多播开发者指南

更新 2026年01月21日 09:08

导言

Deribit 托管网络上引入公共事件多播，为分发信息提供了低延迟接口，这也显著降低了客户端和服务器端的资源需求。在Websocket API上迁移客户端使用多播事件而不是事件订阅，不仅由于延迟更低和编码效率更高而使他们能够更快地做出反应，而且还可以提高API节点上交易操作的处理速度

提示

多播客户端开发包，包括支持脚本和文档，可通过以下链接下载：

下载 Deribit 多播客户端开发包

该软件包旨在帮助开发人员与 Deribit 的多播信息集成，包括快速入门所需的所有必要材料。

多播数据包编码

这些事件使用 SBE（简单二进制编码）格式以 UDP 多播数据包的形式发送。

多播系统按货币和产品（永久、期权、期货）组合对事件进行分组。这些组可以与信道关联（实际的信道关联在单独的文档中维护和共享），其中可以为每个信道分配单独的多播组地址和 UDP 目标端口号。每个通道保留 100.000 个数据包的有限历史记录以供恢复。

UDP 协议标头之后，多播数据包以帧头开始，该帧标头包含信道中的数据包长度、信道 ID 和序列号（有关序列号的更多信息，请参见 4.D）。数据包长度是所有 SBE 消息（序列号之后）的总长度，以字节为单位。此标头的主要目的是允许客户端使用常规的 WebSocket/REST API 检测数据包何时丢失并检索它们

数据包长度 (uint16)
频道 ID (uint16)
序列号 (uint32)
SBE 消息
SBE 消息
SBE 消息
…

请注意，下面提供的所有示例消息以及示例数据包捕获均来自本地开发系统，定义的仪器仅用于生成用于测试/开发多播解码器的数据。使用的产品/仪器参数不匹配（也不打算）与生产产品/仪器相匹配

A-SBE 消息格式简介

SBE 是一种高效的二进制编码，其特性允许以向后兼容的方式使用新元素扩展协议。此外，它还有一个相当广泛使用/众所周知的标准，其背后的社区提供了诸如代码生成工具之类的工具。

每条 SBE 消息都包含一个标题、一些固定长度的字段、群组（可变长度的项目列表）以及这个严格序列中的可选可变长度字段。

标题（固定大小）
固定长度字段（固定大小）
群组
可变长度字段

注意

从 v1.6.1 开始，XML 规范以 2 种格式提供。这是由于生成的代码在不同语言中的行为存在差异。根据客户的反馈，为某些语言生成的代码似乎已经假定了 messageHeader 作为每条消息的一部分，不要求它成为每个消息部分的一部分（甚至需要手动修复）。对于这些，提供了一个 XML 文件，没有 messageHeader 成为消息规范的一部分 (deribit_multicast_noheader.xml）。另一个（默认）版本适用于代码生成器需要在每条消息（deribit_multicast.xml）中指定标头的语言（例如 CPP）。对于使用 CPP 的客户端，代码生成器工具

Real-Logic 或内部开发的工具取决于 messageHeader 在消息中指定，建议使用默认 XML。

本文档中的 XML 消息片段不包含标题。包含标题的同一封邮件还包含 messageHeader 作为第一个字段（后续字段 ID 将增加一个）。

SBE 标题

<composite name="messageHeader">
<type name="blockLength" primitiveType="uint16" />
<type name="templateId" primitiveType="uint16" />
<type name="schemaId" primitiveType="uint16" />
<type name="version" primitiveType="uint16" />
<type name="numGroups" primitiveType="uint16" />
<type name="numVarDataFields" primitiveType="uint16" />
</composite>

blockLength 是消息中固定字段的总字节数。该字段的用途是，如果引入新的固定字段（总是在现有字段之后），客户端可以解码它知道的字段，并且可以基于该字段跳过

用于查找最终组/变量字段的开头或消息结尾的其他项目

templateId 指相应消息的 ID（例如，订单簿变更时为 1001）
这个 schemaId 和 version 字段用于指示 XML 规范的 ID 及其版本号
numGroups 是消息中的群组/列表的数量。该字段的用途类似于 blockLength 并允许以向后兼容的方式引入新群组
numVarDataFields 用途类似 blockLength 和 numGroups

固定长度方块

单个固定长度字段的列表在此块中。严格按照 XML 规范中定义的顺序进行。可选字段带有默认值，要么在 XML 消息/字段模板中明确提及，要么按特定原始类型的 SBE 规范中的定义

群组

群组是项目列表。每条消息可以包含 0 个或更多组。每个组可以有 0 个或更多项目。这些项目的结构与 SBE 消息类似。它们可以由固定长度的区块、（嵌套）组和可变长度字段组成。有关物品结构以及物品数量的信息（numInGroup) 在每个组的标题中都有描述。

群组标题定义：

<composite name="groupSizeEncoding">
<type name="blockLength" primitiveType="uint16"/>
<type name="numInGroup" primitiveType="uint16"/>
<type name="numGroups" primitiveType="uint16"/>
<type name="numVarDataFields" primitiveType="uint16"/>
</composite>

请注意，如果组标题表明条目没有嵌套组 (numGroups = 0) 或可变长度的数据字段 (numVarDataFields = 0) 则条目的长度是固定的，等于 blockLength。在这种情况下，组中的总字节数可以通过以下公式计算： blockLength * numInGroup。

可变长度的字段

可变长度字段以长度和长度的字节数开头。在当前的实现中，变量字段用于仪器事件/消息中的仪器名称

<composite name="varString" description="Variable-length string">
<type name="length" primitiveType="uint8" />
<type name="varData" length="0" primitiveType="uint8" />
</composite>

浮点数而不是小数

SBE 规范建议使用小数表示价格/金额，但是，由于在此用例中，由于工具种类繁多，我们选择了双数（64 位浮点数）来简化界面。这意味着在使用浮点数进行计算时，应考虑浮点数的固有特性，即并非所有数字都能准确表示。由于这种固有的 float “不准确” 发生在 15 位小数之后，因此建议客户端将收到的值四舍五入到小数 9 位

多播事件

自版本 1.6 起，该平台多播多个事件：

乐器
仪器 v2
订单簿变更
贸易
自动收报机
快照
快照启动
快照结束
组合腿
价格指数
询价
斑点

活动的结构和内容旨在与当前活动相同或非常相似 Websocket API 订阅事件。

A-乐器

[en] The purpose of the Instrument event is to notify clients when an instrument (order book) is created or changes lifecycle state, and to provide static instrument information via snapshots.

[en] Based on this event, clients can:

[en] Start tracking a newly created or reactivated instrument.
[en] Stop tracking an instrument that has transitioned into an inactive or terminal lifecycle state.
[en] Maintain a reliable Instrument ID ↔ Instrument Name mapping, as both are included in the message payload.

[en] The instrument message is also sent on the snapshot channels, where it provides static instrument metadata as part of the snapshot flow.

[en] Instrument Lifecycle and Order Book States

[en] With 2026 年 1 月 13 日 release, the state field represents the current lifecycle stage of the instrument’s order book. Each state explicitly defines what actions are permitted and how the order book behaves.

[en] Supported order book states:

[en] open

[en] Default active trading state. The order book accepts new orders, edits, and cancellations. Prices are updated and trading is live.
[en] locked

[en] New orders and edits are not accepted; cancellations are accepted. Books may start in this state or be locked by administrative action. Settlement remains possible.
[en] settlement

[en] Entered during settlement or delivery processing. New orders, edits, and cancellations are not accepted. Good-Till-Day orders are canceled upon entry.
[en] delivered

[en] Final state after delivery completion. No new orders, edits, or cancellations are accepted. All open orders are canceled upon entry.
[en] inactive

[en] No new orders, edits, or cancellations are accepted. All open orders are canceled upon entry. This state may be final and is used for instruments that are no longer active, including combo instruments.
[en] halted

[en] Entered due to an error condition. Settlement is not possible while any book is in this state.

[en] Lifecycle transitions are communicated through instrument messages, enabling clients to respond accurately to trading availability, settlement processing, and terminal conditions.

[en] Batched Instrument Changes

[en] When instrument changes occur in bulk (for example, closing multiple option books), multiple instrument messages may be combined into a single packet, even across different instruments, provided they belong to the same currency/product combination.

[en] When books transition into inactive or terminal states, book change events (such as deletion of remaining price levels) and instrument lifecycle state change events may be combined.

连击

[en] Combo instruments follow the same order book lifecycle states as all other instruments.

[en] Key characteristics:

[en] Combo instruments are distributed on dedicated multicast channels, as defined in the Deribit Multicast Channels document (v1.1 or later).
[en] Changes to instrument messages related to instrument kinds or lifecycle states apply only to combo channels.

[en] Lifecycle behavior for combos:

[en] When a combo instrument is removed from active trading, its order book transitions to the inactive state. An instrument message is sent reflecting this state change, and the static instrument state (e.g. in ticker or instrument snapshots) updates to inactive.
[en] When a previously inactive combo instrument is made available for trading again, an instrument message is sent indicating a transition back to the open state, and the static instrument state updates accordingly.

