arthurcolle / deribit-websockets-api-elixir

Deribit Websockets API client for Elixir and Phoenix

Deribit

Client for the Deribit API v2 over a secure WebSocket connection.

Adaptation and expansion of earlier work done by @gabrielpra1.

Installation

The package can be installed by adding deribit to your list of dependencies in mix.exs:

def deps do
  [
    {:deribit_api, "~> 0.4.2"}
  ]
end

Optionally, configure the client with default credentials to be used in private methods. Set test: true to use the API's test endpoint

config :deribit,
  client_id: "",
  client_secret: "",
  test: true # Defaults to false

Usage

Public

For endpoints with public scope, simply call a function with the name of the endpoint, optionally passing the parameters as a map:

iex(1)> Deribit.test
{:ok,
 %{
   "jsonrpc" => "2.0",
   "result" => %{"version" => "1.2.26"},
   "testnet" => true,
   "usDiff" => 1,
   "usIn" => 1556750102206871,
   "usOut" => 1556750102206872
 }}
 
iex(2)> Deribit.test %{expected_result: "exception"}
{:error,
 {500,
  %{
    "error" => %{"code" => 11094, "message" => "internal_server_error"},
    "jsonrpc" => "2.0",
    "testnet" => true,
    "usDiff" => 101,
    "usIn" => 1556925879289043,
    "usOut" => 1556925879289144
  }}}

Errors have the format {:error, {status, body}} or {:error, reason}.

Private

For endpoints with private scope, you can provide the user credentials or use the ones defined via configuration.

iex(1)> Deribit.get_subaccounts
{:error,
 {400,
  %{
    "error" => %{"code" => 13004, "message" => "invalid_credentials"},
    "jsonrpc" => "2.0",
    "testnet" => true,
    "usDiff" => 19,
    "usIn" => 1556925904685704,
    "usOut" => 1556925904685723
  }}}
iex(2)> Deribit.get_account_summary("client_id", "client_secret", %{currency: "btc"})
{:error,
 {400,
  %{
    "error" => %{"code" => 13004, "message" => "invalid_credentials"},
    "jsonrpc" => "2.0",
    "testnet" => true,
    "usDiff" => 24,
    "usIn" => 1556925927518909,
    "usOut" => 1556925927518933
  }}}

Setting up in an iex session

Deribit.API.WebSockets.start_link(); 
Deribit.API.WebSockets.authenticate(Deribit.client_id(), Deribit.client_secret())

Just display bids

{:ok, pid} = Deribit.subscribe(%{"channels" => ["book.BTC-PERPETUAL.raw"]}, fn(x) -> IO.inspect(x["params"]["data"]) end)

Output:

%{      
  "asks" => [],
  "bids" => [["change", 22855.0, 248270.0]],
  "change_id" => 52728517366,
  "instrument_name" => "BTC-PERPETUAL",
  "prev_change_id" => 52728517364,
  "timestamp" => 1674506228989,
  "type" => "change"
}
%{      
  "asks" => [["change", 22861.5, 18010.0]],
  "bids" => [],
  "change_id" => 52728517368,
  "instrument_name" => "BTC-PERPETUAL",
  "prev_change_id" => 52728517366,
  "timestamp" => 1674506229003,
  "type" => "change"
}
%{      
  "asks" => [],
  "bids" => [["delete", 22849.5, 0.0], ["new", 22847.0, 260.0]],
  "change_id" => 52728517369,
  "instrument_name" => "BTC-PERPETUAL",
  "prev_change_id" => 52728517368,
  "timestamp" => 1674506229007,
  "type" => "change"
}

Just display bids

{:ok, pid} = Deribit.subscribe(%{"channels" => ["book.ETH-PERPETUAL.raw"]}, fn(x) -> IO.inspect(x["params"]["data"]["bids"]) end)

Output:

[["change", 1625.3, 27269.0]]
[["change", 1625.3, 25479.0]]
[["change", 1625.05, 68539.0], ["change", 1624.9, 22249.0]]
[["change", 1625.3, 27359.0]]
[["change", 1625.3, 25479.0]]
[["change", 1625.05, 28539.0], ["change", 1624.9, 62249.0]]
[]      
[]      
[["change", 1625.7, 97467.0]]
[]      
[]      
[]      
[["change", 1625.3, 27364.0]]
[["change", 1624.9, 46000.0]]
...

Just display offers

{:ok, pid} = Deribit.subscribe(%{"channels" => ["book.ETH-PERPETUAL.raw"]}, fn(x) -> IO.inspect(x["params"]["data"]["asks"]) end)

Output:

[["new", 2438.55, 1.0]]
[]      
[]      
[]      
[["delete", 1625.8, 0.0]]
[["change", 1626.4, 42000.0], ["change", 1626.55, 77680.0]]
[]      
[["change", 1626.55, 82680.0], ["change", 1626.6, 137057.0]]
[]      
[["change", 1627.0, 3443.0]]
[["change", 1626.05, 14990.0]]
[] 

As you can see, the architecture enables you to just define a simple function to handle the data you are receiving in the subscription updates, in any way you want. You could use a database adapter in order to store data, you could just print out the data (as I am doing above to show you how it can work). You could also use a Agent to handle the data, or some kind of Task that handles each new message that comes through the WebSocket connection. The possibilities are endless and the only limit is your imagination. 😁 Happy trading!

deribit-websockets-api-elixir's Issues

disconnect

%{"method" => "public/get_index", "params" => %{"currency" => "BTC"}}
** (exit) exited in: GenServer.call(DeribitWs, {:get, #Function<3.90032684/1 in DeribitWs.get_public/2>}, 5000)
    ** (EXIT) time out
    (elixir) lib/gen_server.ex:1009: GenServer.call/3
    iex:27: CheatCodes.price/0