jimmy-sha256/deribit_websocket_v2

This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.

Deribit Websocket API v2

This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.

Table of Contents

1. Installation
2. Credentials
3. Index Price
4. Ticker Data
5. Buy
6. Sell
7. Stop Buy
8. Stop Sell
9. Edit
10. Cancel
11. Cancel All
12. Account Summary
13. Get Position

1. Installation Ubuntu 18.04

mkdir deribit_ws && cd deribit_ws

git clone https://github.com/Jimmy-sha256/deribit_ws.git

virtualenv --python=/usr/bin/python3.10 venv

source /venv/bin/activate

pip install -r requirements.txt

2. Credentials

Add your deribit api access key and access secret to the credentials.py file:

• https://www.deribit.com/main#/account?scrollTo=api

Add either main-net or test-net websocket url to credentials.py file:

• wss://testapp.deribit.com/ws/api/v2
• wss://deribit.com/ws/api/v2

3. Index Price

index(currency)

Paramaters	Type	Description
currency	string	'BTC', 'ETH'

https://docs.deribit.com/v2/#public-get_index

4. Ticker Data

ticker(instrument_name)

Paramaters	Type	Description
instrument_name	string	'BTC-PERPETUAL', 'ETH-PERPETUAL'

https://docs.deribit.com/v2/#public-ticker

5. Buy

buy(instrument_name, amont, order_type, price, post_only)

Paramaters	Type	Description
instrument_name	string	'BTC-PERPETUAL', 'ETH-PERPETUAL'
amount	int	number of contracts to purchase
order_type	string	'market', 'limit'
price	int	price to purchase contracts at
post_only	boolean	True / False

https://docs.deribit.com/v2/#private-buy

6. Sell

sell(instrument_name, amont, order_type, price, post_only)

Paramaters	Type	Description
instrument_name	string	'BTC-PERPETUAL', 'ETH-PERPETUAL'
amount	int	number of contracts to purchase
order_type	string	'market', 'limit'
price	int	price to purchase contracts at
post_only	boolean	True / False

https://docs.deribit.com/v2/#private-sell

7. Stop Buy

stop_buy(instrument_name, trigger, amont, order_type, stop_price, price)

Paramaters	Type	Description
instrument_name	string	'BTC-PERPETUAL', 'ETH-PERPETUAL'
trigger	string	'index_price', 'mark_price', 'last_price'
amount	int	number of contracts to purchase
order_type	string	'stop_market', 'stop_limit'
stop_price	int	price at which order is triggered
price	int	price to purchase contracts at

https://docs.deribit.com/v2/#private-buy

8. Stop Sell

stop_sell(instrument_name, trigger, amont, order_type, stop_price, price)

Paramaters	Type	Description
instrument_name	string	'BTC-PERPETUAL', 'ETH-PERPETUAL'
trigger	string	'index_price', 'mark_price', 'last_price'
amount	int	number of contracts to purchase
order_type	string	'stop_market', 'stop_limit'
stop_price	int	price at which order is triggered
price	int	price to purchase contracts at

https://docs.deribit.com/v2/#private-sell

8. Edit

edit(order_id, amount, price)

Paramaters	Type	Description
order_id	string	id of order '3032588463'
amount	int	edit number of contracts
price	int	edit price of contracts

https://docs.deribit.com/v2/#private-edit

8. Cancel

cancel(order_id)

Paramaters	Type	Description
order_id	string	id of order to be canceled '3032588463'

https://docs.deribit.com/v2/#private-cancel

8. Cancel All

cancel_all()

This method takes no parameters

https://docs.deribit.com/v2/#private-cancel_all

8. Account Summary

account_summary(currency)

Paramaters	Type	Description
currency	string	'BTC', 'ETH'

https://docs.deribit.com/v2/#private-get_account_summary

8. Get Position

get_position(currency)

Paramaters	Type	Description
instrument_name	string	'BTC-PERPETUAL', 'ETH-PERPETUAL'

https://docs.deribit.com/v2/#private-get_position

deribit_websocket_v2's Issues

how to connect websocket once

Hi, I wonder how to keep websocket connecting , and use it every time ?