[en] Message speciﬁcation

<message name="instrument" id="1000">
<field name="instrumentId" id ="1" type="uint32" />
<field name="instrumentState" id="2" type="instrumentState" />
<field name="kind" id="3" type="instrumentKind" />
<field name="instrumentType" id="4" type="instrumentType" />
<field name="optionType" id="5" type="optionType" />
<field name="rfq" id="6" type="yesNo" />
<field name="settlementPeriod" id="7" type="period" presence="optional" />
<field name="settlementPeriodCount" id="8" type="uint16" />
<field name="baseCurrency" id="9" type="string8" />
<field name="quoteCurrency" id="10" type="string8" />
<field name="counterCurrency" id="11" type="string8" />
<field name="settlementCurrency" id="12" type="string8" />
<field name="sizeCurrency" id="13" type="string8" />
<field name="creationTimestampMs" id="14" type="uint64" />
<field name="expirationTimestampMs" id="15" type="uint64" />
<field name="strikePrice" id="16" type="double" presence="optional" />
<field name="contractSize" id="17" type="double" />
<field name="minTradeAmount" id="18" type="double" />
<field name="tickSize" id="19" type="double" />
<field name="makerCommission" id="20" type="double" />
<field name="takerCommission" id="21" type="double" />
<field name="blockTradeCommission" id="22" type="double" presence="optional" />
<field name="maxLiquidationCommission" id="23" type="double" presence="optional" />
<field name="maxLeverage" id="24" type="double" presence="optional" />
<data name="instrumentName" id="25" type="varString" />
</message>

消息中使用的枚举类型

<enum name="instrumentState" encodingType="uint8">
<validValue name="created">0</validValue>
<validValue name="open">1</validValue>
<validValue name="closed">2</validValue>
<validValue name="settled">3</validValue>
<validValue name="deactivated">4</validValue>
<validValue name="inactive">5</validValue>
<validValue name="started">6</validValue>
<validValue name="settlement" sinceVersion="4">7</validValue>
<validValue name="delivered" sinceVersion="4">8</validValue>
<validValue name="locked" sinceVersion="4">9</validValue>
<validValue name="halted" sinceVersion="4">10</validValue>
</enum>
<enum name="instrumentKind" encodingType="uint8">
<validValue name="future">0</validValue>
<validValue name="option">1</validValue>
<validValue name="future_combo">2</validValue>
<validValue name="option_combo">3</validValue>
<validValue name="spot">4</validValue>
</enum>
<enum name="optionType" encodingType="uint8">
<validValue name="not_applicable">0</validValue>
<validValue name="call">1</validValue>
<validValue name="put">2</validValue>
</enum>
<enum name="instrumentType" encodingType="uint8">
<validValue name="not_applicable">0</validValue>
<validValue name="reversed">1</validValue>
<validValue name="linear">2</validValue>
</enum>
<enum name="period" encodingType="uint8">
<validValue name="perpetual">0</validValue>
<validValue name="minute">1</validValue>
<validValue name="hour">2</validValue>
<validValue name="day">3</validValue>
<validValue name="week">4</validValue>
<validValue name="month">5</validValue>
<validValue name="year">6</validValue>
</enum>

示例消息

Frame 4096: 227 bytes on wire (1816 bits), 227 bytes captured (1816 bits) on interface lo, id 0

Ethernet II, Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
            Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.2

User Datagram Protocol,
  Src Port: 48210,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:      177
  Channel Id:         2
  Channel Sequence:   1

Instrument State
  Header
    Root Block Length:      140
    Type:                   instrument (1000)
    Schema Id:              1
    Version:                1
    Num Groups:             0
    Num Vars:               1
    Instrument Id:          618
    Instrument State:       created (0)
    Instrument Kind:        option (1)
    Instrument Type:        not applicable (0)
    Option Type:            call (1)
    RFQ:                    0
    Settlement Period:      minute (1)
    Settlement Period Count: 15
    Base Currency:          BTC
    Quote Currency:         BTC
    Counter Currency:       USD
    Settlement Currency:    BTC
    Size Currency:          BTC
    Creation Timestamp:     May 14, 2022 06:35:05.000000000 UTC
    Expiration Timestamp:   May 14, 2022 06:45:00.000000000 UTC
    Strike Price:           29200
    Contract Size:          1
    Minimum Trade Amount:   0,01
    Tick Size:              0,0001
    Maker Commission:       0,0001
    Taker Commission:       0,0005
    Block Trade Commission: 0,00015
    Max Liquidation Commission: 0
    Max Leverage:           0

Instrument Name: BTC-14MAY22_0645-29200-C

Hex Dump
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 d5 bc fc 40 00 20 11  bf a8 7f 00 00 01 ef 6f  ....@. ........o
0020  6f 02 bc 52 17 d4 00 c1  de 45 b1 00 02 00 01 00  o..R.....E......
0030  00 00 8c 00 e8 03 01 00  01 00 00 00 01 00 6a 02  ..............j.
0040  00 00 00 01 00 01 00 01  0f 00 42 54 43 00 00 00  ..........BTC...
0050  00 00 42 54 43 00 00 00  00 00 55 53 44 00 00 00  ..BTC.....USD...
0060  00 00 42 54 43 00 00 00  00 00 42 54 43 00 00 00  ..BTC.....BTC...
0070  00 00 a8 1d 47 c1 80 01  00 00 e0 31 50 c1 80 01  ....G......1P...
0080  00 00 00 00 00 00 00 84  dc 40 00 00 00 00 00 00  .........@......
0090  f0 3f 7b 14 ae 47 e1 7a  84 3f 2d 43 1c eb e2 36  .?{..G.z.?-C...6
00a0  1a 3f 2d 43 1c eb e2 36  1a 3f fc a9 f1 d2 4d 62  .?-C...6.?....Mb
00b0  40 3f 61 32 55 30 2a a9  23 3f 00 00 00 00 00 00  @?a2U0*.#?......
00c0  00 00 00 00 00 00 00 00  00 00 18 42 54 43 2d 31  ...........BTC-1
00d0  34 4d 41 59 32 32 5f 30  36 34 35 2d 32 39 32 30  4MAY22_0645-2920
00e0  30 2d 43                                            0-C

B-仪器 v2

随着多种分时报价大小的引入，我们需要添加有关分笔成交量步长的信息，以便客户可以在不同的价格范围内以正确的分时大小下订单。

尽管 SBE 为添加新字段提供了向后兼容机制，但之所以选择引入新消息，是因为假设客户端实现比实现 SBE 的向后兼容机制更有可能忽略未知消息类型。第二个原因是，新消息允许我们删除已弃用的 “rfq” 字段。最近引入的 RFQ 消息为 RFQ 状态跟踪提供了一种更加可靠和全面的机制。SBE 不支持以向后兼容的方式从消息中删除字段，因此新消息是唯一的方法

其目的是在仪器状态更改和快照中发送这两条消息一段时间。在有足够的时间并及时发布公告以允许客户迁移到使用此新消息之后，原始仪器消息将从多播中删除

我们打算在将来使用这种机制对消息进行更改。

消息规范

<message name="instrumentV2" id="1010" sinceVersion="3">
<field name="instrumentId" id ="1" type="uint32" />
<field name="instrumentState" id="2" type="instrumentState" />
<field name="kind" id="3" type="instrumentKind" />
<field name="instrumentType" id="4" type="instrumentType" />
<field name="optionType" id="5" type="optionType" />
<field name="settlementPeriod" id="6" type="period" presence="optional" />
<field name="settlementPeriodCount" id="7" type="uint16" />
<field name="baseCurrency" id="8" type="string8" />
<field name="quoteCurrency" id="9" type="string8" />
<field name="counterCurrency" id="10" type="string8" />
<field name="settlementCurrency" id="11" type="string8" />
<field name="sizeCurrency" id="12" type="string8" />
<field name="creationTimestampMs" id="13" type="uint64" />
<field name="expirationTimestampMs" id="14" type="uint64" />
<field name="strikePrice" id="15" type="double" presence="optional" />
<field name="contractSize" id="16" type="double" />
<field name="minTradeAmount" id="17" type="double" />
<field name="tickSize" id="18" type="double" />
<field name="makerCommission" id="19" type="double" />
<field name="takerCommission" id="20" type="double" />
<field name="blockTradeCommission" id="21" type="double" presence="optional" />
<field name="maxLiquidationCommission" id="22" type="double" presence="optional" />
<field name="maxLeverage" id="23" type="double" presence="optional" />
<group name="tickStepsList" id="24" dimensionType="groupSizeEncoding">
<field name="abovePrice" id="1" type="double" />
<field name="tickSize" id="2" type="double" />
</group>
<data name="instrumentName" id="25" type="varString" />
</message>

此消息中使用的枚举类型与原始仪器消息中使用的枚举类型相同。

示例序列

在快照序列和仪器状态变化事件中，InstrumentV2 消息直接插入到仪器消息之后。

示例消息

Frame 12890: 417 bytes on wire (3336 bits), 417 bytes captured (3336 bits) on interface lo, id 0
Interface id: 0 (lo)
Interface name: lo
Encapsulation type: Ethernet (1)
Arrival Time: Jun 15, 2023 20:51:00.018508968 CEST
[Time shift for this packet: 0.000000000 seconds]
Epoch Time: 1686855060.018508968 seconds
[Time delta from previous captured frame: 0.001292339 seconds]
[Time delta from previous displayed frame: 0.000000000 seconds]
[Time since reference or first frame: 283.628602527 seconds]
Frame Number: 12890
Frame Length: 417 bytes (3336 bits)
Capture Length: 417 bytes (3336 bits)
[Frame is marked: False]
[Frame is ignored: False]
[Protocols in frame: eth:ethertype:ip:udp:deribit_sbe]

[Coloring Rule Name: UDP]
[Coloring Rule String: udp]

Ethernet II, Src: 00:00:00_00:00:00 (00:00:00:00:00:00), Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)
  Destination: 00:00:00_00:00:00 (00:00:00:00:00:00)
    Address: 00:00:00_00:00:00 (00:00:00:00:00:00)
    .... ..0. .... .... .... .... = LG bit: Globally unique address (factory default)
    .... ...0 .... .... .... .... = IG bit: Individual address (unicast)
  Source: 00:00:00_00:00:00 (00:00:00:00:00:00)
    Address: 00:00:00_00:00:00 (00:00:00:00:00:00)
    .... ..0. .... .... .... .... = LG bit: Globally unique address (factory default)
    .... ...0 .... .... .... .... = IG bit: Individual address (unicast)
  Type: IPv4 (0x0800)

Internet Protocol Version 4, Src: 127.0.0.1, Dst: 239.111.111.2
  0100 .... = Version: 4
  .... 0101 = Header Length: 20 bytes (5)
  Differentiated Services Field: 0x00 (DSCP: CS0, ECN: Not-ECT)
    0000 00.. = Differentiated Services Codepoint: Default (0)
    .... ..00 = Explicit Congestion Notification: Not ECN-Capable Transport (0)
  Total Length: 403
  Identification: 0x5ba3 (23459)
  Flags: 0x40, Don't fragment
    0... .... = Reserved bit: Not set
    .1.. .... = Don't fragment: Set
    ..0. .... = More fragments: Not set
  ...0 0000 0000 0000 = Fragment Offset: 0
  Time to Live: 32
  Protocol: UDP (17)
  Header Checksum: 0x2044 [validation disabled]
    [Header checksum status: Unverified]
  Source Address: 127.0.0.1
  Destination Address: 239.111.111.2

