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Deribit websocket

JavaScript strategy by 发明者量化-小小梦.

Author
发明者量化-小小梦
Complexity
Starter · 76 lines
Parameters
0

The original spec has no written description. Read the source below.

Source JavaScript

var client = null
var deribitAcc = {}                               // You can set a global object to save token 

function WS_GetAccount() {                        // Get asset information of a certain cryptocurrency in the account
    var msg = {
        "jsonrpc": "2.0",
        "id": 2515,
        "method": "private/get_account_summary",
        "params": {
            "currency": "ETH",
            "extended": true
        }
    }

    client.write(JSON.stringify(msg))
    var ret = client.read()
    Log(ret, "#FF0000")
}

function WS_GetToken() {                          // Certification and obtain token 
    var msg = {
        "jsonrpc": "2.0",
        "id": 9929,
        "method": "public/auth",
        "params": {
            "grant_type": "client_credentials",
            "client_id": "XXXXXXX",                             // obtained when applying for an API KEY
            "client_secret": "XXXXXXXXXXXXXXXXXXXXXXXXXX"       // obtained when applying for an API KEY
        }
    }
    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
            }
        } catch (e) {
            Log("error:", e)
        }
    }
    Log("Update deribitAcc accessToken , refToken:", deribitAcc)
}

function WS_Depth() {                                     // Visit get_order_book Public channel, to get order book depth data
    var msg = {
        "jsonrpc": "2.0",
        "id": 8772,
        "method": "public/get_order_book",
        "params": {
            "instrument_name": "BTC-PERPETUAL",           // Specify to obtain the depth data of BTC perpetual contract
            "depth": 5
        }
    }

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

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

    WS_GetAccount()
    WS_Depth()

}

function onexit() {
    Log("Close ws Connect")
    client.close()
}

Published by 发明者量化-小小梦 on the FMZ strategy square · last modified 2019-05-15. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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