Reference data
Combination Orders: Combination orders are treated as orders on outright books and are not differentiated in any way. Their orderbook_id links to a combination order book.
InstrumentDefinition (10)
| Field | Name | Type | Length | Description |
|---|
| 1 | instrumentId | int64 | 8 | Numeric instrument ID |
| 2 | name | char | 128 | Name of instrument on Deribit |
| 3 | indexId | int64 | 8 | The associated index |
| 4 | underlying | char | 64 | The underlying future; only applicable to options |
| 5 | quantityAsset | char | 8 | Asset used for quantity/amount |
| 6 | priceAsset | char | 8 | Asset used for pricing |
| 7 | expiryTime | int64 | 8 | Nanoseconds since epoch. Time of expiration (optional) |
| 8 | strikePrice | int64 | 8 | Strike price mantissa (×10⁻⁹); optional |
| 9 | minOrderQuantity | int64 | 8 | Minimum order quantity mantissa (aka baseIncrement) |
| 10 | tickSize | int64 | 8 | Default tick size mantissa (×10⁻⁹) |
| 11 | quantityExponent | int8 | 1 | Exponent applied to all quantity fields (value = mantissa × 10^quantityExponent) |
| 12 | type | int8 | 1 | 0=PerpFuture 1=Option 2=Spot 3=FutureCombo 4=OptionCombo 5=DatedFuture |
| 13 | flags | uint8 | 1 | Instrument attributes (see flags table below) |
| 14 | status | int8 | 1 | 0=Open 1=Inactive 2=Settlement 3=Delivered 4=Locked 5=Halted |
| 15 | blockLengthOfLargeTickSizes | uint16 | 2 | Block length of each largeTickSizes group entry |
| 16 | numberOfLargeTickSizes | uint16 | 2 | Number of large tick size steps |
| ->17 | largeTickSize | int64 | 8 | Tick size mantissa (×10⁻⁹) applicable when price ≥ thresholdPrice |
| ->18 | thresholdPrice | int64 | 8 | Prices at or above this value use largeTickSize |
| 19 | blockLengthOfLegs | uint16 | 2 | Block length of each legs group entry |
| 20 | numberOfLegs | uint16 | 2 | Number of legs in the combination instrument. Maximum 4 |
| ->21 | legInstrumentId | int64 | 8 | Numeric instrumentId of the leg instrument |
| ->22 | ratio | int8 | 1 | Amount of leg traded per combination unit. Positive = buy leg when buying combo |
flags) of InstrumentDefinition.
| Bit (0 = LSB) | Name | Description |
|---|
| 0 | isReversed | Set if the instrument is inverse |
| 1 | isPutOption | Set if the option is a put |
| 2 | isPerpetual | Set if the instrument is perpetual |
IndexDefinition (11)
| Field | Name | Type | Length | Description |
|---|
| 1 | indexId | int64 | 8 | Numeric index ID |
| 2 | name | char | 128 | Name of index on Deribit |
InstrumentInfo (14)
Frequently updated fields.
| Field | Name | Type | Length | Description |
|---|
| 1 | instrumentId | int64 | 8 | Numeric instrument ID |
| 2 | minSellPrice | int64 | 8 | Minimum sell price mantissa (×10⁻⁹) |
| 3 | maxBuyPrice | int64 | 8 | Maximum buy price mantissa (×10⁻⁹) |
| 4 | indexPrice | int64 | 8 | Current index price mantissa (×10⁻⁹) |
| 5 | markPrice | int64 | 8 | Current mark price mantissa (×10⁻⁹) |
InstrumentRef (15)
Less frequently updated reference fields.
| Field | Name | Type | Length | Description |
|---|
| 1 | instrumentId | int64 | 8 | Numeric instrument ID |
| 2 | currentFunding | double | 8 | Current funding rate (optional) |
| 3 | funding8h | double | 8 | 8-hour funding rate (optional) |
| 4 | estimatedDeliveryPrice | int64 | 8 | Estimated delivery price mantissa (×10⁻⁹); optional |
| 5 | deliveryPrice | int64 | 8 | Delivery price mantissa (×10⁻⁹); optional |
| 6 | settlementPrice | int64 | 8 | Settlement price mantissa (×10⁻⁹); optional |
InstrumentStatusUpdate (16)
| Field | Name | Type | Length | Description |
|---|
| 1 | instrumentId | int64 | 8 | Numeric instrument ID |
| 2 | tradingStatus | int8 | 1 | 0=Open 1=Inactive 2=Settlement 3=Delivered 4=Locked 5=Halted |
