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Introduction

Welcome to the Delta Exchange API! You can use this API to place orders on Delta Exchange and listen to market feed.

We have language bindings in Shell, Python, Ruby and Nodejs! You can view code examples in the dark area to the right, and you can switch the programming language of the examples with the tabs in the top right.

Scroll down for code samples, example requests and responses. Select a language for code samples from the tabs above or the mobile navigation menu.

General Information

Definitions

Assets: are cryptocurrencies or fiat currencies. Each asset has a 3/4 letter code (e.g. BTC, USDC). A derivative contract on Delta Exchange will entail multiple assets, namely:

Products: are the derivative contracts listed on Delta Exchange. Each contract can be referred by either its Product ID (e.g. 27 is the Product ID of BTCUSD contract) or Symbol (BTCUSD is the symbol for BTCUSD contract). It is worth noting that Orders, Orderbook APIs expect Product IDs. e.g

product_id symbol product_type description
27 BTCUSD inverse_future Bitcoin Perpetual futures, quoted in US Dollar and settled & margined in BTC
45 XRPUSDQ future XRP/USD perpetual futures USDC Quanto, quoted in US Dollar and settled & margined in USDC
46 BTCUSD_27Dec inverse_future 27th December Bitcoin future quoted in US Dollar

Symbology

Contract symbol: has the following format

Underlying Asset| Quoting Asset|Q (optional; applicable only to quanto contracts)|_|Matruity Date (optional, applicable only for futures contracts)

e.g. BTCUSD, BTCUSD_27Dec, LEOUSDQ

Mark Price: Each contract has a unique Mark Price which can be referred to by: MARK: Contract_Symbol (MARK:BTCUSD)

Index Price: The prices of the underlying assets for the contracts listed on Delta Exchange are obtained from various spot exchanges, and are computed by averaging prices from multiple exchanges. Details of all the indices are available on this page.

For a given Underlying Asset/ Quoting Asset pair, the Index price symbol is: .DE|Underlying Asset|Quoting Asset| e.g. .DEBNBXBT It is important to note that the BTCUSD Index price doesn't follow this convention as its symbol is .DEXBTUSD.

Pagination

Pagination allows to fetch data page-wise. We use cursor based pagination where each response metadata contains a before and after cursor. The cursor needs to passed on with the next request to paginate over the result. Please note that the cursors are updated with each new page.

Pagination can be called in following APIs

API End point
Products /products
Orders /orders
Orders History /orders/history
Fills /fills
Wallet transactions /wallet/transactions

Pagination parameters

In API response, meta data will contain the cursors as show below

{
  success: true,
  result: [ {}, {}, .....],
  meta: {
    after: "an_arbitary_string",
    before: "another_arbitary_string"
  }
}

Example

https://api.delta.exchange/v2/products?page_size=30

https://api.delta.exchange/v2/products?page_size=30&after=after_cursor_from_last_request

Data Centers

Delta Exchange data centers are in AWS Tokyo

Authentication

Api endpoints that place orders or fetch account related information needs to authenticated using api key and api secret.

Common Errors

Note You should use ntp timestamp to sync local clocks in order to avoid following issue:

Signature created in the last 5 seconds is allowed. if signature reaches delta system post 5 seconds of generation, then it will fail.

above error will be thrown if you are not using correct key, please check hostname e.g. erroneously Testnet.Delta.exchange api key have been used instead of Delta.exchange api key

Check api key have required permissions like trading permission

API call made from a machine with IP address that isn't whitelisted. Check the below docs for common issues and fixes.

Generating an API Key

Before being able to sign any requests, you must create an API key via the Delta website. Upon creating a key you will receive api key and api secret, which you must remember and secure at your end. The Key and Secret will be randomly generated.

You can create a new API key from here : https://www.delta.exchange/app/account/manageapikeys

To create an API key with Trading permissions, whitelisted IP(s) must be provided. API requests using this API key will only succeed, if made from a machine with an IP address that was whitelisted. Multiple IPs can be whitelisted for a single API key. IP values can take IPv4 and IPv6. Whitelisted IPs can be changed and updated from the same page.

Common issues:
1. Your machine is using IPv6 instead of IPv4 or vice-versa. Disable the one that isn’t whitelisted from your network settings or whitelist both.
2. Your ISP may automatically change the IP address at your home, office about once a week. Update your whitelisted IP in such case.
3. If you are using a Web Service/Cloud provider like AWS, assign a static public IPv4 address to your machine.

API Key Permissions

You can restrict the functionality of API keys. Before creating the key, you must choose what permissions you would like the key to have. The permissions are:

Creating a Request

All Authenticated requests must contain the following headers:

api-key: The api key as a string.

signature: The hex-encoded signature (see Signing a Message).

timestamp: A timestamp for your request.

All request bodies should have content type application/json and be valid JSON.

Signing a Message

The signature header is generated by creating a sha256 HMAC using the secret key on the prehash string method + timestamp + requestPath + query params + body (where + represents string concatenation) and convert output to hexdigest. The timestamp value is the same as the 'timestamp' header.

Signature created in the last 5 seconds is allowed. if signature reaches delta system post 5 seconds of generation, then it will fail.

Code samples


# GET /orders
# queryString: product_id=1&state=open

# Generating signature:
echo -n "GET1542110948/orders?product_id=1&state=open" | openssl dgst -sha256 -hmac "7b6f39dcf660ec1c7c664f612c60410a2bd0c258416b498bf0311f94228f"

# Sample Request:
# Url:
#  /orders?product_id=1&state=open
# Headers:
#  signature: ad767fead0bdbe91ba1e4feb142079245fecd66aa5e47a70b40ba1a4c9b4e3db
#  api-key: a207900b7693435a8fa9230a38195d
  #timestamp: 1542110948


import hashlib
import hmac
import base64
import requests
import datetime

api_key = 'a207900b7693435a8fa9230a38195d'
api_secret = '7b6f39dcf660ec1c7c664f612c60410a2bd0c258416b498bf0311f94228f'

def generate_signature(secret, message):
    message = bytes(message, 'utf-8')
    secret = bytes(secret, 'utf-8')
    hash = hmac.new(secret, message, hashlib.sha256)
    return hash.hexdigest()

def get_time_stamp():
    d = datetime.datetime.utcnow()
    epoch = datetime.datetime(1970,1,1)
    return str(int((d - epoch).total_seconds()))

url = "https://testnet-api.delta.exchange/v2/orders"

# Get open orders
payload = ''
method = 'GET'
timestamp = get_time_stamp()
path = '/v2/orders'
query_string = '?product_id=1&state=open'
signature_data = method + timestamp + path + query_string + payload
signature = generate_signature(api_secret, signature_data)

req_headers = {
  'api-key': api_key,
  'timestamp': timestamp,
  'signature': signature,
  'User-Agent': 'rest-client',
  'Content-Type': 'application/json'
}
query = {"product_id": 1, "state": 'open'}

response = requests.request(
    method, url, data=payload, params=query, timeout=(3, 27), headers=req_headers
)

# Place new order
method = 'POST'
timestamp = get_time_stamp()
path = '/v2/orders'
query_string = ''
payload = "{\"order_type\":\"limit_order\",\"size\":3,\"side\":\"buy\",\"limit_price\":\"0.0005\",\"product_id\":16}"
signature_data = method + timestamp + path + query_string + payload
signature = generate_signature(api_secret, signature_data)

req_headers = {
  'api-key': api_key,
  'timestamp': timestamp,
  'signature': signature,
  'User-Agent': 'rest-client',
  'Content-Type': 'application/json'
}

response = requests.request(
    method, url, data=payload, params={}, timeout=(3, 27), headers=req_headers
)

Rate Limits

When a rate limit is exceeded, a HTTP response status 429 Too Many Requests will be returned. 'X-RATE-LIMIT-RESET' is returned in response header with time left in milliseconds after which next API request can be hit.

