }, "volume": { "description": "Volume during last 24h in base currency", "type": "number" }, "volume_usd": { "description": "Volume in usd (futures only)", "type": "number" } }, "required": [ "volume", "high", "low" ], "type": "object" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "type": { "description": "Type of notification: `snapshot` for initial, `change` for others.", "enum": [ "snapshot", "change" ], "type": "string" }, "underlying_index": { "description": "Name of the underlying future, or `index_price` (options only)", "type": "number" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (options only)", "type": "number" } }, "required": [ "instrument_name", "timestamp" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Real-time ticker updates for an instrument, delivered as a snapshot followed by incremental updates.\n\n- The first notification contains the full ticker snapshot.\n- Subsequent notifications contain only fields that changed since the previous update.\n\nThis event is sent at most once per second.\n", "tags": [ { "name": "Market Data" } ], "title": "incremental_ticker.(instrument_name) " }, "instrument.state.(kind).(currency)": { "address": "instrument.state.(kind).(currency)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Notifications about new or terminated instruments of a given kind in a given currency.\n\nUse this channel to track instrument lifecycle events (new listings, expirations/terminations) without polling.\n\n**Note:** Our system does not send notifications when currencies are locked. Users are advised to subscribe to the [platform_state](https://docs.deribit.com/subscriptions/platform/platform_state) channel to monitor the state of currencies actively.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to instrument channel. Channel name format: `instrument.state.(kind).(currency)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "instrument.state.future.USDC" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "instrument.state.future.USDC" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `instrument.state.(kind).(currency)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "instrument_name": "BTC-22MAR19", "state": "open", "timestamp": 1553080940000 } }, "summary": "Repeated notification example" } ], "name": "instrument_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "state": { "description": "The state of the order book. Represents the current lifecycle stage of the instrument.\n\n**State Lifecycle and Meanings:**\n\n- `open`: Default state for running books. In this state book is accepting new orders, edits, cancels; prices should be updated, trading is live.\n- `settlement`: Books enters to this state during settlement/delivery. New orders, edits, cancels are not accepted. After this state normally next state should be `open` if it was settlement, or `delivered` if it was delivery. On enter to this state good till day orders in book are canceled.\n- `delivered`: Final state of book that has been delivered. New orders, edits, cancels are not accepted. After some time book process will be terminated and, instrument moved to `expired_instruments` and its `instrument_state` will become archivized. On enter to this all open orders in book are canceled.\n- `inactive`: After a book is deactivated, this state is set on book. New orders, edits, cancels are not accepted. On enter to this all open orders in book are canceled. Book in this state is not considered as open. This can be also final state for book.\n- `locked`: New orders, edits, are not accepted, only cancels ARE accepted. In some cases when configured books can start as locked or it may become locked on admin request. Settlement is possible on locked books.\n- `halted`: The state that books enter as a result of an error. Settlement is not possible when there is at least one book in this state.\n- `archivized`: Set when instrument is moved to `expired_instruments` table, final state.\n", "enum": [ "open", "settlement", "delivered", "inactive", "locked", "halted", "archivized" ], "type": "string" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Notifications about new or terminated instruments of a given kind in a given currency.\n\nUse this channel to track instrument lifecycle events (new listings, expirations/terminations) without polling.\n\n**Note:** Our system does not send notifications when currencies are locked. Users are advised to subscribe to the [platform_state](https://docs.deribit.com/subscriptions/platform/platform_state) channel to monitor the state of currencies actively.\n", "tags": [ { "name": "Market Data" } ], "title": "instrument.state.(kind).(currency) " }, "markprice.options.(index_name)": { "address": "markprice.options.(index_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Options mark price updates for the given `index_name`.\n\nUse this channel to receive mark prices for options under the given index, useful for valuation, risk monitoring, and P&L calculations.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to markprice channel. Channel name format: `markprice.options.(index_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "markprice.options.btc_usd" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "markprice.options.btc_usd" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `markprice.options.(index_name)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "instrument_name": "BTC-2JUN21-37000-P", "iv": 0.9, "mark_price": 0.0333, "timestamp": 1622470378005 }, { "instrument_name": "BTC-4JUN21-40500-P", "iv": 0.9, "mark_price": 0.117, "timestamp": 1622470378005 }, { "instrument_name": "BTC-4JUN21-38250-C", "iv": 0.9, "mark_price": 0.0177, "timestamp": 1622470378005 }, { "instrument_name": "BTC-1JUN21-37000-C", "iv": 0.9, "mark_price": 0.0098, "timestamp": 1622470378005 }, { "instrument_name": "BTC-4JUN21-36500-P", "iv": 0.9, "mark_price": 0.0371, "timestamp": 1622470378005 } ] }, "summary": "Repeated notification example" } ], "name": "markprice_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Value of the volatility of the underlying instrument", "type": "number" }, "mark_price": { "description": "The mark price for the instrument", "type": "number" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Options mark price updates for the given `index_name`.\n\nUse this channel to receive mark prices for options under the given index, useful for valuation, risk monitoring, and P&L calculations.\n", "tags": [ { "name": "Market Data" } ], "title": "markprice.options.(index_name) " }, "perpetual.(instrument_name).(interval)": { "address": "perpetual.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Provide current interest rate - but only for **perpetual** instruments. Other types won't generate any notification.", "messages": { "subscribe_request": { "description": "Request to subscribe to perpetual channel. Channel name format: `perpetual.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "perpetual.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "perpetual.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `perpetual.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "index_price": 7872.88, "interest": 0.004999511380756577, "timestamp": 1571386349530 } }, "summary": "Repeated notification example" } ], "name": "perpetual_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "index_price": { "description": "Current index price", "example": 8247.27, "type": "number" }, "interest": { "description": "Current interest", "type": "number" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" } }, "required": [ "interest", "timestamp", "index_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Provide current interest rate - but only for **perpetual** instruments. Other types won't generate any notification.", "tags": [ { "name": "Market Data" } ], "title": "perpetual.(instrument_name).(interval) " }, "platform_state": { "address": "platform_state", "servers": [ { "$ref": "#/servers/public" } ], "description": "Platform state notifications.\n\nUse this channel to monitor whether the Deribit platform is operational and to detect maintenance periods or partial outages that may affect trading, authentication, or market data.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to `platform_state` channel. This channel does not require any additional parameters.", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "platform_state" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "platform_state" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `platform_state` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "locked": true, "price_index": "sol_usdc" } }, "summary": "Repeated notification example" } ], "name": "platform_state_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "locked": { "description": "Value is set to 'true' when index is locked on platform, sent only with `price_index` field", "example": false, "type": "boolean" }, "maintenance": { "description": "Value is set to `true` when the maintenance break begins", "example": true, "type": "boolean" }, "price_index": { "description": "Name of index that is locked or unlocked, sent only with `locked` field", "example": "btc_usdc", "type": "string" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Platform state notifications.\n\nUse this channel to monitor whether the Deribit platform is operational and to detect maintenance periods or partial outages that may affect trading, authentication, or market data.\n", "tags": [ { "name": "Platform" } ], "title": "platform_state " }, "platform_state.public_methods_state": { "address": "platform_state.public_methods_state", "servers": [ { "$ref": "#/servers/public" } ], "description": "Notifications indicating whether unauthenticated (public) requests are currently allowed.\n\nThis is useful for monitoring service availability for public endpoints (e.g., market data) without authentication.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to `platform_state.public_methods_state` channel. This channel does not require any additional parameters.", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "platform_state.public_methods_state" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "platform_state.public_methods_state" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `platform_state.public_methods_state` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "allow_unauthenticated_public_requests": true } }, "summary": "Repeated notification example" } ], "name": "platform_state_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "allow_unauthenticated_public_requests": { "description": "Value is set to 'true' when unauthorized public requests are allowed", "type": "boolean" } }, "required": [ "allow_unauthenticated_public_requests" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Notifications indicating whether unauthenticated (public) requests are currently allowed.\n\nThis is useful for monitoring service availability for public endpoints (e.g., market data) without authentication.\n", "tags": [ { "name": "Platform" } ], "title": "platform_state.public_methods_state " }, "quote.(instrument_name)": { "address": "quote.(instrument_name)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Best bid/ask price and size for a specific instrument.\n\nThis subscription provides top-of-book updates (best bid and best ask) without the full depth of the order book. Use it when you only need the current spread and top sizes.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to quote channel. Channel name format: `quote.(instrument_name)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "quote.BTC-PERPETUAL" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "quote.BTC-PERPETUAL" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `quote.(instrument_name)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "best_ask_amount": 50, "best_ask_price": 3996.61, "best_bid_amount": 40, "best_bid_price": 3914.97, "instrument_name": "BTC-PERPETUAL", "timestamp": 1550658624149 } }, "summary": "Repeated notification example" } ], "name": "quote_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "best_ask_amount": { "description": "It represents the requested order size of all best asks", "type": "number" }, "best_ask_price": { "description": "The current best ask price, `null` if there aren't any asks", "type": "number" }, "best_bid_amount": { "description": "It represents the requested order size of all best bids", "type": "number" }, "best_bid_price": { "description": "The current best bid price, `null` if there aren't any bids", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" } }, "required": [ "timestamp", "instrument_name", "best_bid_amount", "best_bid_price", "best_add_amount", "best_add_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Best bid/ask price and size for a specific instrument.\n\nThis subscription provides top-of-book updates (best bid and best ask) without the full depth of the order book. Use it when you only need the current spread and top sizes.\n", "tags": [ { "name": "Market Data" } ], "title": "quote.(instrument_name) " }, "ticker.(instrument_name).(interval)": { "address": "ticker.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Real-time ticker data providing comprehensive market information for the specified instrument.\n\nThis subscription delivers key market metrics including:\n\n- **Price data:** Best bid/ask prices and amounts, last trade price, mark price, index price, settlement price, and estimated delivery price\n- **Market statistics:** 24-hour volume (in base currency and USD for futures), high/low prices, price change percentage, and open interest\n- **Order book state:** Current state of the instrument (open, settlement, delivered, inactive, locked, halted, or archivized)\n- **Price limits:** Minimum and maximum price constraints for order placement\n- **Options-specific data:** Implied volatility (bid/ask/mark IV), Greeks (delta, gamma, theta, vega, rho), underlying price, and interest rate\n- **Perpetual-specific data:** Current funding rate and 8-hour funding rate\n- **Futures-specific data:** Interest value and delivery price\n\nThe `interval` parameter controls the frequency of updates: `raw` (no aggregation, authorized users only), `100ms` (aggregated every 100 milliseconds), or `agg2` (aggregated every 2 seconds).\n\nThis is the recommended method for real-time market data updates, as it provides efficient push-based notifications instead of requiring polling.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to ticker channel. Channel name format: `ticker.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "ticker.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "ticker.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `ticker.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "best_ask_amount": 100, "best_ask_price": 36443, "best_bid_amount": 5000, "best_bid_price": 36442.5, "current_funding": 0, "estimated_delivery_price": 36441.64, "funding_8h": 2.11e-05, "index_price": 36441.64, "instrument_name": "BTC-PERPETUAL", "interest_value": 1.7362511643080387, "last_price": 36457.5, "mark_price": 36446.51, "max_price": 36991.72, "min_price": 35898.37, "open_interest": 502097590, "settlement_price": 36169.49, "state": "open", "stats": { "high": 36824.5, "low": 35213.5, "price_change": 0.7229, "volume": 7871.02139035, "volume_usd": 284061480 }, "timestamp": 1623060194301 } }, "summary": "Repeated notification example" } ], "name": "ticker_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "ask_iv": { "description": "(Only for option) implied volatility for best ask", "type": "number" }, "best_ask_amount": { "description": "It represents the requested order size of all best asks", "type": "number" }, "best_ask_price": { "description": "The current best ask price, `null` if there aren't any asks", "type": "number" }, "best_bid_amount": { "description": "It represents the requested order size of all best bids", "type": "number" }, "best_bid_price": { "description": "The current best bid price, `null` if there aren't any bids", "type": "number" }, "bid_iv": { "description": "(Only for option) implied volatility for best bid", "type": "number" }, "current_funding": { "description": "Current funding (perpetual only)", "type": "number" }, "delivery_price": { "description": "The settlement price for the instrument. Only when `state = closed`", "type": "number" }, "estimated_delivery_price": { "description": "Estimated delivery price for the market. For more details, see Contract Specification > General Documentation > Expiration Price", "example": 11628.81, "type": "number" }, "funding_8h": { "description": "Funding 8h (perpetual only)", "type": "number" }, "greeks": { "description": "Only for options. Greeks are risk measures that describe how the option's price changes with respect to various factors.\n\n**Delta (\u0394)**\n\nDeribit uses two different Deltas:\n- **DeltaTotal** in the account summary uses the **Net Transaction Delta (NTD)**\n- **Delta** for individual option expiries is the **Black Scholes Delta**\n\nIn the settings section you can toggle Net Transaction Delta instead.\n\n**What is DeltaTotal in the account summary?**\n`DeltaTotal = Net Transaction Delta of options + BTC Position of Futures`\n\n**What is Net Transaction Delta?**\n`Net Transaction Delta = Black Scholes Delta - Mark Price of Options`\n\n**Why do we use a Net Transaction Delta?**\nThe Delta Total uses the Net Transaction Delta (or price adjusted Delta) of the options. This is because, from a risk perspective, we are interested in the change in Bitcoin price as the underlying changes.\n\nYou should actually treat your delta as **Equity + Delta Total** if you want to have less risk for your USD PnL.\n\n**Example:** Consider a call option with strike 0, which has a Black Scholes Delta of 1 and Net Transaction Delta = 0.\n\nImagine you have 2 BTC equity and no positions and BTC price is at USD 60k. In that case you would short 2 Futures contracts to hedge your USD exposure to BTC.\n\nNow let's say you buy one call with strike 0. The question is if you should sell another future?\n\nThe call will always have a price of 1 BTC. So you buy it at 1 BTC which equates to USD 60k. Let's say the price increases to USD 70k. The value of the call is still 1 BTC. At settlement you receive 1 BTC for the call. So you paid 1 BTC and then receive 1 BTC which means your USD PnL on buying the call is 0. If you sold a future on it, then you would actually lose on the future.\n\n\u26a0\ufe0f **During the 30 minute settlement period we decay your Delta.** See [Delta decay during settlement](https://support.deribit.com/hc/en-us/articles/25944751433757-Delta-decay-during-settlement) for more details.\n\n**Theta (\u0398)**\n\nThe Theta that Deribit uses is the **minimum of (1 day Theta, lifetime theta of the option)**. So if you take an option with 1 hour to expire for example, generally Black Scholes Theta will give you the equivalent 1 day Theta. Whereas we show the 1 hour Theta, so our Theta would differ from Black Scholes Theta when time to expiry is less than 1 day.\n\n**Vega, Gamma, and Rho**\n\nVega (not actually a Greek symbol), Gamma, Theta and Rho values shown on Deribit are calculated using **standard Black Scholes without adjustments**.\n", "properties": { "delta": { "description": "(Only for option) The delta value for the option. This is the **Black Scholes Delta** for individual option expiries. \n\nNote that DeltaTotal in account summary uses Net Transaction Delta instead. See the greeks object description for more details.\n", "type": "number" }, "gamma": { "description": "(Only for option) The gamma value for the option. Calculated using standard Black Scholes without adjustments.\n\nGamma measures the rate of change of delta with respect to changes in the underlying asset price.\n", "type": "number" }, "rho": { "description": "(Only for option) The rho value for the option. Calculated using standard Black Scholes without adjustments.\n\nRho measures the sensitivity of the option price to changes in the risk-free interest rate.\n", "type": "number" }, "theta": { "description": "(Only for option) The theta value for the option. Deribit uses the **minimum of (1 day Theta, lifetime theta of the option)**.\n\nSo if you take an option with 1 hour to expire for example, generally Black Scholes Theta will give you the equivalent 1 day Theta. Whereas we show the 1 hour Theta, so our Theta would differ from Black Scholes Theta when time to expiry is less than 1 day.\n\nTheta measures the rate of change of the option price with respect to time decay.\n", "type": "number" }, "vega": { "description": "(Only for option) The vega value for the option. Calculated using standard Black Scholes without adjustments.\n\nVega (not actually a Greek symbol) measures the sensitivity of the option price to changes in implied volatility.