openapi: 3.0.0 info: title: Deribit Account Management Market Data API version: 2.1.1 servers: - url: https://test.deribit.com/api/v2 tags: - name: Market Data paths: /public/get_order_book: get: parameters: - in: query name: instrument_name required: true schema: type: string example: BTC-PERPETUAL description: The instrument name for which to retrieve the order book, see [`public/get_instruments`](#public-get_instruments) to obtain instrument names. - in: query name: depth required: false schema: type: integer enum: - 1 - 5 - 10 - 20 - 50 - 100 - 1000 - 10000 example: 5 description: The number of entries to return for bids and asks, maximum - `10000`. responses: '200': $ref: '#/components/responses/PublicGetOrderBookResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 8772 method: public/get_order_book params: instrument_name: BTC-PERPETUAL depth: 5 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the order book (bids and asks) for a given instrument, along with other market values such as best bid/ask prices, last trade price, mark price, and index price. The order book depth can be controlled using the `depth` parameter, which accepts values from 1 to 10000. The response includes price levels sorted by price (bids descending, asks ascending). [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_order_book) ' x-mint: metadata: title: public/get_order_book og:title: public/get_order_book keywords: - public/get_order_book - instrument_name - depth - timestamp - state - stats - open_interest - best_bid_price - best_bid_amount - best_ask_price - best_ask_amount - index_price - min_price - max_price - mark_price - last_price - underlying_price - underlying_index - interest_rate - bid_iv - ask_iv - mark_iv - greeks - funding_8h - current_funding - delivery_price - settlement_price - bids - asks - volume - low - high - price_change - volume_usd - delta - gamma - rho - theta - vega href: /api-reference/market-data/public-get_order_book /public/get_order_book_by_instrument_id: get: parameters: - in: query name: instrument_id required: true schema: type: integer description: The instrument ID for which to retrieve the order book, see [`public/get_instruments`](#public-get_instruments) to obtain instrument IDs. - in: query name: depth required: false schema: type: integer enum: - 1 - 5 - 10 - 20 - 50 - 100 - 1000 - 10000 description: The number of entries to return for bids and asks, maximum - `10000`. responses: '200': $ref: '#/components/responses/PublicGetOrderBookResponse' tags: - Market Data description: 'Retrieves the order book (bids and asks) for a given instrument ID, along with other market values such as best bid/ask prices, last trade price, mark price, and index price. This method is similar to `get_order_book` but uses instrument ID instead of instrument name. The order book depth can be controlled using the `depth` parameter, which accepts values from 1 to 10000. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_order_book_by_instrument_id) ' x-mint: metadata: title: public/get_order_book_by_instrument_id og:title: public/get_order_book_by_instrument_id keywords: - public/get_order_book_by_instrument_id - instrument_id - depth - instrument_name - timestamp - state - stats - open_interest - best_bid_price - best_bid_amount - best_ask_price - best_ask_amount - index_price - min_price - max_price - mark_price - last_price - underlying_price - underlying_index - interest_rate - bid_iv - ask_iv - mark_iv - greeks - funding_8h - current_funding - delivery_price - settlement_price - bids - asks - volume - low - high - price_change - volume_usd - delta - gamma - rho - theta - vega href: /api-reference/market-data/public-get_order_book_by_instrument_id /public/get_last_settlements_by_currency: get: parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/currency' description: The currency symbol - in: query name: type required: false schema: $ref: '#/components/schemas/settlement_type' description: Settlement type - name: count required: false in: query schema: type: integer maximum: 1000 minimum: 1 description: Number of requested items, default - `20`, maximum - `1000` - name: continuation in: query required: false schema: type: string example: xY7T6cutS3t2B9YtaDkE6TS379oKnkzTvmEDUnEUP2Msa9xKWNNaT description: Continuation token for pagination - in: query name: search_start_timestamp required: false schema: $ref: '#/components/schemas/timestamp' description: The latest timestamp to return result from (milliseconds since the UNIX epoch) responses: '200': $ref: '#/components/responses/PublicSettlementResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 4497 method: public/get_last_settlements_by_currency params: currency: BTC type: delivery count: 2 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves historical settlement, delivery, and bankruptcy events from all instruments within a given currency. Settlements occur when futures or options contracts expire and are settled at the delivery price. Results can be filtered by settlement type and timestamp. Use pagination parameters (`count` and `continuation`) to retrieve large settlement histories. This data is useful for analyzing historical contract settlements and understanding market events. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_last_settlements_by_currency) ' x-mint: metadata: title: public/get_last_settlements_by_currency og:title: public/get_last_settlements_by_currency keywords: - public/get_last_settlements_by_currency - currency - type - count - continuation - search_start_timestamp - settlements - funding - funded - index_price - instrument_name - mark_price - position - profit_loss - session_bankruptcy - session_profit_loss - session_tax - session_tax_rate - socialized - timestamp href: /api-reference/market-data/public-get_last_settlements_by_currency /public/get_book_summary_by_currency: get: parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/currency' description: The currency symbol - name: kind required: false in: query schema: $ref: '#/components/schemas/kind' description: Instrument kind, if not provided instruments of all kinds are considered responses: '200': $ref: '#/components/responses/PublicGetBookSummaryResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 9344 method: public/get_book_summary_by_currency params: currency: BTC kind: future description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves summary information such as open interest, 24-hour volume, best bid/ask prices, last trade price, and other market statistics for all instruments in a given currency. Results can be filtered by instrument kind (future, option, etc.). This method provides a quick overview of market activity across all instruments for a currency. **Note:** For real-time updates, we recommend using the WebSocket subscription to `ticker.{instrument_name}.{interval}` instead of polling this endpoint. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_book_summary_by_currency) ' x-mint: metadata: title: public/get_book_summary_by_currency og:title: public/get_book_summary_by_currency keywords: - public/get_book_summary_by_currency - currency - kind - instrument_name - high - low - base_currency - quote_currency - volume - bid_price - ask_price - mid_price - mark_price - last - open_interest - creation_timestamp - estimated_delivery_price - volume_usd - volume_notional - current_funding - funding_8h - mark_iv - interest_rate - underlying_index - underlying_price - price_change href: /api-reference/market-data/public-get_book_summary_by_currency /public/get_book_summary_by_instrument: get: parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name responses: '200': $ref: '#/components/responses/PublicGetBookSummaryResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 3659 method: public/get_book_summary_by_instrument params: instrument_name: ETH-22FEB19-140-P description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves summary information such as open interest, 24-hour volume, best bid/ask prices, last trade price, mark price, and other market statistics for a specific instrument. This method provides a quick overview of current market activity and liquidity for a single instrument. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_book_summary_by_instrument) ' x-mint: metadata: title: public/get_book_summary_by_instrument og:title: public/get_book_summary_by_instrument keywords: - public/get_book_summary_by_instrument - instrument_name - high - low - base_currency - quote_currency - volume - bid_price - ask_price - mid_price - mark_price - last - open_interest - creation_timestamp - estimated_delivery_price - volume_usd - volume_notional - current_funding - funding_8h - mark_iv - interest_rate - underlying_index - underlying_price - price_change href: /api-reference/market-data/public-get_book_summary_by_instrument /public/get_last_settlements_by_instrument: get: parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - in: query name: type required: false schema: $ref: '#/components/schemas/settlement_type' description: Settlement type - name: count required: false in: query schema: type: integer maximum: 1000 minimum: 1 description: Number of requested items, default - `20`, maximum - `1000` - name: continuation in: query required: false schema: type: string example: xY7T6cutS3t2B9YtaDkE6TS379oKnkzTvmEDUnEUP2Msa9xKWNNaT description: Continuation token for pagination - in: query name: search_start_timestamp required: false schema: $ref: '#/components/schemas/timestamp' description: The latest timestamp to return result from (milliseconds since the UNIX epoch) responses: '200': $ref: '#/components/responses/PublicSettlementResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 5482 method: public/get_last_settlements_by_instrument params: instrument_name: BTC-22FEB19 type: settlement count: 1 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves historical settlement, delivery, and bankruptcy events for a specific instrument. Settlements occur when futures or options contracts expire and are settled at the delivery price. Results can be filtered by settlement type and timestamp. Use pagination parameters (`count` and `continuation`) to retrieve large settlement histories. This method is useful for tracking settlement history for a specific instrument. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_last_settlements_by_instrument) ' x-mint: metadata: title: public/get_last_settlements_by_instrument og:title: public/get_last_settlements_by_instrument keywords: - public/get_last_settlements_by_instrument - instrument_name - type - count - continuation - search_start_timestamp - settlements - funding - funded - index_price - mark_price - position - profit_loss - session_bankruptcy - session_profit_loss - session_tax - session_tax_rate - socialized - timestamp href: /api-reference/market-data/public-get_last_settlements_by_instrument /public/get_contract_size: get: tags: - Market Data parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name responses: '200': $ref: '#/components/responses/PublicGetContractSizeResponse' description: 'Retrieves the contract size (also known as contract multiplier) for a given instrument. The contract size determines how many units of the underlying asset one contract represents. This value is essential for calculating position values, margin requirements, and P&L calculations. Different instruments may have different contract sizes. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_contract_size) ' x-mint: metadata: title: public/get_contract_size og:title: public/get_contract_size keywords: - public/get_contract_size - instrument_name - contract_size href: /api-reference/market-data/public-get_contract_size /public/get_trade_volumes: get: parameters: - name: extended in: query required: false schema: type: boolean description: Request for extended statistics. Including also 7 and 30 days volumes (default false) responses: '200': $ref: '#/components/responses/PublicGetTradesVolumesResponse' tags: - Market Data description: 'Retrieves aggregated 24-hour trade volumes for different instrument types and currencies. The volume statistics include all executed trades across the platform. **Note:** Position moves are not included in this volume. Block trades and Block RFQ trades are included in the volume calculations. Use the `extended` parameter to include additional volume statistics and breakdowns. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_trade_volumes) ' x-mint: metadata: title: public/get_trade_volumes og:title: public/get_trade_volumes keywords: - public/get_trade_volumes - extended - currency - calls_volume - puts_volume - futures_volume - spot_volume - calls_volume_7d - puts_volume_7d - futures_volume_7d - spot_volume_7d - calls_volume_30d - puts_volume_30d - futures_volume_30d - spot_volume_30d href: /api-reference/market-data/public-get_trade_volumes /public/get_index_price: get: parameters: - name: index_name required: true in: query schema: $ref: '#/components/schemas/index_name' description: Index identifier, matches (base) cryptocurrency with quote currency responses: '200': $ref: '#/components/responses/PublicGetIndexPriceResponse' tags: - Market Data description: 'Retrieves the current index price value for a given index name. Index prices are used as reference prices for mark price calculations and settlement. Use `get_index_price_names` or `get_supported_index_names` to retrieve available index names. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_index_price) ' x-mint: metadata: title: public/get_index_price og:title: public/get_index_price keywords: - public/get_index_price - index_name - index_price - estimated_delivery_price href: /api-reference/market-data/public-get_index_price /public/get_index_price_names: get: tags: - Market Data parameters: - name: extended in: query required: false schema: type: boolean default: false example: true description: When set to `true`, returns additional information including `future_combo_creation_enabled` and `option_combo_creation_enabled` for each index responses: '200': $ref: '#/components/responses/PublicGetIndexPriceNamesResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 1 method: public/get_index_price_names params: extended: true description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the identifiers (names) of all supported price indexes. Price indexes are reference prices used for mark price calculations, settlement, and other market operations. When the `extended` parameter is set to `true`, the response includes additional information such as whether future combo creation and option combo creation are enabled for each index. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_index_price_names) ' x-mint: metadata: title: public/get_index_price_names og:title: public/get_index_price_names keywords: - public/get_index_price_names - extended - name - future_combo_creation_enabled - option_combo_creation_enabled href: /api-reference/market-data/public-get_index_price_names /public/get_supported_index_names: get: parameters: - name: type required: false in: query schema: type: string enum: - all - spot - derivative description: Type of a cryptocurrency price index responses: '200': $ref: '#/components/responses/PublicGetIndexPriceNamesResponse' tags: - Market Data description: 'Retrieves the identifiers (names) of all supported price indexes, optionally filtered by index type. Price indexes are reference prices used for mark price calculations, settlement, and other market operations. Use the `type` parameter to filter indexes by type (e.g., spot, futures, etc.). This method helps discover available indexes for use with other API methods. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_supported_index_names) ' x-mint: metadata: title: public/get_supported_index_names og:title: public/get_supported_index_names keywords: - public/get_supported_index_names - type - name - future_combo_creation_enabled - option_combo_creation_enabled href: /api-reference/market-data/public-get_supported_index_names /public/get_instruments: get: tags: - Market Data parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/currency_with_any' description: The currency symbol or `"any"` for all - name: kind required: false in: query schema: $ref: '#/components/schemas/kind' description: Instrument kind, if not provided instruments of all kinds are considered - name: expired in: query schema: type: boolean default: false description: Set to true to show recently expired instruments instead of active ones. required: false responses: '200': $ref: '#/components/responses/PublicGetInstrumentsResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 1 method: public/get_instruments params: currency: BTC kind: future description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves available trading instruments. This method can be used to see which instruments are available for trading, or which instruments have recently expired. **Note - This method has distinct API rate limiting requirements:** Sustained rate: 1 request/second. To avoid rate limits, we recommend using either the REST requests for server-cached data or the WebSocket subscription to [instrument_state.{kind}.{currency}](https://docs.deribit.com/api-reference/subscription-channels/instrument-state-kind-currency) for real-time updates. For more information, see [Rate Limits](https://support.deribit.com/hc/en-us/articles/25944617523357-Rate-Limits). Results can be filtered by currency and instrument kind (future, option, etc.). Set the `expired` parameter to `true` to retrieve recently expired instruments instead of active ones. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_instruments) ' x-mint: metadata: title: public/get_instruments og:title: public/get_instruments keywords: - public/get_instruments - currency - kind - expired - settlement_currency - counter_currency - base_currency - quote_currency - min_trade_amount - instrument_name - instrument_id - is_active - settlement_period - creation_timestamp - tick_size - tick_size_steps - expiration_timestamp - strike - option_type - future_type - instrument_type - contract_size - maker_commission - taker_commission - max_liquidation_commission - block_trade_commission - block_trade_tick_size - block_trade_min_trade_amount - max_leverage - price_index - state - above_price href: /api-reference/market-data/public-get_instruments /public/get_instrument: get: tags: - Market Data parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name responses: '200': $ref: '#/components/responses/PublicGetInstrumentResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 2 method: public/get_instrument params: instrument_name: BTC-13JAN23-16000-P description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves detailed information about a specific instrument, including instrument specifications, contract details, tick size, settlement currency, expiration date (for futures and options), strike price (for options), and other instrument parameters. This method is useful for obtaining instrument metadata needed for trading operations and calculations. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_instrument) ' x-mint: metadata: title: public/get_instrument og:title: public/get_instrument keywords: - public/get_instrument - instrument_name - kind - settlement_currency - counter_currency - base_currency - quote_currency - min_trade_amount - instrument_id - is_active - settlement_period - creation_timestamp - tick_size - tick_size_steps - expiration_timestamp - strike - option_type - future_type - instrument_type - contract_size - maker_commission - taker_commission - max_liquidation_commission - block_trade_commission - block_trade_tick_size - block_trade_min_trade_amount - max_leverage - price_index - state - above_price href: /api-reference/market-data/public-get_instrument /public/get_historical_volatility: get: parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/currency' description: The currency symbol tags: - Market Data responses: '200': $ref: '#/components/responses/PublicGetHistoricalVolatilityResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 8387 method: public/get_historical_volatility params: currency: BTC description: JSON-RPC Request Example description: JSON-RPC request body description: 'Provides historical volatility data for a given cryptocurrency. Historical volatility measures the degree of price variation over a past period and is useful for risk assessment and option pricing. The response includes volatility statistics calculated from historical price movements. This data can be used for portfolio risk analysis and understanding market conditions. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_historical_volatility) ' x-mint: metadata: title: public/get_historical_volatility og:title: public/get_historical_volatility keywords: - public/get_historical_volatility - currency - timestamp - value href: /api-reference/market-data/public-get_historical_volatility /public/get_funding_rate_history: get: tags: - Market Data parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - name: start_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch) - name: end_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The most recent timestamp to return result from (milliseconds since the UNIX epoch) responses: '200': $ref: '#/components/responses/PublicGetFundingRateHistoryResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 7617 method: public/get_funding_rate_history params: instrument_name: BTC-PERPETUAL start_timestamp: 1569888000000 end_timestamp: 1569902400000 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves hourly historical funding rate (interest rate) data for a PERPETUAL instrument over a specified time period. Funding rates are periodic payments exchanged between long and short positions in perpetual contracts. The response includes hourly funding rate values, which can be used to analyze funding rate trends and calculate historical funding costs. This method is applicable only for PERPETUAL instruments. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_funding_rate_history) ' x-mint: metadata: title: public/get_funding_rate_history og:title: public/get_funding_rate_history keywords: - public/get_funding_rate_history - instrument_name - start_timestamp - end_timestamp - timestamp - prev_index_price - index_price - interest_1h - interest_8h href: /api-reference/market-data/public-get_funding_rate_history /public/get_funding_rate_value: get: tags: - Market Data parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - name: start_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch) - name: end_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The most recent timestamp to return result from (milliseconds since the UNIX epoch) responses: '200': $ref: '#/components/responses/PublicGetFundingRateValueResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 7617 method: public/get_funding_rate_value params: instrument_name: BTC-PERPETUAL start_timestamp: 1569888000000 end_timestamp: 1569974400000 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the funding rate (interest rate) value for a perpetual instrument over a specified time period. Funding rates are periodic payments exchanged between long and short positions in perpetual contracts. This method is applicable only for PERPETUAL instruments. The funding rate is typically expressed as a percentage and is used to keep the perpetual contract price aligned with the underlying index price. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_funding_rate_value) ' x-mint: metadata: title: public/get_funding_rate_value og:title: public/get_funding_rate_value keywords: - public/get_funding_rate_value - instrument_name - start_timestamp - end_timestamp href: /api-reference/market-data/public-get_funding_rate_value /public/get_index_chart_data: get: parameters: - name: index_name required: true in: query schema: $ref: '#/components/schemas/index_name' description: Index identifier, matches (base) cryptocurrency with quote currency - name: range in: query required: true schema: type: string enum: - 1h - 1d - 2d - 1m - 1y - all description: Range of the data to return responses: '200': $ref: '#/components/responses/PublicGetIndexChartDataResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 1 method: public/get_index_chart_data params: index_name: btc_usd range: 1m description: JSON-RPC Request Example description: JSON-RPC request body description: 'Returns historical price index chart data for the specified index name and time range. The data is formatted for use in charting applications and shows price index values over time. Use the `range` parameter to specify the time period for which to retrieve chart data. This method is useful for visualizing price index trends and historical movements. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_index_chart_data) ' x-mint: metadata: title: public/get_index_chart_data og:title: public/get_index_chart_data keywords: - public/get_index_chart_data - index_name - range href: /api-reference/market-data/public-get_index_chart_data /public/get_mark_price_history: get: parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - name: start_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch) - name: end_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The most recent timestamp to return result from (milliseconds since the UNIX epoch) responses: '200': $ref: '#/components/responses/PublicGetMarkPriceHistoryResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 1 method: public/get_mark_price_history params: instrument_name: BTC-25JUN21-50000-C start_timestamp: 1609376800000 end_timestamp: 1609376810000 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves 5-minute historical mark price data for an instrument. Mark prices are used for margin calculations and position valuations. **Note:** Currently, mark price history is available only for a subset of options that participate in volatility index calculations. All other instruments, including futures and perpetuals, will return an empty list. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_mark_price_history) ' x-mint: metadata: title: public/get_mark_price_history og:title: public/get_mark_price_history keywords: - public/get_mark_price_history - instrument_name - start_timestamp - end_timestamp href: /api-reference/market-data/public-get_mark_price_history /public/get_expirations: get: tags: - Market Data parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/settlement_currency_with_any_and_grouped' description: The currency symbol or `"any"` for all or '"grouped"' for all grouped by currency - name: kind required: true in: query schema: $ref: '#/components/schemas/kind_future_or_option_with_any' description: Instrument kind, `"future"` or `"option"` or `"any"` - name: currency_pair required: false in: query schema: $ref: '#/components/schemas/index_name' description: The currency pair symbol responses: '200': $ref: '#/components/responses/PublicGetExpirationsResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 1 method: public/get_expirations params: currency: any kind: any description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves all available expiration timestamps for instruments. This method can be used to discover which expiration dates are available for trading, which is useful for finding instruments with specific expiration dates. Results can be filtered by settlement currency, instrument kind (future or option), and currency pair. The response includes expiration timestamps in milliseconds since the UNIX epoch. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_expirations) ' x-mint: metadata: title: public/get_expirations og:title: public/get_expirations keywords: - public/get_expirations - currency - kind - currency_pair href: /api-reference/market-data/public-get_expirations /public/get_apr_history: get: tags: - Market Data parameters: - name: currency in: query required: true schema: type: string enum: - usde - steth - usdc - build example: steth description: Currency for which to retrieve APR history - name: limit in: query required: false schema: type: integer example: 5 description: Number of days to retrieve (default `365`, maximum `365`) - name: before in: query required: false schema: type: integer description: Used to receive APR history before given epoch day responses: '200': $ref: '#/components/responses/PublicGetAprHistoryResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 1 method: public/get_apr_history params: currency: steth limit: 5 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves historical Annual Percentage Rate (APR) data for yield-generating tokens. APR represents the annualized return rate for holding these tokens on Deribit. This method is only applicable to yield-generating tokens: `USDE`, `STETH`, `USDC`, and `BUILD`. Use the `limit` parameter to specify the number of days to retrieve (default 365, maximum 365), and `before` to retrieve APR history before a specific epoch day. **📖 Related Support Article:** [Yield reward-bearing coins](https://support.deribit.com/hc/en-us/articles/31424939199261-Yield-reward-bearing-coins) [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_apr_history) ' x-mint: metadata: title: public/get_apr_history og:title: public/get_apr_history keywords: - public/get_apr_history - currency - limit - before - continuation - data - day - apr href: /api-reference/market-data/public-get_apr_history /public/get_last_trades_by_instrument: get: parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - name: start_seq required: false in: query schema: type: integer description: The sequence number of the first trade to be returned - name: end_seq required: false in: query schema: type: integer description: The sequence number of the last trade to be returned - name: start_timestamp required: false in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch). When param is provided trades are returned from the earliest - name: end_timestamp required: false in: query schema: $ref: '#/components/schemas/timestamp' description: 'The most recent timestamp to return result from (milliseconds since the UNIX epoch). Only one of params: start_timestamp, end_timestamp is truly required' - name: count required: false in: query schema: type: integer maximum: 1000 minimum: 1 description: Number of requested items, default - `10`, maximum - `1000` - name: sorting required: false in: query schema: $ref: '#/components/schemas/sorting' description: Direction of results sorting (`default` value means no sorting, results will be returned in order in which they left the database) responses: '200': $ref: '#/components/responses/PublicTradesHistoryResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 9267 method: public/get_last_trades_by_instrument params: instrument_name: BTC-PERPETUAL count: 1 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the latest trades that have occurred for a specific instrument. Returns trade details including price, amount, direction, timestamp, and trade ID. Results can be filtered by sequence number range or timestamp range. Use the `count` parameter to limit the number of trades returned, and `sorting` to control the order (ascending or descending by trade ID). [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_last_trades_by_instrument) ' x-mint: metadata: title: public/get_last_trades_by_instrument og:title: public/get_last_trades_by_instrument keywords: - public/get_last_trades_by_instrument - instrument_name - start_seq - end_seq - start_timestamp - end_timestamp - count - sorting - trades - has_more - trade_id - trade_seq - timestamp - direction - tick_direction - index_price - price - amount - contracts - iv - liquidation - mark_price - block_trade_id - block_trade_leg_count - combo_id - combo_trade_id - block_rfq_id href: /api-reference/market-data/public-get_last_trades_by_instrument /public/get_last_trades_by_instrument_and_time: get: parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - name: start_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch). When param is provided trades are returned from the earliest - name: end_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: 'The most recent timestamp to return result from (milliseconds since the UNIX epoch). Only one of params: start_timestamp, end_timestamp is truly required' - name: count required: false in: query schema: type: integer maximum: 1000 minimum: 1 description: Number of requested items, default - `10`, maximum - `1000` - name: sorting required: false in: query schema: $ref: '#/components/schemas/sorting' description: Direction of results sorting (`default` value means no sorting, results will be returned in order in which they left the database) responses: '200': $ref: '#/components/responses/PublicTradesHistoryResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 3983 method: public/get_last_trades_by_instrument_and_time params: instrument_name: ETH-PERPETUAL end_timestamp: 1590480022768 count: 1 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the latest trades that have occurred for a specific instrument within a specified time range. Returns trade details including price, amount, direction, timestamp, and trade ID. Use the `count` parameter to limit the number of trades returned, and `sorting` to control the order (ascending or descending by trade ID). This method is useful for analyzing trading activity over specific time periods. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_last_trades_by_instrument_and_time) ' x-mint: metadata: title: public/get_last_trades_by_instrument_and_time og:title: public/get_last_trades_by_instrument_and_time keywords: - public/get_last_trades_by_instrument_and_time - instrument_name - start_timestamp - end_timestamp - count - sorting - trades - has_more - trade_id - trade_seq - timestamp - direction - tick_direction - index_price - price - amount - contracts - iv - liquidation - mark_price - block_trade_id - block_trade_leg_count - combo_id - combo_trade_id - block_rfq_id href: /api-reference/market-data/public-get_last_trades_by_instrument_and_time /public/get_last_trades_by_currency: get: parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/currency' description: The currency symbol - name: kind required: false in: query schema: $ref: '#/components/schemas/kind_with_combo_all' description: Instrument kind, `"combo"` for any combo or `"any"` for all. If not provided instruments of all kinds are considered - name: start_id required: false in: query schema: $ref: '#/components/schemas/trade_id' description: 'The ID of the first trade to be returned. Number for BTC trades, or hyphen name in ex. `"ETH-15"` # `"ETH_USDC-16"`' - name: end_id required: false in: query schema: $ref: '#/components/schemas/trade_id' description: 'The ID of the last trade to be returned. Number for BTC trades, or hyphen name in ex. `"ETH-15"` # `"ETH_USDC-16"`' - name: start_timestamp required: false in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch). When param is provided trades are returned from the earliest - name: end_timestamp required: false in: query schema: $ref: '#/components/schemas/timestamp' description: 'The most recent timestamp to return result from (milliseconds since the UNIX epoch). Only one of params: start_timestamp, end_timestamp is truly required' - name: count required: false in: query schema: type: integer maximum: 1000 minimum: 1 description: Number of requested items, default - `10`, maximum - `1000` - name: sorting required: false in: query schema: $ref: '#/components/schemas/sorting' description: Direction of results sorting (`default` value means no sorting, results will be returned in order in which they left the database) responses: '200': $ref: '#/components/responses/PublicTradesHistoryResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 9290 method: public/get_last_trades_by_currency params: currency: BTC count: 3 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the latest trades that have occurred for instruments in a specific currency. Returns trade details including price, amount, direction, timestamp, and trade ID for all instruments in the currency. Results can be filtered by instrument kind and trade ID range or timestamp range. Use the `count` parameter to limit the number of trades returned, and `sorting` to control the order (ascending or descending by trade ID). [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_last_trades_by_currency) ' x-mint: metadata: title: public/get_last_trades_by_currency og:title: public/get_last_trades_by_currency keywords: - public/get_last_trades_by_currency - currency - kind - start_id - end_id - start_timestamp - end_timestamp - count - sorting - trades - has_more - trade_id - trade_seq - instrument_name - timestamp - direction - tick_direction - index_price - price - amount - contracts - iv - liquidation - mark_price - block_trade_id - block_trade_leg_count - combo_id - combo_trade_id - block_rfq_id href: /api-reference/market-data/public-get_last_trades_by_currency /public/get_last_trades_by_currency_and_time: get: parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/currency' description: The currency symbol - name: kind required: false in: query schema: $ref: '#/components/schemas/kind_with_combo_all' description: Instrument kind, `"combo"` for any combo or `"any"` for all. If not provided instruments of all kinds are considered - name: start_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch). When param is provided trades are returned from the earliest - name: end_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: 'The most recent timestamp to return result from (milliseconds since the UNIX epoch). Only one of params: start_timestamp, end_timestamp is truly required' - name: count required: false in: query schema: type: integer maximum: 1000 minimum: 1 description: Number of requested items, default - `10`, maximum - `1000` - name: sorting required: false in: query schema: $ref: '#/components/schemas/sorting' description: Direction of results sorting (`default` value means no sorting, results will be returned in order in which they left the database) responses: '200': $ref: '#/components/responses/PublicTradesHistoryResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 1469 method: public/get_last_trades_by_currency_and_time params: currency: BTC start_timestamp: 1590470022768 end_timestamp: 1590480022768 count: 1 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the latest trades that have occurred for instruments in a specific currency within a specified time range. Returns trade details including price, amount, direction, timestamp, and trade ID. Results can be filtered by instrument kind. Use the `count` parameter to limit the number of trades returned, and `sorting` to control the order (ascending or descending by trade ID). > **Note:** This endpoint only returns trades from the last **24 hours**. Requests with `start_timestamp` older than 24 hours will return an empty result without an error. **Scope:** `trade:read` [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_last_trades_by_currency_and_time) ' x-mint: metadata: title: public/get_last_trades_by_currency_and_time og:title: public/get_last_trades_by_currency_and_time keywords: - public/get_last_trades_by_currency_and_time - currency - kind - start_timestamp - end_timestamp - count - sorting - trades - has_more - trade_id - trade_seq - instrument_name - timestamp - direction - tick_direction - index_price - price - amount - contracts - iv - liquidation - mark_price - block_trade_id - block_trade_leg_count - combo_id - combo_trade_id - block_rfq_id href: /api-reference/market-data/public-get_last_trades_by_currency_and_time /public/get_currencies: get: tags: - Market Data responses: '200': $ref: '#/components/responses/PublicGetCurrenciesResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 7538 method: public/get_currencies params: {} description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves all cryptocurrencies supported by the Deribit API. Returns a list of available currencies with their codes and basic information. This method takes no parameters and is useful for discovering which currencies are available for trading on the platform. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_currencies) ' x-mint: metadata: title: public/get_currencies og:title: public/get_currencies keywords: - public/get_currencies - withdrawal_fee - withdrawal_priorities - min_withdrawal_fee - currency - currency_long - min_confirmations - coin_type - in_cross_collateral_pool - apr - network_fee - network_currency - decimals - name - value href: /api-reference/market-data/public-get_currencies /public/get_funding_chart_data: get: parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - name: length in: query schema: type: string enum: - 8h - 24h - 1m required: true description: Specifies time period. `8h` - 8 hours, `24h` - 24 hours, `1m` - 1 month responses: '200': $ref: '#/components/responses/PublicGetFundingChartDataResponse' tags: - Market Data description: 'Retrieves funding rate chart data points for a PERPETUAL instrument within a given time period. The data is formatted for use in charting applications and includes funding rate values at regular intervals. Use the `length` parameter to specify the time period for which to retrieve chart data. This method is useful for visualizing funding rate trends over time. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_funding_chart_data) ' x-mint: metadata: title: public/get_funding_chart_data og:title: public/get_funding_chart_data keywords: - public/get_funding_chart_data - instrument_name - length - current_interest - interest_8h - data - timestamp - index_price href: /api-reference/market-data/public-get_funding_chart_data /public/get_tradingview_chart_data: get: parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name - name: start_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch) - name: end_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The most recent timestamp to return result from (milliseconds since the UNIX epoch) - name: resolution in: query schema: type: string enum: - 1 - 3 - 5 - 10 - 15 - 30 - 60 - 120 - 180 - 360 - 720 - 1D required: true description: Chart bars resolution given in full minutes or keyword `1D` (only some specific resolutions are supported) responses: '200': $ref: '#/components/responses/PublicGetTradingviewChartDataResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 833 method: public/get_tradingview_chart_data params: instrument_name: BTC-5APR19 start_timestamp: 1554373800000 end_timestamp: 1554376800000 resolution: '30' description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves publicly available market data formatted for generating TradingView-compatible candle charts. The data includes open, high, low, close (OHLC) prices and volume for specified time intervals. Use the `chart_resolution` parameter to specify the candle interval (e.g., 1m, 5m, 1h, 1d). This method provides the standard format used by TradingView and other charting platforms. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_tradingview_chart_data) ' x-mint: metadata: title: public/get_tradingview_chart_data og:title: public/get_tradingview_chart_data keywords: - public/get_tradingview_chart_data - instrument_name - start_timestamp - end_timestamp - resolution - status - ticks - volume - cost - open - close - high - low href: /api-reference/market-data/public-get_tradingview_chart_data /public/get_volatility_index_data: get: parameters: - name: currency required: true in: query schema: $ref: '#/components/schemas/currency' description: The currency symbol - name: start_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The earliest timestamp to return result from (milliseconds since the UNIX epoch) - name: end_timestamp required: true in: query schema: $ref: '#/components/schemas/timestamp' description: The most recent timestamp to return result from (milliseconds since the UNIX epoch) - name: resolution in: query schema: type: string enum: - 1 - 60 - 3600 - 43200 - 1D required: true description: Time resolution given in full seconds or keyword `1D` (only some specific resolutions are supported) responses: '200': $ref: '#/components/responses/PublicGetVolatilityIndexDataResponse' tags: - Market Data requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 833 method: public/get_volatility_index_data params: currency: BTC start_timestamp: 1599373800000 end_timestamp: 1599376800000 resolution: '60' description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves volatility index (VIX) chart data formatted as candles. Volatility indexes measure market expectations of future volatility and are useful for risk assessment and trading strategies. Use the `vix_resolution` parameter to specify the candle interval. The data shows historical volatility index values over time and is formatted for use in charting applications. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_volatility_index_data) ' x-mint: metadata: title: public/get_volatility_index_data og:title: public/get_volatility_index_data keywords: - public/get_volatility_index_data - currency - start_timestamp - end_timestamp - resolution - data - continuation href: /api-reference/market-data/public-get_volatility_index_data /public/ticker: get: tags: - Market Data parameters: - name: instrument_name required: true in: query schema: $ref: '#/components/schemas/instrument_name' description: Instrument name responses: '200': $ref: '#/components/responses/PublicTickerResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 8106 method: public/ticker params: instrument_name: BTC-PERPETUAL description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves the ticker (24-hour statistics) for a specific instrument. The ticker includes the last trade price, best bid/ask prices, 24-hour high/low, 24-hour volume, open interest, mark price, and other market statistics. This is a lightweight method for getting current market data for a single instrument. For real-time updates, consider using WebSocket subscriptions to ticker channels. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fticker) ' x-mint: metadata: title: public/ticker og:title: public/ticker keywords: - public/ticker - instrument_name - timestamp - state - stats - open_interest - best_bid_price - best_bid_amount - best_ask_price - best_ask_amount - index_price - min_price - max_price - mark_price - last_price - underlying_price - underlying_index - interest_rate - bid_iv - ask_iv - mark_iv - greeks - funding_8h - current_funding - interest_value - delivery_price - settlement_price - estimated_delivery_price - volume - low - high - price_change - volume_usd - delta - gamma - rho - theta - vega href: /api-reference/market-data/public-ticker /public/get_delivery_prices: get: parameters: - name: index_name required: true in: query schema: $ref: '#/components/schemas/index_name' description: Index identifier, matches (base) cryptocurrency with quote currency - name: offset in: query required: false schema: example: 10 type: integer description: The offset for pagination, default - `0` - name: count required: false in: query schema: type: integer maximum: 1000 minimum: 1 description: Number of requested items, default - `10`, maximum - `1000` tags: - Market Data responses: '200': $ref: '#/components/responses/PublicGetDeliveryPricesResponse' requestBody: content: application/json: examples: request: value: jsonrpc: '2.0' id: 3601 method: public/get_delivery_prices params: index_name: btc_usd offset: 0 count: 5 description: JSON-RPC Request Example description: JSON-RPC request body description: 'Retrieves historical delivery prices for a given index. Delivery prices are the settlement prices used when futures or options contracts expire and are settled. Results can be paginated using the `offset` and `count` parameters. This method is useful for analyzing historical settlement prices and understanding how contracts have been settled over time. [Try in API console](https://test.deribit.com/api_console?method=%2Fpublic%2Fget_delivery_prices) ' x-mint: metadata: title: public/get_delivery_prices og:title: public/get_delivery_prices keywords: - public/get_delivery_prices - index_name - offset - count - records_total - data - date - delivery_price href: /api-reference/market-data/public-get_delivery_prices /api/v2/public/get_instruments: get: operationId: get_instruments summary: List Instruments description: 'Returns the list of tradeable instruments, optionally filtered by base currency, instrument kind, and expiration status. This endpoint is public — no authentication is required. Filter semantics: - `currency` filters by the **base** currency of the instrument''s currency pair (case-insensitive match). - `kind` filters by instrument type (case-insensitive match against the `kind` value enum). - `expired = true` returns only instruments whose `expiration_timestamp` is in the past; `expired = false` returns only non-expired instruments. Omit the parameter to get both.' tags: - Market Data security: [] parameters: - name: currency in: query required: false description: Filter by the base currency of the instrument's currency pair (e.g. `BTC`, `ETH`, `AVAX`). Case-insensitive. schema: type: string example: BTC - name: kind in: query required: false description: Filter by instrument kind. Case-insensitive. schema: type: string enum: - perp_future - option - spot - future_combo - option_combo - dated_future example: perp_future - name: expired in: query required: false description: When `true`, return only expired instruments. When `false`, return only currently-active (non-expired) instruments. Omit to return both. schema: type: boolean example: false responses: '200': description: List of instruments matching the supplied filters. content: application/json: schema: $ref: '#/components/schemas/GetInstrumentsResponse' example: jsonrpc: '2.0' id: 1 result: - instrument_id: 124942 instrument_name: ETH-PERPETUAL kind: perp_future product_group: ETH base_currency: ETH quote_currency: USDC settlement_currency: USDC tick_size: 0.01 is_active: true creation_timestamp: 1747500000000 - instrument_id: 200001 instrument_name: BTC-30MAY26-70000-C kind: option product_group: BTC base_currency: BTC quote_currency: USDC settlement_currency: USDC tick_size: 0.5 strike: 70000 option_type: call is_active: true expiration_timestamp: 1779148800000 creation_timestamp: 1748400000000 '500': description: Internal server error while building the instrument list. content: application/json: schema: $ref: '#/components/schemas/JsonRpcError' components: schemas: bids: items: items: type: number minItems: 2 maxItems: 2 type: array description: List of bids (price-amount pairs) type: array PublicTradesHistoryResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: object properties: trades: type: array items: $ref: '#/components/schemas/public_trade' has_more: type: boolean required: - trades - has_more required: - jsonrpc - result type: object settlement_type: enum: - settlement - delivery - bankruptcy type: string description: The type of settlement. `settlement`, `delivery` or `bankruptcy`. trades_volumes: properties: currency: $ref: '#/components/schemas/currency' calls_volume: example: 20.1 