We throttle unauthenticated api requests by IP address and authenticated requests by user ID.

Default Quota is 10000 for a fixed 5 minute window. Rate Limit quota resets to full every 5 mins.

REST API Rate Limit Weight

Every REST endpoint has been assigned a weight. When you make an API call, the weight of that endpoint is deducted from your 5 min window quota. Exceeding the rate limit quota, results in 429 HTTP response status error. API endpoints related to reading public data are lighter in weight, whereas API endpoints related to writing private data (like placing an order) are heavier in weight.

Here is the cost structure for various endpoints. Please note that any endpoint not mentioned here has a cost of 1 unit.

Weight Slab API Endpoints
3 Get Products, Get Orderbook, Get Tickers, Get Open Orders, Get Open Postions, Get Balances, OHLC Candles
5 Place/Edit/Delete Order, Add Position Margin
10 Get Order History, Get Fills, Get Txn Logs
25 Batch Order Apis

e.g. Consider making all the below requests in a 5 minute window.
100 Get Open Orders requests = 100 * 3 = 300 weight.
50 Get Balances requests = 50 * 3 = 150 weight.
200 Place order requests = 200 * 5 = 1000 weight.
20 Batch Order requests = 20 * 25 = 500 weight.
Total quota used: 300 + 150 + 1000 + 500 = 1950 quota used. If this is greater than quota assigned to you, rate limit error will occur.

Increasing your rate limits

If you are running up against our limits and believe that you have a legitimate need, please email us at [email protected] to discuss increasing your rate limits.

Types

Timestamps

Unless otherwise specified, all timestamps from API are returned in ISO 8601 with microseconds. Make sure you can parse the following ISO 8601 format. Most modern languages and libraries will handle this without issues.

2019-09-18T10:41:20Z

Numbers

Big Decimal numbers are returned as strings to save full precision. When making a API request, it is suggested to convert numbers to strings to avoid truncation and precision errors.

e.g. Limit price, stop loss price, trail_amount

Integer numbers (like contract size, product_id and impact size) are unquoted.

IDs

Most identifiers are UUID unless otherwise specified. When making a request which requires a UUID, both forms (with and without dashes) are accepted.

167ja7cg-678e-6876-d6g3-f803ce49qsc9 or 167ja7cg678e6876d6g3f803ce49qsc9

Response Formats

To ensure that you are effectively using the api, we encourage you to go through this section.

  1. All responses coming from the server, either from rest api or socket rpc calls will have the following success and error formats.
  2. All timestamps reported in the apis will be in microseconds
  3. All big decimal values are sent as string
// Success format
{
  success: true,
  result: ...,              // response body
  meta: {                   // response meta - like pagination info
    ...
  }
}

// Error format
{
  success: false,
  error: {
    code: ...,                // standard error code
    context: {                // extra context data to explain the cause of error
      ...
    }
  }
}

title: Delta Exchange Api V2 v1.0.0 language_tabs: - python: Python - shell: Shell - ruby: Ruby language_clients: - python: "" - shell: "" - ruby: "" toc_footers: [] includes: [] search: true highlight_theme: darkula headingLevel: 2

Rest Api

This section documents the latest(v2) api for trading on Delta Exchange. The REST API has endpoints for account and order management as well as public market data.

If you are looking for the old api documentation, here is the link to v1 api docs (now deprecated).

REST API Endpoint URL for Delta Exchange India

REST API Endpoint URL for Delta Exchange Global

Assets

Get Asset List

Get list of all assets

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/assets', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/assets \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/assets',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /assets

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK List of Asset schema Inline

Response Schema

Enumerated Values

Property Value
deposit_status enabled
deposit_status disabled
withdrawal_status enabled
withdrawal_status disabled

Indices

Get Indices List

Get indices

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/indices', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/indices \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/indices',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /indices

Indices refer to spot price indices that Delta Exchange creates by combining spot prices of prominent crypto exchanges. These indices form the underlying of futures and options contracts listed on Delta Exchange. All details of indices on Delta Exchange are available here.

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 0,
      "symbol": "string",
      "constituent_exchanges": [
        {}
      ],
      "underlying_asset_id": 0,
      "quoting_asset_id": 0,
      "tick_size": null,
      "index_type": "spot_pair"
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK List of Spot Index schema Inline

Response Schema

Enumerated Values

Property Value
index_type spot_pair
index_type fixed_interest_rate
index_type floating_interest_rate

Products

Get Product List

Get list of products

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/products', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/products \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/products',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /products

Parameters

Parameter In Type Required Description
contract_types query string false Comma separated list of contract types e.g. futures,perpetual_futures,call_options, put_options, interest_rate_swaps,move_options,spreads, turbo_call_options, turbo_put_options, spot
states query string false Comma separated list of states e.g. upcoming,live,expired,settled to get expired contracts https://api.delta.exchange/v2/products?contract_types=call_options&states=expired
after query string false after cursor for paginated request
before query string false before cursor for paginated request
page_size query string false size of a single page for paginated request, default: 100

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 0,
      "symbol": "string",
      "description": "string",
      "created_at": "string",
      "updated_at": "string",
      "settlement_time": "string",
      "notional_type": "vanilla",
      "impact_size": 0,
      "initial_margin": 0,
      "maintenance_margin": "string",
      "contract_value": "string",
      "contract_unit_currency": "string",
      "tick_size": "string",
      "product_specs": {},
      "state": "live",
      "trading_status": "operational",
      "max_leverage_notional": "string",
      "default_leverage": "string",
      "initial_margin_scaling_factor": "string",
      "maintenance_margin_scaling_factor": "string",
      "taker_commission_rate": "string",
      "maker_commission_rate": "string",
      "liquidation_penalty_factor": "string",
      "contract_type": "string",
      "position_size_limit": 0,
      "basis_factor_max_limit": "string",
      "is_quanto": true,
      "funding_method": "string",
      "annualized_funding": "string",
      "price_band": "string",
      "underlying_asset": {
        "id": 0,
        "symbol": "string",
        "precision": 0,
        "deposit_status": "enabled",
        "withdrawal_status": "enabled",
        "base_withdrawal_fee": "string",
        "min_withdrawal_amount": "string"
      },
      "quoting_asset": {
        "id": 0,
        "symbol": "string",
        "precision": 0,
        "deposit_status": "enabled",
        "withdrawal_status": "enabled",
        "base_withdrawal_fee": "string",
        "min_withdrawal_amount": "string"
      },
      "settling_asset": {
        "id": 0,
        "symbol": "string",
        "precision": 0,
        "deposit_status": "enabled",
        "withdrawal_status": "enabled",
        "base_withdrawal_fee": "string",
        "min_withdrawal_amount": "string"
      },
      "spot_index": {
        "id": 0,
        "symbol": "string",
        "constituent_exchanges": [
          {}
        ],
        "underlying_asset_id": 0,
        "quoting_asset_id": 0,
        "tick_size": null,
        "index_type": "spot_pair"
      }
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK List of products schema Inline