\n", "type": "number" } }, "required": [ "delta", "gamma", "rho", "theta", "vega" ], "type": "object" }, "index_price": { "description": "Current index price", "example": 8247.27, "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "interest_rate": { "description": "Interest rate used in implied volatility calculations (options only)", "type": "number" }, "interest_value": { "description": "Value used to calculate `realized_funding` in positions (perpetual only)", "type": "number" }, "last_price": { "description": "The price for the last trade", "type": "number" }, "mark_iv": { "description": "(Only for option) implied volatility for mark price", "type": "number" }, "mark_price": { "description": "The mark price for the instrument", "type": "number" }, "max_price": { "description": "The maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum.", "type": "number" }, "min_price": { "description": "The minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum.", "type": "number" }, "open_interest": { "description": "The total amount of outstanding contracts in the corresponding amount units. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "settlement_price": { "description": "Optional (not added for spot). The settlement price for the instrument. Only when `state = open`", "type": "number" }, "state": { "description": "The state of the order book. Represents the current lifecycle stage of the instrument.\n\n**State Lifecycle and Meanings:**\n\n- `open`: Default state for running books. In this state book is accepting new orders, edits, cancels; prices should be updated, trading is live.\n- `settlement`: Books enters to this state during settlement/delivery. New orders, edits, cancels are not accepted. After this state normally next state should be `open` if it was settlement, or `delivered` if it was delivery. On enter to this state good till day orders in book are canceled.\n- `delivered`: Final state of book that has been delivered. New orders, edits, cancels are not accepted. After some time book process will be terminated and, instrument moved to `expired_instruments` and its `instrument_state` will become archivized. On enter to this all open orders in book are canceled.\n- `inactive`: After a book is deactivated, this state is set on book. New orders, edits, cancels are not accepted. On enter to this all open orders in book are canceled. Book in this state is not considered as open. This can be also final state for book.\n- `locked`: New orders, edits, are not accepted, only cancels ARE accepted. In some cases when configured books can start as locked or it may become locked on admin request. Settlement is possible on locked books.\n- `halted`: The state that books enter as a result of an error. Settlement is not possible when there is at least one book in this state.\n- `archivized`: Set when instrument is moved to `expired_instruments` table, final state.\n", "enum": [ "open", "settlement", "delivered", "inactive", "locked", "halted", "archivized" ], "type": "string" }, "stats": { "properties": { "high": { "description": "Highest price during 24h", "type": "number" }, "low": { "description": "Lowest price during 24h", "type": "number" }, "price_change": { "description": "24-hour price change expressed as a percentage, `null` if there weren't any trades", "example": 10.23, "type": "number" }, "volume": { "description": "Volume during last 24h in base currency", "type": "number" }, "volume_usd": { "description": "Volume in usd (futures only)", "type": "number" } }, "required": [ "volume", "high", "low" ], "type": "object" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "underlying_index": { "description": "Name of the underlying future, or `index_price` (options only)", "type": "number" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (options only)", "type": "number" } }, "required": [ "instrument_name", "timestamp", "state", "stats", "open_interest", "index_price", "best_bid_price", "best_bid_amount", "best_ask_price", "best_ask_amount", "min_price", "max_price", "mark_price", "last_price", "estimated_delivery_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Real-time ticker data providing comprehensive market information for the specified instrument.\n\nThis subscription delivers key market metrics including:\n\n- **Price data:** Best bid/ask prices and amounts, last trade price, mark price, index price, settlement price, and estimated delivery price\n- **Market statistics:** 24-hour volume (in base currency and USD for futures), high/low prices, price change percentage, and open interest\n- **Order book state:** Current state of the instrument (open, settlement, delivered, inactive, locked, halted, or archivized)\n- **Price limits:** Minimum and maximum price constraints for order placement\n- **Options-specific data:** Implied volatility (bid/ask/mark IV), Greeks (delta, gamma, theta, vega, rho), underlying price, and interest rate\n- **Perpetual-specific data:** Current funding rate and 8-hour funding rate\n- **Futures-specific data:** Interest value and delivery price\n\nThe `interval` parameter controls the frequency of updates: `raw` (no aggregation, authorized users only), `100ms` (aggregated every 100 milliseconds), or `agg2` (aggregated every 2 seconds).\n\nThis is the recommended method for real-time market data updates, as it provides efficient push-based notifications instead of requiring polling.\n", "tags": [ { "name": "Market Data" } ], "title": "ticker.(instrument_name).(interval) " }, "trades.(instrument_name).(interval)": { "address": "trades.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Trade notifications for a specific instrument.\n\nUse this channel to receive executed trades as they happen for the given instrument. The `interval` controls how frequently trade events are aggregated.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to trades channel. Channel name format: `trades.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "trades.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "trades.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `trades.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 10, "direction": "sell", "index_price": 8955.88, "instrument_name": "BTC-PERPETUAL", "mark_price": 8948.9, "price": 8950, "tick_direction": 2, "timestamp": 1590484512188, "trade_id": "48079269", "trade_seq": 30289442 } ] }, "summary": "Repeated notification example" } ], "name": "trades_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "block_trade_leg_count": { "description": "Block trade leg count - when trade was part of a block trade", "example": 3, "type": "integer" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "price": { "description": "Price in base currency", "type": "number" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" } }, "required": [ "trade_id", "instrument_name", "timestamp", "trade_seq", "direction", "tick_direction", "index_price", "price", "amount", "mark_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Trade notifications for a specific instrument.\n\nUse this channel to receive executed trades as they happen for the given instrument. The `interval` controls how frequently trade events are aggregated.\n", "tags": [ { "name": "Trades" }, { "name": "Market Data" } ], "title": "trades.(instrument_name).(interval) " }, "trades.(kind).(currency).(interval)": { "address": "trades.(kind).(currency).(interval)", "servers": [ { "$ref": "#/servers/public" } ], "description": "Trade notifications across all instruments for a given kind and currency.\n\nUse this channel when you want a consolidated stream of trades across all instruments of a specific `kind` (e.g., futures, options) and `currency`. The `interval` controls aggregation frequency.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to trades channel. Channel name format: `trades.(kind).(currency).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "public/subscribe", "params": { "channels": [ "trades.future.USDC.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "public/subscribe", "enum": [ "public/subscribe" ], "description": "`public/subscribe` on the public WebSocket." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "trades.future.USDC.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `trades.(kind).(currency).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 3, "direction": "sell", "index_price": 8956.17, "instrument_name": "BTC-27MAY20-9000-C", "iv": 47.58, "mark_price": 0.01062686, "price": 0.0075, "tick_direction": 2, "timestamp": 1590484589306, "trade_id": "48079289", "trade_seq": 2 } ] }, "summary": "Repeated notification example" } ], "name": "trades_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "block_trade_leg_count": { "description": "Block trade leg count - when trade was part of a block trade", "example": 3, "type": "integer" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "price": { "description": "Price in base currency", "type": "number" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" } }, "required": [ "trade_id", "instrument_name", "timestamp", "trade_seq", "direction", "tick_direction", "index_price", "price", "amount", "mark_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Trade notifications across all instruments for a given kind and currency.\n\nUse this channel when you want a consolidated stream of trades across all instruments of a specific `kind` (e.g., futures, options) and `currency`. The `interval` controls aggregation frequency.\n", "tags": [ { "name": "Trades" }, { "name": "Market Data" } ], "title": "trades.(kind).(currency).(interval) " }, "user.access_log": { "address": "user.access_log", "servers": [ { "$ref": "#/servers/private" } ], "description": "Security event notifications for the account.\n\nUse this channel to monitor account-related security events (e.g., access log entries) and build alerting around suspicious activity.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to `user.access_log` channel. This channel does not require any additional parameters.", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.access_log" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.access_log" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.access_log` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "city": "Pekin", "country": "China", "id": 243343, "ip": "8.9.10.11", "log": "success", "timestamp": 1632488963633 } }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "city": { "description": "City where the IP address is registered (estimated)", "type": "string" }, "country": { "description": "Country where the IP address is registered (estimated)", "type": "string" }, "data": { "description": "Optional, additional information about action, type depends on `log` value", "oneOf": [ { "type": "object" }, { "type": "string" } ] }, "id": { "description": "Unique identifier", "example": 5967413, "type": "integer" }, "ip": { "description": "IP address of source that generated action", "type": "string" }, "log": { "description": "Action description. Possible values:\n\n- ``changed_email`` - email was changed\n- ``changed_password`` - password was changed\n- ``disabled_tfa`` - TFA was disabled\n- ``enabled_tfa`` - TFA was enabled\n- ``success`` - successful login\n- ``failure`` - login failure\n- ``enabled_subaccount_login`` - login was enabled for subaccount (in `data` - subaccount uid)\n- ``disabled_subaccount_login`` - login was disabled for subaccount (in `data` - subaccount uid)\n- ``new_api_key`` - API key was created (in `data` key client id)\n- ``removed_api_key`` - API key was removed (in `data` key client id)\n- ``changed_scope`` - scope of API key was changed (in `data` key client id)\n- ``changed_whitelist`` - whitelist of API key was edited (in `data` key client id)\n- ``disabled_api_key`` - API key was disabled (in `data` key client id)\n- ``enabled_api_key`` - API key was enabled (in `data` key client id)\n- ``reset_api_key`` - API key was reset (in `data` key client id)\n", "type": "string" }, "timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" } }, "required": [ "id", "ip", "timestamp", "country", "city", "log" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Security event notifications for the account.\n\nUse this channel to monitor account-related security events (e.g., access log entries) and build alerting around suspicious activity.\n", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "user.access_log " }, "user.changes.(instrument_name).(interval)": { "address": "user.changes.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User change stream (orders, trades, and related updates) for a specific instrument.\n\nThis channel provides a consolidated private update stream for your account for the given instrument. Use it when you want a single feed instead of subscribing to orders and trades separately.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.changes.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.changes.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.changes.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.changes.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "instrument_name": "BTC-PERPETUAL", "orders": [ { "amount": 10, "api": false, "average_price": 17391, "creation_timestamp": 1605780344032, "direction": "sell", "filled_amount": 10, "instrument_name": "BTC-PERPETUAL", "is_liquidation": false, "is_rebalance": false, "label": "", "last_update_timestamp": 1605780344032, "max_show": 10, "order_id": "3398016", "order_state": "filled", "order_type": "market", "post_only": false, "price": 15665.5, "reduce_only": false, "replaced": false, "time_in_force": "good_til_cancelled", "web": true } ], "positions": [ { "average_price": 15000, "delta": 10.646886321, "direction": "buy", "floating_profit_loss": 0.906961435, "index_price": 17501.88, "initial_margin": 0.319750953, "instrument_name": "BTC-PERPETUAL", "interest_value": 1.7362511643080387, "kind": "future", "leverage": 33, "maintenance_margin": 0.234575865, "mark_price": 17391, "realized_funding": 0.01235663, "realized_profit_loss": 0.012454598, "settlement_price": 16025.83, "size": 185160, "size_currency": 10.646886321, "total_profit_loss": 1.69711368 } ], "trades": [ { "amount": 10, "direction": "sell", "fee": 1.6e-07, "fee_currency": "BTC", "index_price": 17501.88, "instrument_name": "BTC-PERPETUAL", "liquidity": "T", "mark_price": 17391, "matching_id": null, "order_id": "3398016", "order_type": "market", "post_only": false, "price": 17391, "profit_loss": 4.898e-05, "reduce_only": false, "state": "filled", "tick_direction": 1, "timestamp": 1605780344032, "trade_id": "1430914", "trade_seq": 866638 } ] } }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "orders": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "advanced type: `\"usd\"` or `\"implv\"` (Only for options; field is omitted if not applicable).\n", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if created with API", "type": "boolean" }, "app_name": { "description": "The name of the application that placed the order on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "auto_replaced": { "description": "Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`.", "type": "boolean" }, "average_price": { "description": "Average fill price of the order", "type": "number" }, "block_trade": { "description": "`true` if order made from block_trade trade, added only in that case.", "example": true, "type": "boolean" }, "cancel_reason": { "description": "Enumerated reason behind cancel `\"user_request\"`, `\"autoliquidation\"`, `\"cancel_on_disconnect\"`, `\"risk_mitigation\"`, `\"pme_risk_reduction\"` (portfolio margining risk reduction), `\"pme_account_locked\"` (portfolio margining account locked per currency), `\"position_locked\"`, `\"mmp_trigger\"` (market maker protection), `\"mmp_config_curtailment\"` (market maker configured quantity decreased), `\"edit_post_only_reject\"` (cancelled on edit because of `reject_post_only` setting), `\"oco_other_closed\"` (the oco order linked to this order was closed), `\"oto_primary_closed\"` (the oto primary order that was going to trigger this order was cancelled), `\"settlement\"` (closed because of a settlement)", "enum": [ "user_request", "autoliquidation", "cancel_on_disconnect", "risk_mitigation", "pme_risk_reduction", "pme_account_locked", "position_locked", "mmp_trigger", "mmp_config_curtailment", "edit_post_only_reject", "oco_other_closed", "oto_primary_closed", "settlement" ], "type": "string" }, "contracts": { "description": "It represents the order size in contract units. (Optional, may be absent in historical data).", "type": "number" }, "creation_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "display_amount": { "description": "The actual display amount of iceberg order. Absent for other types of orders.", "type": "number" }, "filled_amount": { "description": "Filled amount of the order. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.", "type": "number" }, "implv": { "description": "Implied volatility in percent. (Only if `advanced=\"implv\"`)", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "is_liquidation": { "description": "Optional (not added for spot). `true` if order was automatically created during liquidation", "type": "boolean" }, "is_primary_otoco": { "description": "`true` if the order is an order that can trigger an OCO pair, otherwise not present.", "type": "boolean" }, "is_rebalance": { "description": "Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration", "type": "boolean" }, "is_secondary_oto": { "description": "`true` if the order is an order that can be triggered by another order, otherwise not present.", "type": "boolean" }, "label": { "description": "User defined label (up to 64 characters)", "type": "string" }, "last_update_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "mmp": { "description": "`true` if the order is a MMP order, otherwise `false`.", "type": "boolean" }, "mmp_cancelled": { "description": "`true` if order was cancelled by mmp trigger (optional)", "example": true, "type": "boolean" }, "mmp_group": { "description": "Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "mobile": { "description": "Optional field with value `true` added only when created with Mobile Application", "type": "boolean" }, "oco_ref": { "description": "Unique reference that identifies a one_cancels_others (OCO) pair.", "type": "string" }, "order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "order_state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"`", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "triggered" ], "type": "string" }, "order_type": { "description": "Order type: `\"limit\"`, `\"market\"`, `\"stop_limit\"`, `\"stop_market\"`, `\"take_limit\"`, `\"take_market\"`, `\"trailing_stop\"`", "enum": [ "market", "limit", "stop_market", "stop_limit", "take_market", "take_limit", "trailing_stop" ], "type": "string" }, "original_order_type": { "description": "Original order type. Optional field", "enum": [ "market", "market_limit" ], "type": "string" }, "oto_order_ids": { "additionalProperties": true, "description": "The Ids of the orders that will be triggered if the order is filled", "properties": {}, "type": "object" }, "post_only": { "description": "`true` for post-only orders only", "type": "boolean" }, "price": { "description": "Price in base currency or \"market_price\" in case of open trigger market orders" }, "primary_order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "quote": { "description": "If order is a quote. Present only if true.", "type": "boolean" }, "quote_id": { "description": "The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "quote_set_id": { "description": "Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "reduce_only": { "description": "Optional (not added for spot). '`true` for reduce-only orders only'", "type": "boolean" }, "refresh_amount": { "description": "The initial display amount of iceberg order. Iceberg order display amount will be refreshed to that value after match consuming actual display amount. Absent for other types of orders", "type": "number" }, "reject_post_only": { "description": "`true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`)", "type": "boolean" }, "replaced": { "description": "`true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`.", "type": "boolean" }, "risk_reducing": { "description": "`true` if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users), otherwise `false`.", "type": "boolean" }, "time_in_force": { "description": "Order time in force: `\"good_til_cancelled\"`, `\"good_til_day\"`, `\"fill_or_kill\"` or `\"immediate_or_cancel\"`", "enum": [ "good_til_cancelled", "good_til_day", "fill_or_kill", "immediate_or_cancel" ], "type": "string" }, "trigger": { "description": "Trigger type (only for trigger orders). Allowed values: `\"index_price\"`, `\"mark_price\"`, `\"last_price\"`.", "enum": [ "index_price", "mark_price", "last_price" ], "type": "string" }, "trigger_fill_condition": { "description": "

The fill condition of the linked order (Only for linked order types), default: `first_hit`.

