Erlang library for Deribit API

!DEPRECATED!

V1 API will be shut down beginning October in favor of the Deribit V2 API

Please make sure to update your codebase to prepare for the transition.

You can refer to the V2 API clients available here

!DEPRECATED!

Description

The Deribit API is available in this package.

This package contains module:

• deribit_api - connects with Deribit API through REST or websocket

Compile

rebar3 compile

Example

{ok, Connection} = deribit_api:open("Key", "Secret", websocket).
Result = deribit_api:getlasttrades(Pid, #{ instrument => "BTC-7APR17"} ).
deribit_api:getlasttrades(Connection, #{ instrument => "BTC-7APR17"}, {async, fun(R) -> io:format("Result: ~p~n", [R]) end}).

Ref = deribit_api:getlasttrades(Connection, #{ instrument => "BTC-7APR17"}, async),
receive 
  {Connection, {Ref, Status, Data}} -> io:format("Status: ~p, Data: ~p~n", [Status, Data]) 
end.

API - Client deribit_api

Initializer

• open()
open(Options)
open(AccessKey, AccessSecret)
open(AccessKey, AccessSecret, Option)

  Creates new Pid - connection identifier, prepares connection with server. If Option is not provided, http connection is used to communicate with deribit.com server,

  Params map values:

  Name	Type	Definition
  AccessKey	string	Optional, Access Key needed to access Private functions
  AccessSecret	string	Optional, Access Secret needed to access Private functions
  Options	`atom	string`

Methods

Parameters in all methods:

Key	Definition
Pid	Required, connection identifier, from deribit_api:open
Params	Required map in some methods, see description of each
Options	Optional, see description below

Options

All methods accept optional Options list as last parameter. Allowed values:

• not provided - method returns:
  • {error, Message} - when error occurred, Message is error message
  • {ok, Result} - when result was received, Result is resonse
• [async] - result is sent to calling process and Ref - request identifier is returned. Sent message format: {Pid, {Ref, ok | error, Data = any()}
• {async, fun:1} - when result is received fun is called.

List of methods:

• index(Connection) - Doc, public
  index(Connection, Options)

  Get price index, BTC-USD rates.

• getcurrencies(Connection) - Doc, public
  getcurrencies(Connection, Options)

  Get all supported currencies.

• getorderbook(Connection, Instrument) - Doc, public
  getorderbook(Connection, Instrument, Options)

  Retrieve the orderbook for a given instrument.

  Parameters:

  Key	Type	Decription
  Instrument	`string()	binary()`

• getlasttrades(Connection, Params) - Doc, public
  getlasttrades(Connection, Params, Options)

  Retrieve the latest trades that have occured for a specific instrument.

  Params map values:

  Key	Type	Decription
  Instrument	`string()	binary()`
  count	integer()	Optional, count of trades returned (limitation: max. count is 100)
  since	integer()	Optional, “since” trade id, the server returns trades newer than that “since”

• getsummary(Connection, Instrument) - Doc, public
  getsummary(Connection, Instrument, Options)

  Retrieve the summary info such as Open Interest, 24H Volume etc for a specific instrument.

  Parameters:

  Key	Type	Decription
  Instrument	`string()	binary()`

• account(Connection) - Doc, Private
  account(Connection, Options)

  Get user account summary.

• buy(Connection, Params) - Doc, private
  buy(Connection, Params, Options)

  Place a buy order in an instrument.

  Params map values:

  Key	Type	Decription
  Instrument	`string()	binary()`
  Quantity	`integer()	float()
  Price	`integer()	float()
  PostOnly	boolean()	Optional, if true then the order will be POST ONLY
  Label	`string()	binary()`

• sell(Connection, Params) - Doc, private
  sell(Connection, Params, Options)

  Place a sell order in an instrument.

  Params map values:

  Key	Type	Decription
  Instrument	string	Required, instrument name
  Quantity	integer	Required, quantity, in contracts ($10 per contract for futures, ฿1 — for options)
  Price	float	Required, USD for futures, BTC for options
  PostOnly	boolean	Optional, if true then the order will be POST ONLY
  Label	string	Optional, user defined maximum 4-char label for the order

• edit(Connection, Params) - Doc
  edit(Connection, Params, Options)

  Edit price and/or quantity of the own order. (Authorization is required).

  Params map values:

  Key	Type	Decription
  OrderId	integer()	Required, ID of the order returned by "sell" or "buy" request
  Quantity	`integer()	float()
  Price	`integer()	float()

• cancel(Connection, OrderId) - Doc, private
  cancel(Connection, OrderId, Options)

  Cancel own order by id.

  Parameters:

  Key	Type	Decription
  OrderId	integer()	Required, ID of the order returned by "sell" or "buy" request

• cancelall(Connection, Type) - Doc
  cancelall(Connection, Type, Options)

  Cancel all own futures, or all options, or all.

  Parameters:

  Key	Type	Decription
  Type	`all	futures

• getopenorders(Connection, Params) - Doc, private
  getopenorders(Connection, Params, Options)

  Retrieve open orders.

  Params map values:

  Key	Type	Description
  Instrument	`string()	binary()`
  OrderId	integer()	Optional, order id

• positions(Connection) - Doc, private
  positions(Connection, Options)

  Retreive positions.

• orderhistory(Connection) - Doc, private
  orderhistory(Connection, Count)
orderhistory(Connection, Count, Options)

  Get history.

  Parameters

  Key	Type	Description
  Count	integer()	Optional, number of requested records, if not provided all records is returned

• tradehistory(Connection, Params) - Doc, private
  tradehistory(Connection, Params, Options)

  Get private trade history of the account. (Authorization is required). The result is ordered by trade identifiers (trade id-s).

  Params map values:

  Key	Type	Description
  Count	integer()	Optional, number of results to fetch.
  Instrument	`string()	binary()
  StartTradeId	integer()	Optional, number of requested records

Additional methods available only when connected through websocket

• subscribe(Connection, Params) - Doc, private
  subscribe(Connection, Params, Options)

  Subscribe to notifications. Notifications are send to calling process.

  Params map values:

  Key	Type	Description
  Count	`list(string())	[all]
  Events	`list(order_book	trade

• unsubscribe(Connection) - Doc, private

  Unsubscribe notifications.