Response Schema

Enumerated Values

Property Value
notional_type vanilla
notional_type inverse
state live
state expired
state upcoming
trading_status operational
trading_status disrupted_cancel_only
trading_status disrupted_post_only
deposit_status enabled
deposit_status disabled
withdrawal_status enabled
withdrawal_status disabled
index_type spot_pair
index_type fixed_interest_rate
index_type floating_interest_rate

Get product by symbol

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/products/{symbol}', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/products/{symbol} \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/products/{symbol}',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /products/{symbol}

Parameters

Parameter In Type Required Description
symbol path string true symbol of the desired product

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": 0,
    "symbol": "string",
    "description": "string",
    "created_at": "string",
    "updated_at": "string",
    "settlement_time": "string",
    "notional_type": "vanilla",
    "impact_size": 0,
    "initial_margin": 0,
    "maintenance_margin": "string",
    "contract_value": "string",
    "contract_unit_currency": "string",
    "tick_size": "string",
    "product_specs": {},
    "state": "live",
    "trading_status": "operational",
    "max_leverage_notional": "string",
    "default_leverage": "string",
    "initial_margin_scaling_factor": "string",
    "maintenance_margin_scaling_factor": "string",
    "taker_commission_rate": "string",
    "maker_commission_rate": "string",
    "liquidation_penalty_factor": "string",
    "contract_type": "string",
    "position_size_limit": 0,
    "basis_factor_max_limit": "string",
    "is_quanto": true,
    "funding_method": "string",
    "annualized_funding": "string",
    "price_band": "string",
    "underlying_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "quoting_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "settling_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "spot_index": {
      "id": 0,
      "symbol": "string",
      "constituent_exchanges": [
        {}
      ],
      "underlying_asset_id": 0,
      "quoting_asset_id": 0,
      "tick_size": null,
      "index_type": "spot_pair"
    }
  }
}

Responses

Status Meaning Description Schema
200 OK Product schema Inline

Response Schema

Enumerated Values

Property Value
notional_type vanilla
notional_type inverse
state live
state expired
state upcoming
trading_status operational
trading_status disrupted_cancel_only
trading_status disrupted_post_only
deposit_status enabled
deposit_status disabled
withdrawal_status enabled
withdrawal_status disabled
index_type spot_pair
index_type fixed_interest_rate
index_type floating_interest_rate

Get tickers for products

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/tickers', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/tickers \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/tickers',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /tickers

Parameters

Parameter In Type Required Description
contract_types query string false Comma separated list of contract types e.g. futures,perpetual_futures,call_options, put_options, interest_rate_swaps,move_options,spreads, turbo_call_options, turbo_put_options, spot

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "close": 0,
      "contract_type": "string",
      "greeks": {
        "delta": "string",
        "gamma": "string",
        "rho": "string",
        "theta": "string",
        "vega": "string"
      },
      "high": 0,
      "low": 0,
      "mark_price": "string",
      "mark_vol": "string",
      "oi": "string",
      "oi_value": "string",
      "oi_value_symbol": "string",
      "oi_value_usd": "string",
      "open": 0,
      "price_band": {
        "lower_limit": "string",
        "upper_limit": "string"
      },
      "product_id": 0,
      "quotes": {
        "ask_iv": "string",
        "ask_size": "string",
        "best_ask": "string",
        "best_bid": "string",
        "bid_iv": "string",
        "bid_size": "string"
      },
      "size": 0,
      "spot_price": "string",
      "strike_price": "string",
      "symbol": "string",
      "timestamp": 0,
      "turnover": 0,
      "turnover_symbol": "string",
      "turnover_usd": 0,
      "volume": 0
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK List of live tickers for all products, including IV for option strikes Inline

Response Schema

Get ticker for a product by symbol

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/tickers/{symbol}', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/tickers/{symbol} \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/tickers/{symbol}',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /tickers/{symbol}

Parameters

Parameter In Type Required Description
symbol path string true symbol of the ticker

Example responses

200 Response

{
  "success": true,
  "result": {
    "close": 0,
    "contract_type": "string",
    "greeks": {
      "delta": "string",
      "gamma": "string",
      "rho": "string",
      "theta": "string",
      "vega": "string"
    },
    "high": 0,
    "low": 0,
    "mark_price": "string",
    "mark_vol": "string",
    "oi": "string",
    "oi_value": "string",
    "oi_value_symbol": "string",
    "oi_value_usd": "string",
    "open": 0,
    "price_band": {
      "lower_limit": "string",
      "upper_limit": "string"
    },
    "product_id": 0,
    "quotes": {
      "ask_iv": "string",
      "ask_size": "string",
      "best_ask": "string",
      "best_bid": "string",
      "bid_iv": "string",
      "bid_size": "string"
    },
    "size": 0,
    "spot_price": "string",
    "strike_price": "string",
    "symbol": "string",
    "timestamp": 0,
    "turnover": 0,
    "turnover_symbol": "string",
    "turnover_usd": 0,
    "volume": 0
  }
}

Responses

Status Meaning Description Schema
200 OK ticker data for requested product, including IV for option strikes Inline

Response Schema

Orders

Placing Orders, Cancelling Orders, Placing batch orders, Cancelling batch orders, Get Open orders, Change Orders Leverage. Rate limits have been introduced recently that allows only set number of operations inside a matching engine in a timeframe. The current rate limits is 500 operations/sec for each product. For ex - placing 50 orders in a batch is equivalent to 50 operations as these orders will be processed by matching engine. Rate limits do not apply when cancelling orders.

Place Order

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/orders \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/orders',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /orders

Body parameter

{
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "limit_price": "59000",
  "size": 10,
  "side": "buy",
  "order_type": "limit_order",
  "stop_order_type": "stop_loss_order",
  "stop_price": "56000",
  "trail_amount": "50",
  "stop_trigger_method": "last_traded_price",
  "bracket_stop_loss_limit_price": "57000",
  "bracket_stop_loss_price": "56000",
  "bracket_trail_amount": "50",
  "bracket_take_profit_limit_price": "62000",
  "bracket_take_profit_price": "61000",
  "time_in_force": "gtc",
  "mmp": "disabled",
  "post_only": false,
  "reduce_only": false,
  "client_order_id": "34521712",
  "cancel_orders_accepted": false
}

Parameters

Parameter In Type Required Description
body body CreateOrderRequest true Order which needs to be created. Rate limits apply.

