Erlang library for Deribit API

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.