User Datagram Protocol, Src Port: 32859, Dst Port: 6100
  Source Port: 32859
  Destination Port: 6100
  Length: 383
  Checksum: 0xdf03 [unverified]
    [Checksum Status: Unverified]
  [Stream index: 2]
  [Timestamps]
    [Time since first frame: 283.625157436 seconds]
    [Time since previous frame: 0.001292339 seconds]

UDP payload (375 bytes)
Deribit SBE

Framing Header
  Packet Length: 367
  Channel Id: 2
  Channel Sequence: 3145

Instrument State
  Header
    Root Block Length: 140
    Type: instrument (1000)
    Schema Id: 1
    Version: 2
    Num Groups: 0
    Num Vars: 1
    Instrument Id: 77
    Instrument State: created (0)
    Instrument Kind: option (1)
    Instrument Type: reversed (1)
    Option Type: call (1)
    RFQ: 0
    Settlement Period: week (4)
    Settlement Period Count: 1
    Base Currency: BTC
    Quote Currency: BTC
    Counter Currency: USD
    Settlement Currency: BTC
    Size Currency: BTC
    Creation Timestamp: Jun 15, 2023 18:51:00.000000000 UTC
    Expiration Timestamp: Jun 23, 2023 08:00:00.000000000 UTC
    Strike Price: 25500
    Contract Size: 1
    Minimum Trade Amount: 0,01
    Tick Size: 0,0001
    Maker Commission: 0
    Taker Commission: 0,0001
    Block Trade Commission: 0,00015
    Max Liquidation Commission: -nan
    Max Leverage: -nan
    Instrument Name: BTC-23JUN23-25500-C

Instrument State v2
  Header
    Root Block Length: 139
    Type: instrument_v2 (1010)
    Schema Id: 1
    Version: 3
    Num Groups: 1
    Num Vars: 1
    Instrument Id: 77
    Instrument State: created (0)
    Instrument Kind: option (1)
    Instrument Type: reversed (1)
    Option Type: call (1)
    Settlement Period: week (4)
    Settlement Period Count: 1
    Base Currency: BTC
    Quote Currency: BTC
    Counter Currency: USD
    Settlement Currency: BTC
    Size Currency: BTC
    Creation Timestamp: Jun 15, 2023 18:51:00.000000000 UTC
    Expiration Timestamp: Jun 23, 2023 08:00:00.000000000 UTC
    Strike Price: 25500
    Contract Size: 1
    Minimum Trade Amount: 0,01
    Tick Size: 0,0001
    Maker Commission: 0
    Taker Commission: 0,0001
    Block Trade Commission: 0,00015
    Max Liquidation Commission: -nan
    Max Leverage: -nan

Tick Size Steps Group
  Header
    Group Block Length: 16
    Num In Group: 1
    Group Num Groups: 0
    Group Num Vars: 0

Tick Step List
  above price : 0,001
  tick_size   : 0,0002

Instrument Name: BTC-23JUN23-25500-C

Hex Dump
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  01 93 5b a3 40 00 20 11  20 44 7f 00 00 01 ef 6f  ..[.@. . D....o
0020  6f 02 80 5b 17 d4 01 7f  df 03 6f 01 02 00 49 0c  o..[......o...I.
0030  00 00 8c 00 e8 03 01 00  02 00 00 00 01 00 4d 00  ..............M.
0040  00 00 00 01 01 01 00 04  01 00 42 54 43 00 00 00  ..........BTC...
0050  00 00 42 54 43 00 00 00  00 00 55 53 44 00 00 00  ..BTC.....USD...
0060  00 00 42 54 43 00 00 00  00 00 42 54 43 00 00 00  ..BTC.....BTC...
0070  00 00 20 8a 65 c0 88 01  00 00 00 68 44 e7 88 01  .. .e......hD...
0080  00 00 00 00 00 00 00 e7  d8 40 00 00 00 00 00 00  .........@......
0090  f0 3f 7b 14 ae 47 e1 7a  84 3f 2d 43 1c eb e2 36  .?{..G.z.?-C...6
00a0  1a 3f 00 00 00 00 00 00  00 00 2d 43 1c eb e2 36  .?........-C...6
00b0  1a 3f 61 32 55 30 2a a9  23 3f ff ff ff ff ff ff  .?a2U0*.#?......
00c0  ff ff ff ff ff ff ff ff  ff ff 13 42 54 43 2d 32  ...........BTC-2
00d0  33 4a 55 4e 32 33 2d 32  35 35 30 30 2d 43 8b 00  3JUN23-25500-C..
00e0  f2 03 01 00 03 00 01 00  01 00 4d 00 00 00 00 01  ..........M.....
00f0  01 01 04 01 00 42 54 43  00 00 00 00 00 42 54 43  .....BTC....BTC
0100  00 00 00 00 00 55 53 44  00 00 00 00 00 42 54 43  .....USD....BTC
0110  00 00 00 00 00 42 54 43  00 00 00 00 00 20 8a 65  .....BTC..... .e
0120  c0 88 01 00 00 00 68 44  e7 88 01 00 00 00 00 00  ......hD........
0130  00 00 e7 d8 40 00 00 00  00 00 00 f0 3f 7b 14 ae  ....@.......?{..
0140  47 e1 7a 84 3f 2d 43 1c  eb e2 36 1a 3f 00 00 00  G.z.?-C...6.?...
0150  00 00 00 00 00 2d 43 1c  eb e2 36 1a 3f 61 32 55  .....-C...6.?a2U
0160  30 2a a9 23 3f ff ff ff  ff ff ff ff ff ff ff ff  0*.#?...........
0170  ff ff ff ff ff 10 00 01  00 00 00 00 00 fc a9 f1  ................
0180  d2 4d 62 50 3f 2d 43 1c  eb e2 36 2a 3f 13 42 54  .MbP?-C...6*?.BT
0190  43 2d 32 33 4a 55 4e 32  33 2d 32 35 35 30 30 2d  C-23JUN23-25500-
01a0  43                                               C

C-订单簿变更

此事件包含订单簿等级的变化。更改可以是新关卡、更改关卡金额或删除（没有剩余金额），就像在websocket订阅事件中一样

连击

组合的订单簿变更与普通乐器的订单簿更改相同。但是，由于组合交易会改变组合中各个工具（又名组合）的头寸（但不改变订单簿等级），因此组合交易将生成账面更改事件，其余的等级变化为空

同样，管理员发起的职位变动也可能触发图书变更事件，包括空白等级变化。

消息规范

<message name="book" id="1001">
<field name="instrumentId" id="1" type="uint32" />
<field name="timestampMs" id="2" type="uint64" />
<field name="prevChangeId" id="3" type="uint64" />
<field name="changeId" id="4" type="uint64" />
<field name="isLast" id="5" type="yesNo" />
<group name="changesList" id="6" dimensionType="groupSizeEncoding">
<field name="side" id="1" type="bookSide" />
<field name="change" id="2" type="bookChange" />
<!-- Use double (64 bit float) encoding,
SBE FIX price/amount decimal encoding makes sense when the decimal point is on a somewhat fixed position, for crypto, it can vary more by instrument -->
<field name="price" id="3" type="double" />
<field name="amount" id="4" type="double" />
</group>
</message>

此消息中使用的枚举类型

<enum name="bookChange" encodingType="uint8">
<validValue name="created">0</validValue>
<validValue name="changed">1</validValue>
<validValue name="deleted">2</validValue>
</enum>
<enum name="bookSide" encodingType="uint8">
<validValue name="ask">0</validValue>
<validValue name="bid">1</validValue>
</enum>
<enum name="yesNo" encodingType="uint8">
<validValue name="no">0</validValue>
<validValue name="yes">1</validValue>
</enum>

这些事件使用与 websocket 事件相同的机制来确保订单簿的一致性。

每条消息都包含当前消息 changeId 和 prevChangeId。当收到一个事件时，它是 prevChangeId 应该与 changeId 书中最后一次看到的事件。应该假设变更ID只是一个不严格连续的单调递增数字。

图书变更清单偶尔会导致消息超过最大数据包大小。在这种情况下，平台将变更清单拆分为多个列表，并生成一系列完整的订单簿变更消息。消息具有相同的固定字段 (header， timestampMs， prevChangeId， changeId）但是 isLast 对于序列中除最后一条消息以外的所有消息，字段均设置为值 0，以指示是否发送了完整的更改列表。

示例序列

示例消息

Frame 220: 135 bytes on wire (1080 bits), 135 bytes captured (1080 bits) on interface lo, id 0

Ethernet II, Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
            Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.3

User Datagram Protocol,
  Src Port: 51012,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:     85
  Channel Id:        3
  Channel Sequence:  21093

Book Change
  Header
    Root Block Length: 29
    Type:              book (1001)
    Schema Id:         1
    Version:           1
    Num Groups:        1
    Num Vars:          0
    Instrument Id:     136
    Timestamp:         May 2, 2022 11:53:01.475000000 UTC
    Previous Change ID: 3086730
    Change ID:          3086733
    Is Last Part:       last (1)

  Changes
    Group Header
      Group Block Length: 18
      Num In Group:       2
      Group Num Groups:   0
      Group Num Vars:     0

    Change List
      delete bid - price : 35171,99
                   amount: 0
      new bid    - price : 36930,58
                   amount: 40

Hex Dump
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 79 7b 98 40 00 20 11  01 68 7f 00 00 01 ef 6f  .y{.@. ..h....o
0020  6f 03 c7 44 17 d4 00 65  dd ea 55 00 03 00 65 52  o..D...e..U...eR
0030  00 00 1d 00 e9 03 01 00  01 00 01 00 00 00 88 00  ................
0040  00 00 23 e3 9d 84 80 01  00 00 8a 19 2f 00 00 00  ..#........./...
0050  00 00 8d 19 2f 00 00 00  00 00 01 12 00 02 00 00  ..../...........
0060  00 00 00 01 02 e1 7a 14  ae 7f 2c e1 40 00 00 00  ......z...,.@...
0070  00 00 00 00 00 01 00 f6  28 5c 8f 52 08 e2 40 00  ........(\.R..@.
0080  00 00 00 00 00 44 40                             .....D@

