22 March 2023

  • Updated

General

Change to liquidation method for USDC positions. Should Maintenance Margin be in excess of 100% of equity, Deribit will incrementally liquidate the top 3 instruments with the highest maintenance margin in USDC simultaneously until the Maintenance Margin is less than 100%.

Potentially Breaking Changes

❗️Potentially Breaking Change:private/get_portfolio_margins: will return an error when called for currency USDC as Portfolio Margin is not yet available for USDC.

WS API changes

  • Deribit Event Nodes is a new feature created to offload traffic from the retail nodes and to decrease latency. This feature is dedicated to handling public subscriptions and allows unauthenticated users to subscribe to raw market data, as well as aggregated ones.

    In order to use Deribit Event Nodes, simply change the WebSocket endpoint to the event node endpoint:

    - For test: use wss://test.deribit.com/den/ws instead of wss://test.deribit.com/ws/api/v2

    - For production: use wss://streams.deribit.com/ws/api/v2 instead of wss://www.deribit.com/ws/api/v2.

  • public/get_instrument: the field future_type is deprecated and will be replaced by the new field instrument_type.

  • Add optional start_timestamp and end_timestamp filters to:

    - public/get_last_trades_by_currency

    - public/get_last_trades_by_instrument

    - private/get_user_trades_by_currency

    - private/get_user_trades_by_instrument

  • order object:

    - New optional field mobile with the value true for orders made with the mobile app.

    - New cancel_reason field with the reason why the order was canceled.

  • Affected endpoints:

    - private/get_open_orders_by_currency

    - private/get_open_orders_by_instrument

    - private/get_order_history_by_currency

    - private/get_order_history_by_instrument

    - private/get_order_state

  • Affected subscriptions:

    - user.orders.{kind}.{currency}.raw

    - user.orders.{kind}.{currency}.{interval}

    - user.orders.{instrument_name}.raw

    - user.orders.{instrument_name}.{interval}

    - user.changes.{kind}.{currency}.{interval}

FIX API

Added the missing QuoteId tag to Quote Status Report.