", "enum": [ "first_hit", "complete_fill", "incremental" ], "type": "string" }, "trigger_offset": { "description": "The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders)", "type": "number" }, "trigger_order_id": { "description": "Id of the trigger order that created the order (Only for orders that were created by triggered orders).", "example": "SLIB-370", "type": "string" }, "trigger_price": { "description": "Trigger price (Only for future trigger orders)", "type": "number" }, "trigger_reference_price": { "description": "The price of the given trigger at the time when the order was placed (Only for trailing trigger orders)", "type": "number" }, "triggered": { "description": "Whether the trigger order has been triggered", "type": "boolean" }, "usd": { "description": "Option price in USD (Only if `advanced=\"usd\"`)", "type": "number" }, "web": { "description": "`true` if created via Deribit frontend (optional)", "type": "boolean" } }, "required": [ "order_id", "order_state", "order_type", "time_in_force", "instrument_name", "creation_timestamp", "last_update_timestamp", "direction", "price", "label", "post_only", "api" ], "type": "object" }, "position": { "additionalProperties": false, "description": "", "properties": { "average_price": { "description": "Average price of trades that built this position", "type": "number" }, "average_price_usd": { "description": "Only for options, average price in USD", "type": "number" }, "delta": { "description": "Delta parameter", "type": "number" }, "direction": { "description": "Direction: `buy`, `sell` or `zero`", "enum": [ "buy", "sell", "zero" ], "type": "string" }, "floating_profit_loss": { "description": "Floating profit or loss", "type": "number" }, "floating_profit_loss_usd": { "description": "Only for options, floating profit or loss in USD", "type": "number" }, "gamma": { "description": "Only for options, Gamma parameter", "type": "number" }, "index_price": { "description": "Current index price", "type": "number" }, "initial_margin": { "description": "Initial margin", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "interest_value": { "description": "Value used to calculate `realized_funding` (perpetual only)", "type": "number" }, "kind": { "description": "Instrument kind: `\"future\"`, `\"option\"`, `\"spot\"`, `\"future_combo\"`, `\"option_combo\"`", "enum": [ "future", "option", "spot", "future_combo", "option_combo" ], "type": "string" }, "leverage": { "description": "Current available leverage for future position", "type": "integer" }, "maintenance_margin": { "description": "Maintenance margin", "type": "number" }, "mark_price": { "description": "Current mark price for position's instrument", "type": "number" }, "realized_funding": { "description": "Realized Funding in current session included in session realized profit or loss, only for positions of perpetual instruments", "type": "number" }, "realized_profit_loss": { "description": "Realized profit or loss", "type": "number" }, "settlement_price": { "description": "Optional (not added for spot). Last settlement price for position's instrument 0 if instrument wasn't settled yet", "type": "number" }, "size": { "description": "Position size for futures size in quote currency (e.g. USD), for options size is in base currency (e.g. BTC)", "type": "number" }, "size_currency": { "description": "Only for futures, position size in base currency", "type": "number" }, "theta": { "description": "Only for options, Theta parameter", "type": "number" }, "total_profit_loss": { "description": "Profit or loss from position", "type": "number" }, "vega": { "description": "Only for options, Vega parameter", "type": "number" } }, "required": [ "instrument_name", "kind", "average_price", "direction", "mark_price", "delta", "index_price", "initial_margin", "maintenance_margin", "settlement_price", "total_profit_loss", "floating_profit_loss", "realized_profit_loss", "size" ], "type": "object" }, "trades": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "Advanced type of user order: `\"usd\"` or `\"implv\"` (only for options; omitted if not applicable)", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if user order was created with API", "type": "boolean" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_rfq_quote_id": { "description": "ID of the Block RFQ quote - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "fee": { "description": "User's fee in units of the specified `fee_currency`", "type": "number" }, "fee_currency": { "description": "Currency, i.e `\"BTC\"`, `\"ETH\"`, `\"USDC\"`", "enum": [ "BTC", "ETH", "USDC", "USDT", "EURR" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "label": { "description": "User defined label (presented only when previously set for order by user)", "type": "string" }, "legs": { "description": "Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events)", "type": "array" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "liquidity": { "description": "Describes what was role of users order: `\"M\"` when it was maker order, `\"T\"` when it was taker order", "enum": [ "M", "T" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "matching_id": { "description": "Always `null`", "type": "string" }, "mmp": { "description": "`true` if user order is MMP", "type": "boolean" }, "order_id": { "description": "Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade", "type": "string" }, "order_type": { "description": "Order type: `\"limit`, `\"market\"`, or `\"liquidation\"`", "enum": [ "limit", "market", "liquidation" ], "type": "string" }, "post_only": { "description": "`true` if user order is post-only", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" }, "profit_loss": { "description": "Profit and loss in base currency.", "type": "number" }, "quote_id": { "description": "QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "quote_set_id": { "description": "QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "reduce_only": { "description": "`true` if user order is reduce-only", "type": "string" }, "risk_reducing": { "description": "`true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)", "type": "boolean" }, "state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"` or `\"archive\"` (if order was archived)", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "archive" ], "type": "string" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_allocations": { "additionalProperties": false, "description": "List of allocations for Block RFQ pre-allocation. Each allocation specifies `user_id`, `amount`, and `fee` for the allocated part of the trade. For broker client allocations, a `client_info` object will be included.", "properties": { "amount": { "description": "Amount allocated to this user.", "type": "number" }, "client_info": { "description": "Optional client allocation info for brokers.", "properties": { "client_id": { "description": "ID of a client; available to broker. Represents a group of users under a common name.", "type": "integer" }, "client_link_id": { "description": "ID assigned to a single user in a client; available to broker.", "type": "integer" }, "name": { "description": "Name of the linked user within the client; available to broker.", "type": "string" } }, "type": "object" }, "fee": { "description": "Fee for the allocated part of the trade.", "type": "number" }, "user_id": { "description": "User ID to which part of the trade is allocated. For brokers the User ID is obstructed.", "type": "integer" } }, "required": [ "amount", "fee" ], "type": "object" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (Options only)", "type": "number" } }, "required": [ "trade_id", "trade_seq", "instrument_name", "timestamp", "order_id", "matching_id", "direction", "tick_direction", "index_price", "price", "amount", "fee", "fee_currency", "state", "mark_price" ], "type": "object" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User change stream (orders, trades, and related updates) for a specific instrument.\n\nThis channel provides a consolidated private update stream for your account for the given instrument. Use it when you want a single feed instead of subscribing to orders and trades separately.\n", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "user.changes.(instrument_name).(interval) " }, "user.changes.(kind).(currency).(interval)": { "address": "user.changes.(kind).(currency).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User change stream (orders, trades, and related updates) across all instruments for a given kind and currency.\n\nThis channel provides a consolidated private update stream for your account across all matching instruments. Use it when you want a single feed instead of subscribing to orders and trades separately.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.changes.(kind).(currency).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.changes.future.USDC.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.changes.future.USDC.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.changes.(kind).(currency).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "instrument_name": "BTC-PERPETUAL", "orders": [ { "amount": 10, "api": false, "average_price": 17391, "creation_timestamp": 1605780344032, "direction": "sell", "filled_amount": 10, "instrument_name": "BTC-PERPETUAL", "is_liquidation": false, "is_rebalance": false, "label": "", "last_update_timestamp": 1605780344032, "max_show": 10, "order_id": "3398016", "order_state": "filled", "order_type": "market", "post_only": false, "price": 15665.5, "reduce_only": false, "replaced": false, "time_in_force": "good_til_cancelled", "web": true } ], "positions": [ { "average_price": 15000, "delta": 10.646886321, "direction": "buy", "floating_profit_loss": 0.906961435, "index_price": 17501.88, "initial_margin": 0.319750953, "instrument_name": "BTC-PERPETUAL", "interest_value": 1.7362511643080387, "kind": "future", "leverage": 33, "maintenance_margin": 0.234575865, "mark_price": 17391, "realized_funding": 0.01235663, "realized_profit_loss": 0.012454598, "settlement_price": 16025.83, "size": 185160, "size_currency": 10.646886321, "total_profit_loss": 1.69711368 } ], "trades": [ { "amount": 10, "direction": "sell", "fee": 1.6e-07, "fee_currency": "BTC", "index_price": 17501.88, "instrument_name": "BTC-PERPETUAL", "liquidity": "T", "mark_price": 17391, "matching_id": null, "order_id": "3398016", "order_type": "market", "post_only": false, "price": 17391, "profit_loss": 4.898e-05, "reduce_only": false, "state": "filled", "tick_direction": 1, "timestamp": 1605780344032, "trade_id": "1430914", "trade_seq": 866638 } ] } }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "orders": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "advanced type: `\"usd\"` or `\"implv\"` (Only for options; field is omitted if not applicable).\n", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if created with API", "type": "boolean" }, "app_name": { "description": "The name of the application that placed the order on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "auto_replaced": { "description": "Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`.", "type": "boolean" }, "average_price": { "description": "Average fill price of the order", "type": "number" }, "block_trade": { "description": "`true` if order made from block_trade trade, added only in that case.", "example": true, "type": "boolean" }, "cancel_reason": { "description": "Enumerated reason behind cancel `\"user_request\"`, `\"autoliquidation\"`, `\"cancel_on_disconnect\"`, `\"risk_mitigation\"`, `\"pme_risk_reduction\"` (portfolio margining risk reduction), `\"pme_account_locked\"` (portfolio margining account locked per currency), `\"position_locked\"`, `\"mmp_trigger\"` (market maker protection), `\"mmp_config_curtailment\"` (market maker configured quantity decreased), `\"edit_post_only_reject\"` (cancelled on edit because of `reject_post_only` setting), `\"oco_other_closed\"` (the oco order linked to this order was closed), `\"oto_primary_closed\"` (the oto primary order that was going to trigger this order was cancelled), `\"settlement\"` (closed because of a settlement)", "enum": [ "user_request", "autoliquidation", "cancel_on_disconnect", "risk_mitigation", "pme_risk_reduction", "pme_account_locked", "position_locked", "mmp_trigger", "mmp_config_curtailment", "edit_post_only_reject", "oco_other_closed", "oto_primary_closed", "settlement" ], "type": "string" }, "contracts": { "description": "It represents the order size in contract units. (Optional, may be absent in historical data).", "type": "number" }, "creation_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "display_amount": { "description": "The actual display amount of iceberg order. Absent for other types of orders.", "type": "number" }, "filled_amount": { "description": "Filled amount of the order. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.", "type": "number" }, "implv": { "description": "Implied volatility in percent. (Only if `advanced=\"implv\"`)", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "is_liquidation": { "description": "Optional (not added for spot). `true` if order was automatically created during liquidation", "type": "boolean" }, "is_primary_otoco": { "description": "`true` if the order is an order that can trigger an OCO pair, otherwise not present.", "type": "boolean" }, "is_rebalance": { "description": "Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration", "type": "boolean" }, "is_secondary_oto": { "description": "`true` if the order is an order that can be triggered by another order, otherwise not present.", "type": "boolean" }, "label": { "description": "User defined label (up to 64 characters)", "type": "string" }, "last_update_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "mmp": { "description": "`true` if the order is a MMP order, otherwise `false`.", "type": "boolean" }, "mmp_cancelled": { "description": "`true` if order was cancelled by mmp trigger (optional)", "example": true, "type": "boolean" }, "mmp_group": { "description": "Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "mobile": { "description": "Optional field with value `true` added only when created with Mobile Application", "type": "boolean" }, "oco_ref": { "description": "Unique reference that identifies a one_cancels_others (OCO) pair.", "type": "string" }, "order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "order_state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"`", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "triggered" ], "type": "string" }, "order_type": { "description": "Order type: `\"limit\"`, `\"market\"`, `\"stop_limit\"`, `\"stop_market\"`, `\"take_limit\"`, `\"take_market\"`, `\"trailing_stop\"`", "enum": [ "market", "limit", "stop_market", "stop_limit", "take_market", "take_limit", "trailing_stop" ], "type": "string" }, "original_order_type": { "description": "Original order type. Optional field", "enum": [ "market", "market_limit" ], "type": "string" }, "oto_order_ids": { "additionalProperties": true, "description": "The Ids of the orders that will be triggered if the order is filled", "properties": {}, "type": "object" }, "post_only": { "description": "`true` for post-only orders only", "type": "boolean" }, "price": { "description": "Price in base currency or \"market_price\" in case of open trigger market orders" }, "primary_order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "quote": { "description": "If order is a quote. Present only if true.", "type": "boolean" }, "quote_id": { "description": "The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "quote_set_id": { "description": "Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "reduce_only": { "description": "Optional (not added for spot). '`true` for reduce-only orders only'", "type": "boolean" }, "refresh_amount": { "description": "The initial display amount of iceberg order. Iceberg order display amount will be refreshed to that value after match consuming actual display amount. Absent for other types of orders", "type": "number" }, "reject_post_only": { "description": "`true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`)", "type": "boolean" }, "replaced": { "description": "`true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`.", "type": "boolean" }, "risk_reducing": { "description": "`true` if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users), otherwise `false`.", "type": "boolean" }, "time_in_force": { "description": "Order time in force: `\"good_til_cancelled\"`, `\"good_til_day\"`, `\"fill_or_kill\"` or `\"immediate_or_cancel\"`", "enum": [ "good_til_cancelled", "good_til_day", "fill_or_kill", "immediate_or_cancel" ], "type": "string" }, "trigger": { "description": "Trigger type (only for trigger orders). Allowed values: `\"index_price\"`, `\"mark_price\"`, `\"last_price\"`.", "enum": [ "index_price", "mark_price", "last_price" ], "type": "string" }, "trigger_fill_condition": { "description": "

The fill condition of the linked order (Only for linked order types), default: `first_hit`.