type: number description: Total 24h trade volume for call options. puts_volume: example: 60.2 type: number description: Total 24h trade volume for put options. futures_volume: example: 30.5178 type: number description: Total 24h trade volume for futures. spot_volume: example: 11.6 type: number description: Total 24h trade for spot. calls_volume_7d: example: 75.6 type: number description: Total 7d trade volume for call options. puts_volume_7d: example: 356.9 type: number description: Total 7d trade volume for put options. futures_volume_7d: example: 213.8841 type: number description: Total 7d trade volume for futures. spot_volume_7d: example: 64.8 type: number description: Total 7d trade for spot. calls_volume_30d: example: 547.3 type: number description: Total 30d trade volume for call options. puts_volume_30d: example: 785.5 type: number description: Total 30d trade volume for put options. futures_volume_30d: example: 998.2128 type: number description: Total 30d trade volume for futures. spot_volume_30d: example: 310.5 type: number description: Total 30d trade for spot. required: - currency - futures_volume - puts_volume - calls_volume type: object continuation: example: xY7T6cutS3t2B9YtaDkE6TS379oKnkzTvmEDUnEUP2Msa9xKWNNaT type: string description: Continuation token for pagination. PublicGetIndexPriceResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: properties: index_price: example: 11628.81 type: number description: Value of requested index estimated_delivery_price: example: 11628.81 type: number description: Estimated delivery price for the market. For more details, see Documentation > General > Expiration Price required: - index_price - estimated_delivery_price type: object required: - jsonrpc - result type: object book_state: enum: - open - settlement - delivered - inactive - locked - halted - archivized type: string description: 'The state of the order book. Represents the current lifecycle stage of the instrument. **State Lifecycle and Meanings:** - `open`: Default state for running books. In this state book is accepting new orders, edits, cancels; prices should be updated, trading is live. - `settlement`: Books enters to this state during settlement/delivery. New orders, edits, cancels are not accepted. After this state normally next state should be `open` if it was settlement, or `delivered` if it was delivery. On enter to this state good till day orders in book are canceled. - `delivered`: Final state of book that has been delivered. New orders, edits, cancels are not accepted. After some time book process will be terminated and, instrument moved to `expired_instruments` and its `instrument_state` will become archivized. On enter to this all open orders in book are canceled. - `inactive`: After a book is deactivated, this state is set on book. New orders, edits, cancels are not accepted. On enter to this all open orders in book are canceled. Book in this state is not considered as open. This can be also final state for book. - `locked`: New orders, edits, are not accepted, only cancels ARE accepted. In some cases when configured books can start as locked or it may become locked on admin request. Settlement is possible on locked books. - `halted`: The state that books enter as a result of an error. Settlement is not possible when there is at least one book in this state. - `archivized`: Set when instrument is moved to `expired_instruments` table, final state. ' currency_with_any_and_grouped: enum: - BTC - ETH - USDC - SOL - USDT - EURR - XRP - STETH - USYC - PAXG - BNB - USDE - any - grouped type: string description: Currency name or `"any"` if don't care or `"grouped"` if grouped by currencies kind_with_combo_all: enum: - future - option - spot - future_combo - option_combo - combo - any type: string description: 'Instrument kind: `"future"`, `"option"`, `"spot"`, `"future_combo"`, `"option_combo"`, `"combo"` for any combo or `"any"` for all' open_interest: type: number description: The total amount of outstanding contracts in the corresponding amount units. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin. sorting: enum: - asc - desc - default type: string price: type: number description: Price in base currency Instrument: type: object description: A tradeable instrument's reference data. required: - instrument_id - instrument_name - kind - is_active properties: instrument_id: type: integer format: int64 description: Stable numeric identifier for the instrument. example: 124942 instrument_name: type: string description: Human-readable instrument symbol (e.g. `ETH-PERPETUAL`, `BTC-30MAY26-70000-C`). example: ETH-PERPETUAL kind: type: string enum: - perp_future - option - spot - future_combo - option_combo - dated_future description: Instrument category. product_group: type: string nullable: true description: Product grouping resolved from the base symbol of the instrument's currency pair. example: ETH base_currency: type: string nullable: true description: Base currency of the instrument's currency pair. example: ETH quote_currency: type: string nullable: true description: Quote currency of the instrument's currency pair. example: USDC settlement_currency: type: string nullable: true description: Settlement currency for the instrument. Currently equal to `quote_currency`. example: USDC tick_size: type: number description: Minimum price increment for the instrument. example: 0.01 strike: type: number nullable: true description: Strike price (options only). `null` for non-option instruments. example: 70000 option_type: type: string enum: - call - put nullable: true description: Option type (options only). `null` for non-option instruments. is_active: type: boolean description: Whether the instrument is currently enabled for trading. expiration_timestamp: type: integer format: int64 nullable: true description: Instrument expiration time in milliseconds since the Unix epoch. `null` for perpetuals and other non-expiring instruments. example: 1779148800000 creation_timestamp: type: integer format: int64 nullable: true description: Instrument creation/listing time in milliseconds since the Unix epoch. example: 1747500000000 min_trade_amount: type: number nullable: true description: Minimum allowed order quantity. May be `null` if not yet populated. contract_size: type: number nullable: true description: Contract size for the instrument. May be `null` if not yet populated. settlement_period: type: string nullable: true description: Settlement period descriptor. May be `null` if not yet populated. maker_commission: type: number nullable: true description: Maker commission rate. May be `null` if not yet populated. taker_commission: type: number nullable: true description: Taker commission rate. May be `null` if not yet populated. block_trade_commission: type: number nullable: true description: Block trade commission rate. May be `null` if not yet populated. PublicGetFundingRateValueResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: number required: - jsonrpc - result type: object PublicGetIndexPriceNamesResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: type: object properties: name: type: string description: Index name future_combo_creation_enabled: type: boolean description: Whether future combo creation is enabled for this index (only present when `extended`=`true`) option_combo_creation_enabled: type: boolean description: Whether option combo creation is enabled for this index (only present when `extended`=`true`) required: - name required: - jsonrpc - result type: object date: example: '2019-11-24' type: string description: The event date with year, month and day stats: properties: volume: type: number description: Volume during last 24h in base currency low: type: number description: Lowest price during 24h high: type: number description: Highest price during 24h price_change: example: 10.23 type: number description: 24-hour price change expressed as a percentage, `null` if there weren't any trades volume_usd: $ref: '#/components/schemas/volume_usd' required: - volume - high - low type: object PublicGetIndexChartDataResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array description: "**Response:**\nThe response returns an array of data points, where each data point is an array containing:\n\n- **Index 0**: Timestamp in milliseconds since the Unix epoch\n- **Index 1**: Average index price at that timestamp\n\nExample response structure:\n```json\n[\n [1573228800000, 8751.7138636],\n [1573232400000, 8751.7138636],\n [1573236000000, 8751.7138636]\n]\n```\n\nEach entry in the result array represents a single data point:\n\n- The first value (timestamp) indicates when the price was recorded\n- The second value (price) is the average index price at that timestamp\n\nThe data points are returned in chronological order, making them ready for direct use in charting libraries.\n" required: - jsonrpc - result type: object block_trade_id_in_result: example: '154' type: string description: Block trade id - when trade was part of a block trade best_ask_amount: nullable: true type: number description: It represents the requested order size of all best asks PublicGetTradesVolumesResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: $ref: '#/components/schemas/trades_volumes' required: - jsonrpc - result type: object PublicGetVolatilityIndexDataResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: object properties: data: type: array description: Candles as an array of arrays with 5 values each. The inner values correspond to the timestamp in ms, open, high, low, and close values of the volatility index correspondingly. continuation: type: integer description: Continuation - to be used as the `end_timestamp` parameter on the next request. `NULL` when no continuation. description: Volatility index candles. required: - jsonrpc - result type: object trade_id: type: string description: Unique (per currency) trade identifier settlement_price: type: number description: Optional (not added for spot). The settlement price for the instrument. Only when `state = open` TickerNotificationWithBidsAndAsks: properties: instrument_name: $ref: '#/components/schemas/instrument_name' timestamp: $ref: '#/components/schemas/timestamp' state: $ref: '#/components/schemas/book_state' stats: $ref: '#/components/schemas/stats' open_interest: $ref: '#/components/schemas/open_interest' best_bid_price: $ref: '#/components/schemas/best_bid_price' best_bid_amount: $ref: '#/components/schemas/best_bid_amount' best_ask_price: $ref: '#/components/schemas/best_ask_price' best_ask_amount: $ref: '#/components/schemas/best_ask_amount' index_price: $ref: '#/components/schemas/index_price' min_price: $ref: '#/components/schemas/min_price' max_price: $ref: '#/components/schemas/max_price' mark_price: $ref: '#/components/schemas/mark_price' last_price: $ref: '#/components/schemas/last_price' underlying_price: $ref: '#/components/schemas/underlying_price' underlying_index: $ref: '#/components/schemas/underlying_index' interest_rate: $ref: '#/components/schemas/interest_rate' bid_iv: $ref: '#/components/schemas/bid_iv' ask_iv: $ref: '#/components/schemas/ask_iv' mark_iv: $ref: '#/components/schemas/mark_iv' greeks: $ref: '#/components/schemas/greeks' funding_8h: $ref: '#/components/schemas/funding_8h' current_funding: $ref: '#/components/schemas/current_funding' delivery_price: $ref: '#/components/schemas/delivery_price' settlement_price: $ref: '#/components/schemas/settlement_price' bids: $ref: '#/components/schemas/bids' asks: $ref: '#/components/schemas/asks' required: - instrument_name - timestamp - state - stats - open_interest - index_price - best_bid_price - best_bid_amount - best_ask_price - best_ask_amount - min_price - max_price - mark_price - last_price - bids - asks type: object interest_rate: type: number description: Interest rate used in implied volatility calculations (options only) timestamp: example: 1536569522277 type: integer description: The timestamp (milliseconds since the Unix epoch) instrument_id: type: integer description: Instrument ID underlying_price: type: number description: Underlying price for implied volatility calculations (options only) contract_size: example: 10 type: integer description: Contract size, for futures in USD, for options in base currency of the instrument (BTC, ETH, ...) PublicGetBookSummaryResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: $ref: '#/components/schemas/book_summary' required: - jsonrpc - result type: object currency: enum: - BTC - ETH - USDC - USDT - EURR type: string description: Currency, i.e `"BTC"`, `"ETH"`, `"USDC"` bid_iv: type: number description: (Only for option) implied volatility for best bid settlement: properties: funding: example: -2.511e-06 type: number description: funding (in base currency ; settlement for perpetual product only) funded: example: 0 type: number description: funded amount (bankruptcy