D-交易

如果订单产生了一笔或多笔交易，则这些订单将在交易事件中发送，其中包含与同一工具和订单有关的一笔或多笔交易。

这些字段的含义/用途与相应的 websocket API 事件相同。

连击

由于组合交易会改变腿部的位置，组合交易也可以在组合中的工具（腿）流中看到。分段级别的交易将其 “ComboTradeID” 字段设置为组合工具交易的 “tradeID”

消息规范

<message name="trades" id="1002">
<field name="instrumentId" id="1" type="uint32" />
<group name="tradesList" id="2" dimensionType="groupSizeEncoding">
<field name="direction" id="1" type="direction" />
<field name="price" id="2" type="double" />
<field name="amount" id="3" type="double" />
<field name="timestampMs" id="4" type="uint64" />
<field name="markPrice" id="5" type="double" />
<field name="indexPrice" id="6" type="double" />
<field name="tradeSeq" id="7" type="uint64" />
<field name="tradeId" id="8" type="uint64" />
<field name="tickDirection" id="9" type="tickDirection" />
<field name="liquidation" id="10" type="liquidation" />
<field name="iv" id="11" type="double" presence="optional" />
<field name="blockTradeId" id="12" type="uint64"
presence="optional" nullValue="0" />
<field name="comboTradeId" id="13" type="uint64" presence="optional" nullValue="0" />
</group>
</message>

消息中使用的枚举类型

<enum name="tickDirection" encodingType="uint8">
<validValue name="plus">0</validValue>
<validValue name="zeroplus">1</validValue>
<validValue name="minus">2</validValue>
<validValue name="zerominus">3</validValue>
</enum>
<enum name="direction" encodingType="uint8">
<validValue name="buy">0</validValue>
<validValue name="sell">1</validValue>
</enum>
<enum name="liquidation" encodingType="uint8">
<validValue name="none">0</validValue>
<validValue name="maker">1</validValue>
<validValue name="taker">2</validValue>
<validValue name="both">3</validValue>
</enum>

事件系统将与同一笔交易相关的事件合并到一个工具上。如果这些事件放在一个数据包中，则相关的账簿、交易和股票信息将合并到一个数据包中

示例消息

Frame 181: 470 bytes on wire (3760 bits), 470 bytes captured (3760 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.1

User Datagram Protocol,
  Src Port: 55022,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:      420
  Channel Id:         1
  Channel Sequence:   10477

Trades
  Header
    Root Block Length:  4
    Type:               trades (1002)
    Schema Id:          1
    Version:            1
    Num Groups:         1
    Num Vars:           0
    Instrument Id:      1

  Trades
    Group Header
      Group Block Length: 83
      Num In Group:       2
      Group Num Groups:   0
      Group Num Vars:     0

    Trade 1
      Trade Direction:    sell (1)
      Price:              39344,25
      Amount:             10
      Timestamp:          May 2, 2022 11:53:01.000000000 UTC
      Mark Price:         38815,96
      Index Price:        38603,64
      Trade Sequence:     392167
      Trade Id:           1297362
      Tick Direction:     zerominus (3)
      Liquidation:        no liquidation (0)
      Implied Volatility: 0
      Block Trade Id:     0
      Combo Trade Id:     0

    Trade 2
      Trade Direction:    sell (1)
      Price:              39316,72
      Amount:             10
      Timestamp:          May 2, 2022 11:53:01.000000000 UTC
      Mark Price:         38815,96
      Index Price:        38603,64
      Trade Sequence:     392168
      Trade Id:           1297363
      Tick Direction:     minus (2)
      Liquidation:        no liquidation (0)
      Implied Volatility: 0
      Block Trade Id:     0
      Combo Trade Id:     0

Ticker
  Header
    Root Block Length: 133
    Type:               ticker (1003)
    Schema Id:          1
    Version:            1
    Num Groups:         0
    Num Vars:           0
    Instrument Id:      1
    Instrument State:   open (1)
    Timestamp:          May 2, 2022 11:53:01.000000000 UTC
    Open Interest:      60
    Min Price:          38980,56
    Max Price:          39375,71
    Last Price:         39316,72
    Index Price:        38603,64
    Mark Price:         38815,96
    Best Bid Price:     39316,31
    Best Bid Amount:    30
    Best Ask Price:     39375,72
    Best Ask Amount:    10
    Current Funding:    0,005
    Funding 8h:         0,00751341
    Estimated Delivery Price: 38603,64
    Delivery Price:     0
    Settlement Price:   39229,82

Book Change
  Header
    Root Block Length:     29
    Type:                  book (1001)
    Schema Id:             1
    Version:               1
    Num Groups:            1
    Num Vars:              0
    Instrument Id:         1
    Timestamp:             May 2, 2022 11:53:01.000000000 UTC
    Previous Change ID:    3086708
    Change ID:             3086709
    Is Last Part:          last (1)

  Changes
    Group Header
      Group Block Length: 18
      Num In Group:       2
      Group Num Groups:   0
      Group Num Vars:     0

    Change List
      delete bid - price : 39316,72
                   amount: 0
      delete bid - price : 39344,25
                   amount: 0

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  01 c8 bd 2f 40 00 20 11  be 83 7f 00 00 01 ef 6f  .../@. ......o
0020  6f 01 d6 ee 17 d4 01 b4  df 37 a4 01 01 00 ed 28  o........7.....(
0030  00 00 04 00 ea 03 01 00  01 00 01 00 00 00 01 00  ................
0040  00 00 53 00 02 00 00 00  00 00 01 00 00 00 00 08  ..S.............
0050  36 e3 40 00 00 00 00 00  00 24 40 48 e1 9d 84 80  6.@......$@H....
0060  01 00 00 85 eb 51 b8 fe  f3 e2 40 ae 47 e1 7a 74  .....Q....@.G.zt
0070  d9 e2 40 e7 fb 05 00 00  00 00 00 d2 cb 13 00 00  ..@.............
0080  00 00 00 03 00 00 00 00  00 00 00 00 00 00 00 00  ................
0090  00 00 00 00 00 00 00 00  00 00 00 00 00 01 a4 70  ...............p
00a0  3d 0a 97 32 e3 40 00 00  00 00 00 00 24 40 48 e1  =..2.@......$@H.
00b0  9d 84 80 01 00 00 85 eb  51 b8 fe f3 e2 40 ae 47  ........Q....@.G
00c0  e1 7a 74 d9 e2 40 e8 fb  05 00 00 00 00 00 d3 cb  .zt..@..........
00d0  13 00 00 00 00 00 02 00  00 00 00 00 00 00 00 00  ................
00e0  00 00 00 00 00 00 00 00  00 00 00 00 00 00 00 00  ................
00f0  85 00 eb 03 01 00 01 00  00 00 00 00 01 00 00 00  ................
0100  01 48 e1 9d 84 80 01 00  00 00 00 00 00 00 00 4e  .H.............N
0110  40 b8 1e 85 eb 91 08 e3  40 85 eb 51 b8 f6 39 e3  @........@..Q..9.
0120  40 a4 70 3d 0a 97 32 e3  40 ae 47 e1 7a 74 d9 e2  @.p=..2.@.G.zt..
0130  40 85 eb 51 b8 fe f3 e2  40 b8 1e 85 eb 89 32 e3  @..Q....@.....2.
0140  40 00 00 00 00 00 00 3e  40 a4 70 3d 0a f7 39 e3  @......>@.p=..9.
0150  40 00 00 00 00 00 00 24  40 7b 14 ae 47 e1 7a 74  @......$@{..G.zt
0160  3f c2 f9 b3 a3 61 c6 7e  3f ae 47 e1 7a 74 d9 e2  ?....a.~?.G.zt..
0170  40 00 00 00 00 00 00 00  00 d7 a3 70 3d ba 27 e3  @.........p=.'.
0180  40 1d 00 e9 03 01 00 01  00 01 00 00 00 01 00 00  @...............
0190  00 48 e1 9d 84 80 01 00  00 74 19 2f 00 00 00 00  .H.......t./....
01a0  00 75 19 2f 00 00 00 00  00 01 12 00 02 00 00 00  .u./............
01b0  00 00 01 02 a4 70 3d 0a  97 32 e3 40 00 00 00 00  .....p=..2.@....
01c0  00 00 00 00 01 02 00 00  00 00 08 36 e3 40 00 00  ...........6.@..
01d0  00 00 00 00 00 00                                ......

E-股票行情

定期发送股票行情事件，以表明账面数据中未达到严格水平的变化（例如指数价格）。该事件可能与账面等级变化（例如最佳出价/卖出价变动）有关，在这种情况下，该事件将与相应的账面变更一起发送。它也可以作为独立事件发送。

股票报价消息结构也用于快照频道

注意

[en] Funding rates and related funding fields published on this multicast event are derived from the Deribit ticker.{instrument_name}.{interval} notification channel. Refer to the official Deribit documentation for more details.