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": 123,
    "user_id": 453671,
    "size": 10,
    "unfilled_size": 2,
    "side": "buy",
    "order_type": "limit_order",
    "limit_price": "59000",
    "stop_order_type": "stop_loss_order",
    "stop_price": "55000",
    "paid_commission": "0.5432",
    "commission": "0.5432",
    "reduce_only": false,
    "client_order_id": "34521712",
    "state": "open",
    "created_at": "1725865012000000",
    "product_id": 27,
    "product_symbol": "BTCUSD"
  }
}

Responses

Status Meaning Description Schema
200 OK Returns back the order object with assigned id and latest state Inline
400 Bad Request Returns error if order could not be placed ApiErrorResponse

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Cancel Order

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.delete('https://api.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X DELETE https://api.delta.exchange/v2/orders \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.delete 'https://api.delta.exchange/v2/orders',
  params: {
  }, headers: headers

p JSON.parse(result)

DELETE /orders

Body parameter

{
  "id": 13452112,
  "client_order_id": "34521712",
  "product_id": 27
}

Parameters

Parameter In Type Required Description
body body DeleteOrderRequest true Order which needs to be cancelled

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": 123,
    "user_id": 453671,
    "size": 10,
    "unfilled_size": 2,
    "side": "buy",
    "order_type": "limit_order",
    "limit_price": "59000",
    "stop_order_type": "stop_loss_order",
    "stop_price": "55000",
    "paid_commission": "0.5432",
    "commission": "0.5432",
    "reduce_only": false,
    "client_order_id": "34521712",
    "state": "open",
    "created_at": "1725865012000000",
    "product_id": 27,
    "product_symbol": "BTCUSD"
  }
}

Responses

Status Meaning Description Schema
200 OK Returns back the order object Inline
400 Bad Request Returns error if order could not be cancelled ApiErrorResponse

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Edit Order

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.put('https://api.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X PUT https://api.delta.exchange/v2/orders \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.put 'https://api.delta.exchange/v2/orders',
  params: {
  }, headers: headers

p JSON.parse(result)

PUT /orders

Body parameter

{
  "id": 34521712,
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "limit_price": "59000",
  "size": 15,
  "mmp": "disabled",
  "post_only": false,
  "cancel_orders_accepted": false,
  "stop_price": "56000",
  "trail_amount": "50"
}

Parameters

Parameter In Type Required Description
body body EditOrderRequest true Order which needs to be edited. Rate limits apply.

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": 123,
    "user_id": 453671,
    "size": 10,
    "unfilled_size": 2,
    "side": "buy",
    "order_type": "limit_order",
    "limit_price": "59000",
    "stop_order_type": "stop_loss_order",
    "stop_price": "55000",
    "paid_commission": "0.5432",
    "commission": "0.5432",
    "reduce_only": false,
    "client_order_id": "34521712",
    "state": "open",
    "created_at": "1725865012000000",
    "product_id": 27,
    "product_symbol": "BTCUSD"
  }
}

Responses

Status Meaning Description Schema
200 OK Returns back the order object with assigned id and latest state Inline
400 Bad Request Returns error if order could not be placed ApiErrorResponse

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Get Active Orders

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/orders \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/orders',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /orders

Parameters

Parameter In Type Required Description
product_ids query string false comma separated product ids, if not specified, all the orders will be returned
states query string false comma separated list of states - open,pending
contract_types query string false comma separated list of desired contract types, if not specified any parameters then, all the orders will be returned
order_types query string false comma separated order types
start_time query integer false from time in micro-seconds in epoc; referring to the order creation time
end_time query integer false from time in micro-seconds in epoc; referring to the order creation time
after query string false after cursor for pagination; becomes null if page after the current one does not exist
before query string false before cursor for pagination; becomes null if page before the current one does not exist
page_size query integer false number of records per page

Enumerated Values

Parameter Value
contract_types futures
contract_types perpetual_futures
contract_types call_options
contract_types put_options
order_types market
order_types limit
order_types stop_market
order_types stop_limit
order_types all_stop

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 123,
      "user_id": 453671,
      "size": 10,
      "unfilled_size": 2,
      "side": "buy",
      "order_type": "limit_order",
      "limit_price": "59000",
      "stop_order_type": "stop_loss_order",
      "stop_price": "55000",
      "paid_commission": "0.5432",
      "commission": "0.5432",
      "reduce_only": false,
      "client_order_id": "34521712",
      "state": "open",
      "created_at": "1725865012000000",
      "product_id": 27,
      "product_symbol": "BTCUSD"
    }
  ],
  "meta": {
    "after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
    "before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
  }
}

Responses

Status Meaning Description Schema
200 OK List of orders as per the query Inline

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Place Bracket order

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/orders/bracket', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/orders/bracket \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/orders/bracket',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /orders/bracket

A bracket order is a set of TP and SL order. For a bracket order , size need not be specified as it closes the entire position. For a given contract, you can have multiple bracket orders for open orders but only a single bracket order for any open position.

Body parameter

{
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "stop_loss_order": {
    "order_type": "limit_order",
    "stop_price": "56000",
    "trail_amount": "50",
    "limit_price": "55000"
  },
  "take_profit_order": {
    "order_type": "limit_order",
    "stop_price": "65000",
    "limit_price": "64000"
  },
  "bracket_stop_trigger_method": "last_traded_price"
}

Parameters

Parameter In Type Required Description
body body CreateBracketOrderRequest true Bracket Order which needs to be updated

Example responses

200 Response

{
  "success": true
}

Responses

Status Meaning Description Schema
200 OK returns back success response ApiSuccessResponse
400 Bad Request Returns error if orders could not be updated ApiErrorResponse

Edit Bracket order

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.put('https://api.delta.exchange/v2/orders/bracket', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X PUT https://api.delta.exchange/v2/orders/bracket \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.put 'https://api.delta.exchange/v2/orders/bracket',
  params: {
  }, headers: headers

p JSON.parse(result)

PUT /orders/bracket

A bracket order is a set of TP and SL order. You can specify bracket order with an order that will create a new position. Use this api to change the bracket params attached with an order.

Body parameter

{
  "id": 34521712,
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "bracket_stop_loss_limit_price": "55000",
  "bracket_stop_loss_price": "56000",
  "bracket_take_profit_limit_price": "65000",
  "bracket_take_profit_price": "64000",
  "bracket_trail_amount": "50",
  "bracket_stop_trigger_method": "last_traded_price"
}

Parameters

Parameter In Type Required Description
body body EditBracketOrderRequest true Bracket Order which needs to be updated

Example responses

200 Response

{
  "success": true
}

Responses

Status Meaning Description Schema
200 OK returns back success response ApiSuccessResponse
400 Bad Request Returns error if orders could not be updated ApiErrorResponse

Cancel all open orders

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.delete('https://api.delta.exchange/v2/orders/all', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X DELETE https://api.delta.exchange/v2/orders/all \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.delete 'https://api.delta.exchange/v2/orders/all',
  params: {
  }, headers: headers

p JSON.parse(result)

DELETE /orders/all

Cancels all orders for a given product id. If product id is not provided, it cancels orders for provided contract types. If none of them are provided, it cancels all the orders. Provide either product id or list of contract types at a time. If both are provided, contract types will be ignored.