", "enum": [ "first_hit", "complete_fill", "incremental" ], "type": "string" }, "trigger_offset": { "description": "The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders)", "type": "number" }, "trigger_order_id": { "description": "Id of the trigger order that created the order (Only for orders that were created by triggered orders).", "example": "SLIB-370", "type": "string" }, "trigger_price": { "description": "Trigger price (Only for future trigger orders)", "type": "number" }, "trigger_reference_price": { "description": "The price of the given trigger at the time when the order was placed (Only for trailing trigger orders)", "type": "number" }, "triggered": { "description": "Whether the trigger order has been triggered", "type": "boolean" }, "usd": { "description": "Option price in USD (Only if `advanced=\"usd\"`)", "type": "number" }, "web": { "description": "`true` if created via Deribit frontend (optional)", "type": "boolean" } }, "required": [ "order_id", "order_state", "order_type", "time_in_force", "instrument_name", "creation_timestamp", "last_update_timestamp", "direction", "price", "label", "post_only", "api" ], "type": "object" }, "position": { "additionalProperties": false, "description": "", "properties": { "average_price": { "description": "Average price of trades that built this position", "type": "number" }, "average_price_usd": { "description": "Only for options, average price in USD", "type": "number" }, "delta": { "description": "Delta parameter", "type": "number" }, "direction": { "description": "Direction: `buy`, `sell` or `zero`", "enum": [ "buy", "sell", "zero" ], "type": "string" }, "floating_profit_loss": { "description": "Floating profit or loss", "type": "number" }, "floating_profit_loss_usd": { "description": "Only for options, floating profit or loss in USD", "type": "number" }, "gamma": { "description": "Only for options, Gamma parameter", "type": "number" }, "index_price": { "description": "Current index price", "type": "number" }, "initial_margin": { "description": "Initial margin", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "interest_value": { "description": "Value used to calculate `realized_funding` (perpetual only)", "type": "number" }, "kind": { "description": "Instrument kind: `\"future\"`, `\"option\"`, `\"spot\"`, `\"future_combo\"`, `\"option_combo\"`", "enum": [ "future", "option", "spot", "future_combo", "option_combo" ], "type": "string" }, "leverage": { "description": "Current available leverage for future position", "type": "integer" }, "maintenance_margin": { "description": "Maintenance margin", "type": "number" }, "mark_price": { "description": "Current mark price for position's instrument", "type": "number" }, "realized_funding": { "description": "Realized Funding in current session included in session realized profit or loss, only for positions of perpetual instruments", "type": "number" }, "realized_profit_loss": { "description": "Realized profit or loss", "type": "number" }, "settlement_price": { "description": "Optional (not added for spot). Last settlement price for position's instrument 0 if instrument wasn't settled yet", "type": "number" }, "size": { "description": "Position size for futures size in quote currency (e.g. USD), for options size is in base currency (e.g. BTC)", "type": "number" }, "size_currency": { "description": "Only for futures, position size in base currency", "type": "number" }, "theta": { "description": "Only for options, Theta parameter", "type": "number" }, "total_profit_loss": { "description": "Profit or loss from position", "type": "number" }, "vega": { "description": "Only for options, Vega parameter", "type": "number" } }, "required": [ "instrument_name", "kind", "average_price", "direction", "mark_price", "delta", "index_price", "initial_margin", "maintenance_margin", "settlement_price", "total_profit_loss", "floating_profit_loss", "realized_profit_loss", "size" ], "type": "object" }, "trades": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "Advanced type of user order: `\"usd\"` or `\"implv\"` (only for options; omitted if not applicable)", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if user order was created with API", "type": "boolean" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_rfq_quote_id": { "description": "ID of the Block RFQ quote - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "fee": { "description": "User's fee in units of the specified `fee_currency`", "type": "number" }, "fee_currency": { "description": "Currency, i.e `\"BTC\"`, `\"ETH\"`, `\"USDC\"`", "enum": [ "BTC", "ETH", "USDC", "USDT", "EURR" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "label": { "description": "User defined label (presented only when previously set for order by user)", "type": "string" }, "legs": { "description": "Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events)", "type": "array" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "liquidity": { "description": "Describes what was role of users order: `\"M\"` when it was maker order, `\"T\"` when it was taker order", "enum": [ "M", "T" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "matching_id": { "description": "Always `null`", "type": "string" }, "mmp": { "description": "`true` if user order is MMP", "type": "boolean" }, "order_id": { "description": "Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade", "type": "string" }, "order_type": { "description": "Order type: `\"limit`, `\"market\"`, or `\"liquidation\"`", "enum": [ "limit", "market", "liquidation" ], "type": "string" }, "post_only": { "description": "`true` if user order is post-only", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" }, "profit_loss": { "description": "Profit and loss in base currency.", "type": "number" }, "quote_id": { "description": "QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "quote_set_id": { "description": "QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "reduce_only": { "description": "`true` if user order is reduce-only", "type": "string" }, "risk_reducing": { "description": "`true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)", "type": "boolean" }, "state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"` or `\"archive\"` (if order was archived)", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "archive" ], "type": "string" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_allocations": { "additionalProperties": false, "description": "List of allocations for Block RFQ pre-allocation. Each allocation specifies `user_id`, `amount`, and `fee` for the allocated part of the trade. For broker client allocations, a `client_info` object will be included.", "properties": { "amount": { "description": "Amount allocated to this user.", "type": "number" }, "client_info": { "description": "Optional client allocation info for brokers.", "properties": { "client_id": { "description": "ID of a client; available to broker. Represents a group of users under a common name.", "type": "integer" }, "client_link_id": { "description": "ID assigned to a single user in a client; available to broker.", "type": "integer" }, "name": { "description": "Name of the linked user within the client; available to broker.", "type": "string" } }, "type": "object" }, "fee": { "description": "Fee for the allocated part of the trade.", "type": "number" }, "user_id": { "description": "User ID to which part of the trade is allocated. For brokers the User ID is obstructed.", "type": "integer" } }, "required": [ "amount", "fee" ], "type": "object" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (Options only)", "type": "number" } }, "required": [ "trade_id", "trade_seq", "instrument_name", "timestamp", "order_id", "matching_id", "direction", "tick_direction", "index_price", "price", "amount", "fee", "fee_currency", "state", "mark_price" ], "type": "object" } }, "required": [], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User change stream (orders, trades, and related updates) across all instruments for a given kind and currency.\n\nThis channel provides a consolidated private update stream for your account across all matching instruments. Use it when you want a single feed instead of subscribing to orders and trades separately.\n", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "user.changes.(kind).(currency).(interval) " }, "user.combo_trades.(instrument_name).(interval)": { "address": "user.combo_trades.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User trade notifications for a specific combo instrument.\n\nTrades include a `legs` field describing the underlying legs of the combo. The `interval` controls aggregation frequency.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.combo_trades.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.combo_trades.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.combo_trades.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.combo_trades.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 10, "api": false, "direction": "sell", "fee": 0, "fee_currency": "BTC", "index_price": 20332.44, "instrument_name": "BTC-FS-2SEP22_PERP", "legs": [ { "amount": 10, "api": false, "combo_id": "BTC-FS-2SEP22_PERP", "combo_trade_id": "1154", "direction": "buy", "fee": 5e-08, "fee_currency": "BTC", "index_price": 20332.44, "instrument_name": "BTC-PERPETUAL", "liquidity": "T", "mark_price": 20220.61, "matching_id": null, "mmp": false, "order_id": "720078", "order_type": "limit", "post_only": false, "price": 20008.5, "profit_loss": 0, "reduce_only": false, "risk_reducing": false, "state": "filled", "tick_direction": 2, "timestamp": 1661867454335, "trade_id": "1156", "trade_seq": 179 }, { "amount": 10, "api": false, "combo_id": "BTC-FS-2SEP22_PERP", "combo_trade_id": "1154", "direction": "sell", "fee": 5e-08, "fee_currency": "BTC", "index_price": 20332.44, "instrument_name": "BTC-2SEP22", "liquidity": "T", "mark_price": 20988.21, "matching_id": null, "mmp": false, "order_id": "720077", "order_type": "limit", "post_only": false, "price": 21200.32, "profit_loss": 0, "reduce_only": false, "risk_reducing": false, "state": "filled", "tick_direction": 0, "timestamp": 1661867454335, "trade_id": "1155", "trade_seq": 159 } ], "liquidity": "T", "mark_price": 767.6, "matching_id": null, "mmp": false, "order_id": "720074", "order_type": "limit", "post_only": false, "price": 1191.82, "profit_loss": null, "reduce_only": false, "risk_reducing": false, "state": "filled", "tick_direction": 2, "timestamp": 1661867454334, "trade_id": "1154", "trade_seq": 39 } ] }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "Advanced type of user order: `\"usd\"` or `\"implv\"` (only for options; omitted if not applicable)", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if user order was created with API", "type": "boolean" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_rfq_quote_id": { "description": "ID of the Block RFQ quote - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "fee": { "description": "User's fee in units of the specified `fee_currency`", "type": "number" }, "fee_currency": { "description": "Currency, i.e `\"BTC\"`, `\"ETH\"`, `\"USDC\"`", "enum": [ "BTC", "ETH", "USDC", "USDT", "EURR" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "label": { "description": "User defined label (presented only when previously set for order by user)", "type": "string" }, "legs": { "description": "Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events)", "type": "array" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "liquidity": { "description": "Describes what was role of users order: `\"M\"` when it was maker order, `\"T\"` when it was taker order", "enum": [ "M", "T" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "matching_id": { "description": "Always `null`", "type": "string" }, "mmp": { "description": "`true` if user order is MMP", "type": "boolean" }, "order_id": { "description": "Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade", "type": "string" }, "order_type": { "description": "Order type: `\"limit`, `\"market\"`, or `\"liquidation\"`", "enum": [ "limit", "market", "liquidation" ], "type": "string" }, "post_only": { "description": "`true` if user order is post-only", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" }, "profit_loss": { "description": "Profit and loss in base currency.", "type": "number" }, "quote_id": { "description": "QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "quote_set_id": { "description": "QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "reduce_only": { "description": "`true` if user order is reduce-only", "type": "string" }, "risk_reducing": { "description": "`true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)", "type": "boolean" }, "state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"` or `\"archive\"` (if order was archived)", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "archive" ], "type": "string" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_allocations": { "additionalProperties": false, "description": "List of allocations for Block RFQ pre-allocation. Each allocation specifies `user_id`, `amount`, and `fee` for the allocated part of the trade. For broker client allocations, a `client_info` object will be included.", "properties": { "amount": { "description": "Amount allocated to this user.", "type": "number" }, "client_info": { "description": "Optional client allocation info for brokers.", "properties": { "client_id": { "description": "ID of a client; available to broker. Represents a group of users under a common name.", "type": "integer" }, "client_link_id": { "description": "ID assigned to a single user in a client; available to broker.", "type": "integer" }, "name": { "description": "Name of the linked user within the client; available to broker.", "type": "string" } }, "type": "object" }, "fee": { "description": "Fee for the allocated part of the trade.", "type": "number" }, "user_id": { "description": "User ID to which part of the trade is allocated. For brokers the User ID is obstructed.", "type": "integer" } }, "required": [ "amount", "fee" ], "type": "object" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (Options only)", "type": "number" } }, "required": [ "trade_id", "trade_seq", "instrument_name", "timestamp", "order_id", "matching_id", "direction", "tick_direction", "index_price", "price", "amount", "fee", "fee_currency", "state", "mark_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User trade notifications for a specific combo instrument.\n\nTrades include a `legs` field describing the underlying legs of the combo. The `interval` controls aggregation frequency.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "user.combo_trades.(instrument_name).(interval) " }, "user.combo_trades.(kind).(currency).(interval)": { "address": "user.combo_trades.(kind).(currency).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User trade notifications across all combo instruments for a given kind and currency.\n\nTrades include a `legs` field describing the underlying legs. The `interval` controls aggregation frequency.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.combo_trades.(kind).(currency).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.combo_trades.future.USDC.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.combo_trades.future.USDC.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.combo_trades.(kind).(currency).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 10, "api": false, "direction": "sell", "fee": 0, "fee_currency": "BTC", "index_price": 20332.44, "instrument_name": "BTC-FS-2SEP22_PERP", "legs": [ { "amount": 10, "api": false, "combo_id": "BTC-FS-2SEP22_PERP", "combo_trade_id": "1154", "direction": "buy", "fee": 5e-08, "fee_currency": "BTC", "index_price": 20332.44, "instrument_name": "BTC-PERPETUAL", "liquidity": "T", "mark_price": 20220.61, "matching_id": null, "mmp": false, "order_id": "720078", "order_type": "limit", "post_only": false, "price": 20008.5, "profit_loss": 0, "reduce_only": false, "risk_reducing": false, "state": "filled", "tick_direction": 2, "timestamp": 1661867454335, "trade_id": "1156", "trade_seq": 179 }, { "amount": 10, "api": false, "combo_id": "BTC-FS-2SEP22_PERP", "combo_trade_id": "1154", "direction": "sell", "fee": 5e-08, "fee_currency": "BTC", "index_price": 20332.44, "instrument_name": "BTC-2SEP22", "liquidity": "T", "mark_price": 20988.21, "matching_id": null, "mmp": false, "order_id": "720077", "order_type": "limit", "post_only": false, "price": 21200.32, "profit_loss": 0, "reduce_only": false, "risk_reducing": false, "state": "filled", "tick_direction": 0, "timestamp": 1661867454335, "trade_id": "1155", "trade_seq": 159 } ], "liquidity": "T", "mark_price": 767.6, "matching_id": null, "mmp": false, "order_id": "720074", "order_type": "limit", "post_only": false, "price": 1191.82, "profit_loss": null, "reduce_only": false, "risk_reducing": false, "state": "filled", "tick_direction": 2, "timestamp": 1661867454334, "trade_id": "1154", "trade_seq": 39 } ] }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "Advanced type of user order: `\"usd\"` or `\"implv\"` (only for options; omitted if not applicable)", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if user order was created with API", "type": "boolean" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_rfq_quote_id": { "description": "ID of the Block RFQ quote - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "fee": { "description": "User's fee in units of the specified `fee_currency`", "type": "number" }, "fee_currency": { "description": "Currency, i.e `\"BTC\"`, `\"ETH\"`, `\"USDC\"`", "enum": [ "BTC", "ETH", "USDC", "USDT", "EURR" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "label": { "description": "User defined label (presented only when previously set for order by user)", "type": "string" }, "legs": { "description": "Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events)", "type": "array" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "liquidity": { "description": "Describes what was role of users order: `\"M\"` when it was maker order, `\"T\"` when it was taker order", "enum": [ "M", "T" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "matching_id": { "description": "Always `null`", "type": "string" }, "mmp": { "description": "`true` if user order is MMP", "type": "boolean" }, "order_id": { "description": "Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade", "type": "string" }, "order_type": { "description": "Order type: `\"limit`, `\"market\"`, or `\"liquidation\"`", "enum": [ "limit", "market", "liquidation" ], "type": "string" }, "post_only": { "description": "`true` if user order is post-only", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" }, "profit_loss": { "description": "Profit and loss in base currency.", "type": "number" }, "quote_id": { "description": "QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "quote_set_id": { "description": "QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "reduce_only": { "description": "`true` if user order is reduce-only", "type": "string" }, "risk_reducing": { "description": "`true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)", "type": "boolean" }, "state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"` or `\"archive\"` (if order was archived)", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "archive" ], "type": "string" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_allocations": { "additionalProperties": false, "description": "List of allocations for Block RFQ pre-allocation. Each allocation specifies `user_id`, `amount`, and `fee` for the allocated part of the trade. For broker client allocations, a `client_info` object will be included.", "properties": { "amount": { "description": "Amount allocated to this user.", "type": "number" }, "client_info": { "description": "Optional client allocation info for brokers.", "properties": { "client_id": { "description": "ID of a client; available to broker. Represents a group of users under a common name.", "type": "integer" }, "client_link_id": { "description": "ID assigned to a single user in a client; available to broker.", "type": "integer" }, "name": { "description": "Name of the linked user within the client; available to broker.", "type": "string" } }, "type": "object" }, "fee": { "description": "Fee for the allocated part of the trade.", "type": "number" }, "user_id": { "description": "User ID to which part of the trade is allocated. For brokers the User ID is obstructed.", "type": "integer" } }, "required": [ "amount", "fee" ], "type": "object" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (Options only)", "type": "number" } }, "required": [ "trade_id", "trade_seq", "instrument_name", "timestamp", "order_id", "matching_id", "direction", "tick_direction", "index_price", "price", "amount", "fee", "fee_currency", "state", "mark_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User trade notifications across all combo instruments for a given kind and currency.\n\nTrades include a `legs` field describing the underlying legs. The `interval` controls aggregation frequency.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "user.combo_trades.(kind).(currency).(interval) " }, "user.orders.(instrument_name).(interval)": { "address": "user.orders.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User order updates for a specific instrument (aggregated).\n\nUse this channel to receive private order updates for the given instrument, aggregated according to `interval`.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.orders.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.orders.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.orders.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.orders.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 200, "api": false, "average_price": 0, "creation_timestamp": 1581507159533, "direction": "buy", "filled_amount": 0, "instrument_name": "BTC-PERPETUAL", "is_liquidation": false, "is_rebalance": false, "label": "", "last_update_timestamp": 1581507159533, "max_show": 200, "order_id": "4", "order_state": "open", "order_type": "limit", "original_order_type": "market", "post_only": false, "price": 10460.43, "reduce_only": false, "replaced": false, "time_in_force": "good_til_cancelled" } ] }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "advanced type: `\"usd\"` or `\"implv\"` (Only for options; field is omitted if not applicable).\n", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if created with API", "type": "boolean" }, "app_name": { "description": "The name of the application that placed the order on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "auto_replaced": { "description": "Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`.", "type": "boolean" }, "average_price": { "description": "Average fill price of the order", "type": "number" }, "block_trade": { "description": "`true` if order made from block_trade trade, added only in that case.", "example": true, "type": "boolean" }, "cancel_reason": { "description": "Enumerated reason behind cancel `\"user_request\"`, `\"autoliquidation\"`, `\"cancel_on_disconnect\"`, `\"risk_mitigation\"`, `\"pme_risk_reduction\"` (portfolio margining risk reduction), `\"pme_account_locked\"` (portfolio margining account locked per currency), `\"position_locked\"`, `\"mmp_trigger\"` (market maker protection), `\"mmp_config_curtailment\"` (market maker configured quantity decreased), `\"edit_post_only_reject\"` (cancelled on edit because of `reject_post_only` setting), `\"oco_other_closed\"` (the oco order linked to this order was closed), `\"oto_primary_closed\"` (the oto primary order that was going to trigger this order was cancelled), `\"settlement\"` (closed because of a settlement)", "enum": [ "user_request", "autoliquidation", "cancel_on_disconnect", "risk_mitigation", "pme_risk_reduction", "pme_account_locked", "position_locked", "mmp_trigger", "mmp_config_curtailment", "edit_post_only_reject", "oco_other_closed", "oto_primary_closed", "settlement" ], "type": "string" }, "contracts": { "description": "It represents the order size in contract units. (Optional, may be absent in historical data).", "type": "number" }, "creation_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "display_amount": { "description": "The actual display amount of iceberg order. Absent for other types of orders.", "type": "number" }, "filled_amount": { "description": "Filled amount of the order. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.", "type": "number" }, "implv": { "description": "Implied volatility in percent. (Only if `advanced=\"implv\"`)", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "is_liquidation": { "description": "Optional (not added for spot). `true` if order was automatically created during liquidation", "type": "boolean" }, "is_primary_otoco": { "description": "`true` if the order is an order that can trigger an OCO pair, otherwise not present.", "type": "boolean" }, "is_rebalance": { "description": "Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration", "type": "boolean" }, "is_secondary_oto": { "description": "`true` if the order is an order that can be triggered by another order, otherwise not present.", "type": "boolean" }, "label": { "description": "User defined label (up to 64 characters)", "type": "string" }, "last_update_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "mmp": { "description": "`true` if the order is a MMP order, otherwise `false`.", "type": "boolean" }, "mmp_cancelled": { "description": "`true` if order was cancelled by mmp trigger (optional)", "example": true, "type": "boolean" }, "mmp_group": { "description": "Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "mobile": { "description": "Optional field with value `true` added only when created with Mobile Application", "type": "boolean" }, "oco_ref": { "description": "Unique reference that identifies a one_cancels_others (OCO) pair.", "type": "string" }, "order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "order_state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"`", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "triggered" ], "type": "string" }, "order_type": { "description": "Order type: `\"limit\"`, `\"market\"`, `\"stop_limit\"`, `\"stop_market\"`, `\"take_limit\"`, `\"take_market\"`, `\"trailing_stop\"`", "enum": [ "market", "limit", "stop_market", "stop_limit", "take_market", "take_limit", "trailing_stop" ], "type": "string" }, "original_order_type": { "description": "Original order type. Optional field", "enum": [ "market", "market_limit" ], "type": "string" }, "oto_order_ids": { "additionalProperties": true, "description": "The Ids of the orders that will be triggered if the order is filled", "properties": {}, "type": "object" }, "post_only": { "description": "`true` for post-only orders only", "type": "boolean" }, "price": { "description": "Price in base currency or \"market_price\" in case of open trigger market orders" }, "primary_order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "quote": { "description": "If order is a quote. Present only if true.", "type": "boolean" }, "quote_id": { "description": "The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "quote_set_id": { "description": "Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "reduce_only": { "description": "Optional (not added for spot). '`true` for reduce-only orders only'", "type": "boolean" }, "refresh_amount": { "description": "The initial display amount of iceberg order. Iceberg order display amount will be refreshed to that value after match consuming actual display amount. Absent for other types of orders", "type": "number" }, "reject_post_only": { "description": "`true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`)", "type": "boolean" }, "replaced": { "description": "`true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`.", "type": "boolean" }, "risk_reducing": { "description": "`true` if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users), otherwise `false`.", "type": "boolean" }, "time_in_force": { "description": "Order time in force: `\"good_til_cancelled\"`, `\"good_til_day\"`, `\"fill_or_kill\"` or `\"immediate_or_cancel\"`", "enum": [ "good_til_cancelled", "good_til_day", "fill_or_kill", "immediate_or_cancel" ], "type": "string" }, "trigger": { "description": "Trigger type (only for trigger orders). Allowed values: `\"index_price\"`, `\"mark_price\"`, `\"last_price\"`.", "enum": [ "index_price", "mark_price", "last_price" ], "type": "string" }, "trigger_fill_condition": { "description": "

The fill condition of the linked order (Only for linked order types), default: `first_hit`.