消息规范

<message name="ticker" id="1003">
<!-- according the the SBE spec, optional floats use the quietNaN null value 0xffffffffffffffff -->
<field name="instrumentId" id="1" type="uint32" />
<field name="instrumentState" id="2" type="instrumentState" />
<field name="timestampMs" id="3" type="uint64" />
<field name="openInterest" id="4" type="double" presence="optional" />
<field name="minSellPrice" id="5" type="double" />
<field name="maxBuyPrice" id="6" type="double" />
<field name="lastPrice" id="7" type="double" presence="optional"/>
<field name="indexPrice" id="8" type="double" />
<field name="markPrice" id="9" type="double" />
<field name="bestBidPrice" id="10" type="double" />
<field name="bestBidAmount" id="11" type="double" />
<field name="bestAskPrice" id="12" type="double" />
<field name="bestAskAmount" id="13" type="double" />
<field name="currentFunding" id="14" type="double" presence="optional" />
<field name="funding8h" id="15" type="double" presence="optional" />
<field name="estimatedDeliveryPrice" id="16" type="double" presence="optional"/>
<field name="deliveryPrice" id="17" type="double" presence="optional" />
<field name="settlementPrice" id="18" type="double" presence="optional" />
</message>

示例消息

Frame 106: 195 bytes on wire (1560 bits), 195 bytes captured (1560 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.4

User Datagram Protocol,
  Src Port: 37630,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:      145
  Channel Id:         4
  Channel Sequence:   4218

Ticker
  Header
    Root Block Length: 133
    Type:               ticker (1003)
    Schema Id:          1
    Version:            1
    Num Groups:         0
    Num Vars:           0
    Instrument Id:      2
    Instrument State:   open (1)
    Timestamp:          May 3, 2022 13:17:24.827000000 UTC
    Open Interest:      10
    Min Price:          2837,56
    Max Price:          2866,08
    Last Price:         2865,61
    Index Price:        2834,85
    Mark Price:         2850,44
    Best Bid Price:     2866,09
    Best Bid Amount:    20
    Best Ask Price:     2866,10
    Best Ask Amount:    10
    Current Funding:    0,004999
    Funding 8h:         -0,003006
    Estimated Delivery Price: 2834,85
    Delivery Price:     0
    Settlement Price:   2837,27

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 b5 9e 37 40 00 20 11  de 8b 7f 00 00 01 ef 6f  ...7@. ......o
0020  6f 04 92 fe 17 d4 00 a1  de 27 91 00 04 00 7a 10  o........'....z.
0030  00 00 85 00 eb 03 01 00  01 00 00 00 00 00 02 00  ................
0040  00 00 01 db 81 11 8a 80  01 00 00 00 00 00 00 00  ................
0050  00 24 40 85 eb 51 b8 1e  2b a6 40 5c 8f c2 f5 28  .$@..Q..+.@\...(  
0060  64 a6 40 1f 85 eb 51 38  63 a6 40 33 33 33 33 b3  d.@...Q8c.@3333.
0070  25 a6 40 7b 14 ae 47 e1  44 a6 40 48 e1 7a 14 2e  %.@{..G.D.@H.z..
0080  64 a6 40 00 00 00 00 00  00 34 40 33 33 33 33 33  d.@......4@33333
0090  64 a6 40 00 00 00 00 00  00 24 40 1c 09 34 d8 d4  d.@......$@..4..
00a0  79 74 3f 6c 07 23 f6 09  a0 68 bf 33 33 33 33 b3  yt?l.#...h.3333.
00b0  25 a6 40 00 00 00 00 00  00 00 00 d7 a3 70 3d 8a  %.@..........p=.
00c0  2a a6 40                                           *.@

F-快照

除上述事件外，订单簿的定期（默认为每隔 1 分钟）快照也是多播的。快照还按货币/产品（如事件）分组，可以分配给不同的 Deribit（多播频道）。

快照是一系列的 instrument/instrument_v2/ticker/snapshot 包含静态工具数据、账面当前状态下的股票信息、订单簿等级，以及带有上次更改时间戳的最后一次更改 ID 的消息。

使用之字形方法（bid1、ask1、bid2、ask2...）将两边的账面等级（竞价/出价）合并到一个列表中。

快照通常是完整的（即包含所有书籍关卡），但是如果它们的关卡超过 10000 个，则将限制在 10000 个以内。

为了表明快照是否完成，该消息包含一个 isComplete

标志。

如果数据包中无法容纳完整的快照，则将对级别列表进行拆分（与订单簿更改类似）。这个 isLast 标志表示消息是否包含关卡列表的一部分而下一条消息是否包含后续消息（值 = 0），或者该消息是序列中的最后一条且关卡的发送已完成，或者消息是否包含快照中发送的所有级别（值 = 1）。

如果是多个 instrument/instrument_v2/ticker/snapshot 消息序列（适用于货币/产品对上的不同工具）放入单个数据包中，它们将被合并。图书级别的快照消息可以拆分为多个数据包。

消息规范

<message name="snapshot" id="1004">
<field name="instrumentId" id="1" type="uint32" />
<field name="timestampMs" id="2" type="uint64" />
<field name="changeId" id="3" type="uint64" />
<field name="isBookComplete" id="4" type="yesNo" />
<field name="isLastInBook" id="5" type="yesNo" />
<group name="levelsList" id="6" dimensionType="groupSizeEncoding">
<field name="side" id="1" type="bookSide" />
<field name="price" id="2" type="double" />
<field name="amount" id="3" type="double" />
</group>
</message>

消息中使用的枚举类型

<enum name="yesNo" encodingType="uint8">
<validValue name="no">0</validValue>
<validValue name="yes">1</validValue>
</enum>
<enum name="bookSide" encodingType="uint8">
<validValue name="ask">0</validValue>
<validValue name="bid">1</validValue>
</enum>

示例消息

Frame 13142: 347 bytes on wire (2776 bits), 347 bytes captured (2776 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.5

User Datagram Protocol,
  Src Port: 33646,
  Dst Port: 6101

Deribit SBE

Framing Header
  Packet Length:        297
  Channel Id:           105
  Channel Sequence:     95

Book Snapshot
  Header
    Root Block Length:  22
    Type:               snapshot (1004)
    Schema Id:          1
    Version:            1
    Num Groups:         1
    Num Vars:           0
    Instrument Id:      486
    Timestamp:          May 9, 2022 14:04:23.702000000 UTC
    Change ID:          4434022
    Is Book Complete:   complete (1)
    Is Last Part:       last (1)

  Levels
    Group Header
      Group Block Length: 17
      Num In Group:       15
      Group Num Groups:   0
      Group Num Vars:     0

    Level List:
      bid - price: 32030,22   amount: 10
      bid - price: 32018,26   amount: 10
      bid - price: 32017,43   amount: 10
      bid - price: 32016,94   amount: 20
      bid - price: 32013,36   amount: 10
      bid - price: 32011,99   amount: 10
      bid - price: 31728,66   amount: 10
      bid - price: 31724,04   amount: 30
      bid - price: 31712,10   amount: 10
      bid - price: 31711,62   amount: 20
      bid - price: 31709,33   amount: 20
      bid - price: 31694,14   amount: 20
      bid - price: 31684,67   amount: 10
      bid - price: 31683,33   amount: 20
      bid - price: 31079,33   amount: 30

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  01 4d c1 01 40 00 20 11  bb 28 7f 00 00 01 ef 6f  .M..@. ..(....o
0020  6f 05 83 6e 17 d5 01 39  de c0 29 01 69 00 5f 00  o..n...9..).i._.
0030  00 00 16 00 ec 03 01 00  01 00 01 00 00 00 e6 01  ................
0040  00 00 16 ad 22 a9 80 01  00 00 66 a8 43 00 00 00  ....".....f.C...
0050  00 00 01 01 11 00 0f 00  00 00 00 00 01 48 e1 7a  .............H.z
0060  14 8e 47 df 40 00 00 00  00 00 00 00 24 40 01 3d  ..G.@.......$@.=
0070  0a d7 a3 90 44 df 40 00  00 00 00 00 00 00 24 40  ....D.@.......$@
0080  01 52 b8 1e 85 5b 44 df  40 00 00 00 00 00 00 24  .R...[D.@......$
0090  40 01 8f c2 f5 28 3c 44  df 40 00 00 00 00 00 00  @....(@.ffff...@.
00f0  00 00 00 00 00 00 24 40  01 e1 7a 14 ae e7 f7 de  ......$@..z.....
0100  40 00 00 00 00 00 00 00  34 40 01 ec 51 b8 1e 55  @.......4@..Q..U
0110  f7 de 40 00 00 00 00 00  00 34 40 01 5c 8f c2 f5  ..@......4@.\\...
0120  88 f3 de 40 00 00 00 00  00 00 34 40 01 14 ae 47  ...@......4@...G
0130  e1 2a f1 de 40 00 00 00  00 00 00 24 40 01 ec 51  .*..@......$@..Q
0140  b8 1e d5 f0 de 40 00 00  00 00 00 00 34 40 01 ec  .....@......4@..
0150  51 b8 1e d5 59 de 40 00  00 00 00 00 00 00 3e 40  Q...Y.@.......>@

快照序列示例

快照启动

的目的 snapshotStart 事件是通过在接收/处理快照之前缓冲事件，向客户端表明它可以开始为即将到来的快照做准备。在发送每个快照之前不久（目前为 200 毫秒），一条类型为的消息 snapshotStart 已发送，表示可能的快照序列即将发布。

这个领域 snapshotDelay 表示延迟（以毫秒为单位）。

另一条带有类型的消息 snapshotEnd 频道的快照序列完成后立即发送

如果没有可用的快照（频道中没有活跃的图书），则只有一对 snapshotStart 和 snapshotEnd 将发送。

消息规范

<message name="snapshotStart" id="1005">
<field name="snapshotDelay" id="1" type="uint32" />
</message>

示例消息

Frame 1: 66 bytes on wire (528 bits), 66 bytes captured (528 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.10

User Datagram Protocol,
  Src Port: 48141,
  Dst Port: 6101

Deribit SBE

Framing Header
  Packet Length:      16
  Channel Id:         110
  Channel Sequence:   2

Book Snapshot Start
  Header
    Root Block Length: 4
    Type:              snapshot_start (1005)
    Schema Id:         1
    Version:           1
    Num Groups:        0
    Num Vars:          0
    Snapshot Delay:    200

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 b5 54 33 40 00 20 11  28 8a 7f 00 00 01 ef 6f  ..T3@. .(.....o
0020  6f 0a bc 0d 17 d5 00 20  91 9c 10 00 6e 00 02 00  o...... ...n...
0030  00 00 04 00 ed 03 01 00  01 00 00 00 00 00 c8 00  ................
0040  00 00

快照结束

消息规范

<message name="snapshotEnd" id="1006">
</message>

示例消息

Frame 1: 62 bytes on wire (496 bits), 62 bytes captured (496 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.10

User Datagram Protocol,
  Src Port: 48141,
  Dst Port: 6101

Deribit SBE

Framing Header
  Packet Length:      12
  Channel Id:         110
  Channel Sequence:   3

Book Snapshot End
  Header
    Root Block Length: 0
    Type:              snapshot_end (1006)
    Schema Id:         1
    Version:           1
    Num Groups:        0
    Num Vars:          0

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 b5 54 33 40 00 20 11  28 8a 7f 00 00 01 ef 6f  ..T3@. .(.....o
0020  6f 0a bc 0d 17 d5 00 1c  5f a5 0c 00 6e 00 03 00  o......._...n...
0030  00 00 00 00 ee 03 01 00  01 00 00 00 00 00        ..............

