Deribit Exchange websocket API connection example

Deribit websocket API connection example, use the JavaScript language, policy runs in FMZ inventor quantification platform.

Source Address: https://www.fmz.com/strategy/147765

 

Client null = var 
var deribitAcc = {} // save global objects may be provided a token 

function WS_GetAccount () {// Get a currency account asset information 
    var MSG = { 
        "jsonrpc": "2.0", 
        "ID": 2515, 
        "Method": "Private / get_account_summary", 
        "the params": { 
            "Currency": "the ETH", 
            "Extended": to true 
        } 
    } 

    client.write (the JSON.stringify (MSG)) 
    var RET = client.read ( ) 
    the Log (RET, "# FF0000") 
} 

Function WS_GetToken () {// authentication, and acquires the token 
    var MSG = { 
        "jsonrpc": "2.0", 
        "ID": 9929,
        "method": "public/auth",
        "params": {
            "grant_type": "client_credentials",
            "client_id": "XXXXXXX",                             // 申请 API KEY 时获取
            "client_secret": "XXXXXXXXXXXXXXXXXXXXXXXXXX"       // 申请 API KEY 时获取
        }
    }
    while (1) {
        client.write(JSON.stringify(msg))
        var ret = client.read()
        try {
            var jsonObj = JSON.parse(ret)
            if (jsonObj) {
                deribitAcc.accessToken = jsonObj.result.access_token
                deribitAcc.refToken = jsonObj.result.refresh_token
                break
            }
        The catch} (E) {
function main() {
            Log ( "error:", E) 
        } 
    } 
    log ( "Update accessToken deribitAcc, refToken:", deribitAcc) 
} 

function WS_Depth () {// get_order_book common channel access, a thin depth data acquisition order 
    var MSG = { 
        "jsonrpc": "2.0", 
        "ID": 8772, 
        "Method": "public / get_order_book", 
        "the params": { 
            "INSTRUMENT_NAME": "BTC-pERPETUAL", // specified, obtaining depth data BTC sustainable contracts 
            "depth" :. 5 
        } 
    } 

    client.write (the JSON.stringify (MSG)) 
    var RET = client.read () 
    the Log ( "depth:",ret)
}

    client = Dial("wss://www.deribit.com/ws/api/v2")
    WS_GetToken()

    WS_GetAccount()
    WS_Depth()

}

function onexit() {
    Log("关闭 ws 连接")
    client.close()
}