3 October 2023

  • Updated

MMP - Breaking Changes

MMP methods now require the trade scope instead of account. Affected methods are

  • private/set_mmp_config -> trade:read_write

  • private/reset_mmp -> trade: read_write

  • private/get_mmp_config -> trade:read

Clients are recommended to add the trade scope to current production keys before the release and remove the account scope after the release. Keys can be configured here.

Upcoming Deprecation

On 5 December 2023 Deribit will disable all public subscriptions to the API. Public subscriptions will only be available using the Event Nodes.

Liquidation information

To avoid sharing potentially price-sensitive data with the market that could be detrimental to a client, Deribit has chosen to prudently remove the real-time liquidation field for all public trade subscriptions and methods. Clients undergoing liquidation will still receive this information via private subscriptions and methods. One hour after a liquidation trade has been executed, Deribit will make the field available in public methods to make sure it remains possible to obtain liquidation statistics.

Affected methods:

  • /public/get_last_trades_by_currency

  • /public/get_last_trades_by_currency_and_time

  • /public/get_last_trades_by_instrument

  • /public/get_last_trades_by_instrument_and_time

Affected channels:

  • trades.{instrument_name}.{interval}

  • trades.{kind}.{currency}.{interval}

Affected FIX messages (tag 100091, DeribitLiquidation):

  • Market Data Snapshot/Full Refresh(W)

  • Market Data Incremental Refresh(X)

Monthly reports per sub

As of this release, it is possible to generate monthly reports for each sub-account instead of only from the main account showing all the subs. This change was done to support prime brokers, asset managers, brokerages etc. where each account could potentially represent a different company or individual.

Monthly reports (per sub-account) can be found here.