", "enum": [ "first_hit", "complete_fill", "incremental" ], "type": "string" }, "trigger_offset": { "description": "The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders)", "type": "number" }, "trigger_order_id": { "description": "Id of the trigger order that created the order (Only for orders that were created by triggered orders).", "example": "SLIB-370", "type": "string" }, "trigger_price": { "description": "Trigger price (Only for future trigger orders)", "type": "number" }, "trigger_reference_price": { "description": "The price of the given trigger at the time when the order was placed (Only for trailing trigger orders)", "type": "number" }, "triggered": { "description": "Whether the trigger order has been triggered", "type": "boolean" }, "usd": { "description": "Option price in USD (Only if `advanced=\"usd\"`)", "type": "number" }, "web": { "description": "`true` if created via Deribit frontend (optional)", "type": "boolean" } }, "required": [ "order_id", "order_state", "order_type", "time_in_force", "instrument_name", "creation_timestamp", "last_update_timestamp", "direction", "price", "label", "post_only", "api" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User order updates for a specific instrument (aggregated).\n\nUse this channel to receive private order updates for the given instrument, aggregated according to `interval`.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "user.orders.(instrument_name).(interval) " }, "user.orders.(instrument_name).raw": { "address": "user.orders.(instrument_name).raw", "servers": [ { "$ref": "#/servers/private" } ], "description": "User order updates for a specific instrument (raw stream).\n\nUse this channel to receive private order updates for the given instrument with the highest granularity (raw). Prefer this for real-time order state tracking.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.orders.(instrument_name).raw`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.orders.BTC-PERPETUAL.raw" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.orders.BTC-PERPETUAL.raw" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.orders.(instrument_name).raw` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "amount": 200, "api": false, "average_price": 0, "creation_timestamp": 1581507423789, "direction": "buy", "filled_amount": 0, "instrument_name": "BTC-PERPETUAL", "is_liquidation": false, "is_rebalance": false, "label": "", "last_update_timestamp": 1581507423789, "max_show": 200, "order_id": "5", "order_state": "open", "order_type": "limit", "original_order_type": "market", "post_only": false, "price": 10502.52, "reduce_only": false, "replaced": false, "time_in_force": "good_til_cancelled" } }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "advanced": { "description": "advanced type: `\"usd\"` or `\"implv\"` (Only for options; field is omitted if not applicable).\n", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if created with API", "type": "boolean" }, "app_name": { "description": "The name of the application that placed the order on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "auto_replaced": { "description": "Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`.", "type": "boolean" }, "average_price": { "description": "Average fill price of the order", "type": "number" }, "block_trade": { "description": "`true` if order made from block_trade trade, added only in that case.", "example": true, "type": "boolean" }, "cancel_reason": { "description": "Enumerated reason behind cancel `\"user_request\"`, `\"autoliquidation\"`, `\"cancel_on_disconnect\"`, `\"risk_mitigation\"`, `\"pme_risk_reduction\"` (portfolio margining risk reduction), `\"pme_account_locked\"` (portfolio margining account locked per currency), `\"position_locked\"`, `\"mmp_trigger\"` (market maker protection), `\"mmp_config_curtailment\"` (market maker configured quantity decreased), `\"edit_post_only_reject\"` (cancelled on edit because of `reject_post_only` setting), `\"oco_other_closed\"` (the oco order linked to this order was closed), `\"oto_primary_closed\"` (the oto primary order that was going to trigger this order was cancelled), `\"settlement\"` (closed because of a settlement)", "enum": [ "user_request", "autoliquidation", "cancel_on_disconnect", "risk_mitigation", "pme_risk_reduction", "pme_account_locked", "position_locked", "mmp_trigger", "mmp_config_curtailment", "edit_post_only_reject", "oco_other_closed", "oto_primary_closed", "settlement" ], "type": "string" }, "contracts": { "description": "It represents the order size in contract units. (Optional, may be absent in historical data).", "type": "number" }, "creation_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "display_amount": { "description": "The actual display amount of iceberg order. Absent for other types of orders.", "type": "number" }, "filled_amount": { "description": "Filled amount of the order. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.", "type": "number" }, "implv": { "description": "Implied volatility in percent. (Only if `advanced=\"implv\"`)", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "is_liquidation": { "description": "Optional (not added for spot). `true` if order was automatically created during liquidation", "type": "boolean" }, "is_primary_otoco": { "description": "`true` if the order is an order that can trigger an OCO pair, otherwise not present.", "type": "boolean" }, "is_rebalance": { "description": "Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration", "type": "boolean" }, "is_secondary_oto": { "description": "`true` if the order is an order that can be triggered by another order, otherwise not present.", "type": "boolean" }, "label": { "description": "User defined label (up to 64 characters)", "type": "string" }, "last_update_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "mmp": { "description": "`true` if the order is a MMP order, otherwise `false`.", "type": "boolean" }, "mmp_cancelled": { "description": "`true` if order was cancelled by mmp trigger (optional)", "example": true, "type": "boolean" }, "mmp_group": { "description": "Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "mobile": { "description": "Optional field with value `true` added only when created with Mobile Application", "type": "boolean" }, "oco_ref": { "description": "Unique reference that identifies a one_cancels_others (OCO) pair.", "type": "string" }, "order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "order_state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"`", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "triggered" ], "type": "string" }, "order_type": { "description": "Order type: `\"limit\"`, `\"market\"`, `\"stop_limit\"`, `\"stop_market\"`, `\"take_limit\"`, `\"take_market\"`, `\"trailing_stop\"`", "enum": [ "market", "limit", "stop_market", "stop_limit", "take_market", "take_limit", "trailing_stop" ], "type": "string" }, "original_order_type": { "description": "Original order type. Optional field", "enum": [ "market", "market_limit" ], "type": "string" }, "oto_order_ids": { "additionalProperties": true, "description": "The Ids of the orders that will be triggered if the order is filled", "properties": {}, "type": "object" }, "post_only": { "description": "`true` for post-only orders only", "type": "boolean" }, "price": { "description": "Price in base currency or \"market_price\" in case of open trigger market orders" }, "primary_order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "quote": { "description": "If order is a quote. Present only if true.", "type": "boolean" }, "quote_id": { "description": "The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "quote_set_id": { "description": "Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "reduce_only": { "description": "Optional (not added for spot). '`true` for reduce-only orders only'", "type": "boolean" }, "refresh_amount": { "description": "The initial display amount of iceberg order. Iceberg order display amount will be refreshed to that value after match consuming actual display amount. Absent for other types of orders", "type": "number" }, "reject_post_only": { "description": "`true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`)", "type": "boolean" }, "replaced": { "description": "`true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`.", "type": "boolean" }, "risk_reducing": { "description": "`true` if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users), otherwise `false`.", "type": "boolean" }, "time_in_force": { "description": "Order time in force: `\"good_til_cancelled\"`, `\"good_til_day\"`, `\"fill_or_kill\"` or `\"immediate_or_cancel\"`", "enum": [ "good_til_cancelled", "good_til_day", "fill_or_kill", "immediate_or_cancel" ], "type": "string" }, "trigger": { "description": "Trigger type (only for trigger orders). Allowed values: `\"index_price\"`, `\"mark_price\"`, `\"last_price\"`.", "enum": [ "index_price", "mark_price", "last_price" ], "type": "string" }, "trigger_fill_condition": { "description": "

The fill condition of the linked order (Only for linked order types), default: `first_hit`.

", "enum": [ "first_hit", "complete_fill", "incremental" ], "type": "string" }, "trigger_offset": { "description": "The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders)", "type": "number" }, "trigger_order_id": { "description": "Id of the trigger order that created the order (Only for orders that were created by triggered orders).", "example": "SLIB-370", "type": "string" }, "trigger_price": { "description": "Trigger price (Only for future trigger orders)", "type": "number" }, "trigger_reference_price": { "description": "The price of the given trigger at the time when the order was placed (Only for trailing trigger orders)", "type": "number" }, "triggered": { "description": "Whether the trigger order has been triggered", "type": "boolean" }, "usd": { "description": "Option price in USD (Only if `advanced=\"usd\"`)", "type": "number" }, "web": { "description": "`true` if created via Deribit frontend (optional)", "type": "boolean" } }, "required": [ "order_id", "order_state", "order_type", "time_in_force", "instrument_name", "creation_timestamp", "last_update_timestamp", "direction", "price", "label", "post_only", "api" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User order updates for a specific instrument (raw stream).\n\nUse this channel to receive private order updates for the given instrument with the highest granularity (raw). Prefer this for real-time order state tracking.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "user.orders.(instrument_name).raw " }, "user.orders.(kind).(currency).(interval)": { "address": "user.orders.(kind).(currency).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User order updates across all instruments for a given kind and currency (aggregated).\n\nUse this channel to receive private order updates across all matching instruments, aggregated according to `interval`.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.orders.(kind).(currency).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.orders.future.USDC.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.orders.future.USDC.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.orders.(kind).(currency).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 120, "api": false, "average_price": 0, "creation_timestamp": 1550826337209, "direction": "buy", "filled_amount": 0, "instrument_name": "BTC-PERPETUAL", "is_liquidation": false, "is_rebalance": false, "label": "", "last_update_timestamp": 1550826337209, "max_show": 120, "order_id": "476137", "order_state": "open", "order_type": "limit", "post_only": false, "price": 3928.5, "reduce_only": false, "time_in_force": "good_til_cancelled" } ] }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "advanced type: `\"usd\"` or `\"implv\"` (Only for options; field is omitted if not applicable).\n", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if created with API", "type": "boolean" }, "app_name": { "description": "The name of the application that placed the order on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "auto_replaced": { "description": "Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`.", "type": "boolean" }, "average_price": { "description": "Average fill price of the order", "type": "number" }, "block_trade": { "description": "`true` if order made from block_trade trade, added only in that case.", "example": true, "type": "boolean" }, "cancel_reason": { "description": "Enumerated reason behind cancel `\"user_request\"`, `\"autoliquidation\"`, `\"cancel_on_disconnect\"`, `\"risk_mitigation\"`, `\"pme_risk_reduction\"` (portfolio margining risk reduction), `\"pme_account_locked\"` (portfolio margining account locked per currency), `\"position_locked\"`, `\"mmp_trigger\"` (market maker protection), `\"mmp_config_curtailment\"` (market maker configured quantity decreased), `\"edit_post_only_reject\"` (cancelled on edit because of `reject_post_only` setting), `\"oco_other_closed\"` (the oco order linked to this order was closed), `\"oto_primary_closed\"` (the oto primary order that was going to trigger this order was cancelled), `\"settlement\"` (closed because of a settlement)", "enum": [ "user_request", "autoliquidation", "cancel_on_disconnect", "risk_mitigation", "pme_risk_reduction", "pme_account_locked", "position_locked", "mmp_trigger", "mmp_config_curtailment", "edit_post_only_reject", "oco_other_closed", "oto_primary_closed", "settlement" ], "type": "string" }, "contracts": { "description": "It represents the order size in contract units. (Optional, may be absent in historical data).", "type": "number" }, "creation_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "display_amount": { "description": "The actual display amount of iceberg order. Absent for other types of orders.", "type": "number" }, "filled_amount": { "description": "Filled amount of the order. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.", "type": "number" }, "implv": { "description": "Implied volatility in percent. (Only if `advanced=\"implv\"`)", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "is_liquidation": { "description": "Optional (not added for spot). `true` if order was automatically created during liquidation", "type": "boolean" }, "is_primary_otoco": { "description": "`true` if the order is an order that can trigger an OCO pair, otherwise not present.", "type": "boolean" }, "is_rebalance": { "description": "Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration", "type": "boolean" }, "is_secondary_oto": { "description": "`true` if the order is an order that can be triggered by another order, otherwise not present.", "type": "boolean" }, "label": { "description": "User defined label (up to 64 characters)", "type": "string" }, "last_update_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "mmp": { "description": "`true` if the order is a MMP order, otherwise `false`.", "type": "boolean" }, "mmp_cancelled": { "description": "`true` if order was cancelled by mmp trigger (optional)", "example": true, "type": "boolean" }, "mmp_group": { "description": "Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "mobile": { "description": "Optional field with value `true` added only when created with Mobile Application", "type": "boolean" }, "oco_ref": { "description": "Unique reference that identifies a one_cancels_others (OCO) pair.", "type": "string" }, "order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "order_state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"`", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "triggered" ], "type": "string" }, "order_type": { "description": "Order type: `\"limit\"`, `\"market\"`, `\"stop_limit\"`, `\"stop_market\"`, `\"take_limit\"`, `\"take_market\"`, `\"trailing_stop\"`", "enum": [ "market", "limit", "stop_market", "stop_limit", "take_market", "take_limit", "trailing_stop" ], "type": "string" }, "original_order_type": { "description": "Original order type. Optional field", "enum": [ "market", "market_limit" ], "type": "string" }, "oto_order_ids": { "additionalProperties": true, "description": "The Ids of the orders that will be triggered if the order is filled", "properties": {}, "type": "object" }, "post_only": { "description": "`true` for post-only orders only", "type": "boolean" }, "price": { "description": "Price in base currency or \"market_price\" in case of open trigger market orders" }, "primary_order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "quote": { "description": "If order is a quote. Present only if true.", "type": "boolean" }, "quote_id": { "description": "The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "quote_set_id": { "description": "Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "reduce_only": { "description": "Optional (not added for spot). '`true` for reduce-only orders only'", "type": "boolean" }, "refresh_amount": { "description": "The initial display amount of iceberg order. Iceberg order display amount will be refreshed to that value after match consuming actual display amount. Absent for other types of orders", "type": "number" }, "reject_post_only": { "description": "`true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`)", "type": "boolean" }, "replaced": { "description": "`true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`.", "type": "boolean" }, "risk_reducing": { "description": "`true` if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users), otherwise `false`.", "type": "boolean" }, "time_in_force": { "description": "Order time in force: `\"good_til_cancelled\"`, `\"good_til_day\"`, `\"fill_or_kill\"` or `\"immediate_or_cancel\"`", "enum": [ "good_til_cancelled", "good_til_day", "fill_or_kill", "immediate_or_cancel" ], "type": "string" }, "trigger": { "description": "Trigger type (only for trigger orders). Allowed values: `\"index_price\"`, `\"mark_price\"`, `\"last_price\"`.", "enum": [ "index_price", "mark_price", "last_price" ], "type": "string" }, "trigger_fill_condition": { "description": "

The fill condition of the linked order (Only for linked order types), default: `first_hit`.

