18 May 2022

Introduce Ticker message 

Replace Quote event with Ticker 

Extend the Instrument message with static instrument data

Include the Instrument message in the snapshots 

Remove instrument name from snapshot message (included in the instrument message) 

Include the Ticker message in the snapshots

Change the order of messages in the packet when a book changes (Trades/Ticker/Book) 

Improve packet filling (e.g. large snapshot messages that are split into multiple packets don’t start from a new packet, but fill the space after Instrument/Ticker messages) 

Provide sample trace with production like multicast channel configuration 

Update the Wireshark LUA dissector with the changes in the messages

The events are sent in UDP multicast packets using the SBE (Simple Binary Encoding V1) format.

Deribit Multicast is optimised for low latency encoding and decoding while keeping bandwidth utilization reasonably small.

An LUA Wireshark dissector plugin has been created that allows the Wireshark packet capture/analysis tool to display the content of the multicast packets.

Deribit does not charge a fee for this new feed.

Deribit has activated Multicasting as a development feed on channels 10 and 110 (USDC Perpetual production data)

The production launch of the full feed (all instruments) will be confirmed soon

The feed will be made available to all clients connected to Deribit in Equinix LD4 which includes colo clients and cross-connected clients.

Whether the cross-connected clients (not in our colo rack) can use the solution depends on the ability & willingness of the connectivity solution provider.