Subscribe to multiple options?

I am trying to subscribe to basically all options i can via deribit to stream their order book data. Can this be done in this wrappers current state? If not I would be willing to help to try to bring it to an ability to do this

retrieve subscriptions and heartbeat

I wonder how it is possible to subscribe to a few private channels, and just keep an active loop and print any changes that come during the subscription.

also heartbeat seems not inserted yet, are you making this later on?

Orders do not get posted

Thanks for the code. I am new to python and api but I managed to authenticate to the test version of deribit and to fill market orders. However, limit orders that are not filled immediately always get cancelled, so I am unable to use stop limit orders or buy orders that are too low or well orders that are too high. I use the default option good_til_cancelled for time in force. Thanks for your help.

Work with subscriptions

Hi. Do you plan to add a possibility to work with the subscription outputs? It would be very effective to just "ping" once, let the WS open forever and fetch only one variable in some other Python class to get the updates.

Need get actual order list. How?

Great simple code. I am not so familar with websocket, threading, etc , but strongly need actual order list for fantastic HTF scalping and have similar bot on bitmex.
This code is very simple and beautiful, but without actual order list feature useless for me (
If I right understand , i need this functional:

1. take full order list from REST API
2. do separate infinite loop on orders change channel, maybe at separate thread
3. modify local order list with events from orders change channel
   Not trivial task for me, unfortunally ((
   Maybe anybody, who can do this easy, can help me with this big trouble

Market orders working / but not limit orders?

answer = client.buy('BTC-PERPETUAL', 10, 'limit', False, price = 64460)
would be
{'jsonrpc': '2.0', 'id': 1, 'result': {'trades': [], 'order': {'is_liquidation': False, 'risk_reducing': False, 'order_type': 'limit', 'creation_timestamp': 1709663161987, 'order_state': 'open', 'contracts': 1.0, 'average_price': 0.0, 'reduce_only': False, 'post_only': False, 'last_update_timestamp': 1709663161987, 'filled_amount': 0.0, 'replaced': False, 'web': False, 'api': True, 'mmp': False, 'instrument_name': 'BTC-PERPETUAL', 'order_id': '66581975120', 'max_show': 10.0, 'time_in_force': 'good_til_cancelled', 'amount': 10.0, 'direction': 'buy', 'price': 64460.0, 'label': ''}}, 'usIn': 1709663161985366, 'usOut': 1709663161988051, 'usDiff': 2685, 'testnet': False}

trying to cancel this order_id
d = client.cancel(order_id)
returns
{'jsonrpc': '2.0', 'id': 1, 'error': {'message': 'not_open_order', 'code': 11044}, 'usIn': 1709663172181556, 'usOut': 1709663172183829, 'usDiff': 2273, 'testnet': False}

Any help greatly appreciated : very nice code otherwise; good start to build more

How will unsubscription work?

Deribit API provides public/unsubscribe_all method to unsubscribe all channels. I am running a script that is subscribing to multiple channels. I am using asyncio.get_event_loop() to run in coroutines. My issue is that after a certain time period I have to disconnect from existing channels and subscribe to newer ones. I ran another script to call unsubscribe_all but in other window it does not un-subscribe at all and it keeps pulling data.

Can you tell me some way to do it?

Version 2.0

Hello,

I want to contribute and am just working on an enhanced version, capable of more account sessions (in order to be possibly able to work with more accounts with different API keys at the same time), correctly and immediately parsed response to work with and more endpoints. Could you or would you be willing to merge it later or put a link to it in the description?

Thanks.

what is the api variable value in function loop(self, api, request)

Hello James
I am trying to use your deribit ws api to retrieve market data. I am struggling what is the value of the api variable in the loop function? Maybe you have also a quick example to retrieve market data?
Thanks for your assistance. Greetings, Peter