only) index_price: example: 11008.37 type: number description: underlying index price at time of event (in quote currency; settlement and delivery only) instrument_name: example: BTC-30MAR18 type: string description: instrument name (settlement and delivery only) mark_price: example: 11000 type: number description: mark price for at the settlement time (in quote currency; settlement and delivery only) position: example: 1000 type: number description: position size (in quote currency; settlement and delivery only) profit_loss: example: 0 type: number description: profit and loss (in base currency; settlement and delivery only) session_bankruptcy: example: 0.001160788 type: number description: value of session bankruptcy (in base currency; bankruptcy only) session_profit_loss: example: 0.001160788 type: number description: total value of session profit and losses (in base currency) session_tax: example: -0.001160788 type: number description: total amount of paid taxes/fees (in base currency; bankruptcy only) session_tax_rate: example: 0.000103333 type: number description: rate of paid taxes/fees (in base currency; bankruptcy only) socialized: example: -0.001160788 type: number description: the amount of the socialized losses (in base currency; bankruptcy only) timestamp: $ref: '#/components/schemas/timestamp' type: $ref: '#/components/schemas/settlement_type' required: - type - timestamp - session_profit_loss - position - instrument_name - index_price - funding type: object direction: enum: - buy - sell type: string description: 'Direction: `buy`, or `sell`' GetInstrumentsResponse: type: object required: - jsonrpc - result properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array description: Array of instruments matching the supplied filters. May be empty. items: $ref: '#/components/schemas/Instrument' currency_with_any: enum: - BTC - ETH - USDC - USDT - EURR - any type: string description: Currency name or `"any"` if don't care PublicGetOrderBookResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: $ref: '#/components/schemas/TickerNotificationWithBidsAndAsks' required: - jsonrpc - result type: object block_trade_leg_count: example: 3 type: integer description: Block trade leg count - when trade was part of a block trade volume_usd: type: number description: Volume in usd (futures only) book_summary: properties: instrument_name: $ref: '#/components/schemas/instrument_name' high: example: 7022.89 type: number description: Price of the 24h highest trade low: example: 7022.89 type: number description: Price of the 24h lowest trade, `null` if there weren't any trades base_currency: example: ETH type: string description: Base currency quote_currency: example: USD type: string description: Quote currency volume: example: 223 type: number description: The total 24h traded volume (in base currency) bid_price: example: 7022.89 type: number description: The current best bid price, `null` if there aren't any bids ask_price: example: 7022.89 type: number description: The current best ask price, `null` if there aren't any asks mid_price: example: 7022.89 type: number description: The average of the best bid and ask, `null` if there aren't any asks or bids mark_price: example: 7022.89 type: number description: The current instrument market price last: example: 7022.89 type: number description: The price of the latest trade, `null` if there weren't any trades open_interest: example: 0.5 type: number description: Optional (only for derivatives). The total amount of outstanding contracts in the corresponding amount units. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin. creation_timestamp: $ref: '#/components/schemas/timestamp' estimated_delivery_price: example: 11628.81 type: number description: Optional (only for derivatives). Estimated delivery price for the market. volume_usd: type: number description: Volume in USD volume_notional: type: number description: Volume in quote currency (futures and spots only) current_funding: type: number example: 0.12344 description: Current funding (perpetual only) funding_8h: type: number description: Funding 8h (perpetual only) mark_iv: $ref: '#/components/schemas/mark_iv' interest_rate: example: 0 type: number description: Interest rate used in implied volatility calculations (options only) underlying_index: example: index_price type: string description: Name of the underlying future, or `'index_price'` (options only) underlying_price: example: 6745.34 type: number description: underlying price for implied volatility calculations (options only) price_change: example: 10.23 type: number description: 24-hour price change expressed as a percentage, `null` if there weren't any trades required: - instrument_name - high - low - base_currency - quote_currency - volume - bid_price - ask_price - mid_price - mark_price - last - open_interest - creation_timestamp type: object instrument_name: example: BTC-PERPETUAL type: string description: Unique instrument identifier mark_iv: type: number description: (Only for option) implied volatility for mark price current_funding: type: number description: Current funding (perpetual only) funding_8h: type: number description: Funding 8h (perpetual only) PublicGetMarkPriceHistoryResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array description: Markprice history values as an array of arrays with 2 values each. The inner values correspond to the timestamp in ms and the markprice itself. required: - jsonrpc - result type: object PublicGetInstrumentsResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: $ref: '#/components/schemas/instrument' required: - jsonrpc - result type: object delivery_price: type: number description: The settlement price for the instrument. Only when `state = closed` price_index: example: btc_usdc type: string description: Name of price index that is used for this instrument mark_price: type: number description: The mark price for the instrument instrument: properties: kind: $ref: '#/components/schemas/kind' settlement_currency: type: string enum: - BTC - ETH description: Optional (not added for spot). Settlement currency for the instrument. counter_currency: type: string enum: - USD - USDC description: Counter currency for the instrument. base_currency: type: string enum: - BTC - ETH description: The underlying currency being traded. quote_currency: type: string enum: - USD description: The currency in which the instrument prices are quoted. min_trade_amount: type: number example: 0.1 description: Minimum amount for trading. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin. instrument_name: $ref: '#/components/schemas/instrument_name' instrument_id: $ref: '#/components/schemas/instrument_id' is_active: type: boolean description: Indicates if the instrument can currently be traded. settlement_period: type: string enum: - month - week - perpetual description: Optional (not added for spot). The settlement period. creation_timestamp: type: integer example: 1536569522277 description: The time when the instrument was first created (milliseconds since the UNIX epoch). tick_size: type: number example: 0.0001 description: Specifies minimal price change and, as follows, the number of decimal places for instrument prices. tick_size_steps: $ref: '#/components/schemas/tick_size_step' expiration_timestamp: type: integer description: The time when the instrument will expire (milliseconds since the UNIX epoch). strike: type: number description: The strike value (only for options). option_type: type: string enum: - call - put description: The option type (only for options). future_type: type: string enum: - linear - reversed description: Future type (only for futures)(field is deprecated and will be removed in the future, `instrument_type` should be used instead). instrument_type: type: string description: Type of the instrument. `linear` or `reversed` contract_size: type: integer example: 1 description: Contract size for instrument. maker_commission: type: number example: 0.0001 description: Maker commission for instrument. taker_commission: type: number example: 0.0005 description: Taker commission for instrument. max_liquidation_commission: type: number example: 0.001 description: Maximal liquidation trade commission for instrument (only for futures). block_trade_commission: type: number example: 0.0005 description: Block Trade commission for instrument. block_trade_tick_size: type: number example: 0.01 description: Specifies minimal price change for block trading. block_trade_min_trade_amount: type: number example: 25 description: Minimum amount for block trading. max_leverage: type: integer example: 100 description: Maximal leverage for instrument (only for futures). price_index: $ref: '#/components/schemas/price_index' state: $ref: '#/components/schemas/book_state' required: - kind - base_currency - quote_currency - min_trade_amount - instrument_name - is_active - settlement_period - creation_timestamp - tick_size - expiration_timestamp - contract_size - price_index type: object settlement_currency_with_any_and_grouped: enum: - BTC - ETH - USDC - USDT - any - grouped type: string description: Currency name or `"any"` if don't care or `"grouped"` if grouped by currencies best_bid_amount: nullable: true type: number description: It represents the requested order size of all best bids kind_future_or_option_with_any: enum: - future - option - any type: string description: 'Instrument kind: `"future"`, `"option"` or `"any"` for all' tick_direction: enum: - 0 - 1 - 2 - 3 type: integer description: Direction of the "tick" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick). currency_with_apr: properties: withdrawal_fee: type: number example: 0.0001 description: The total transaction fee paid for withdrawals withdrawal_priorities: type: array items: $ref: '#/components/schemas/key_number_pair' min_withdrawal_fee: type: number example: 0.0001 description: The minimum transaction fee paid for withdrawals currency: type: string example: BTC description: The abbreviation of the currency. This abbreviation is used elsewhere in the API to identify the currency. currency_long: type: string example: Bitcoin description: The full name for the currency. min_confirmations: type: integer example: 2 description: Minimum number of block chain confirmations before deposit is accepted. coin_type: type: string enum: - BITCOIN - ETHER description: The type of the currency. in_cross_collateral_pool: type: boolean description: '`true` if the currency is part of the cross collateral pool' apr: type: number description: Simple Moving Average (SMA) of the last 7 days of rewards. If fewer than 7 days of reward data are available, the APR is calculated as the average of the available rewards. Only applicable to yield-generating tokens (`USDE`, `STETH`, `USDC`, `BUILD`). network_fee: type: number example: 0.0001 description: The network fee network_currency: type: string example: BTC description: The currency of the network decimals: type: integer example: 6 description: The number of decimal places for the currency required: - currency - currency_long - min_confirmations - withdrawal_fee - coin_type - in_cross_collateral_pool type: object PublicGetInstrumentResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: $ref: '#/components/schemas/instrument' required: - jsonrpc - result type: object PublicGetExpirationsResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: $ref: '#/components/schemas/expirations' required: - jsonrpc - result type: object PublicGetDeliveryPricesResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: object properties: records_total: type: number example: 120 description: Available delivery prices data: type: array items: type: object properties: date: $ref: '#/components/schemas/date' delivery_price: $ref: '#/components/schemas/delivery_price' required: - date - delivery_price required: - records_total - data required: - jsonrpc - result type: object trade_timestamp: example: 1517329113791 type: integer description: The timestamp of the trade (milliseconds since the UNIX epoch) PublicGetFundingChartDataResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: object properties: current_interest: type: number example: 0.005000670552845 description: Current interest interest_8h: type: number example: 0.0040080896931 description: Current interest 8h data: type: array items: type: object properties: timestamp: $ref: '#/components/schemas/timestamp' index_price: $ref: '#/components/schemas/index_price' interest_8h: type: number example: 0.004999511380756577 description: Historical interest 8h value required: - timestamp - index_price - interest_8h required: - current_interest - data - interest_8h required: - jsonrpc - result type: object PublicGetHistoricalVolatilityResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: type: object properties: timestamp: type: integer value: type: number required: - timestamp - value required: - jsonrpc - result type: object greeks: properties: delta: type: number description: "(Only for option) The delta value for the option. This is the **Black Scholes Delta** for individual option expiries. \n\nNote that DeltaTotal in account summary uses Net Transaction Delta instead. See the greeks object description for more details.