", "enum": [ "first_hit", "complete_fill", "incremental" ], "type": "string" }, "trigger_offset": { "description": "The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders)", "type": "number" }, "trigger_order_id": { "description": "Id of the trigger order that created the order (Only for orders that were created by triggered orders).", "example": "SLIB-370", "type": "string" }, "trigger_price": { "description": "Trigger price (Only for future trigger orders)", "type": "number" }, "trigger_reference_price": { "description": "The price of the given trigger at the time when the order was placed (Only for trailing trigger orders)", "type": "number" }, "triggered": { "description": "Whether the trigger order has been triggered", "type": "boolean" }, "usd": { "description": "Option price in USD (Only if `advanced=\"usd\"`)", "type": "number" }, "web": { "description": "`true` if created via Deribit frontend (optional)", "type": "boolean" } }, "required": [ "order_id", "order_state", "order_type", "time_in_force", "instrument_name", "creation_timestamp", "last_update_timestamp", "direction", "price", "label", "post_only", "api" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User order updates across all instruments for a given kind and currency (aggregated).\n\nUse this channel to receive private order updates across all matching instruments, aggregated according to `interval`.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "user.orders.(kind).(currency).(interval) " }, "user.orders.(kind).(currency).raw": { "address": "user.orders.(kind).(currency).raw", "servers": [ { "$ref": "#/servers/private" } ], "description": "User order updates across all instruments for a given kind and currency (raw stream).\n\nUse this channel to receive private order updates across all matching instruments with the highest granularity (raw).\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.orders.(kind).(currency).raw`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.orders.future.USDC.raw" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.orders.future.USDC.raw" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.orders.(kind).(currency).raw` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "amount": 200, "api": false, "average_price": 0, "creation_timestamp": 1581507583024, "direction": "buy", "filled_amount": 0, "instrument_name": "BTC-PERPETUAL", "is_liquidation": false, "is_rebalance": false, "label": "", "last_update_timestamp": 1581507583024, "max_show": 200, "order_id": "6", "order_state": "open", "order_type": "limit", "original_order_type": "market", "post_only": false, "price": 10542.68, "reduce_only": false, "replaced": false, "time_in_force": "good_til_cancelled" } }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "advanced": { "description": "advanced type: `\"usd\"` or `\"implv\"` (Only for options; field is omitted if not applicable).\n", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if created with API", "type": "boolean" }, "app_name": { "description": "The name of the application that placed the order on behalf of the user (optional).", "example": "Example Application", "type": "string" }, "auto_replaced": { "description": "Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`.", "type": "boolean" }, "average_price": { "description": "Average fill price of the order", "type": "number" }, "block_trade": { "description": "`true` if order made from block_trade trade, added only in that case.", "example": true, "type": "boolean" }, "cancel_reason": { "description": "Enumerated reason behind cancel `\"user_request\"`, `\"autoliquidation\"`, `\"cancel_on_disconnect\"`, `\"risk_mitigation\"`, `\"pme_risk_reduction\"` (portfolio margining risk reduction), `\"pme_account_locked\"` (portfolio margining account locked per currency), `\"position_locked\"`, `\"mmp_trigger\"` (market maker protection), `\"mmp_config_curtailment\"` (market maker configured quantity decreased), `\"edit_post_only_reject\"` (cancelled on edit because of `reject_post_only` setting), `\"oco_other_closed\"` (the oco order linked to this order was closed), `\"oto_primary_closed\"` (the oto primary order that was going to trigger this order was cancelled), `\"settlement\"` (closed because of a settlement)", "enum": [ "user_request", "autoliquidation", "cancel_on_disconnect", "risk_mitigation", "pme_risk_reduction", "pme_account_locked", "position_locked", "mmp_trigger", "mmp_config_curtailment", "edit_post_only_reject", "oco_other_closed", "oto_primary_closed", "settlement" ], "type": "string" }, "contracts": { "description": "It represents the order size in contract units. (Optional, may be absent in historical data).", "type": "number" }, "creation_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "display_amount": { "description": "The actual display amount of iceberg order. Absent for other types of orders.", "type": "number" }, "filled_amount": { "description": "Filled amount of the order. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.", "type": "number" }, "implv": { "description": "Implied volatility in percent. (Only if `advanced=\"implv\"`)", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "is_liquidation": { "description": "Optional (not added for spot). `true` if order was automatically created during liquidation", "type": "boolean" }, "is_primary_otoco": { "description": "`true` if the order is an order that can trigger an OCO pair, otherwise not present.", "type": "boolean" }, "is_rebalance": { "description": "Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration", "type": "boolean" }, "is_secondary_oto": { "description": "`true` if the order is an order that can be triggered by another order, otherwise not present.", "type": "boolean" }, "label": { "description": "User defined label (up to 64 characters)", "type": "string" }, "last_update_timestamp": { "description": "The timestamp (milliseconds since the Unix epoch)", "example": 1536569522277, "type": "integer" }, "mmp": { "description": "`true` if the order is a MMP order, otherwise `false`.", "type": "boolean" }, "mmp_cancelled": { "description": "`true` if order was cancelled by mmp trigger (optional)", "example": true, "type": "boolean" }, "mmp_group": { "description": "Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "mobile": { "description": "Optional field with value `true` added only when created with Mobile Application", "type": "boolean" }, "oco_ref": { "description": "Unique reference that identifies a one_cancels_others (OCO) pair.", "type": "string" }, "order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "order_state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"`", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "triggered" ], "type": "string" }, "order_type": { "description": "Order type: `\"limit\"`, `\"market\"`, `\"stop_limit\"`, `\"stop_market\"`, `\"take_limit\"`, `\"take_market\"`, `\"trailing_stop\"`", "enum": [ "market", "limit", "stop_market", "stop_limit", "take_market", "take_limit", "trailing_stop" ], "type": "string" }, "original_order_type": { "description": "Original order type. Optional field", "enum": [ "market", "market_limit" ], "type": "string" }, "oto_order_ids": { "additionalProperties": true, "description": "The Ids of the orders that will be triggered if the order is filled", "properties": {}, "type": "object" }, "post_only": { "description": "`true` for post-only orders only", "type": "boolean" }, "price": { "description": "Price in base currency or \"market_price\" in case of open trigger market orders" }, "primary_order_id": { "description": "Unique order identifier", "example": "ETH-100234", "type": "string" }, "quote": { "description": "If order is a quote. Present only if true.", "type": "boolean" }, "quote_id": { "description": "The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "quote_set_id": { "description": "Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders.", "type": "string" }, "reduce_only": { "description": "Optional (not added for spot). '`true` for reduce-only orders only'", "type": "boolean" }, "refresh_amount": { "description": "The initial display amount of iceberg order. Iceberg order display amount will be refreshed to that value after match consuming actual display amount. Absent for other types of orders", "type": "number" }, "reject_post_only": { "description": "`true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`)", "type": "boolean" }, "replaced": { "description": "`true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`.", "type": "boolean" }, "risk_reducing": { "description": "`true` if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users), otherwise `false`.", "type": "boolean" }, "time_in_force": { "description": "Order time in force: `\"good_til_cancelled\"`, `\"good_til_day\"`, `\"fill_or_kill\"` or `\"immediate_or_cancel\"`", "enum": [ "good_til_cancelled", "good_til_day", "fill_or_kill", "immediate_or_cancel" ], "type": "string" }, "trigger": { "description": "Trigger type (only for trigger orders). Allowed values: `\"index_price\"`, `\"mark_price\"`, `\"last_price\"`.", "enum": [ "index_price", "mark_price", "last_price" ], "type": "string" }, "trigger_fill_condition": { "description": "

The fill condition of the linked order (Only for linked order types), default: `first_hit`.

", "enum": [ "first_hit", "complete_fill", "incremental" ], "type": "string" }, "trigger_offset": { "description": "The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders)", "type": "number" }, "trigger_order_id": { "description": "Id of the trigger order that created the order (Only for orders that were created by triggered orders).", "example": "SLIB-370", "type": "string" }, "trigger_price": { "description": "Trigger price (Only for future trigger orders)", "type": "number" }, "trigger_reference_price": { "description": "The price of the given trigger at the time when the order was placed (Only for trailing trigger orders)", "type": "number" }, "triggered": { "description": "Whether the trigger order has been triggered", "type": "boolean" }, "usd": { "description": "Option price in USD (Only if `advanced=\"usd\"`)", "type": "number" }, "web": { "description": "`true` if created via Deribit frontend (optional)", "type": "boolean" } }, "required": [ "order_id", "order_state", "order_type", "time_in_force", "instrument_name", "creation_timestamp", "last_update_timestamp", "direction", "price", "label", "post_only", "api" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User order updates across all instruments for a given kind and currency (raw stream).\n\nUse this channel to receive private order updates across all matching instruments with the highest granularity (raw).\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "user.orders.(kind).(currency).raw " }, "user.portfolio.(currency)": { "address": "user.portfolio.(currency)", "servers": [ { "$ref": "#/servers/private" } ], "description": "Real-time notifications for user portfolio information. This subscription provides comprehensive account and portfolio data for the specified currency, including balances, margins, profit and loss, and Greeks.\n\nEach notification includes:\n\n- **Account balances:** Current balance, equity, margin balance, available funds, and available withdrawal funds\n- **Margin information:** Initial margin, maintenance margin, and projected margins\n- **Profit and Loss:** Total P&L, session unrealized P&L (UPL), session realized P&L (RPL), and separate P&L for options and futures\n- **Options Greeks:** Delta, gamma, theta, vega, and options value, with per-index mappings\n- **Position data:** Delta total, projected delta total, and delta total map per index\n- **Account settings:** Portfolio margining status, cross collateral status, and margin model\n- **Cross collateral data:** Total equity, margins, and delta in USD (when cross collateral is enabled)\n- **Additional reserves:** Fee balance and additional reserve information\n\nWhen cross collateral is enabled, aggregated values are calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.\n\nSubscribe to a specific currency (BTC, ETH, USDC, USDT, etc.) or use `any` to receive portfolio updates for all currencies.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.portfolio.(currency)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.portfolio.USDC" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.portfolio.USDC" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.portfolio.(currency)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": { "additional_reserve": 0, "available_funds": 301.38036328, "available_withdrawal_funds": 301.35426172, "balance": 302.60065765, "cross_collateral_enabled": false, "currency": "BTC", "delta_total": 31.602298, "delta_total_map": { "btc_usd": 31.594397699 }, "equity": 302.6188592, "estimated_liquidation_ratio": 0.10098729, "estimated_liquidation_ratio_map": { "btc_usd": 0.10098729140701267 }, "fee_balance": 0, "futures_pl": -0.32434225, "futures_session_rpl": -0.03311399, "futures_session_upl": 0.05921555, "initial_margin": 1.24639592, "maintenance_margin": 0.8854841, "margin_balance": 302.62675921, "margin_model": "segregated_sm", "options_delta": -1.01958, "options_gamma": 1e-05, "options_gamma_map": { "btc_usd": 1e-05 }, "options_pl": -0.0058, "options_session_rpl": 0, "options_session_upl": -0.0058, "options_theta": 16.13825, "options_theta_map": { "btc_usd": 16.13825 }, "options_value": -0.0079, "options_vega": 0.07976, "options_vega_map": { "btc_usd": 0.07976 }, "portfolio_margining_enabled": false, "projected_delta_total": 32.613978, "projected_initial_margin": 1.01529592, "projected_maintenance_margin": 0.7543841, "session_rpl": -0.03311399, "session_upl": 0.05341555, "spot_reserve": 0, "total_pl": -0.33014225 } }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "properties": { "additional_reserve": { "description": "The account's balance reserved in other orders", "example": 0.3, "type": "number" }, "available_funds": { "description": "The account's available funds. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.", "example": 2.2638913, "type": "number" }, "available_withdrawal_funds": { "description": "The account's available to withdrawal funds", "example": 2.26, "type": "number" }, "balance": { "description": "The account's balance", "example": 3.4906363, "type": "number" }, "cross_collateral_enabled": { "description": "When `true` cross collateral is enabled for user", "example": true, "type": "boolean" }, "currency": { "description": "The selected currency", "example": "ETH", "type": "string" }, "delta_total": { "description": "The sum of position deltas. \n\n**DeltaTotal = Net Transaction Delta of options + BTC Position of Futures**\n\nThe DeltaTotal uses the Net Transaction Delta (or price adjusted Delta) of the options, where Net Transaction Delta = Black Scholes Delta - Mark Price of Options.\n\nThis is because, from a risk perspective, we are interested in the change in Bitcoin price as the underlying changes.\n\nYou should actually treat your delta as **Equity + Delta Total** if you want to have less risk for your USD PnL.\n\n\u26a0\ufe0f **During the 30 minute settlement period we decay your Delta.** See [Delta decay during settlement](https://support.deribit.com/hc/en-us/articles/25944751433757-Delta-decay-during-settlement) for more details.\n", "example": 0.1334, "type": "number" }, "delta_total_map": { "description": "Map of position sum's per index", "type": "object" }, "equity": { "description": "The account's current equity", "example": 2.6437733, "type": "number" }, "estimated_liquidation_ratio": { "description": "[DEPRECATED] Estimated Liquidation Ratio is returned only for users with `segregated_sm` margin model. Multiplying it by future position's market price returns its estimated liquidation price. Use estimated_liquidation_ratio_map instead.", "example": 2.34e-05, "type": "number" }, "estimated_liquidation_ratio_map": { "description": "Map of Estimated Liquidation Ratio per index, it is returned only for users with `segregated_sm` margin model. Multiplying it by future position's market price returns its estimated liquidation price.", "type": "object" }, "fee_balance": { "description": "The account's fee balance (it can be used to pay for fees)", "type": "number" }, "futures_pl": { "description": "Futures profit and Loss", "example": 0, "type": "number" }, "futures_session_rpl": { "description": "Futures session realized profit and Loss", "example": 0, "type": "number" }, "futures_session_upl": { "description": "Futures session unrealized profit and Loss", "example": 0, "type": "number" }, "initial_margin": { "description": "The account's initial margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.", "example": 0.379882, "type": "number" }, "maintenance_margin": { "description": "The maintenance margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.", "example": 0.1334519, "type": "number" }, "margin_balance": { "description": "The account's margin balance. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.", "example": 2.25, "type": "number" }, "margin_model": { "description": "Name of user's currently enabled margin model", "example": "segregated_sm", "type": "string" }, "options_delta": { "description": "Options summary delta", "example": 0, "type": "number" }, "options_gamma": { "description": "Options summary gamma", "example": 0, "type": "number" }, "options_gamma_map": { "description": "Map of options' gammas per index", "type": "object" }, "options_pl": { "description": "Options profit and Loss", "example": 0, "type": "number" }, "options_session_rpl": { "description": "Options session realized profit and Loss", "example": 0, "type": "number" }, "options_session_upl": { "description": "Options session unrealized profit and Loss", "example": 0, "type": "number" }, "options_theta": { "description": "Options summary theta", "example": 0, "type": "number" }, "options_theta_map": { "description": "Map of options' thetas per index", "type": "object" }, "options_value": { "description": "Options value", "example": 0, "type": "number" }, "options_vega": { "description": "Options summary vega", "example": 0, "type": "number" }, "options_vega_map": { "description": "Map of options' vegas per index", "type": "object" }, "portfolio_margining_enabled": { "description": "When `true` portfolio margining is enabled for user", "example": true, "type": "boolean" }, "projected_delta_total": { "description": "The sum of position deltas without positions that will expire during closest expiration", "example": 0.1334, "type": "number" }, "projected_initial_margin": { "description": "Projected initial margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.", "example": 1, "type": "number" }, "projected_maintenance_margin": { "description": "Projected maintenance margin. When cross collateral is enabled, this aggregated value is calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.", "example": 1, "type": "number" }, "session_rpl": { "description": "Session realized profit and loss", "example": 0.1, "type": "number" }, "session_upl": { "description": "Session unrealized profit and loss", "example": 0.846863, "type": "number" }, "total_delta_total_usd": { "description": "Optional (only for users using cross margin). The account's total delta total in all cross collateral currencies, expressed in USD", "example": 1.8, "type": "number" }, "total_equity_usd": { "description": "Optional (only for users using cross margin). The account's total equity in all cross collateral currencies, expressed in USD", "example": 2.6437733, "type": "number" }, "total_initial_margin_usd": { "description": "Optional (only for users using cross margin). The account's total initial margin in all cross collateral currencies, expressed in USD", "example": 0.379882, "type": "number" }, "total_maintenance_margin_usd": { "description": "Optional (only for users using cross margin). The account's total maintenance margin in all cross collateral currencies, expressed in USD", "example": 0.1334519, "type": "number" }, "total_margin_balance_usd": { "description": "Optional (only for users using cross margin). The account's total margin balance in all cross collateral currencies, expressed in USD", "example": 2.25, "type": "number" }, "total_pl": { "description": "Profit and loss", "example": 0.02032221, "type": "number" } }, "required": [ "currency", "equity", "maintenance_margin", "initial_margin", "available_funds", "available_withdrawal_funds", "balance", "margin_balance", "session_upl", "session_rpl", "total_pl", "options_pl", "options_session_upl", "options_session_rpl", "options_delta", "options_gamma", "options_value", "options_vega", "options_theta", "options_gamma_map", "options_vega_map", "options_theta_map", "futures_pl", "futures_session_upl", "futures_session_rpl", "delta_total_map", "projected_delta_total", "portfolio_margining_enabled", "cross_collateral_enabled", "margin_model", "projected_maintenance_margin" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "Real-time notifications for user portfolio information. This subscription provides comprehensive account and portfolio data for the specified currency, including balances, margins, profit and loss, and Greeks.\n\nEach notification includes:\n\n- **Account balances:** Current balance, equity, margin balance, available funds, and available withdrawal funds\n- **Margin information:** Initial margin, maintenance margin, and projected margins\n- **Profit and Loss:** Total P&L, session unrealized P&L (UPL), session realized P&L (RPL), and separate P&L for options and futures\n- **Options Greeks:** Delta, gamma, theta, vega, and options value, with per-index mappings\n- **Position data:** Delta total, projected delta total, and delta total map per index\n- **Account settings:** Portfolio margining status, cross collateral status, and margin model\n- **Cross collateral data:** Total equity, margins, and delta in USD (when cross collateral is enabled)\n- **Additional reserves:** Fee balance and additional reserve information\n\nWhen cross collateral is enabled, aggregated values are calculated by converting the sum of each cross collateral currency's value to the given currency, using each cross collateral currency's index.\n\nSubscribe to a specific currency (BTC, ETH, USDC, USDT, etc.) or use `any` to receive portfolio updates for all currencies.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Portfolio" } ], "title": "user.portfolio.(currency) " }, "user.trades.(instrument_name).(interval)": { "address": "user.trades.(instrument_name).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User trade notifications for a specific instrument.