快照序列示例

G-组合腿

组合段消息在组合事件和多播通道中的乐器消息之后发送，有两种情况：1) 创建组合时在事件通道中 2) 在每个快照的快照通道中。

该事件包含乐器 ID 和组合腿列表。列表中的每个组合腿都包含组合腿的乐器 ID 以及组合腿的大小 (int32)

消息规范

<message name="comboLegs" id="1007">
<field name="instrumentId" id="1" type="uint32" />
<group name="legsList" id="2" dimensionType="groupSizeEncoding">
<field name="legInstrumentId" id="1" type="uint32" />
<field name="legSize" id="2" type="int32" />
</group>
</message>

示例消息

Frame 1865: 264 bytes on wire (2112 bits), 264 bytes captured (2112 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.14

User Datagram Protocol,
  Src Port: 54658,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:      214
  Channel Id:         14
  Channel Sequence:   0

Instrument State - Combo Legs
  Header
    Root Block Length:    4
    Type:                 combo_legs (1007)
    Schema Id:            1
    Version:              2
    Num Groups:           1
    Num Vars:             0
    Instrument Id:        32

  Legs
    Group Header
      Group Block Length: 8
      Num In Group:       2
      Group Num Groups:   0
      Group Num Vars:     0

    Leg List:
      leg instrument id: 1   leg size: -1
      leg instrument id: 2   leg size:  1

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 fa ed e2 40 00 20 11  8e 91 7f 00 00 01 ef 6f  ....@. ......o
0020  6f 0e d5 82 17 d4 00 e6  de 76 d6 00 0e 00 00 00  o........v......
0030  00 00 8c 00 e8 03 01 00  02 00 00 00 01 00 20 00  .............. .
0040  00 00 00 02 00 00 01 04  01 00 42 54 43 00 00 00  ..........BTC...
0050  00 00 55 53 44 00 00 00  00 00 55 53 44 00 00 00  ..USD.....USD...
0060  00 00 42 54 43 00 00 00  00 00 55 53 44 00 00 00  ..BTC.....USD...
0070  00 00 10 bd 10 3d 84 01  00 00 00 64 a7 41 84 01  .....=.....d.A..
0080  00 00 ff ff ff ff ff ff  ff ff 00 00 00 00 00 00  ................
0090  24 40 00 00 00 00 00 00  24 40 7b 14 ae 47 e1 7a  $@......$@{..G.z
00a0  84 3f 00 00 00 00 00 00  00 00 00 00 00 00 00 00  .?..............
00b0  00 00 ff ff ff ff ff ff  ff ff ff ff ff ff ff ff  ................
00c0  ff ff ff ff ff ff ff ff  ff ff 15 42 54 43 2d 46  ...........BTC-F
00d0  53 2d 31 31 4e 4f 56 32  32 5f 34 4e 4f 56 32 32  S-11NOV22_4NOV22
00e0  04 00 ef 03 01 00 02 00  01 00 00 00 20 00 00 00  ............ ...
00f0  08 00 02 00 00 00 00 00  01 00 00 00 ff ff ff ff  ................
0100  02 00 00 00 01 00 00 00                           ........

H-价格指数

价格指数事件以货币对（例如 eth_usdc）的形式包含 16 字节的索引名称，后面是价格和时间戳。价格指数消息与任何货币/产品组无关，因此在通用多播频道 (0) 上发送

消息规范

<message name="priceIndex" id="1008">
<field name="indexName" id="1" type="string16" />
<field name="price" id="2" type="double" />
<field name="timestampMs" id="3" type="uint64" />
</message>

消息中使用的其他类型：

<type name="string16" primitiveType="char" length="16" />

示例消息

Frame 1228: 94 bytes on wire (752 bits), 94 bytes captured (752 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.0

User Datagram Protocol,
  Src Port: 40820,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:      44
  Channel Id:         0
  Channel Sequence:   306

Price Index
  Header
    Root Block Length:  32
    Type:               price_index (1008)
    Schema Id:          1
    Version:            2
    Num Groups:         0
    Num Vars:           0

  Currency Pair:        eth_usdc
  Price:                1271,1231
  Timestamp:            Nov 11, 2022 10:10:45.315000000 UTC

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 50 1e 49 40 00 20 11  5e e3 7f 00 00 01 ef 6f  .P.I@. .^......o
0020  6f 00 9f 74 17 d4 00 3c  dd be 2c 00 00 00 32 01  o..t...<..,...2.
0030  00 00 20 00 f0 03 01 00  02 00 00 00 00 00 65 74  .. ............et
0040  68 5f 75 73 64 63 00 00  00 00 00 00 00 00 8d 28  h_usdc.........(
0050  ed 0d 7e dc 93 40 c3 9d  2b 66 84 01 00 00        ..~..@..+f....

我-询价

RFQ（询价）事件包含状态（活跃或不活跃）、方面（买入、卖出或 no_direction），然后是金额和时间戳。此消息将在通用频道 ID: 0 上发送。有关其多播地址，请参阅频道文档

消息规范

<message name="rfq" id="1009">
<field name="instrumentId" id="1" type="uint32" />
<field name="state" id="2" type="yesNo" />
<field name="side" id="3" type="rfqDirection" />
<field name="amount" id="4" type="double" />
<field name="timestampMs" id="5" type="uint64" />
</message>

消息中使用的枚举类型：

<enum name="yesNo" encodingType="uint8">
<validValue name="no">0</validValue>
<validValue name="yes">1</validValue>
</enum>
<enum name="rfqDirection" encodingType="uint8">
<validValue name="buy">0</validValue>
<validValue name="sell">1</validValue>
<validValue name="no_direction">2</validValue>
</enum>

示例消息

Frame 1229: 84 bytes on wire (672 bits), 84 bytes captured (672 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.1

User Datagram Protocol,
  Src Port: 37608,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:      34
  Channel Id:         1
  Channel Sequence:   59

RFQ (Request for Quote)
  Header
    Root Block Length:  22
    Type:               rfq (1009)
    Schema Id:          1
    Version:            2
    Num Groups:         0
    Num Vars:           0

  Instrument Id:        12
  RFQ State:            active (1)
  RFQ Side:             buy (0)
  Amount:               1
  Timestamp:            Nov 11, 2022 10:10:46.250000000 UTC

Hex Dump:
0000  00 00 00 00 00 00 00 00  00 00 00 00 08 00 45 00  ..............E.
0010  00 46 29 55 40 00 20 11  53 e0 7f 00 00 01 ef 6f  .F)U@. .S......o
0020  6f 01 92 e8 17 d4 00 32  dd b5 22 00 01 00 3b 00  o......2.."...;.
0030  00 00 16 00 f1 03 01 00  02 00 00 00 00 00 0c 00  ................
0040  00 00 01 00 00 00 00 00  00 00 f0 3f 6a a1 2b 66  ...........?j.+f
0050  84 01 00 00                                         ....

J-Spots

现货工具生成与其他工具相同的消息。账面事件和股票行情事件是针对订单簿数据的变化而生成的。现货快照包括所有现货工具的股票和账面数据

示例消息

Frame 19: 117 bytes on wire (936 bits), 117 bytes captured (936 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.21

User Datagram Protocol,
  Src Port: 52994,
  Dst Port: 6100

Deribit SBE

Framing Header
  Packet Length:      67
  Channel Id:         21
  Channel Sequence:   184

Book Change
  Header
    Root Block Length:     29
    Type:                  book (1001)
    Schema Id:             1
    Version:               2
    Num Groups:            1
    Num Vars:              0
    Instrument Id:         29
    Timestamp:             Mar 2, 2023 13:43:14.929000000 UTC
    Previous Change ID:    80
    Change ID:             86
    Is Last Part:          last (1)

  Changes
    Group Header
      Group Block Length: 18
      Num In Group:       1
      Group Num Groups:   0
      Group Num Vars:     0

    Change List
      new ask - price :   23308,9845
                amount :   0,0002

Hex Dump:
0000  43 00 15 00 b8 00 00 00  1d 00 e9 03 01 00 02 00  C...............
0010  01 00 00 00 1d 00 00 00  f1 0c 90 a2 86 01 00 00  ................
0020  50 00 00 00 00 00 00 00  56 00 00 00 00 00 00 00  P.......V.......
0030  01 12 00 01 00 00 00 00  00 00 00 ba 49 0c 02 3f  ............I..?
0040  c3 d6 40 2d 43 1c eb e2  36 2a 3f                 ..@-C...6*?

