Deribit

Deribit

This connector reads the public market data of Deribit, the crypto options and futures exchange, through its JSON-RPC API over HTTP (https://www.deribit.com/api/v2/public/...). The public methods need no account and no key. Everything is read-only: the private methods (trading, positions, wallet) are not part of this connector.

Setup: nothing. Install and run deribit_get_index_price_names to check the connection.

Names you need

• currency: BTC, ETH, USDC, USDT, EURR, or any where a tool says so. deribit_get_currencies lists them.
• instrument_name: BTC-PERPETUAL, a future BTC-27DEC26, an option BTC-27DEC26-100000-C (currency, expiry, strike, C call / P put), a linear perpetual SOL_USDC-PERPETUAL. deribit_get_instruments lists the live ones.
• index_name: btc_usd, eth_usd, sol_usdc and so on, from deribit_get_index_price_names.

Workflow

• Options positioning, skew and max pain before an expiry: deribit_get_book_summary_by_currency with kind: option gives every option of a currency with open interest, volume, mark price and mark implied volatility (mark_iv, in percent). Group by expiry and strike from the instrument name. One instrument: deribit_get_book_summary_by_instrument.
• Implied volatility: deribit_get_volatility_index_data for the DVOL index as candles ([timestamp, open, high, low, close]). Realised volatility: deribit_get_historical_volatility (hourly points of about the last 16 days).
• One instrument now: deribit_get_ticker (best bid and ask, mark price, open interest, funding for perpetuals, greeks and implied volatilities for options), deribit_get_order_book for depth.
• History: deribit_get_tradingview_chart_data for OHLCV candles, deribit_get_last_trades_by_instrument or deribit_get_last_trades_by_currency for trades (block trades and liquidations are flagged), deribit_get_funding_rate_history for hourly perpetual funding, deribit_get_funding_rate_value for the funding accumulated over a period, deribit_get_delivery_prices for daily settlement prices of an index.
• Index price now: deribit_get_index_price.
• Instruments: deribit_get_instruments (expiries, strikes, tick and contract sizes); deribit_get_currencies for the supported currencies.

Units and times

• Every timestamp, in and out, is Unix milliseconds (UTC). For start_timestamp / end_timestamp compute the values from the current time (e.g. the last 7 days: now minus 604800000).
• Option prices (mark_price, bid_price, last) of the inverse BTC and ETH options are quoted in the base coin, not in USD: multiply by underlying_price (or the index price) for dollars. Future and perpetual prices are in USD.
• Open interest of inverse futures is in USD; of options, in contracts of the base coin.
• funding_8h and interest_8h are fractions per 8 hours (0.0001 = 0.01%).

Limits: public calls are rate-limited per IP with a credit system; a burst of calls can answer too_many_requests (code 10028). Avoid looping over hundreds of instruments: one deribit_get_book_summary_by_currency call covers all of them.

Errors come back as a JSON-RPC error object, e.g. an unknown instrument name or a missing required parameter.