\n\nReceive private trade events for your account for the given instrument. The `interval` controls how frequently events are aggregated.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.trades.(instrument_name).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.trades.BTC-PERPETUAL.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.trades.BTC-PERPETUAL.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.trades.(instrument_name).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 20, "direction": "sell", "fee": 1.68e-06, "fee_currency": "BTC", "index_price": 8956.73, "instrument_name": "BTC-PERPETUAL", "liquidity": "T", "mark_price": 8952.86, "matching_id": null, "order_id": "4008965646", "order_type": "market", "post_only": false, "price": 8954, "reduce_only": false, "state": "filled", "tick_direction": 0, "timestamp": 1590484156350, "trade_id": "48079254", "trade_seq": 30289432 }, { "amount": 20, "direction": "sell", "fee": 1.68e-06, "fee_currency": "BTC", "index_price": 8956.73, "instrument_name": "BTC-PERPETUAL", "liquidity": "T", "mark_price": 8952.86, "matching_id": null, "order_id": "4008965646", "order_type": "market", "post_only": false, "price": 8954, "reduce_only": false, "state": "filled", "tick_direction": 1, "timestamp": 1590484156350, "trade_id": "48079255", "trade_seq": 30289433 } ] }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "Advanced type of user order: `\"usd\"` or `\"implv\"` (only for options; omitted if not applicable)", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if user order was created with API", "type": "boolean" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_rfq_quote_id": { "description": "ID of the Block RFQ quote - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "fee": { "description": "User's fee in units of the specified `fee_currency`", "type": "number" }, "fee_currency": { "description": "Currency, i.e `\"BTC\"`, `\"ETH\"`, `\"USDC\"`", "enum": [ "BTC", "ETH", "USDC", "USDT", "EURR" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "label": { "description": "User defined label (presented only when previously set for order by user)", "type": "string" }, "legs": { "description": "Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events)", "type": "array" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "liquidity": { "description": "Describes what was role of users order: `\"M\"` when it was maker order, `\"T\"` when it was taker order", "enum": [ "M", "T" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "matching_id": { "description": "Always `null`", "type": "string" }, "mmp": { "description": "`true` if user order is MMP", "type": "boolean" }, "order_id": { "description": "Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade", "type": "string" }, "order_type": { "description": "Order type: `\"limit`, `\"market\"`, or `\"liquidation\"`", "enum": [ "limit", "market", "liquidation" ], "type": "string" }, "post_only": { "description": "`true` if user order is post-only", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" }, "profit_loss": { "description": "Profit and loss in base currency.", "type": "number" }, "quote_id": { "description": "QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "quote_set_id": { "description": "QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "reduce_only": { "description": "`true` if user order is reduce-only", "type": "string" }, "risk_reducing": { "description": "`true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)", "type": "boolean" }, "state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"` or `\"archive\"` (if order was archived)", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "archive" ], "type": "string" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_allocations": { "additionalProperties": false, "description": "List of allocations for Block RFQ pre-allocation. Each allocation specifies `user_id`, `amount`, and `fee` for the allocated part of the trade. For broker client allocations, a `client_info` object will be included.", "properties": { "amount": { "description": "Amount allocated to this user.", "type": "number" }, "client_info": { "description": "Optional client allocation info for brokers.", "properties": { "client_id": { "description": "ID of a client; available to broker. Represents a group of users under a common name.", "type": "integer" }, "client_link_id": { "description": "ID assigned to a single user in a client; available to broker.", "type": "integer" }, "name": { "description": "Name of the linked user within the client; available to broker.", "type": "string" } }, "type": "object" }, "fee": { "description": "Fee for the allocated part of the trade.", "type": "number" }, "user_id": { "description": "User ID to which part of the trade is allocated. For brokers the User ID is obstructed.", "type": "integer" } }, "required": [ "amount", "fee" ], "type": "object" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (Options only)", "type": "number" } }, "required": [ "trade_id", "trade_seq", "instrument_name", "timestamp", "order_id", "matching_id", "direction", "tick_direction", "index_price", "price", "amount", "fee", "fee_currency", "state", "mark_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User trade notifications for a specific instrument.\n\nReceive private trade events for your account for the given instrument. The `interval` controls how frequently events are aggregated.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "user.trades.(instrument_name).(interval) " }, "user.trades.(kind).(currency).(interval)": { "address": "user.trades.(kind).(currency).(interval)", "servers": [ { "$ref": "#/servers/private" } ], "description": "User trade notifications across all instruments for a given kind and currency.\n\nReceive a consolidated stream of your private trades across all instruments matching the specified `kind` and `currency`. The `interval` controls aggregation frequency.\n", "messages": { "subscribe_request": { "description": "Request to subscribe to user channel. Channel name format: `user.trades.(kind).(currency).(interval)`", "examples": [ { "name": "subscribe_request_example", "payload": { "id": 42, "jsonrpc": "2.0", "method": "private/subscribe", "params": { "channels": [ "user.trades.future.USDC.100ms" ] } }, "summary": "Subscription request example" } ], "name": "subscribe_request", "payload": { "type": "object", "additionalProperties": false, "required": [ "jsonrpc", "id", "method", "params" ], "properties": { "jsonrpc": { "type": "string", "default": "2.0", "description": "JSON-RPC version. Always `2.0`." }, "id": { "type": "integer", "default": 42, "description": "Client request id, echoed in the response." }, "method": { "type": "string", "default": "private/subscribe", "enum": [ "private/subscribe" ], "description": "`private/subscribe` on the private WebSocket, after `public/auth`." }, "params": { "type": "object", "additionalProperties": false, "required": [ "channels" ], "properties": { "channels": { "type": "array", "items": { "type": "string" }, "default": [ "user.trades.future.USDC.100ms" ], "description": "Stream names to subscribe to, for example `quote.BTC-PERPETUAL`." } } } } }, "summary": "Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information.", "title": "Subscription Request" }, "subscription_message": { "description": "Message schema for `user.trades.(kind).(currency).(interval)` subscription - contains the data payload", "examples": [ { "name": "repeated", "payload": { "data": [ { "amount": 8940, "direction": "sell", "fee": 0.00049961, "fee_currency": "BTC", "index_price": 8953.53, "instrument_name": "BTC-25SEP20", "liquidity": "T", "mark_price": 8970.03, "matching_id": null, "order_id": "4008978075", "order_type": "limit", "post_only": false, "price": 8947, "reduce_only": false, "state": "filled", "tick_direction": 2, "timestamp": 1590484255886, "trade_id": "48079262", "trade_seq": 74405 } ] }, "summary": "Repeated notification example" } ], "name": "user_subscription_notification_data", "payload": { "additionalProperties": false, "description": "Response containing notification data", "properties": { "data": { "additionalProperties": false, "description": "", "properties": { "advanced": { "description": "Advanced type of user order: `\"usd\"` or `\"implv\"` (only for options; omitted if not applicable)", "enum": [ "usd", "implv" ], "type": "string" }, "amount": { "description": "Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.", "type": "number" }, "api": { "description": "`true` if user order was created with API", "type": "boolean" }, "block_rfq_id": { "description": "ID of the Block RFQ - when trade was part of the Block RFQ", "type": "integer" }, "block_rfq_quote_id": { "description": "ID of the Block RFQ quote - when trade was part of the Block RFQ", "type": "integer" }, "block_trade_id": { "description": "Block trade id - when trade was part of a block trade", "example": "154", "type": "string" }, "combo_id": { "description": "Optional field containing combo instrument name if the trade is a combo trade", "type": "string" }, "combo_trade_id": { "description": "Optional field containing combo trade identifier if the trade is a combo trade", "type": "number" }, "contracts": { "description": "Trade size in contract units (optional, may be absent in historical trades)", "type": "number" }, "direction": { "description": "Direction: `buy`, or `sell`", "enum": [ "buy", "sell" ], "type": "string" }, "fee": { "description": "User's fee in units of the specified `fee_currency`", "type": "number" }, "fee_currency": { "description": "Currency, i.e `\"BTC\"`, `\"ETH\"`, `\"USDC\"`", "enum": [ "BTC", "ETH", "USDC", "USDT", "EURR" ], "type": "string" }, "index_price": { "description": "Index Price at the moment of trade", "type": "number" }, "instrument_name": { "description": "Unique instrument identifier", "example": "BTC-PERPETUAL", "type": "string" }, "iv": { "description": "Option implied volatility for the price (Option only)", "type": "number" }, "label": { "description": "User defined label (presented only when previously set for order by user)", "type": "string" }, "legs": { "description": "Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events)", "type": "array" }, "liquidation": { "description": "Optional field (only for trades caused by liquidation): `\"M\"` when maker side of trade was under liquidation, `\"T\"` when taker side was under liquidation, `\"MT\"` when both sides of trade were under liquidation", "enum": [ "M", "T", "MT" ], "type": "string" }, "liquidity": { "description": "Describes what was role of users order: `\"M\"` when it was maker order, `\"T\"` when it was taker order", "enum": [ "M", "T" ], "type": "string" }, "mark_price": { "description": "Mark Price at the moment of trade", "type": "number" }, "matching_id": { "description": "Always `null`", "type": "string" }, "mmp": { "description": "`true` if user order is MMP", "type": "boolean" }, "order_id": { "description": "Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade", "type": "string" }, "order_type": { "description": "Order type: `\"limit`, `\"market\"`, or `\"liquidation\"`", "enum": [ "limit", "market", "liquidation" ], "type": "string" }, "post_only": { "description": "`true` if user order is post-only", "type": "string" }, "price": { "description": "Price in base currency", "type": "number" }, "profit_loss": { "description": "Profit and loss in base currency.", "type": "number" }, "quote_id": { "description": "QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "quote_set_id": { "description": "QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`)", "type": "string" }, "reduce_only": { "description": "`true` if user order is reduce-only", "type": "string" }, "risk_reducing": { "description": "`true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)", "type": "boolean" }, "state": { "description": "Order state: `\"open\"`, `\"filled\"`, `\"rejected\"`, `\"cancelled\"`, `\"untriggered\"` or `\"archive\"` (if order was archived)", "enum": [ "open", "filled", "rejected", "cancelled", "untriggered", "archive" ], "type": "string" }, "tick_direction": { "description": "Direction of the \"tick\" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick).", "enum": [ 0, 1, 2, 3 ], "type": "integer" }, "timestamp": { "description": "The timestamp of the trade (milliseconds since the UNIX epoch)", "example": 1517329113791, "type": "integer" }, "trade_allocations": { "additionalProperties": false, "description": "List of allocations for Block RFQ pre-allocation. Each allocation specifies `user_id`, `amount`, and `fee` for the allocated part of the trade. For broker client allocations, a `client_info` object will be included.", "properties": { "amount": { "description": "Amount allocated to this user.", "type": "number" }, "client_info": { "description": "Optional client allocation info for brokers.", "properties": { "client_id": { "description": "ID of a client; available to broker. Represents a group of users under a common name.", "type": "integer" }, "client_link_id": { "description": "ID assigned to a single user in a client; available to broker.", "type": "integer" }, "name": { "description": "Name of the linked user within the client; available to broker.", "type": "string" } }, "type": "object" }, "fee": { "description": "Fee for the allocated part of the trade.", "type": "number" }, "user_id": { "description": "User ID to which part of the trade is allocated. For brokers the User ID is obstructed.", "type": "integer" } }, "required": [ "amount", "fee" ], "type": "object" }, "trade_id": { "description": "Unique (per currency) trade identifier", "type": "string" }, "trade_seq": { "description": "The sequence number of the trade within instrument", "type": "integer" }, "underlying_price": { "description": "Underlying price for implied volatility calculations (Options only)", "type": "number" } }, "required": [ "trade_id", "trade_seq", "instrument_name", "timestamp", "order_id", "matching_id", "direction", "tick_direction", "index_price", "price", "amount", "fee", "fee_currency", "state", "mark_price" ], "type": "object" } }, "required": [ "data" ], "type": "object" }, "summary": "Server sends subscription notification data", "title": "Subscription Notification Data" } }, "summary": "User trade notifications across all instruments for a given kind and currency.\n\nReceive a consolidated stream of your private trades across all instruments matching the specified `kind` and `currency`. The `interval` controls aggregation frequency.\n", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "user.trades.(kind).(currency).(interval) " } }, "components": { "messages": {}, "schemas": { "DeribitMessage": { "description": "Base message structure for Deribit WebSocket messages", "properties": { "jsonrpc": { "const": "2.0", "type": "string" }, "method": { "description": "The subscription method", "type": "string" }, "params": { "description": "Method parameters", "type": "object" } }, "required": [ "jsonrpc", "method" ], "type": "object" } } }, "defaultContentType": "application/json", "id": "https://deribit.com/api/v2/subscriptions", "info": { "contact": { "name": "Deribit API Support", "url": "https://docs.deribit.com" }, "description": "Coinbase Retail Advanced Trade API for derivatives trading.", "title": "Coinbase Retail Advanced Trade (Deribit) API (WebSocket)", "version": "1.0.0" }, "operations": { "receive_announcements": { "action": "receive", "channel": { "$ref": "#/channels/announcements" }, "description": "Receive announcements notifications from the server", "messages": [ { "$ref": "#/channels/announcements/messages/subscribe_request" } ], "summary": "Client receives announcements notifications", "tags": [ { "name": "Announcements" } ], "title": "Receive announcements" }, "receive_block_rfq_maker_currency_updates": { "action": "receive", "channel": { "$ref": "#/channels/block_rfq.maker.(currency)" }, "description": "Receive block_rfq update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/block_rfq.maker.(currency)/messages/subscribe_request" } ], "summary": "Client receives block_rfq update notifications", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "Receive block_rfq updates" }, "receive_block_rfq_maker_quotes_currency_updates": { "action": "receive", "channel": { "$ref": "#/channels/block_rfq.maker.quotes.(currency)" }, "description": "Receive block_rfq update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/block_rfq.maker.quotes.(currency)/messages/subscribe_request" } ], "summary": "Client receives block_rfq update notifications", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "Receive block_rfq updates" }, "receive_block_rfq_taker_currency_updates": { "action": "receive", "channel": { "$ref": "#/channels/block_rfq.taker.(currency)" }, "description": "Receive block_rfq update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/block_rfq.taker.(currency)/messages/subscribe_request" } ], "summary": "Client receives block_rfq update notifications", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "Receive block_rfq updates" }, "receive_block_rfq_trades_currency_updates": { "action": "receive", "channel": { "$ref": "#/channels/block_rfq.trades.(currency)" }, "description": "Receive block_rfq update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/block_rfq.trades.(currency)/messages/subscribe_request" } ], "summary": "Client receives block_rfq update notifications", "tags": [ { "name": "Block Rfq" }, { "name": "Public" } ], "title": "Receive block_rfq updates" }, "receive_block_trade_confirmations": { "action": "receive", "channel": { "$ref": "#/channels/block_trade_confirmations" }, "description": "Receive block_trade_confirmations notifications from the server", "messages": [ { "$ref": "#/channels/block_trade_confirmations/messages/subscribe_request" } ], "summary": "Client receives block_trade_confirmations notifications", "tags": [ { "name": "Block Trade" }, { "name": "Private" } ], "title": "Receive block_trade_confirmations" }, "receive_block_trade_confirmations_currency_updates": { "action": "receive", "channel": { "$ref": "#/channels/block_trade_confirmations.(currency)" }, "description": "Receive block_trade_confirmations update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/block_trade_confirmations.(currency)/messages/subscribe_request" } ], "summary": "Client receives block_trade_confirmations update notifications", "tags": [ { "name": "Block Trade" }, { "name": "Private" } ], "title": "Receive block_trade_confirmations updates" }, "receive_book_instrument_name_group_depth_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/book.(instrument_name).(group).(depth).(interval)" }, "description": "Receive order book update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/book.(instrument_name).(group).(depth).(interval)/messages/subscribe_request" } ], "summary": "Client receives order book update notifications", "tags": [ { "name": "Orderbook" }, { "name": "Market Data" } ], "title": "Receive order book updates" }, "receive_book_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/book.(instrument_name).(interval)" }, "description": "Receive order book update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/book.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives order book update notifications", "tags": [ { "name": "Orderbook" }, { "name": "Market Data" } ], "title": "Receive order book updates" }, "receive_chart_trades_instrument_name_resolution_updates": { "action": "receive", "channel": { "$ref": "#/channels/chart.trades.(instrument_name).(resolution)" }, "description": "Receive chart update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/chart.trades.(instrument_name).(resolution)/messages/subscribe_request" } ], "summary": "Client receives chart update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive chart updates" }, "receive_deribit_price_index_index_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/deribit_price_index.(index_name)" }, "description": "Receive deribit_price_index update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/deribit_price_index.(index_name)/messages/subscribe_request" } ], "summary": "Client receives deribit_price_index update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive deribit_price_index updates" }, "receive_deribit_price_ranking_index_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/deribit_price_ranking.(index_name)" }, "description": "Receive deribit_price_ranking update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/deribit_price_ranking.(index_name)/messages/subscribe_request" } ], "summary": "Client receives deribit_price_ranking update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive deribit_price_ranking updates" }, "receive_deribit_price_statistics_index_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/deribit_price_statistics.(index_name)" }, "description": "Receive deribit_price_statistics update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/deribit_price_statistics.(index_name)/messages/subscribe_request" } ], "summary": "Client receives deribit_price_statistics update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive deribit_price_statistics updates" }, "receive_deribit_volatility_index_index_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/deribit_volatility_index.(index_name)" }, "description": "Receive deribit_volatility_index update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/deribit_volatility_index.(index_name)/messages/subscribe_request" } ], "summary": "Client receives deribit_volatility_index update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive deribit_volatility_index updates" }, "receive_estimated_expiration_price_index_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/estimated_expiration_price.(index_name)" }, "description": "Receive estimated_expiration_price update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/estimated_expiration_price.(index_name)/messages/subscribe_request" } ], "summary": "Client receives estimated_expiration_price update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive estimated_expiration_price updates" }, "receive_incremental_ticker_instrument_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/incremental_ticker.(instrument_name)" }, "description": "Receive incremental_ticker update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/incremental_ticker.(instrument_name)/messages/subscribe_request" } ], "summary": "Client receives incremental_ticker update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive incremental_ticker updates" }, "receive_instrument_state_kind_currency_updates": { "action": "receive", "channel": { "$ref": "#/channels/instrument.state.(kind).