Body parameter

{
  "product_id": 27,
  "contract_types": "perpetual_futures,put_options,call_options",
  "cancel_limit_orders": false,
  "cancel_stop_orders": false,
  "cancel_reduce_only_orders": false
}

Parameters

Parameter In Type Required Description
body body CancelAllFilterObject false Filters for selecting orders that needs to be cancelled

Example responses

200 Response

{
  "success": true
}

Responses

Status Meaning Description Schema
200 OK returns back success response ApiSuccessResponse
400 Bad Request Returns error if orders could not be cancelled ApiErrorResponse

Create batch orders

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/orders/batch', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/orders/batch \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/orders/batch',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /orders/batch

Orders in a batch should belong to the same contract. Max allowed size limit in a batch is 50. Rate limits apply. Please note that ioc is not valid time in force values for creating batch orders.

Body parameter

[
  {
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "59000",
    "size": 10,
    "side": "buy",
    "order_type": "limit_order",
    "time_in_force": "gtc",
    "mmp": "disabled",
    "post_only": false,
    "client_order_id": "34521712"
  }
]

Parameters

Parameter In Type Required Description
body body ArrayOfBatchCreateOrderRequest true Does not support time_in_force flag for orders, All orders in batch create are assumed to be gtc orders. batch create does not support stop orders, it support only limit orders

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 123,
      "user_id": 453671,
      "size": 10,
      "unfilled_size": 2,
      "side": "buy",
      "order_type": "limit_order",
      "limit_price": "59000",
      "stop_order_type": "stop_loss_order",
      "stop_price": "55000",
      "paid_commission": "0.5432",
      "commission": "0.5432",
      "reduce_only": false,
      "client_order_id": "34521712",
      "state": "open",
      "created_at": "1725865012000000",
      "product_id": 27,
      "product_symbol": "BTCUSD"
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK returns the orders placed Inline
400 Bad Request returns error if orders couldnt be placed ApiErrorResponse

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Edit batch orders

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.put('https://api.delta.exchange/v2/orders/batch', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X PUT https://api.delta.exchange/v2/orders/batch \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.put 'https://api.delta.exchange/v2/orders/batch',
  params: {
  }, headers: headers

p JSON.parse(result)

PUT /orders/batch

Orders to be edited in a batch. Rate limits apply.

Body parameter

[
  {
    "id": 34521712,
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "59000",
    "size": 15,
    "mmp": "disabled",
    "post_only": false
  }
]

Parameters

Parameter In Type Required Description
body body ArrayOfBatchEditOrderRequest true none

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 123,
      "user_id": 453671,
      "size": 10,
      "unfilled_size": 2,
      "side": "buy",
      "order_type": "limit_order",
      "limit_price": "59000",
      "stop_order_type": "stop_loss_order",
      "stop_price": "55000",
      "paid_commission": "0.5432",
      "commission": "0.5432",
      "reduce_only": false,
      "client_order_id": "34521712",
      "state": "open",
      "created_at": "1725865012000000",
      "product_id": 27,
      "product_symbol": "BTCUSD"
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK List of edited orders Inline
400 Bad Request returns error if orders couldnt be edited ApiErrorResponse

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Delete batch orders

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.delete('https://api.delta.exchange/v2/orders/batch', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X DELETE https://api.delta.exchange/v2/orders/batch \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.delete 'https://api.delta.exchange/v2/orders/batch',
  params: {
  }, headers: headers

p JSON.parse(result)

DELETE /orders/batch

Body parameter

[
  {
    "id": 13452112,
    "client_order_id": "34521712",
    "product_id": 27
  }
]

Parameters

Parameter In Type Required Description
body body ArrayOfDeleteOrderRequest true none

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 123,
      "user_id": 453671,
      "size": 10,
      "unfilled_size": 2,
      "side": "buy",
      "order_type": "limit_order",
      "limit_price": "59000",
      "stop_order_type": "stop_loss_order",
      "stop_price": "55000",
      "paid_commission": "0.5432",
      "commission": "0.5432",
      "reduce_only": false,
      "client_order_id": "34521712",
      "state": "open",
      "created_at": "1725865012000000",
      "product_id": 27,
      "product_symbol": "BTCUSD"
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK returns the orders deleted Inline
400 Bad Request returns error if orders couldnt be deleted ApiErrorResponse

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Get Order by id

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/orders/{order_id}', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/orders/{order_id} \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/orders/{order_id}',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /orders/{order_id}

Parameters

Parameter In Type Required Description
order_id path string true Id of the order

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": 123,
    "user_id": 453671,
    "size": 10,
    "unfilled_size": 2,
    "side": "buy",
    "order_type": "limit_order",
    "limit_price": "59000",
    "stop_order_type": "stop_loss_order",
    "stop_price": "55000",
    "paid_commission": "0.5432",
    "commission": "0.5432",
    "reduce_only": false,
    "client_order_id": "34521712",
    "state": "open",
    "created_at": "1725865012000000",
    "product_id": 27,
    "product_symbol": "BTCUSD"
  }
}

Responses

Status Meaning Description Schema
200 OK Returns back the order object with assigned id and latest state Inline

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Get Order by client oid

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/orders/client_order_id/{client_oid}', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/orders/client_order_id/{client_oid} \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/orders/client_order_id/{client_oid}',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /orders/client_order_id/{client_oid}

Parameters

Parameter In Type Required Description
client_oid path string true Client provided order id

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": 123,
    "user_id": 453671,
    "size": 10,
    "unfilled_size": 2,
    "side": "buy",
    "order_type": "limit_order",
    "limit_price": "59000",
    "stop_order_type": "stop_loss_order",
    "stop_price": "55000",
    "paid_commission": "0.5432",
    "commission": "0.5432",
    "reduce_only": false,
    "client_order_id": "34521712",
    "state": "open",
    "created_at": "1725865012000000",
    "product_id": 27,
    "product_symbol": "BTCUSD"
  }
}

Responses

Status Meaning Description Schema
200 OK Returns back the order object with assigned client order id and latest state Inline

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

Change order leverage

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/products/{product_id}/orders/leverage', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/products/{product_id}/orders/leverage \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/products/{product_id}/orders/leverage',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /products/{product_id}/orders/leverage

Body parameter

{
  "leverage": 10
}

Parameters

Parameter In Type Required Description
product_id path integer true Product id of the ordered product
body body object true none
» leverage body string true Order leverage

Example responses

200 Response

{
  "success": true,
  "result": {
    "leverage": 10,
    "order_margin": "563.2",
    "product_id": 27
  }
}

Responses

Status Meaning Description Schema
200 OK returns the OrderLeverage object Inline
400 Bad Request Returns error if leverage couldnt be changed ApiErrorResponse

Response Schema

Get order leverage

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/products/{product_id}/orders/leverage', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/products/{product_id}/orders/leverage \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/products/{product_id}/orders/leverage',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /products/{product_id}/orders/leverage

Parameters

Parameter In Type Required Description
product_id path integer true Product id of the ordered product

Example responses

200 Response

{
  "success": true,
  "result": {
    "leverage": 10,
    "order_margin": "563.2",
    "product_id": 27
  }
}

Responses

Status Meaning Description Schema
200 OK returns the OrderLeverage object Inline

Response Schema

Positions

Get Open positions, Change Position Margin, Close Position, Close All Position

Get margined positions

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/positions/margined', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/positions/margined \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/positions/margined',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /positions/margined

Change in position may take upto 10secs to reflect. Use 'GET /position' for real-time data.