\n" gamma: type: number description: '(Only for option) The gamma value for the option. Calculated using standard Black Scholes without adjustments. Gamma measures the rate of change of delta with respect to changes in the underlying asset price. ' rho: type: number description: '(Only for option) The rho value for the option. Calculated using standard Black Scholes without adjustments. Rho measures the sensitivity of the option price to changes in the risk-free interest rate. ' theta: type: number description: '(Only for option) The theta value for the option. Deribit uses the **minimum of (1 day Theta, lifetime theta of the option)**. So if you take an option with 1 hour to expire for example, generally Black Scholes Theta will give you the equivalent 1 day Theta. Whereas we show the 1 hour Theta, so our Theta would differ from Black Scholes Theta when time to expiry is less than 1 day. Theta measures the rate of change of the option price with respect to time decay. ' vega: type: number description: '(Only for option) The vega value for the option. Calculated using standard Black Scholes without adjustments. Vega (not actually a Greek symbol) measures the sensitivity of the option price to changes in implied volatility. ' required: - delta - gamma - rho - theta - vega type: object description: 'Only for options. Greeks are risk measures that describe how the option''s price changes with respect to various factors. **Delta (Δ)** Deribit uses two different Deltas: - **DeltaTotal** in the account summary uses the **Net Transaction Delta (NTD)** - **Delta** for individual option expiries is the **Black Scholes Delta** In the settings section you can toggle Net Transaction Delta instead. **What is DeltaTotal in the account summary?** `DeltaTotal = Net Transaction Delta of options + BTC Position of Futures` **What is Net Transaction Delta?** `Net Transaction Delta = Black Scholes Delta - Mark Price of Options` **Why do we use a Net Transaction Delta?** The Delta Total uses the Net Transaction Delta (or price adjusted Delta) of the options. This is because, from a risk perspective, we are interested in the change in Bitcoin price as the underlying changes. You should actually treat your delta as **Equity + Delta Total** if you want to have less risk for your USD PnL. **Example:** Consider a call option with strike 0, which has a Black Scholes Delta of 1 and Net Transaction Delta = 0. Imagine you have 2 BTC equity and no positions and BTC price is at USD 60k. In that case you would short 2 Futures contracts to hedge your USD exposure to BTC. Now let''s say you buy one call with strike 0. The question is if you should sell another future? The call will always have a price of 1 BTC. So you buy it at 1 BTC which equates to USD 60k. Let''s say the price increases to USD 70k. The value of the call is still 1 BTC. At settlement you receive 1 BTC for the call. So you paid 1 BTC and then receive 1 BTC which means your USD PnL on buying the call is 0. If you sold a future on it, then you would actually lose on the future. ⚠️ **During the 30 minute settlement period we decay your Delta.** See [Delta decay during settlement](https://support.deribit.com/hc/en-us/articles/25944751433757-Delta-decay-during-settlement) for more details. **Theta (Θ)** The Theta that Deribit uses is the **minimum of (1 day Theta, lifetime theta of the option)**. So if you take an option with 1 hour to expire for example, generally Black Scholes Theta will give you the equivalent 1 day Theta. Whereas we show the 1 hour Theta, so our Theta would differ from Black Scholes Theta when time to expiry is less than 1 day. **Vega, Gamma, and Rho** Vega (not actually a Greek symbol), Gamma, Theta and Rho values shown on Deribit are calculated using **standard Black Scholes without adjustments**. ' max_price: type: number description: The maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum. PublicGetContractSizeResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: object properties: contract_size: $ref: '#/components/schemas/contract_size' required: - contract_size required: - jsonrpc - result type: object PublicGetFundingRateHistoryResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: type: object properties: timestamp: $ref: '#/components/schemas/timestamp' prev_index_price: $ref: '#/components/schemas/price' index_price: $ref: '#/components/schemas/price' interest_1h: type: number description: 1hour interest rate interest_8h: type: number description: 8hour interest rate required: - jsonrpc - result type: object key_number_pair: properties: name: type: string value: type: number required: - name - value type: object PublicTickerResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: $ref: '#/components/schemas/TickerNotification' required: - jsonrpc - result type: object best_ask_price: nullable: true type: number description: The current best ask price, `null` if there aren't any asks best_bid_price: nullable: true type: number description: The current best bid price, `null` if there aren't any bids trade_seq: type: integer description: The sequence number of the trade within instrument index_name: enum: - btc_usd - eth_usd - ada_usdc - algo_usdc - avax_usdc - bch_usdc - bnb_usdc - btc_usdc - btcdvol_usdc - buidl_usdc - doge_usdc - dot_usdc - eurr_usdc - eth_usdc - ethdvol_usdc - link_usdc - ltc_usdc - near_usdc - paxg_usdc - shib_usdc - sol_usdc - steth_usdc - ton_usdc - trump_usdc - trx_usdc - uni_usdc - usde_usdc - usyc_usdc - xrp_usdc - btc_usdt - eth_usdt - eurr_usdt - sol_usdt - steth_usdt - usdc_usdt - usde_usdt - btc_eurr - btc_usde - btc_usyc - eth_btc - eth_eurr - eth_usde - eth_usyc - steth_eth - paxg_btc - drbfix-btc_usdc - drbfix-eth_usdc type: string description: Index identifier, matches (base) cryptocurrency with quote currency public_trade: properties: trade_id: $ref: '#/components/schemas/trade_id' trade_seq: $ref: '#/components/schemas/trade_seq' instrument_name: $ref: '#/components/schemas/instrument_name' timestamp: $ref: '#/components/schemas/trade_timestamp' direction: $ref: '#/components/schemas/direction' description: Trade direction of the taker tick_direction: $ref: '#/components/schemas/tick_direction' index_price: type: number description: Index Price at the moment of trade price: $ref: '#/components/schemas/price' description: The price of the trade amount: type: number description: Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin. contracts: type: number description: Trade size in contract units (optional, may be absent in historical trades) iv: type: number description: Option implied volatility for the price (Option only) liquidation: type: string enum: - M - T - MT description: 'Optional field (only for trades caused by liquidation): `"M"` when maker side of trade was under liquidation, `"T"` when taker side was under liquidation, `"MT"` when both sides of trade were under liquidation' mark_price: type: number description: Mark Price at the moment of trade block_trade_id: $ref: '#/components/schemas/block_trade_id_in_result' block_trade_leg_count: $ref: '#/components/schemas/block_trade_leg_count' combo_id: type: string description: Optional field containing combo instrument name if the trade is a combo trade combo_trade_id: type: number description: Optional field containing combo trade identifier if the trade is a combo trade block_rfq_id: type: integer description: ID of the Block RFQ - when trade was part of the Block RFQ required: - trade_id - instrument_name - timestamp - trade_seq - direction - tick_direction - index_price - price - amount - mark_price type: object ask_iv: type: number description: (Only for option) implied volatility for best ask PublicSettlementResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: properties: continuation: $ref: '#/components/schemas/continuation' settlements: type: array items: $ref: '#/components/schemas/settlement' required: - continuation - settlements type: object required: - jsonrpc - result type: object kind: enum: - future - option - spot - future_combo - option_combo type: string description: 'Instrument kind: `"future"`, `"option"`, `"spot"`, `"future_combo"`, `"option_combo"`' tick_size_step: properties: above_price: type: number description: The price from which the increased tick size applies tick_size: type: number description: Tick size to be used above the price. It must be multiple of the minimum tick size. type: object min_price: type: number description: The minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum. underlying_index: type: number description: Name of the underlying future, or `index_price` (options only) TickerNotification: properties: instrument_name: $ref: '#/components/schemas/instrument_name' timestamp: $ref: '#/components/schemas/timestamp' state: $ref: '#/components/schemas/book_state' stats: $ref: '#/components/schemas/stats' open_interest: $ref: '#/components/schemas/open_interest' best_bid_price: $ref: '#/components/schemas/best_bid_price' best_bid_amount: $ref: '#/components/schemas/best_bid_amount' best_ask_price: $ref: '#/components/schemas/best_ask_price' best_ask_amount: $ref: '#/components/schemas/best_ask_amount' index_price: $ref: '#/components/schemas/index_price' min_price: $ref: '#/components/schemas/min_price' max_price: $ref: '#/components/schemas/max_price' mark_price: $ref: '#/components/schemas/mark_price' last_price: $ref: '#/components/schemas/last_price' underlying_price: $ref: '#/components/schemas/underlying_price' underlying_index: $ref: '#/components/schemas/underlying_index' interest_rate: $ref: '#/components/schemas/interest_rate' bid_iv: $ref: '#/components/schemas/bid_iv' ask_iv: $ref: '#/components/schemas/ask_iv' mark_iv: $ref: '#/components/schemas/mark_iv' greeks: $ref: '#/components/schemas/greeks' funding_8h: $ref: '#/components/schemas/funding_8h' current_funding: $ref: '#/components/schemas/current_funding' interest_value: $ref: '#/components/schemas/interest_value' delivery_price: $ref: '#/components/schemas/delivery_price' settlement_price: $ref: '#/components/schemas/settlement_price' estimated_delivery_price: $ref: '#/components/schemas/estimated_delivery_price' required: - instrument_name - timestamp - state - stats - open_interest - index_price - best_bid_price - best_bid_amount - best_ask_price - best_ask_amount - min_price - max_price - mark_price - last_price - estimated_delivery_price type: object expirations: properties: currency: $ref: '#/components/schemas/currency_with_any_and_grouped' kind: $ref: '#/components/schemas/kind_future_or_option_with_any' type: object description: A map where each key is valid currency (e.g. btc, eth, usdc), and the value is a list of expirations or a map where each key is a valid kind (future or options) and value is a list of expirations from every instrument estimated_delivery_price: example: 11628.81 type: number description: Estimated delivery price for the market. For more details, see Contract Specification > General Documentation > Expiration Price PublicGetTradingviewChartDataResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: object properties: status: type: string enum: - ok - no_data description: 'Status of the query: `ok` or `no_data`' ticks: type: array items: $ref: '#/components/schemas/timestamp' description: Values of the time axis given in milliseconds since UNIX epoch volume: type: array items: $ref: '#/components/schemas/chart_volume' description: List of volume bars (in base currency, one per candle) cost: type: array items: $ref: '#/components/schemas/chart_volume' description: List of cost bars (volume in quote currency, one per candle) open: type: array items: $ref: '#/components/schemas/quote_price' description: List of prices at open (one per candle) close: type: array items: $ref: '#/components/schemas/quote_price' description: List of prices at close (one per candle) high: type: array items: $ref: '#/components/schemas/quote_price' description: List of highest price levels (one per candle) low: type: array items: $ref: '#/components/schemas/quote_price' description: List of lowest price levels (one per candle) required: - jsonrpc - result type: object last_price: nullable: true type: number description: The price for the last trade PublicGetCurrenciesResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: type: array items: $ref: '#/components/schemas/currency_with_apr' required: - jsonrpc - result type: object quote_price: type: number description: Price in quote currency asks: items: items: type: number minItems: 2 maxItems: 2 type: array description: List of asks (price-amount pairs) type: array index_price: example: 8247.27 type: number description: Current index price JsonRpcError: type: object required: - jsonrpc - error description: JSON-RPC 2.0 error envelope returned for failed requests. properties: jsonrpc: type: string enum: - '2.0' id: type: integer nullable: true description: The id that was sent in the request, if any. error: type: object required: - code - message properties: code: type: integer description: Numeric JSON-RPC error code. message: type: string description: Human-readable error description. data: description: Optional additional error details. chart_volume: type: number description: // todo PublicGetAprHistoryResponse: properties: jsonrpc: type: string enum: - '2.0' description: The JSON-RPC version (2.0) id: type: integer description: The id that was sent in the request result: properties: continuation: $ref: '#/components/schemas/continuation' data: type: array items: type: object properties: day: type: integer description: The full epoch day apr: type: number description: The APR of the day required: - data type: object required: - jsonrpc - result type: object interest_value: type: number description: Value used to calculate `realized_funding` in positions (perpetual only) responses: PublicGetTradesVolumesResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetTradesVolumesResponse' examples: response: value: jsonrpc: '2.0' id: 6387 result: - puts_volume: 48 futures_volume: 6.25578452 currency: BTC calls_volume: 145 spot_volume: 11.1 - puts_volume: 122.65 futures_volume: 374.392173 currency: ETH calls_volume: 37.4 spot_volume: 57.7 description: Response example description: Success response PublicGetDeliveryPricesResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetDeliveryPricesResponse' examples: response: value: jsonrpc: '2.0' id: 3601 result: data: - date: '2020-01-02' delivery_price: 7131.214606410254 - date: '2019-12-21' delivery_price: 7150.943217777777 - date: '2019-12-20' delivery_price: 7175.988445532345 - date: '2019-12-19' delivery_price: 7189.540776143791 - date: '2019-12-18' delivery_price: 6698.353743857118 records_total: 58 description: Response example description: Success response PublicGetTradingviewChartDataResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetTradingviewChartDataResponse' examples: response: value: jsonrpc: '2.0' id: 833 result: volume: - 19.007942601 - 20.095877981 cost: - 19000 - 23400 ticks: - 1554373800000 - 1554375600000 status: ok open: - 4963.42 - 4986.29 low: - 4728.94 - 4726.6 high: - 5185.45 - 5250.87 close: - 5052.95 - 5013.59 usIn: 1554381680742493 usOut: 1554381680742698 usDiff: 205 testnet: false description: Response example description: Success response PublicGetCurrenciesResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetCurrenciesResponse' examples: response: value: jsonrpc: '2.0' id: 7538 result: - coin_type: ETHER currency: ETH currency_long: Ethereum min_confirmations: 1 min_withdrawal_fee: 0.0001 withdrawal_fee: 0.0006 withdrawal_priorities: [] network_currency: ETH network_fee: 0.0006 decimals: 6 - coin_type: BITCOIN currency: BTC currency_long: Bitcoin min_confirmations: 1 min_withdrawal_fee: 0.0001 withdrawal_fee: 0.0001 withdrawal_priorities: - value: 0.15 name: very_low - value: 1.5 name: very_high network_currency: BTC network_fee: 0.0001 decimals: 8 description: Response example description: Success response PublicGetMarkPriceHistoryResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetMarkPriceHistoryResponse' examples: response: value: jsonrpc: '2.0' id: 25 result: - - 1608142381229 - 0.5165791606037885 - - 1608142380231 - 0.5165737855432504 - - 1608142379227 - 0.5165768236356326 description: Response example description: Success response PublicGetContractSizeResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetContractSizeResponse' description: Success response PublicGetInstrumentResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetInstrumentResponse' examples: response: value: jsonrpc: '2.0' id: 2 result: tick_size: 0.0005 tick_size_steps: - above_price: 120 tick_size: 0.001 - above_price: 200 tick_size: 0.003 taker_commission: 0.0003 strike: 16000 settlement_period: week settlement_currency: BTC quote_currency: BTC price_index: btc_usd option_type: put min_trade_amount: 0.1 maker_commission: 0.0003 kind: option is_active: true instrument_name: BTC-13JAN23-16000-P instrument_id: 144613 expiration_timestamp: 1673596800000 creation_timestamp: 1671696002000 counter_currency: USD contract_size: 1 block_trade_tick_size: 0.0001 block_trade_min_trade_amount: 25 block_trade_commission: 0.00015 base_currency: BTC state: open description: Response example description: Success response PublicGetAprHistoryResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetAprHistoryResponse' examples: response: value: jsonrpc: '2.0' id: 1 result: data: - day: 20200 apr: 2.814 - day: 20199 apr: 2.749 - day: 20198 apr: 2.684 - day: 20197 apr: 2.667 - day: 20196 apr: 2.722 continuation: 20196 description: Response example description: Success response PublicGetIndexPriceResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetIndexPriceResponse' description: Success response PublicTickerResponse: content: application/json: schema: $ref: '#/components/schemas/PublicTickerResponse' examples: response: value: jsonrpc: '2.0' id: 8106 result: best_ask_amount: 53040 best_ask_price: 36290 best_bid_amount: 4600 best_bid_price: 36289.5 current_funding: 0 estimated_delivery_price: 36297.02 funding_8h: 2.203e-05 index_price: 36297.02 instrument_name: BTC-PERPETUAL interest_value: 1.7362511643080387 last_price: 36289.5 mark_price: 36288.31 max_price: 36833.4 min_price: 35744.73 open_interest: 502231260 settlement_price: 36169.49 state: open stats: high: 36824.5 low: 35213.5 price_change: 0.2362 volume: 7831.26548117 volume_usd: 282615600 timestamp: 1623059681955 description: Response example description: Success response PublicSettlementResponse: content: application/json: schema: $ref: '#/components/schemas/PublicSettlementResponse' examples: response: value: jsonrpc: '2.0' id: 5482 result: settlements: - type: settlement timestamp: 1550502000023 session_profit_loss: 0.116509752 profit_loss: -9.999999999886402e-10 position: 240 mark_price: 3578.16 instrument_name: BTC-22FEB19 index_price: 3796.43 continuation: 2Z7mdtavzYvfuyYcHkJXvPTr9ZSMsEzM3sLCH7AbYEDd1AzTXY2hnhegQDiaP1TtU4b5iSJZ4 description: Response example description: Success response PublicGetBookSummaryResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetBookSummaryResponse' examples: response: value: jsonrpc: '2.0' id: 3659 result: - volume: 0.55 underlying_price: 121.38 underlying_index: index_price quote_currency: USD price_change: -26.7793594 open_interest: 0.55 mid_price: 0.2444 mark_price: 80 low: 0.34 last: 0.34 interest_rate: 0.207 instrument_name: ETH-22FEB19-140-P high: 0.34 creation_timestamp: 1550227952163 bid_price: 0.1488 base_currency: ETH ask_price: 0.34 description: Response example description: Success response PublicGetExpirationsResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetExpirationsResponse' examples: response: value: jsonrpc: '2.0' result: future: - 21SEP24 - 22SEP24 - PERPETUAL option: - 21SEP24 - 22SEP24 - 23SEP24 description: Response example description: Success response PublicGetFundingRateHistoryResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetFundingRateHistoryResponse' examples: response: value: jsonrpc: '2.0' id: 7617 result: - timestamp: 1569891600000 index_price: 8222.87 prev_index_price: 8305.72 interest_8h: -9.234260068476106e-05 interest_1h: -4.739622041017375e-07 - timestamp: 1569895200000 index_price: 8286.49 prev_index_price: 8222.87 interest_8h: -6.720918180255509e-05 interest_1h: -2.8583510923267753e-07 - timestamp: 1569898800000 index_price: 8431.97 prev_index_price: 8286.49 interest_8h: -3.544496169694662e-05 interest_1h: -3.815906848177951e-06 - timestamp: 1569902400000 index_price: 8422.36 prev_index_price: 8431.97 interest_8h: -1.404147515584998e-05 interest_1h: 8.312033064379086e-07 description: Response example description: Success response PublicTradesHistoryResponse: content: application/json: schema: $ref: '#/components/schemas/PublicTradesHistoryResponse' examples: response: value: jsonrpc: '2.0' id: 1469 result: trades: - trade_seq: 467 trade_id: '415305279' timestamp: 1770984454552 tick_direction: 2 price: 0.0525 mark_price: 0.05253883 iv: 45.91 instrument_name: BTC-24APR26-72000-C index_price: 66930.31 direction: buy amount: 3 contracts: 3 has_more: true description: Response example description: Success response PublicGetFundingRateValueResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetFundingRateValueResponse' examples: response: value: jsonrpc: '2.0' id: 7617 result: -0.00025056853702101664 description: Response example description: Success response PublicGetFundingChartDataResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetFundingChartDataResponse' description: Success response PublicGetIndexPriceNamesResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetIndexPriceNamesResponse' examples: response: value: jsonrpc: '2.0' id: 25718 result: - btc_eth - btc_usdc - eth_usdc description: Response example description: Success response PublicGetIndexChartDataResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetIndexChartDataResponse' examples: response: value: jsonrpc: '2.0' id: 1 result: - - 1573228800000 - 8751.7138636 - - 1573232400000 - 8751.7138636 - - 1573236000000 - 8751.7138636 - - 1573239600000 - 8751.7138636 - - 1573243200000 - 8751.7138636 description: Response example description: Success response PublicGetOrderBookResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetOrderBookResponse' examples: response: value: jsonrpc: '2.0' id: 8772 result: timestamp: 1550757626706 stats: volume: 93.35589552 price_change: 0.6913 low: 3940.75 high: 3976.25 state: open settlement_price: 3925.85 open_interest: 45.27600333464605 min_price: 3932.22 max_price: 3971.74 mark_price: 3931.97 last_price: 3955.75 instrument_name: BTC-PERPETUAL index_price: 3910.46 funding_8h: 0.00455263 current_funding: 0.00500063 change_id: 474988 bids: - - 3955.75 - 30 - - 3940.75 - 102020 - - 3423 - 42840 best_bid_price: 3955.75 best_bid_amount: 30 best_ask_price: 0 best_ask_amount: 0 asks: [] description: Response example description: Success response PublicGetVolatilityIndexDataResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetVolatilityIndexDataResponse' examples: response: value: jsonrpc: '2.0' id: 5 result: data: - - 1598019300000 - 0.210084879 - 0.212860821 - 0.210084879 - 0.212860821 - - 1598019360000 - 0.212869011 - 0.212987527 - 0.212869011 - 0.212987527 - - 1598019420000 - 0.212987723 - 0.212992597 - 0.212987723 - 0.212992597 continuation: null description: Response example description: Success response PublicGetInstrumentsResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetInstrumentsResponse' examples: response: value: jsonrpc: '2.0' id: 1 result: - tick_size: 2.5 tick_size_steps: [] taker_commission: 0.0005 settlement_period: month settlement_currency: BTC quote_currency: USD price_index: btc_usd min_trade_amount: 10 max_liquidation_commission: 0.0075 max_leverage: 50 maker_commission: 0 kind: future is_active: true instrument_name: BTC-29SEP23 instrument_id: 138583 instrument_type: reversed expiration_timestamp: 1695974400000 creation_timestamp: 1664524802000 counter_currency: USD contract_size: 10 block_trade_tick_size: 0.01 block_trade_min_trade_amount: 200000 block_trade_commission: 0.00025 base_currency: BTC state: open - tick_size: 0.5 tick_size_steps: [] taker_commission: 0.0005 settlement_period: perpetual settlement_currency: BTC quote_currency: USD price_index: btc_usd min_trade_amount: 10 max_liquidation_commission: 0.0075 max_leverage: 50 maker_commission: 0 kind: future is_active: true instrument_name: BTC-PERPETUAL instrument_id: 124972 instrument_type: reversed expiration_timestamp: 32503708800000 creation_timestamp: 1534167754000 counter_currency: USD contract_size: 10 block_trade_tick_size: 0.01 block_trade_min_trade_amount: 200000 block_trade_commission: 0.00025 base_currency: BTC state: open description: Response example description: Success response PublicGetHistoricalVolatilityResponse: content: application/json: schema: $ref: '#/components/schemas/PublicGetHistoricalVolatilityResponse' examples: response: value: jsonrpc: '2.0' id: 8387 result: - - 1549720800000 - 14.747743607344217 - - 1549720800000 - 14.747743607344217 - - 1549724400000 - 14.74257778551467 - - 1549728000000 - 14.73502799931767 - - 1549731600000 - 14.73502799931767 - - 1549735200000 - 14.73502799931767 - - 1550228400000 - 46.371891307340015 description: Response example description: Success response