示例消息

Frame 723: 1494 bytes on wire (11952 bits), 1494 bytes captured (11952 bits) on interface lo, id 0

Ethernet II,
  Src: 00:00:00_00:00:00 (00:00:00:00:00:00),
  Dst: 00:00:00_00:00:00 (00:00:00:00:00:00)

Internet Protocol Version 4,
  Src: 127.0.0.1,
  Dst: 239.111.111.21

User Datagram Protocol,
  Src Port: 48500,
  Dst Port: 6101

Deribit SBE

Framing Header
  Packet Length:      1444
  Channel Id:         121
  Channel Sequence:   4

Instrument State
  Header
    Root Block Length:       140
    Type:                    instrument (1000)
    Schema Id:               1
    Version:                 2
    Num Groups:              0
    Num Vars:                1

  Instrument Id:             29
  Instrument State:          open (1)
  Instrument Kind:           spot (4)
  Instrument Type:           not applicable (0)
  Option Type:               not applicable (0)
  RFQ:                       0
  Settlement Period:         Unknown (255)
  Settlement Period Count:   0
  Base Currency:             BTC
  Quote Currency:            USDC
  Counter Currency:          USDC
  Settlement Currency:       [empty]
  Size Currency:             BTC
  Creation Timestamp:        Mar 2, 2023 13:42:24.000000000 UTC
  Expiration Timestamp:      Jan 1, 3000 08:00:00.000000000 UTC
  Strike Price:              -nan
  Contract Size:             0,0001
  Minimum Trade Amount:      0,0001
  Tick Size:                 0,0001
  Maker Commission:          0
  Taker Commission:          0,0001
  Block Trade Commission:    -nan
  Max Liquidation Commission: -nan
  Max Leverage:              -nan
  Instrument Name:           BTC_USDC

Ticker

Header
  Root Block Length:         133
  Type:                      ticker (1003)
  Schema Id:                 1
  Version:                   2
  Num Groups:                0
  Num Vars:                  0

Instrument Id:               29
Instrument State:            open (1)
Timestamp:                   Mar 2, 2023 13:43:26.970000000 UTC

Open Interest:               -nan
Min Sell Price:              23226,7493
Max Buy Price:               23460,1839
Last Price:                  23274,6191
Index Price:                 23372,9729
Mark Price:                  23296,2361

Best Bid Price:              23274,6191
Best Bid Amount:             0,0005
Best Ask Price:              23317,8531
Best Ask Amount:             0,0001

Current Funding:             -nan
Funding 8h:                  -nan
Estimated Delivery Price:    -nan
Delivery Price:              -nan
Settlement Price:            -nan

Book Snapshot

Header
  Root Block Length:         22
  Type:                      snapshot (1004)
  Schema Id:                 1
  Version:                   2
  Num Groups:                1
  Num Vars:                  0

Instrument Id:               29
Timestamp:                   Mar 2, 2023 13:43:26.970000000 UTC
Change ID:                   163
Is Book Complete:            complete
Is Last Part:                last (1)

Levels
Group Header
  Group Block Length:        17
  Num In Group:              27
  Group Num Groups:          0
  Group Num Vars:            0

Orderbook Levels:
  ask - price: 23317,8531     amount: 0,0001
  bid - price: 23274,6191     amount: 0,0005
  ask - price: 23325,4224     amount: 0,0001
  bid - price: 23267,3293     amount: 0,0003
  ask - price: 23327,1627     amount: 0,0004
  ask - price: 23332,8221     amount: 0,0002
  ask - price: 23343,9179     amount: 0,0006
  ask - price: 23355,7196     amount: 0,0007
  ask - price: 23355,7235     amount: 0,0004
  ask - price: 23360,0454     amount: 0,0004
  ask - price: 23363,7177     amount: 0,0006
  ask - price: 23370,4559     amount: 0,0007
  ask - price: 23371,5373     amount: 0,0001
  ask - price: 23374,1273     amount: 0,0002
  ask - price: 23383,1583     amount: 0,0002
  ask - price: 23386,2295     amount: 0,0001
  ask - price: 23392,8084     amount: 0,0004
  ask - price: 23392,8220     amount: 0,0002
  ask - price: 23409,2294     amount: 0,0004
  ask - price: 23410,6344     amount: 0,0001
  ask - price: 23417,4490     amount: 0,0003
  ask - price: 23419,4629     amount: 0,0008
  ask - price: 23436,5183     amount: 0,0001
  ask - price: 23436,5464     amount: 0,0008
  ask - price: 23437,9561     amount: 0,0001
  ask - price: 23438,0801     amount: 0,0002
  ask - price: 23438,2290     amount: 0,0003
Instrument
State Header
  Root Block Length:         140
  Type:                      instrument (1000)
  Schema Id:                 1
  Version:                   2
  Num Groups:                0
  Num Vars:                  1

Instrument Id:               30
Instrument State:            open (1)
Instrument Kind:             spot (4)
Instrument Type:             not applicable (0)
Option Type:                 not applicable (0)
RFQ:                         0
Settlement Period:           Unknown (255)
Settlement Period Count:     0

Base Currency:               ETH
Quote Currency:              USDC
Counter Currency:            USDC
Settlement Currency:         –
Size Currency:               ETH

Creation Timestamp:          Mar 2, 2023 13:42:24.000000000 UTC
Expiration Timestamp:        Jan 1, 3000 08:00:00.000000000 UTC

Strike Price:                -nan
Contract Size:               0,0001
Minimum Trade Amount:        0,0001
Tick Size:                   0,0001

Maker Commission:            0
Taker Commission:            0,0001
Block Trade Commission:      -nan
Max Liquidation Commission:  -nan
Max Leverage:                -nan

Instrument Name:             ETH_USDC

Ticker

Header
  Root Block Length:         133
  Type:                      ticker (1003)
  Schema Id:                 1
  Version:                   2
  Num Groups:                0
  Num Vars:                  0

Instrument Id:               30
Instrument State:            open (1)
Timestamp:                   Mar 2, 2023 13:43:26.973000000 UTC

Open Interest:               -nan
Min Sell Price:              1624,8012
Max Buy Price:               1641,1309
Last Price:                  1628,9218
Index Price:                 1634,1202
Mark Price:                  1629,0167

Best Bid Price:              0
Best Bid Amount:             0
Best Ask Price:              1624,9995
Best Ask Amount:             0,0025

Current Funding:             -nan
Funding 8h:                  -nan
Estimated Delivery Price:    -nan
Delivery Price:              -nan
Settlement Price:            -nan

Book Snapshot

Header
  Root Block Length:         22
  Type:                      snapshot (1004)
  Schema Id:                 1
  Version:                   2
  Num Groups:                1
  Num Vars:                  0

Instrument Id:               30
Timestamp:                   Mar 2, 2023 13:43:26.973000000 UTC
Change ID:                   162
Is Book Complete:            complete (1)
Is Last Part:                more to come (0)

Levels
Group Header
  Group Block Length:        17
  Num In Group:              17
  Group Num Groups:          0
  Group Num Vars:            0

Orderbook Levels (asks):
  ask - price: 1624,9995     amount: 0,0025
  ask - price: 1630,9028     amount: 0,0104
  ask - price: 1630,9219     amount: 0,0098
  ask - price: 1631,4677     amount: 0,0012
  ask - price: 1632,6882     amount: 0,0043
  ask - price: 1634,0983     amount: 0,0052
  ask - price: 1634,7069     amount: 0,0061
  ask - price: 1635,2764     amount: 0,0098
  ask - price: 1635,3288     amount: 0,0098
  ask - price: 1635,5830     amount: 0,0006
  ask - price: 1635,9182     amount: 0,0012
  ask - price: 1637,3179     amount: 0,0055
  ask - price: 1637,4283     amount: 0,0043
  ask - price: 1637,6410     amount: 0,0061
  ask - price: 1637,8371     amount: 0,0061
  ask - price: 1638,5149     amount: 0,0117
  ask - price: 1639,1852     amount: 0,0043

Hex Dump:
0000  a4 05 79 00 04 00 00 00  8c 00 e8 03 01 00 02 00
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基本机制

A-客户端开始使用 API

当客户端启动时，它应该开始监听多播事件并将收到的消息排入队列，以确保在按照以下步骤构建初始数据时不会错过更改。

使用新的 API 调用检索所有打开乐器的当前完整乐器词典 multicast/get_instrument_dictionary

调用的结果是仪器 ID 和仪器名称之间的映射

例如：

{"jsonrpc":"2.0","result":{"ETH-PERPETUAL":2,"BTC-PERPETUAL":3,"BTC-15APR22": 4}}

也可以使用 public/get_instruments 调用从常规 API 中检索给定货币/产品的映射。

仪器数据现在包含数字仪器 ID。客户可以使用它来构建仪器 ID/名称
使用检索每种工具的订单簿的状态 public/get_order_book （或 public/get_order_book_by_instrument_id) API 调用。

根据检索到的账簿和收到的多播事件中的更改 ID，应用最终错过的订单簿更改。

B-客户端开始使用快照多播

客户还可以根据常规快照创建书籍的初始状态。查看快照消息（仪器/仪器_v2/股票/快照）的详细信息

使用快照时，仍建议对更改进行排队，因为更改可能会在平台构建/发送快照时发生。从排队的图书级别更改来看，如果有任何变更ID高于快照中显示的更改，则应应用这些

显然，快照更改 ID 之前的更改无关紧要，应将其丢弃。为了处理仅收集到的更改 ID 高于快照（或者 API 调用结果）的事件（不太可能）的极端情况，还应根据图书快照的更改 ID 对事件的上一次更改 ID 进行验证。

由于快照包含仪器 ID 和仪器名称，以及其他静态仪器数据，因此可能无需从 API 检索字典。

注意

请注意，虽然 multicast/get_instrument_dictionary API调用仅包含活跃工具的列表，快照流包括已关闭/结算的工具，直到它们存档（通常在一天之后）。

当在快照批次中间（即加入时立即收到的数据包）加入快照通道时，建议忽略这些信道并等待下一批处理，以确保接收/处理包含该通道上所有乐器的完整快照批次。

C-新仪器或封闭式仪器

当向系统中添加新仪器时， instrument 生成的事件（见上文），其中包含新仪器的 ID 和名称。这本新书也将成为快照的一部分。

当工具关闭/结算时，还有 instrument 生成的事件可供客户用来停止维护图书。

D-信道数据包恢复

客户端可以根据序列号的跳跃来检测丢失的数据包。请注意，序列号是一个 32 位整数，在达到其最大值 (2^32-1) 后它将滚动到 0，客户端应该能够将其识别为正常序列，而不是将其视为

序列号也可以在系统维护后重置为 0，这可能需要客户端重建其初始数据（例如，如上所述）。

API 调用

当客户端检测到丢失的数据包时，它可以使用检索它们 multicast/get_packets 打电话。通话的参数

频道_id	丢失数据包的多播信道的整数 ID
开始	起始序列号
结束	结束序列号

响应包含请求的数据包列表，不包括采用 base64 编码的二进制格式的帧标头（仅限 SBE 消息），其解码方式与多播数据包相同（在 base64 解码之后）。

API 调用限制

此调用，可以在信道上请求最多 1000 个连续数据包。该呼叫的速率限制为 1 个请求/秒，突发请求量为 3 个请求/秒。如果信道上一次丢失的数据包超过 1000 个，则最好使用 4.A 和 4.B 中描述的任一客户端启动机制进行全信道恢复，而不是尝试使用此 API 进行恢复