Parameters

Parameter In Type Required Description
product_ids query string false comma separated product ids. If not specified any parameters, all the open positions will be returned
contract_types query string false comma separated list of desired contract types. If not specified any parameters then, all the open positions will be returned

Enumerated Values

Parameter Value
contract_types futures
contract_types perpetual_futures
contract_types call_options
contract_types put_options

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "user_id": 0,
      "size": 0,
      "entry_price": "string",
      "margin": "string",
      "liquidation_price": "string",
      "bankruptcy_price": "string",
      "adl_level": 0,
      "product_id": 0,
      "product_symbol": "string",
      "commission": "string",
      "realized_pnl": "string",
      "realized_funding": "string"
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK List of all open positions Inline

Response Schema

Get position

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/positions', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/positions \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/positions',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /positions

Get real-time positions data.

Parameters

Parameter In Type Required Description
product_id query integer false id of the product
underlying_asset_symbol query string false Underlying asset symbol. e.g. 'BTC', 'ETH'. This gives a list of all positions in products which have the given underlying asset

Example responses

200 Response

{
  "success": true,
  "result": {
    "size": 0,
    "entry_price": "string"
  }
}

Responses

Status Meaning Description Schema
200 OK Open position for the give product id Inline

Response Schema

Auto Topup

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.put('https://api.delta.exchange/v2/positions/auto_topup', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X PUT https://api.delta.exchange/v2/positions/auto_topup \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.put 'https://api.delta.exchange/v2/positions/auto_topup',
  params: {
  }, headers: headers

p JSON.parse(result)

PUT /positions/auto_topup

Changes position auto topup flag. Positions automatically inherits auto topup flag of the account. If account level auto topop is set to false, use this api to change auto topup flag for individual positions.

Body parameter

{
  "product_id": 0,
  "auto_topup": "false"
}

Parameters

Parameter In Type Required Description
body body object true none
» product_id body integer true none
» auto_topup body boolean true none

Example responses

200 Response

{
  "success": true,
  "result": {
    "user_id": 0,
    "size": 0,
    "entry_price": "string",
    "margin": "string",
    "liquidation_price": "string",
    "bankruptcy_price": "string",
    "adl_level": 0,
    "product_id": 0,
    "product_symbol": "string",
    "commission": "string",
    "realized_pnl": "string",
    "realized_funding": "string"
  }
}

Responses

Status Meaning Description Schema
200 OK returns the position object Inline
400 Bad Request Returns error if position margin could not be changed ApiErrorResponse

Response Schema

Add/Remove position margin

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/positions/change_margin', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/positions/change_margin \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/positions/change_margin',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /positions/change_margin

Body parameter

{
  "product_id": 0,
  "delta_margin": "string"
}

Parameters

Parameter In Type Required Description
body body object true none
» product_id body integer true none
» delta_margin body string true Delta in the position margin, positive in case of adding margin & negative in case of removing margin

Example responses

200 Response

{
  "success": true,
  "result": {
    "user_id": 0,
    "size": 0,
    "entry_price": "string",
    "margin": "string",
    "liquidation_price": "string",
    "bankruptcy_price": "string",
    "adl_level": 0,
    "product_id": 0,
    "product_symbol": "string",
    "commission": "string",
    "realized_pnl": "string",
    "realized_funding": "string"
  }
}

Responses

Status Meaning Description Schema
200 OK returns the position object Inline
400 Bad Request Returns error if position margin could not be changed ApiErrorResponse

Response Schema

Close all positions

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/positions/close_all', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/positions/close_all \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/positions/close_all',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /positions/close_all

Body parameter

{
  "close_all_portfolio": true,
  "close_all_isolated": true,
  "user_id": 0
}

Parameters

Parameter In Type Required Description
body body object true none
» close_all_portfolio body boolean true none
» close_all_isolated body boolean true none
» user_id body integer true none

Example responses

200 Response

{
  "success": true
}

Responses

Status Meaning Description Schema
200 OK returns back success response ApiSuccessResponse
400 Bad Request Returns error if not able to close all positions ApiErrorResponse

TradeHistory

Get Orders History, Get Fill History

Get order history (cancelled and closed)

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/orders/history', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/orders/history \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/orders/history',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /orders/history

Parameters

Parameter In Type Required Description
product_ids query string false comma separated product ids
contract_types query string false comma separated list of desired contract types
order_types query string false comma separated order types
start_time query integer false from time in micro-seconds in epoc
end_time query integer false from time in micro-seconds in epoc
after query string false after cursor for pagination
before query string false before cursor for pagination
page_size query integer false number of records per page

Enumerated Values

Parameter Value
order_types market
order_types limit
order_types stop_market
order_types stop_limit
order_types all_stop

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 123,
      "user_id": 453671,
      "size": 10,
      "unfilled_size": 2,
      "side": "buy",
      "order_type": "limit_order",
      "limit_price": "59000",
      "stop_order_type": "stop_loss_order",
      "stop_price": "55000",
      "paid_commission": "0.5432",
      "commission": "0.5432",
      "reduce_only": false,
      "client_order_id": "34521712",
      "state": "open",
      "created_at": "1725865012000000",
      "product_id": 27,
      "product_symbol": "BTCUSD"
    }
  ],
  "meta": {
    "after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
    "before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
  }
}

Responses

Status Meaning Description Schema
200 OK List of closed and cancelled orders. Order schema Inline

Response Schema

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

GET user fills by filters

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/fills', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/fills \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/fills',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /fills

Parameters

Parameter In Type Required Description
product_ids query string false comma separated product ids
contract_types query string false comma separated list of desired contract types
start_time query integer false from time in micro-seconds in epoc
end_time query integer false from time in micro-seconds in epoc
after query string false after cursor for pagination
before query string false before cursor for pagination
page_size query integer false number of records per page

