Execution Reports (8): added nonmandatory tag CashOrderQty (152) to differentiate value based orders from quantity based orders. For value based orders (BTC & ETH inverse futures and perpetuals where the order size is specified as a USD amount), both OrderQty(38) and CashOrderQty(152) are present and equal. For quantity based orders, CashOrderQty is absentRemoved deprecated RFQ messages as previously announced.
- Removed Quote Request (R)
- Removed Quote Request Reject (AG)
- Removed Quote Status Report (AI)
- Removed RFQ Request (AH)
MaxShow(210) is replaced with DisplayQty(1138). The iceberg orders cannot be fully invisible anymore. Setting the DisplayQty (1138) = 0 is interpreted as no hidden volume, i.e. the full order quantity is displayed to the market. Omitting the field gives the same result.Execution Reports (8): added nonmandatory tag RefreshQty (1088)Support for non-printable ASCII characters (such as control characters ranging from 0x00 to 0x1F) in string values has been removed to ensure compliance with the WS/REST API. Attempting to use non-printable ASCII characters will now result in a decoding error.
Order Cancel/Replace Request (G): removed support of undocumented tag MaxShow (210) in compliance with WS/REST APIOrder Mass Cancel Request (q): added FreezeQuotes (9031) tagMass Quote Acknowledgement (b): added more values of QuoteEntryStatus (1167)MMProtection Limits (MM): added ProtectionVegaLimit (20118)New Order Single (D): added nonmandatory tag ValidUntilTime (62)Order Cancel/Replace Request (G): added nonmandatory tag ValidUntilTime (62)Mass Quote (i): added nonmandatory tag ValidUntilTime (62)Execution Reports (8): added nonmandatory tags IsLiquidation (9034), IsRebalance (9035), IsRiskReducing (9036)SecurityListRequest (x): added Currency, SecurityType, SecondaryCurrencySecurityStatusRequest (e): added subscriptionSecurityStatus (f): added Text fieldChanged scope for MMProtection Limits (MM) from account to tradeAdded
Mass Quote (i)Added Mass Quote Acknowledgement (b)Execution Reports (8): added nonmandatory tags MMPGroup (9019), QuoteSetID (302), QuoteID (117), QuoteEntryID (299) related to Mass QuotingAdded Quote Cancel (Z)Mass Cancel Report (r): added one more type for MassCancelRequestType, added optional field QuoteCancelType for mass cancel reports generated by Quote Cancel (Z), ClOrdID is not required tag anymoreMMProtection Reset (MZ), MMProtection Limits (MM) — added optional MMPGroup.Fixed an issue where
Reject (3) was incorrectly returned instead of OrderCancelReject (9), with the specified ClOrdID, DeribitLabel, or OrigClOrdId, in response to an Order Cancel Request (F).User Request(BE): added CROSS as currencyDeribitLiquidation is hidden from the public for the first hour after the trade (to prevent abusing).
changed
MMProtectionLimits and MMProtectionReset to work with currency pair instead of a single currency.added fields NoTickRules(1205), StartTickPriceRange(1206), TickIncrement(1208) to the instrument for tick size stepsadded option DisplayIncrementSteps(9018) to
Logon and Security List Request(x) so the client can enable receiving the above mentioned new fields in the instrumentadded the following messages: TradeCaptureReportRequest (AD), TradeCaptureReportRequestAck (AQ), and TradeCaptureReport (AE). Clients can now utilize these to subscribe for receiving reports on their own trades.
added possibility to search closed orders by ClOrdID or DeribitLabel via OrderMassStatusRequestincremental refresh for indices now has 1 entry instead of 2BTC-DVOL, ETH-DVOL are renamed in compliance with other indices: BTCDVOL_USDC-DERIBIT-INDEX, ETHDVOL_USDC-DERIBIT-INDEX
SecurityList (y): added new value FXSPOT of SecurityType for currency exchange spot market.SecurityList (y): added PriceQuoteCurrency (1524)
Documentation alignment
Added combo API:
- added Security Definition Request (c)
- added Security Definition (d)
- added Quote Request (R)
- added Quote Request Reject (AG)
- added Quote Status Report (AI)
- added RFQ Request (AH)
MarketData Request (V) added DeribitShowBlockTradeId (9012)MarketData (W) and (X): added TrdMatchID(880) as blocktrade ID
MarketData Request (V): added DeribitSkipBlockTrades (9011)
added possibility to use client’s ClOrdID and DeribitLabel in Order Cancel Request(F), Order Mass Cancel Request(q) and Order Cancel/Replace Request(G) without exchange generated OrigClOrdID (equivalent of REST/WS cancel_by_label etc)
Added Sequence Reset(4)Security List Request(x) added SubscriptionRequestType(263) - possibilty to get notifications about new or terminated instrumentsSecurityList (y): added SecurityStatus(965) in the notifications
Logon(A): Added custom tag ConnectionOnlyExecutionReports(9010)
Order Cancel/Replace Request (G): adjusted behavior for MMP orders when DeribitMMProtection (9008) flag is not specified
SecurityList (y): added Deribit Volatility Index instruments: BTC-VIX, ETH-VIXMarketData Request (V): added requests for Deribit Volatility Index
Added MMProtection Limits (MM)Added MMProtection Limits Result/Reject (MR)Added MMProtection Reset (MZ)New Order Single (D): added nonmandatory DeribitMMProtection (9008)Order Cancel/Replace Request (G): added nonmandatory DeribitMMProtection (9008)Execution Reports (8): added nonmandatory DeribitMMProtection (9008)
Logon(A): Added custom tag DeribitSequential(9007)Execution Reports (8): added SecondaryExecID which is ID of the last change of the order
Added SecurityStatusRequest(e) request and SecurityStatus(f) response