FIX API Changelog - Deribit API Documentation

Security List (y): UnderlyingSecurityType (310) is now included in the response for all instruments. Possible values: CRYPTO, COMMODITY, EQUITY.

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 absent.

Removed 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 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 the WS/REST API.
Order Mass Status Request (AF): added the History (10) value of the MassStatusReqType (585) tag for retrieving history of orders that have been partially or fully filled; added optional tags OrderHistoryIncludeUnfilled (9037), OrderHistoryOffset (9039) and TotNumReports (911).

New Order Single (D) and Order Cancel/Replace Request (G) once again support QtyType=Units, allowing the OrderQty to be sent in units (amount) instead of contracts.

Order Mass Cancel Request (q): added FreezeQuotes (9031) tag.

Mass Quote Acknowledgement (b): added more values of QuoteEntryStatus (1167): 18 = Canceled by MM, 19 = Replaced, 20 = Filled, 21 = Open, 22 = Closed, 23 = Triggered, 24 = Untriggered, 25 = Unknown.
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) and IsRiskReducing (9036).
SecurityListRequest (x): added Currency, SecurityType and SecondaryCurrency.

SecurityStatusRequest (e): added subscription.
SecurityStatus (f): added Text field.
Changed scope for MMProtection Limits (MM) from account to trade.

Added Mass Quote (i).
Added Mass Quote Acknowledgement (b).
Execution Reports (8): added nonmandatory tags MMPGroup (9019), QuoteSetID (302), QuoteID (117) and QuoteEntryID (299) related to Mass Quoting.
Added Quote Cancel (Z).
Mass Cancel Report (r): added one more type for MassCancelRequestType; added an optional field QuoteCancelType for mass cancel reports generated by Quote Cancel (Z); ClOrdID is no longer a required tag.
MMProtection Reset (MZ) and 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 currency.

DeribitLiquidation is hidden from the public for the first hour after the trade (to prevent abusing).

Changed MMProtectionLimits and MMProtectionReset to work with a currency pair instead of a single currency.

Added fields NoTickRules (1205), StartTickPriceRange (1206) and TickIncrement (1208) to the instrument for tick size steps.
Added option DisplayIncrementSteps (9018) to Logon and Security List Request (x) so the client can enable receiving the above-mentioned new fields in the instrument.

Added 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 the possibility to search closed orders by ClOrdID or DeribitLabel via OrderMassStatusRequest.
Incremental refresh for indices now has 1 entry instead of 2.
BTC-DVOL and 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 the currency exchange spot market.
SecurityList (y): added PriceQuoteCurrency (1524).

Documentation alignment.

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 block trade ID.

MarketData Request (V): added DeribitSkipBlockTrades (9011).

Added the possibility to use the client’s ClOrdID and DeribitLabel in Order Cancel Request (F), Order Mass Cancel Request (q) and Order Cancel/Replace Request (G) without an exchange-generated OrigClOrdID (equivalent of REST/WS cancel_by_label etc.).

Added Sequence Reset (4).
Security List Request (x): added SubscriptionRequestType (263) — the possibility to get notifications about new or terminated instruments.
SecurityList (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 the DeribitMMProtection (9008) flag is not specified.

SecurityList (y): added Deribit Volatility Index instruments: BTC-VIX, ETH-VIX.
MarketData Request (V): added requests for the 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 the ID of the last change of the order.

FIX parameter 9003 DontCancelOnDisconnect has been added to disable ‘Cancel On Disconnect’ actions.
A Security Status Request has been added, with a response message of Security Status.

Added SecurityStatusRequest (e) request and SecurityStatus (f) response.