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 0,
      "size": 0,
      "fill_type": "normal",
      "side": "buy",
      "price": "string",
      "role": "taker",
      "commission": "string",
      "created_at": "string",
      "product_id": 0,
      "product_symbol": "string",
      "order_id": "string",
      "settling_asset_id": 0,
      "settling_asset_symbol": "string",
      "meta_data": {
        "commission_deto": "string",
        "commission_deto_in_settling_asset": "string",
        "effective_commission_rate": "string",
        "liquidation_fee_deto": "string",
        "liquidation_fee_deto_in_settling_asset": "string",
        "order_price": "string",
        "order_size": "string",
        "order_type": "string",
        "order_unfilled_size": "string",
        "tfc_used_for_commission": "string",
        "tfc_used_for_liquidation_fee": "string",
        "total_commission_in_settling_asset": "string",
        "total_liquidation_fee_in_settling_asset": "string"
      }
    }
  ],
  "meta": {
    "after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
    "before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
  }
}

Responses

Status Meaning Description Schema
200 OK Array of fills Inline

Response Schema

Enumerated Values

Property Value
fill_type normal
fill_type adl
fill_type liquidation
fill_type settlement
fill_type otc
side buy
side sell
role taker
role maker

Download Fills history

Code samples

import requests
headers = {
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/fills/history/download/csv', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/fills/history/download/csv \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/fills/history/download/csv',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /fills/history/download/csv

Parameters

Parameter In Type Required Description
product_ids query string false comma separated product ids
contract_types query string false comma separated list of desired contract types
start_time query integer false from time in micro-seconds in epoc
end_time query integer false from time in micro-seconds in epoc

Responses

Status Meaning Description Schema
200 OK csv of fills for the filter query None

Orderbook

L2Orderbook

Get L2 orderbook

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/l2orderbook/{symbol}', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/l2orderbook/{symbol} \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/l2orderbook/{symbol}',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /l2orderbook/{symbol}

Parameters

Parameter In Type Required Description
symbol path string true none
depth query integer false number of levels on each side

Example responses

200 Response

{
  "success": true,
  "result": {
    "buy": [
      {
        "depth": "983",
        "price": "9187.5",
        "size": 205640
      }
    ],
    "last_updated_at": 1654589595784000,
    "sell": [
      {
        "depth": "1185",
        "price": "9188.0",
        "size": 113752
      }
    ],
    "symbol": "BTCUSDT"
  }
}

Responses

Status Meaning Description Schema
200 OK L2 orderbook for the product Inline

Response Schema

Trades

Get Trades of a contract

Get public trades

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/trades/{symbol}', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/trades/{symbol} \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/trades/{symbol}',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /trades/{symbol}

Parameters

Parameter In Type Required Description
symbol path string true none

Example responses

200 Response

{
  "success": true,
  "result": {
    "trades": [
      {
        "side": "buy",
        "size": 0,
        "price": "string",
        "timestamp": 0
      }
    ]
  }
}

Responses

Status Meaning Description Schema
200 OK List of recent trades of the product Inline

Response Schema

Enumerated Values

Property Value
side buy
side sell

Wallet

Get balances, Get transaction history

Get Wallet Balances

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/wallet/balances', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/wallet/balances \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/wallet/balances',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /wallet/balances

Example responses

200 Response

{
  "meta": {
    "net_equity": "string",
    "robo_trading_equity": "string"
  },
  "result": [
    {
      "asset_id": 0,
      "asset_symbol": "string",
      "available_balance": "string",
      "available_balance_for_robo": "string",
      "balance": "string",
      "blocked_margin": "string",
      "commission": "string",
      "cross_asset_liability": "string",
      "cross_commission": "string",
      "cross_locked_collateral": "string",
      "cross_order_margin": "string",
      "cross_position_margin": "string",
      "id": 0,
      "interest_credit": "string",
      "order_margin": "string",
      "pending_referral_bonus": "string",
      "pending_trading_fee_credit": "string",
      "portfolio_margin": "string",
      "position_margin": "string",
      "trading_fee_credit": "string",
      "unvested_amount": "string",
      "user_id": 0
    }
  ],
  "success": true
}

Responses

Status Meaning Description Schema
200 OK List of wallets attached to the user account WalletPayload

Get Wallet transactions

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/wallet/transactions', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/wallet/transactions \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/wallet/transactions',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /wallet/transactions

Parameters

Parameter In Type Required Description
asset_ids query integer false comma separated list of asset_ids for which to get txns logs
start_time query integer false from time in micro-seconds in epoc
end_time query integer false from time in micro-seconds in epoc
after query string false after cursor for pagination
before query string false before cursor for pagination
page_size query integer false number of records per page
transaction_types query TransactionTypes false transaction types to retrieve

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": 0,
      "amount": "string",
      "balance": "string",
      "transaction_type": "string",
      "meta_data": {},
      "product_id": 0,
      "asset_id": 0,
      "asset_symbol": 0,
      "created_at": "string"
    }
  ],
  "meta": {
    "after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
    "before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
  }
}

Responses

Status Meaning Description Schema
200 OK list of Wallet transactions Inline

Response Schema

Enumerated Values

Property Value
transaction_type cashflow
transaction_type deposit
transaction_type withdrawal
transaction_type commission
transaction_type conversion
transaction_type funding
transaction_type settlement
transaction_type liquidation_fee
transaction_type spot_trade
transaction_type withdrawal_cancellation
transaction_type referral_bonus
transaction_type sub_account_transfer
transaction_type commission_rebate
transaction_type promo_credit
transaction_type trading_credits
transaction_type trading_credits_forfeited
transaction_type trading_credits_paid
transaction_type trading_fee_credits_paid_liquidation_fee
transaction_type trading_credits_reverted
transaction_type interest_credit
transaction_type external_deposit
transaction_type credit_line
transaction_type trading_competition
transaction_type fund_deposit
transaction_type fund_withdrawal
transaction_type fund_wallet_deposit
transaction_type fund_wallet_withdrawal
transaction_type fund_reward
transaction_type trade_farming_reward
transaction_type interest_credit
transaction_type revert
transaction_type raf_bonus
transaction_type fill_appropriation
transaction_type incident_compensation

Download Wallet transactions

Code samples

import requests
headers = {
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/wallet/transactions/download', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/wallet/transactions/download \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/wallet/transactions/download',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /wallet/transactions/download

Parameters

Parameter In Type Required Description
asset_ids query integer false comma separated list of asset_ids
start_time query integer false from time in micro-seconds in epoc
end_time query integer false from time in micro-seconds in epoc
after query string false after cursor for pagination
before query string false before cursor for pagination
page_size query integer false number of records per page

Responses

Status Meaning Description Schema
200 OK csv of transactions for that wallet None

Request asset transfer

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/wallets/sub_account_balance_transfer', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/wallets/sub_account_balance_transfer \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/wallets/sub_account_balance_transfer',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /wallets/sub_account_balance_transfer

This api transfers asset from one subaccount to another subaccount or to the main/parent account. Please ensure that the subaccounts involved in the transfer should belong to the same parent account. Requests to transfer assets across subaccounts that belong to different parent accounts will fail. Please make sure that the api key used to make this api request belongs to the main/parent account.

