Deribit FIX API Overview - Institutional Trading Protocol

Deribit FIX API is a subset of FIX version 4.4. It also includes some tags from FIX 5.0 and several Deribit custom tags. Deribit uses the standard FIX header and trailer structure for all messages.

Before you start

Complete these steps before opening a FIX session:

Sign in to your account and go to Account > Security > API. Enable API access with the checkbox on that page.
Create an API key on the same page. The Client ID becomes your FIX Username(553) and the Client Secret is used to derive the Password(554) sent in Logon(A).
Choose an environment and endpoint from Connection endpoints below. Use fix-test.deribit.com for integration testing before switching to fix.deribit.com.
Authenticate by sending a Logon(A) message. See that page for how to build RawData(96) and Password(554).

Do not share your Client Secret. Anyone with the secret can derive a valid Password(554) and gain full control over your account.

IMPORTANT ANNOUNCEMENTDue to recent technical issues with one of our service providers, we have updated the FIX public endpoint. The FIX endpoint will no longer be accessible over the internet via www.deribit.com. Going forward, customers should connect using fix.deribit.com for production and fix-test.deribit.com for the test environment.

Connection Endpoints

The FIX server can be reached at:

Production:
- fix.deribit.com:9881 (raw tcp)
- fix.deribit.com:9883 (ssl)
Test Network:
- fix-test.deribit.com:9881 (raw tcp)
- fix-test.deribit.com:9883 (ssl)

Coinbase-Routed Spot Instruments

Selected spot instruments are matched on Coinbase Exchange rather than on the Deribit matching engine. They trade over the same session, but order entry accepts a narrower set of tag values and the public trade tape is not served for them. See Spot trading venues.

Message Structure

Request Message Headers

Each request message can include:

Tag	Name	Type	Required	Comments
8	`BeginString`	String	Yes	Identifies beginning of new message and protocol version. Must always be first in the message
9	`BodyLength`	Length	Yes	Message length in bytes, not including fields `BeginString`(`8`), `BodyLength`(`9`) and `CheckSum`(`10`). The length must be calculated by counting the number of octets in the message up to and including the end of field delimiter (Start of Heading) of the field immediately preceding the `CheckSum`(`10`) field. Must always be the second in the message. Please refer to FIX specification for more details
35	`MsgType`	String	Yes	The type of the message. See below for available types
49	`SenderCompID`	String	Yes	A user defined client name
56	`TargetCompID`	String	Yes	Constant value: `DERIBITSERVER`
34	`MsgSeqNum`	SeqNum	Yes	A sequence number for the message, starts with 1, and must be incremented by 1 for every message
52	`SendingTime`	UTCTimestamp	No	The time the request is sent. This field is ignored by the server
10	`CheckSum`	String	Yes	The checksum of all preceding messages. In order to calculate checksum, sum up the binary value of each octet up to and including the end of field delimiter (Start of Heading) of the field immediately preceding the `CheckSum`(`10`). Afterwards calculate modulo 256 of that sum. The calculated modulo 256 checksum must then be encoded as an ISO 8859-1 three-octet representation of the decimal value. For example, if the message length sum of character values has been calculated to be 274 then the modulo 256 value is 18 (256 + 18 = 274). This value would be encoded in the CheckSum(10) field as “10=018”. CheckSum must always be the last field in the message. Please refer to FIX specification Annex A for more details

Response Message Headers

Responses sent by the server will at least include:

Tag	Name	Type	Comments
8	`BeginString`	String	Identifies beginning of new message and protocol version. Must always be first in the message
9	`BodyLength`	Length	Message length in bytes, not including fields `BeginString`(`8`), `BodyLength`(`9`) and `CheckSum`(`10`). Please refer to FIX specification for more details
35	`MsgType`	String	The type of the message. See below for available types
49	`SenderCompID`	String	Constant value: `DERIBITSERVER`
56	`TargetCompID`	String	A user defined client name
34	`MsgSeqNum`	SeqNum	A server-chosen sequence number for the message
52	`SendingTime`	UTCTimestamp	The time Deribit transmitted this response. For Execution Reports, compare against `TransactTime` (60), which is when the transaction represented by the report occurred on the exchange. The difference is the interval between the exchange event and the report being sent to your session.
10	`CheckSum`	String	The checksum of all preceding messages. Please refer to FIX specification Annex A for more details

Message Types

The FIX API supports the following message types organized by category:

Session Management

Logon (A) - Initiate a session
Logout (5) - Terminate a session
Heartbeat (0) - Keep connection alive
Test Request (1) - Force a heartbeat
Resend Request (2) - Request message retransmission
Reject (3) - Reject invalid messages
Sequence Reset (4) - Recover from sequence loss

Market Data

Security List Request (x) - Request list of instruments
Security List (y) - Response with instrument list
Market Data Request (V) - Request market data
Market Data Request Reject (Y) - Reject market data request
Market Data Snapshot/Full Refresh (W) - Market data snapshot
Market Data Incremental Refresh (X) - Incremental market data updates
Security Status Request (e) - Request security status
Security Status (f) - Security status response

Order Management

New Order Single (D) - Submit new order
Order Cancel Request (F) - Cancel an order
Order Cancel Reject (9) - Reject cancel request
Order Cancel/Replace Request (G) - Modify an order
Order Mass Cancel Request (q) - Cancel multiple orders
Order Mass Cancel Report (r) - Mass cancel response
Order Mass Status Request (AF) - Request order status
Execution Reports (8) - Order execution notifications

Position Management

Request For Positions (AN) - Request position report
Position Report (AP) - Position report response

User Management

User Request (BE) - Request user account info
User Response (BF) - User account info response

Market Maker Protection

MMProtection Limits (MM) - Set/get MMP limits
MMProtection Limits Result/Reject (MR) - MMP limits response
MMProtection Reset (MZ) - Reset MMP after trigger

Mass Quoting

Mass Quote (i) - Place multiple quotes
Mass Quote Acknowledgement (b) - Mass quote response
Quote Cancel (Z) - Cancel quotes

Trade Capture

TradeCaptureReportRequest (AD) - Request trade reports
TradeCaptureReportRequestAck (AQ) - Trade request acknowledgment
TradeCaptureReport (AE) - Trade capture report

Security Definition

Security Definition Request (c) - Request combo security
Security Definition (d) - Security definition response

Changes Log

Changes Log - Release history and changes

​Before you start

​Connection Endpoints

​Coinbase-Routed Spot Instruments

​Message Structure

​Request Message Headers

​Response Message Headers

​Message Types

​Session Management

​Market Data

​Order Management

​Position Management

​User Management

​Market Maker Protection

​Mass Quoting

​Trade Capture

​Security Definition

​Changes Log

Before you start

Connection Endpoints

Coinbase-Routed Spot Instruments

Message Structure

Request Message Headers

Response Message Headers

Message Types

Session Management

Market Data

Order Management

Position Management

User Management

Market Maker Protection

Mass Quoting

Trade Capture

Security Definition

Changes Log