示例

请求

api/v2/multicast/get_packets?channel_id=15&end=2&start=1

回应

{
  "jsonrpc": "2.0",
  "result": [
    {
      "seq": 1,
      "packet": "6QMBAAEAGQABAAAAAQAAABuxRACAAQAAAAAAAAAAAAAFAAAAAAAAAAESAAEAAAAAAAAAzczMzBxy5kAAAAAAAAAkQOsDAQABACgAAAAAAAEAAAAbsUQAgAEAAAAAAAAAAAAAAAAAAAAAAADNzMzMHHLmQAAAAAAAACRA"
    },
    {
      "seq": 2,
      "packet": "6QMBAAEAGQABAAAAAQAAAIWxRACAAQAABQAAAAAAAAAHAAAAAAAAAAESAAEAAAAAAAEA7FG4Hr185UAAAAAAAAA0QOsDAQABACgAAAAAAAEAAACFsUQAgAEAAOxRuB69fOVAAAAAAAAANEDNzMzMHHLmQAAAAAAAACRA"
    }
  ],
  "usIn": 1649273556304472,
  "usOut": 1649273556304731,
  "usDiff": 259,
  "testnet": false
}

开发者信息

在本文档旁边，提供了以下文件以帮助客户开发。

A-样本捕获

这些数据取自开发测试设置，可用作使用 Wireshark（使用我们创建的插件）检查或使用 tcpreplay 等工具重播数据包的参考。

单独提供了包含新信息的其他跟踪，例如应用于以下用途的新消息

重播样本采集

tcpreplay 可在大多数 linux 发行版上作为软件包使用。安装后，可以重放 pcap 文件，例如

sudo tcpreplay -p 1 -i lo sample_capture_v1_6.pcapng

使用此命令，捕获文件中的数据包将在本地（环路）接口上以每秒 1 个数据包的速度重放。

请注意，tcpreplay 只能将数据包重播到网络。虽然本地重播是可见的，例如在主机本身上使用 tcpdump，但实际上无法通过应用程序接收它们。为了将其与测试客户端一起使用，需要为 tcpreplay 提供一个真正的物理接口，并且该客户端需要在连接到同一网络的另一台主机上运行

sample_capture_v1_6.pcapng

多播快照和消息示例

B-Wireshark 解析器插件

一个 LUA wireshark 解析器插件 deribit_sbe.lua 已创建允许Wireshark数据包捕获/分析工具显示多播数据包的内容。

该分析器已在 linux（ubuntu 20.04）上使用 Wireshark 版本 3.4.8 进行了测试。

要将解析器添加到 Wireshark，请将文件复制到的目录中 '个人 LUA 插件' 或者 '全球 LUA 插件' 可以在 Wireshark 下找到 '帮助'-> '关于Wireshark'-> “文件夹”。

可以通过单击 “” 来验证插件的加载 '插件' 选项卡在同一个窗口中。

该插件会自动分配给 UDP 端口 6100 和 6101，但是，如果需要在其他端口（例如测试流）上进行解码，则应在中明确分配它们

wireshark。

加载插件后，数据包未被解码 右键单击任何数据包 然后选择 '解码为... ' 从快捷菜单中。在对话框中，选择数据包的 UDP 目标端口号并分配 'DERIBIT SBE' 解码器。

LUA 文件也可以用作理解消息解码的示例。

C-SBE XML 定义

这个 deribit_multicast.xml XML 文件包含 SBE XML 格式的消息定义（参见 SBE 规范），可用作创建解码器的参考或生成不同语言代码的输入。

D-代码生成工具

可用于代码生成（需要安装 Java）的工具由 Real Logic 创建。它只是为了方便起见而捆绑销售，我们不支持

对于任何疑问或问题（与 XML 定义的最终问题无关），项目 github 存储库是最好的资源（https://github.com/real-logic/simple-binary-encoding）。也可以在那里找到该工具的更新版本。它可以根据不同编程语言（c、c++、java、go、rust）的 XML 规范生成库代码。该工具是根据Apache 2.0许可开源的。

请注意，提供 XML 定义仅用于帮助客户开发，不在平台中使用（也未经过广泛测试），因此欢迎对 XML 中发现的任何问题提供反馈。

示例命令以脚本形式提供（例如 generate_c.sh) 作为生成库的示例。

E-关于 SBE 中可选字段的注意事项

在 SBE 中，字段的顺序和大小是固定的。如果将字段标记为可选，则仅表示该字段采用特殊的 “NullValue”。除非在字段中特别定义了 “NullValue”，否则 SBE 规范为不同类型的字段指定了默认空值。对于整数字段，默认空值为 2^比特大小-1，对于浮点数，它是一个 NaN 值。

更改历史记录

日期	版本	摘要
2022年4月6日	1.1	首次发布
2022年4月11日	1.2	更改邮件标题结构（blockLength 移至标题顶部）。添加新的 API 调用以检索乐器词典。使用类型和示例消息改进消息描述。更新了 XML 规范、样本跟踪和 LUA 解析器
2022年4月13日	1.3	修复 XML 规范中的 instrumentID 字段，更新生成的代码库
2022年5月2日	1.4	介绍股票信息将 Quote 事件替换为 Ticker 使用静态仪器数据扩展仪器消息在快照中加入仪器消息从快照消息（包含在仪器消息中）中删除仪器名称在快照中包含 Ticker 消息当账簿发生变化时，更改数据包中消息的顺序（交易/股票报价/图书）改善数据包填充情况（例如，拆分为多个数据包的大型快照消息不是从新数据包开始，而是在仪器/自动报价机消息之后填充空格）提供生产过程中的样本跟踪，例如多播信道配置使用消息中的更改更新 wireshark LUA 分析器
2022年5月13日	1.4.1	-修复仪器消息样本的根块长度并提供新的样本跟踪
2022年5月23日	1.4.2	修复 InstrumentKind 枚举的 XML 定义（XML 更改）修复文档中 XML 代码片段中股票消息中浮点空值的问题（仅限文档更改）在快照中添加有关已平仓/已结算工具的备注（仅限文档更改）添加关于中批量加入快照频道的评论（仅限文档更改）更改 pcap 示例文件的名称以匹配文档版本以避免混淆
2022年6月9日	1.4.3	修复 OptionType 枚举的 XML 定义（XML 并导致生成的客户端代码更改）修复文档中仪器消息中 OptionType 的 XML 片段（仅限文档更改）添加有关数据包成帧标头序列号范围的注释（仅限文档更改）添加有关图书更换 ID 的非连续性质的注释（仅限文档更改）更新包括从 Real Logic 到最新版本的 sbe 代码生成工具（参见 https://github.com/real-logic/simple-binary-encodin g/发行版）。请参阅 5.D 中有关该工具的注释重命名 pcap 示例文件以匹配文档版本
2022年7月12日	1.5	添加了特定组合的新状态和乐器种类（XML 更改，但仅影响新的组合通道）在相关信息描述中添加了有关组合行为的注释（仅限文档更改）第 4.D 节中对数据包序列号的更多说明（仅限文档更改） A.5 节中关于使用浮点数的说明（仅限文档更改）关于在恢复中检查 “上一次更改 ID” 的说明（仅限文档更改）已重命名示例 pcap 以匹配文档版本号（仅限文档更改）添加了有关 tcpreplay 工具的注释（仅限文档更改）添加了有关数据包恢复 API 限制的说明（仅限文档更改）
2022 年 10 月 14 日	1.5.1	-添加了新的消息类型 SnapshotStart 和 SnapshotEnd
2022 年 11 月 3 日	1.5.2	-添加了新的消息类型 comboLegs
2022 年 11 月 11 日	1.5.3	-添加了新的消息类型 priceIndex 和 rfq
2023 年 1 月 31 日	1.5.4	-更正了 rfq 中使用的枚举
2023 年 3 月 6 日	1.5.5	-增加了景点
2023 年 4 月 6 日	1.5.6	-将所有对 “未来类型” 的引用重命名为 “仪器类型”
2023 年 4 月 27 日	1.5.7	-在订单簿更改中添加有关空白变更清单的说明
2023 年 5 月 22 日	1.5.8	在 open_interest 股票行情字段中添加了可选的显示状态。在现货价格消息示例中，将 estimeted_delivery_price 字段更新为-nan。
2023 年 6 月 15 日	1.6	添加新的仪器 v2 消息以删除已弃用的 rfq 状态字段，并将分笔大小步数组添加到仪器中从 XML 消息规范中移除了 MessageHeader 字段，因为它是由代码生成器隐式添加的添加了有关发送哪些频道价格指数消息的信息从 XML 规范文件更新了本文档中的 XML 规范添加了有关消息中可选字段的信息更新了 pcap 示例
2023 年 7 月 20 日	1.6.1	在开发包中同时包含 XML 定义（每条消息中包含和不包含消息头）。在第 A 章（第 3 页，A.1 之前）中添加有关此内容的注释。将开发包中的代码生成器 JAR 更新为 Real-Logic 的最新版本 (1.28.3) (https://mvnrepository.com/artifact/uk.co.real-logic/ sbe-all/1.28.3)
2023 年 12 月 2 日	1.6.2	-仅在新 USDT 渠道的开发包中更新测试和产品渠道分配文档（本文档无变化，仅更新版本号）

导言

提示

多播数据包编码

A-SBE 消息格式简介

注意

SBE 标题

固定长度方块

群组

可变长度的字段

浮点数而不是小数

多播事件

A-乐器

连击

[en] Message speciﬁcation

示例消息

B-仪器 v2

消息规范

示例序列

示例消息

C-订单簿变更

连击

消息规范

示例序列

D-交易

连击

消息规范

示例消息

E-股票行情

注意

消息规范

示例消息

F-快照

消息规范

示例消息

快照启动

消息规范

示例消息

快照结束

消息规范

示例消息

G-组合腿

消息规范

示例消息

H-价格指数

消息规范

示例消息

我-询价

消息规范

示例消息

J-Spots

示例消息

示例消息

基本机制

A-客户端开始使用 API

B-客户端开始使用快照多播

注意

C-新仪器或封闭式仪器

D-信道数据包恢复

API 调用

API 调用限制

示例

开发者信息

A-样本捕获

重播样本采集

B-Wireshark 解析器插件

C-SBE XML 定义

D-代码生成工具

E-关于 SBE 中可选字段的注意事项

更改历史记录

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