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  4. 2021 Releases

25 June 2021

  • Updated

New features/changes:

  1. Launch of ETH DVOL in line with BTC DVOL which is already live 

  2. New order feature 

    Deribit has enabled sending market-limit orders to be placed as hidden orders

  3. Addition of FIX Flag 

    Addition of FIX Flag in ExecType to distinguish orders that have been cancelled by the user or due to Good Til Day order setting or because of a Delivery. Good Til Day orders will have ExecType<150>=3 "Done for Day", and expired normal orders at delivery will have ExecType=C  "Expired", cancels initiated by the user will have ExecType=4 "Canceled". Each of these cancels will also receive OrdStatus<39>=4).

  4. Registered Partner change 

    Added reg parameter to "/app_authorization" endpoint to serve as affiliate code for registering users. This enables the creation of signup links for Deribit partners that at the same time allow existing clients to authorize the partner, and serves as an affiliate signup link for new clients.  The application needs to add affiliate token to "/app_authorization" redirect as "reg" parameter, where by "affiliate token" we mean the part that follows "reg-" in regular affiliate links, so eg. for affiliate link https://test.deribit.com/reg-681.4469, consent form redirect will have the form https://test.deribit.com/app_authorization?[...]&reg=681.4469

  5. Reduce Only 

    For all take profit or stop loss order types Deribit will automatically select the "reduce only" checkbox. 

  6. Two Security changes 

    - As a precautionary measure withdrawals to addresses added less than 24 hours are delayed for 2 hours

    - New additional security feature, when 2FA has been removed the "New withdrawal addresses delay" will automatically be raised to 7 days.

  7. Unsubscribe_all 

    WS - Addition of new (public/private)/unsubscribe_all API endpoint for fast unsubscribing - https://docs.deribit.com/next/#public-unsubscribe_all

  8. Optimised WS markprice.options.{index_name} subscription: 

    https://docs.deribit.com/next/#markprice-options-index_name

a) The initial event sends all prices and after that only changes are propagated

b) The values are rounded to 4 decimal places (like they were rounded in the initial event before)

c) The timestamp field has been added

d) The undocumented synthetic_future field has been removed

  1. Max short options quantity for non PM accounts 

    New feature to set a maximum quantity of total short options for non PM accounts. Deribit will announce the implementation and values for each currency separately, hence the feature is not active yet after the upcoming release. To notify the client of a breach of this limit a new API error code non_pme_total_short_options_positions_size (code: 10037) is introduced.

  2. Change to underlying instrument for options during the settlement period 

    As of the Tuesday 11 May 2021 release, we have changed the underlying instrument for options during the settlement period as follows:

  • If the expiring instrument does not have futures as underlying but uses a synthetic future (e.g. daily options) we will start using the Estimated Delivery Price as Underlying Price for the expiring instrument as of 7.30 UTC

  • If  the expiring instrument has tradable futures as underlying we will start using the Estimated Delivery Price as Underlying Price for the expiring instrument as of 7.55 UTC

As of 22 June, the underlying instrument as shown in the UI or API will also reflect this new approach. The name of the underlying book will show SYN.EXPIRY when the EDP is used.

The API changes can be found on the following page https://docs.deribit.com/next/