(currency)" }, "description": "Receive instrument update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/instrument.state.(kind).(currency)/messages/subscribe_request" } ], "summary": "Client receives instrument update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive instrument updates" }, "receive_markprice_options_index_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/markprice.options.(index_name)" }, "description": "Receive markprice update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/markprice.options.(index_name)/messages/subscribe_request" } ], "summary": "Client receives markprice update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive markprice updates" }, "receive_perpetual_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/perpetual.(instrument_name).(interval)" }, "description": "Receive perpetual update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/perpetual.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives perpetual update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive perpetual updates" }, "receive_platform_state": { "action": "receive", "channel": { "$ref": "#/channels/platform_state" }, "description": "Receive platform_state notifications from the server", "messages": [ { "$ref": "#/channels/platform_state/messages/subscribe_request" } ], "summary": "Client receives platform_state notifications", "tags": [ { "name": "Platform" } ], "title": "Receive platform_state" }, "receive_platform_state_public_methods_state": { "action": "receive", "channel": { "$ref": "#/channels/platform_state.public_methods_state" }, "description": "Receive platform_state notifications from the server", "messages": [ { "$ref": "#/channels/platform_state.public_methods_state/messages/subscribe_request" } ], "summary": "Client receives platform_state notifications", "tags": [ { "name": "Platform" } ], "title": "Receive platform_state" }, "receive_quote_instrument_name_updates": { "action": "receive", "channel": { "$ref": "#/channels/quote.(instrument_name)" }, "description": "Receive quote update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/quote.(instrument_name)/messages/subscribe_request" } ], "summary": "Client receives quote update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive quote updates" }, "receive_ticker_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/ticker.(instrument_name).(interval)" }, "description": "Receive ticker update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/ticker.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives ticker update notifications", "tags": [ { "name": "Market Data" } ], "title": "Receive ticker updates" }, "receive_trades_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/trades.(instrument_name).(interval)" }, "description": "Receive trades update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/trades.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives trades update notifications", "tags": [ { "name": "Trades" }, { "name": "Market Data" } ], "title": "Receive trades updates" }, "receive_trades_kind_currency_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/trades.(kind).(currency).(interval)" }, "description": "Receive trades update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/trades.(kind).(currency).(interval)/messages/subscribe_request" } ], "summary": "Client receives trades update notifications", "tags": [ { "name": "Trades" }, { "name": "Market Data" } ], "title": "Receive trades updates" }, "receive_user_access_log": { "action": "receive", "channel": { "$ref": "#/channels/user.access_log" }, "description": "Receive user notifications from the server", "messages": [ { "$ref": "#/channels/user.access_log/messages/subscribe_request" } ], "summary": "Client receives user notifications", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "Receive user" }, "receive_user_changes_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.changes.(instrument_name).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.changes.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "Receive user updates" }, "receive_user_changes_kind_currency_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.changes.(kind).(currency).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.changes.(kind).(currency).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "Receive user updates" }, "receive_user_combo_trades_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.combo_trades.(instrument_name).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.combo_trades.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Receive user updates" }, "receive_user_combo_trades_kind_currency_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.combo_trades.(kind).(currency).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.combo_trades.(kind).(currency).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Receive user updates" }, "receive_user_orders_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.orders.(instrument_name).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.orders.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Receive user updates" }, "receive_user_orders_instrument_name_raw_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.orders.(instrument_name).raw" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.orders.(instrument_name).raw/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Receive user updates" }, "receive_user_orders_kind_currency_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.orders.(kind).(currency).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.orders.(kind).(currency).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Receive user updates" }, "receive_user_orders_kind_currency_raw_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.orders.(kind).(currency).raw" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.orders.(kind).(currency).raw/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Receive user updates" }, "receive_user_portfolio_currency_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.portfolio.(currency)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.portfolio.(currency)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Portfolio" } ], "title": "Receive user updates" }, "receive_user_trades_instrument_name_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.trades.(instrument_name).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.trades.(instrument_name).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Receive user updates" }, "receive_user_trades_kind_currency_interval_updates": { "action": "receive", "channel": { "$ref": "#/channels/user.trades.(kind).(currency).(interval)" }, "description": "Receive user update notifications from the server for the subscribed instrument", "messages": [ { "$ref": "#/channels/user.trades.(kind).(currency).(interval)/messages/subscribe_request" } ], "summary": "Client receives user update notifications", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Receive user updates" }, "send_subscribe_announcements": { "action": "send", "channel": { "$ref": "#/channels/announcements" }, "description": "Send a subscription request to receive announcements notifications. This channel does not require any additional parameters.", "messages": [ { "$ref": "#/channels/announcements/messages/subscription_message" } ], "summary": "Client sends subscription request for announcements", "tags": [ { "name": "Announcements" } ], "title": "Send subscribe request" }, "send_subscribe_block_rfq_maker_currency": { "action": "send", "channel": { "$ref": "#/channels/block_rfq.maker.(currency)" }, "description": "Send a subscription request to receive block_rfq updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/block_rfq.maker.(currency)/messages/subscription_message" } ], "summary": "Client sends subscription request for block_rfq updates", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "Send subscribe request for block_rfq" }, "send_subscribe_block_rfq_maker_quotes_currency": { "action": "send", "channel": { "$ref": "#/channels/block_rfq.maker.quotes.(currency)" }, "description": "Send a subscription request to receive block_rfq updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/block_rfq.maker.quotes.(currency)/messages/subscription_message" } ], "summary": "Client sends subscription request for block_rfq updates", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "Send subscribe request for block_rfq" }, "send_subscribe_block_rfq_taker_currency": { "action": "send", "channel": { "$ref": "#/channels/block_rfq.taker.(currency)" }, "description": "Send a subscription request to receive block_rfq updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/block_rfq.taker.(currency)/messages/subscription_message" } ], "summary": "Client sends subscription request for block_rfq updates", "tags": [ { "name": "Block Rfq" }, { "name": "Private" } ], "title": "Send subscribe request for block_rfq" }, "send_subscribe_block_rfq_trades_currency": { "action": "send", "channel": { "$ref": "#/channels/block_rfq.trades.(currency)" }, "description": "Send a subscription request to receive block_rfq updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/block_rfq.trades.(currency)/messages/subscription_message" } ], "summary": "Client sends subscription request for block_rfq updates", "tags": [ { "name": "Block Rfq" }, { "name": "Public" } ], "title": "Send subscribe request for block_rfq" }, "send_subscribe_block_trade_confirmations": { "action": "send", "channel": { "$ref": "#/channels/block_trade_confirmations" }, "description": "Send a subscription request to receive block_trade_confirmations notifications. This channel does not require any additional parameters.", "messages": [ { "$ref": "#/channels/block_trade_confirmations/messages/subscription_message" } ], "summary": "Client sends subscription request for block_trade_confirmations", "tags": [ { "name": "Block Trade" }, { "name": "Private" } ], "title": "Send subscribe request" }, "send_subscribe_block_trade_confirmations_currency": { "action": "send", "channel": { "$ref": "#/channels/block_trade_confirmations.(currency)" }, "description": "Send a subscription request to receive block_trade_confirmations updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/block_trade_confirmations.(currency)/messages/subscription_message" } ], "summary": "Client sends subscription request for block_trade_confirmations updates", "tags": [ { "name": "Block Trade" }, { "name": "Private" } ], "title": "Send subscribe request for block_trade_confirmations" }, "send_subscribe_book_instrument_name_group_depth_interval": { "action": "send", "channel": { "$ref": "#/channels/book.(instrument_name).(group).(depth).(interval)" }, "description": "Send a subscription request to receive order book updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/book.(instrument_name).(group).(depth).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for order book updates", "tags": [ { "name": "Orderbook" }, { "name": "Market Data" } ], "title": "Send subscribe request for order book" }, "send_subscribe_book_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/book.(instrument_name).(interval)" }, "description": "Send a subscription request to receive order book updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/book.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for order book updates", "tags": [ { "name": "Orderbook" }, { "name": "Market Data" } ], "title": "Send subscribe request for order book" }, "send_subscribe_chart_trades_instrument_name_resolution": { "action": "send", "channel": { "$ref": "#/channels/chart.trades.(instrument_name).(resolution)" }, "description": "Send a subscription request to receive chart updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/chart.trades.(instrument_name).(resolution)/messages/subscription_message" } ], "summary": "Client sends subscription request for chart updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for chart" }, "send_subscribe_deribit_price_index_index_name": { "action": "send", "channel": { "$ref": "#/channels/deribit_price_index.(index_name)" }, "description": "Send a subscription request to receive deribit_price_index updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/deribit_price_index.(index_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for deribit_price_index updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for deribit_price_index" }, "send_subscribe_deribit_price_ranking_index_name": { "action": "send", "channel": { "$ref": "#/channels/deribit_price_ranking.(index_name)" }, "description": "Send a subscription request to receive deribit_price_ranking updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/deribit_price_ranking.(index_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for deribit_price_ranking updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for deribit_price_ranking" }, "send_subscribe_deribit_price_statistics_index_name": { "action": "send", "channel": { "$ref": "#/channels/deribit_price_statistics.(index_name)" }, "description": "Send a subscription request to receive deribit_price_statistics updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/deribit_price_statistics.(index_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for deribit_price_statistics updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for deribit_price_statistics" }, "send_subscribe_deribit_volatility_index_index_name": { "action": "send", "channel": { "$ref": "#/channels/deribit_volatility_index.(index_name)" }, "description": "Send a subscription request to receive deribit_volatility_index updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/deribit_volatility_index.(index_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for deribit_volatility_index updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for deribit_volatility_index" }, "send_subscribe_estimated_expiration_price_index_name": { "action": "send", "channel": { "$ref": "#/channels/estimated_expiration_price.(index_name)" }, "description": "Send a subscription request to receive estimated_expiration_price updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/estimated_expiration_price.(index_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for estimated_expiration_price updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for estimated_expiration_price" }, "send_subscribe_incremental_ticker_instrument_name": { "action": "send", "channel": { "$ref": "#/channels/incremental_ticker.(instrument_name)" }, "description": "Send a subscription request to receive incremental_ticker updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/incremental_ticker.(instrument_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for incremental_ticker updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for incremental_ticker" }, "send_subscribe_instrument_state_kind_currency": { "action": "send", "channel": { "$ref": "#/channels/instrument.state.(kind).(currency)" }, "description": "Send a subscription request to receive instrument updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/instrument.state.(kind).(currency)/messages/subscription_message" } ], "summary": "Client sends subscription request for instrument updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for instrument" }, "send_subscribe_markprice_options_index_name": { "action": "send", "channel": { "$ref": "#/channels/markprice.options.(index_name)" }, "description": "Send a subscription request to receive markprice updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/markprice.options.(index_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for markprice updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for markprice" }, "send_subscribe_perpetual_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/perpetual.(instrument_name).(interval)" }, "description": "Send a subscription request to receive perpetual updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/perpetual.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for perpetual updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for perpetual" }, "send_subscribe_platform_state": { "action": "send", "channel": { "$ref": "#/channels/platform_state" }, "description": "Send a subscription request to receive platform_state notifications. This channel does not require any additional parameters.", "messages": [ { "$ref": "#/channels/platform_state/messages/subscription_message" } ], "summary": "Client sends subscription request for platform_state", "tags": [ { "name": "Platform" } ], "title": "Send subscribe request" }, "send_subscribe_platform_state_public_methods_state": { "action": "send", "channel": { "$ref": "#/channels/platform_state.public_methods_state" }, "description": "Send a subscription request to receive platform_state notifications. This channel does not require any additional parameters.", "messages": [ { "$ref": "#/channels/platform_state.public_methods_state/messages/subscription_message" } ], "summary": "Client sends subscription request for platform_state", "tags": [ { "name": "Platform" } ], "title": "Send subscribe request" }, "send_subscribe_quote_instrument_name": { "action": "send", "channel": { "$ref": "#/channels/quote.(instrument_name)" }, "description": "Send a subscription request to receive quote updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/quote.(instrument_name)/messages/subscription_message" } ], "summary": "Client sends subscription request for quote updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for quote" }, "send_subscribe_ticker_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/ticker.(instrument_name).(interval)" }, "description": "Send a subscription request to receive ticker updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/ticker.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for ticker updates", "tags": [ { "name": "Market Data" } ], "title": "Send subscribe request for ticker" }, "send_subscribe_trades_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/trades.(instrument_name).(interval)" }, "description": "Send a subscription request to receive trades updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/trades.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for trades updates", "tags": [ { "name": "Trades" }, { "name": "Market Data" } ], "title": "Send subscribe request for trades" }, "send_subscribe_trades_kind_currency_interval": { "action": "send", "channel": { "$ref": "#/channels/trades.(kind).(currency).(interval)" }, "description": "Send a subscription request to receive trades updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/trades.(kind).(currency).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for trades updates", "tags": [ { "name": "Trades" }, { "name": "Market Data" } ], "title": "Send subscribe request for trades" }, "send_subscribe_user_access_log": { "action": "send", "channel": { "$ref": "#/channels/user.access_log" }, "description": "Send a subscription request to receive user notifications. This channel does not require any additional parameters.", "messages": [ { "$ref": "#/channels/user.access_log/messages/subscription_message" } ], "summary": "Client sends subscription request for user", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "Send subscribe request" }, "send_subscribe_user_changes_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/user.changes.(instrument_name).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.changes.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_changes_kind_currency_interval": { "action": "send", "channel": { "$ref": "#/channels/user.changes.(kind).(currency).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.changes.(kind).(currency).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_combo_trades_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/user.combo_trades.(instrument_name).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.combo_trades.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_combo_trades_kind_currency_interval": { "action": "send", "channel": { "$ref": "#/channels/user.combo_trades.(kind).(currency).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.combo_trades.(kind).(currency).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_orders_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/user.orders.(instrument_name).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.orders.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_orders_instrument_name_raw": { "action": "send", "channel": { "$ref": "#/channels/user.orders.(instrument_name).raw" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.orders.(instrument_name).raw/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_orders_kind_currency_interval": { "action": "send", "channel": { "$ref": "#/channels/user.orders.(kind).(currency).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.orders.(kind).(currency).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_orders_kind_currency_raw": { "action": "send", "channel": { "$ref": "#/channels/user.orders.(kind).(currency).raw" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.orders.(kind).(currency).raw/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Orders" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_portfolio_currency": { "action": "send", "channel": { "$ref": "#/channels/user.portfolio.(currency)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.portfolio.(currency)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Portfolio" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_trades_instrument_name_interval": { "action": "send", "channel": { "$ref": "#/channels/user.trades.(instrument_name).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.trades.(instrument_name).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Send subscribe request for user" }, "send_subscribe_user_trades_kind_currency_interval": { "action": "send", "channel": { "$ref": "#/channels/user.trades.(kind).(currency).(interval)" }, "description": "Send a subscription request to receive user updates for a specific instrument with specified interval", "messages": [ { "$ref": "#/channels/user.trades.(kind).(currency).(interval)/messages/subscription_message" } ], "summary": "Client sends subscription request for user updates", "tags": [ { "name": "User" }, { "name": "Private" }, { "name": "Trades" } ], "title": "Send subscribe request for user" } }, "servers": { "private": { "host": "drb.coinbase.com/ws/api/v2", "protocol": "wss", "description": "Main WebSocket. HTTP methods, and after public/auth, private/subscribe for user channels." }, "public": { "host": "streams.drb.coinbase.com/ws/api/v2", "protocol": "wss", "description": "Public WebSocket. Unauthenticated public/subscribe only." } } }