Body parameter

{
  "transferrer_user_id": "string",
  "transferee_user_id": "string",
  "asset_symbol": "string",
  "amount": null
}

Parameters

Parameter In Type Required Description
body body AssetTransferSubaccountReq true none

Example responses

200 Response

{
  "success": true,
  "result": null
}

Responses

Status Meaning Description Schema
200 OK Returns success message Inline
400 Bad Request Returns error code ApiErrorResponse

Response Schema

Request subaccount balance transfer history.

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/wallets/sub_accounts_transfer_history', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/wallets/sub_accounts_transfer_history \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/wallets/sub_accounts_transfer_history',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /wallets/sub_accounts_transfer_history

This api returns the wallet balance transfers for subaccounts belonging to the parent/main account of an api user. Make sure you are calling this api from the main account. If no subaccount is mentioned in the request, data for all the subacounts will be returned. Use page size to get more entries in a single request.

Body parameter

{
  "subaccount_user_id": "string",
  "before": "string",
  "after": "string",
  "page_size": 10
}

Parameters

Parameter In Type Required Description
body body SubaccountTransferHistory true none

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "transferrer_user_id": "string",
      "transferee_user_id": "string",
      "asset_symbol": "string",
      "amount": null,
      "created_at": "string",
      "transferee_user": {},
      "transferrer_user": {}
    }
  ],
  "meta": {
    "after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
    "before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
  }
}

Responses

Status Meaning Description Schema
200 OK Returns success message Inline
400 Bad Request Returns error code ApiErrorResponse

Response Schema

Stats

Get Volume Stats

Get volume stats

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/stats', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/stats \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/stats',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /stats

Example responses

200 Response

{
  "success": true,
  "result": {
    "last_30_days_volume": 0,
    "last_7_days_volume": 0,
    "total_volume": 0
  }
}

Responses

Status Meaning Description Schema
200 OK sum of turnover in the last 7 and 30 days along with Total Volume in the last 24 hours (in USD) Inline

Response Schema

MMP

Market maker protection

Update MMP config

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.put('https://api.delta.exchange/v2/users/update_mmp', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X PUT https://api.delta.exchange/v2/users/update_mmp \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.put 'https://api.delta.exchange/v2/users/update_mmp',
  params: {
  }, headers: headers

p JSON.parse(result)

PUT /users/update_mmp

Channel provides updates when MMP is triggered. Market maker protection is available to registered market makers by default. Others can reach out to support for getting access to MMP. More info here.

Body parameter

{
  "asset": "string",
  "window_interval": 0,
  "freeze_interval": 0,
  "trade_limit": "string",
  "delta_limit": "string",
  "vega_limit": "string",
  "mmp": "mmp1"
}

Parameters

Parameter In Type Required Description
body body MMPConfigUpdateRequest true mmp config for a given underlying asset

Example responses

200 Response

{
  "success": true,
  "result": {
    "user_id": 0,
    "default_auto_topup": true,
    "mmp_config": {},
    "deto_for_commission": true,
    "vip_level": 0
  }
}

Responses

Status Meaning Description Schema
200 OK Returns back the User Preference which contains mmp config Inline
400 Bad Request Returns error if mmp is not enabled on the account ApiErrorResponse

Response Schema

Reset MMP

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.put('https://api.delta.exchange/v2/users/reset_mmp', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X PUT https://api.delta.exchange/v2/users/reset_mmp \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.put 'https://api.delta.exchange/v2/users/reset_mmp',
  params: {
  }, headers: headers

p JSON.parse(result)

PUT /users/reset_mmp

Body parameter

{
  "asset": "string",
  "mmp": "mmp1"
}

Parameters

Parameter In Type Required Description
body body MMPResetRequest true reset mmp config for a given underlying asset

Example responses

200 Response

{
  "success": true
}

Responses

Status Meaning Description Schema
200 OK Returns back the User Preference which contains mmp config ApiSuccessResponse
400 Bad Request Returns error if mmp is not enabled on the account ApiErrorResponse

Dead Man's Switch (Auto Cancel)

Set up timers for auto orders cancel in case of network malfunctions

Cancel After

Code samples

import requests
headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.post('https://api.delta.exchange/v2/orders/cancel_after', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X POST https://api.delta.exchange/v2/orders/cancel_after \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Content-Type' => 'application/json',
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.post 'https://api.delta.exchange/v2/orders/cancel_after',
  params: {
  }, headers: headers

p JSON.parse(result)

POST /orders/cancel_after

Body parameter

{
  "cancel_after": "5000"
}

Parameters

Parameter In Type Required Description
body body CancelAfterRequest true cancel after details

Example responses

200 Response

{
  "success": true,
  "result": {
    "cancel_after_enabled": "true",
    "cancel_after_timestamp": "1669119262000"
  }
}

Responses

Status Meaning Description Schema
200 OK Returns back the cancel_after configs set Inline
400 Bad Request Returns if configs couldnt be set ApiErrorResponse

Response Schema

Enumerated Values

Property Value
cancel_after_enabled false
cancel_after_enabled true

Account

Account level settings

Get users trading preferences

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/users/trading_preferences', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/users/trading_preferences \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/users/trading_preferences',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /users/trading_preferences

Example responses

200 Response

{
  "success": true,
  "result": {
    "user_id": 0,
    "default_auto_topup": true,
    "mmp_config": {},
    "deto_for_commission": true,
    "vip_level": 0
  }
}

Responses

Status Meaning Description Schema
200 OK User trading preferences attached to the account Inline

Response Schema

Get subaccounts

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/sub_accounts', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/sub_accounts \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/sub_accounts',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /sub_accounts

This api returns all the subaccounts belonging to the same parent/main user. Make sure to call this api from the parent user.

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": null,
      "email": "string",
      "account_name": "string",
      "first_name": "string",
      "last_name": "string",
      "dob": "string",
      "country": "string",
      "phone_number": "string",
      "margin_mode": "string",
      "pf_index_symbol": "string",
      "is_sub_account": true,
      "is_kyc_done": true
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK Subaccounts belonging to the same parent account. Inline

Response Schema

Get user

Code samples

import requests
headers = {
  'Accept': 'application/json',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/profile', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/profile \
  -H 'Accept: application/json' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json',
  'api-key' => '****',
  'signature' => '****',
  'timestamp' => '****'
}

result = RestClient.get 'https://api.delta.exchange/v2/profile',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /profile

This api returns the user object.

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": null,
    "email": "string",
    "account_name": "string",
    "first_name": "string",
    "last_name": "string",
    "dob": "string",
    "country": "string",
    "phone_number": "string",
    "margin_mode": "string",
    "pf_index_symbol": "string",
    "is_sub_account": true,
    "is_kyc_done": true
  }
}

Responses

Status Meaning Description Schema
200 OK User Object Inline

Response Schema

Settlement Prices

Get product settlement prices

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/products/?states=expired', params={

}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/products/?states=expired \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/products/?states=expired',
  params: {
  }, headers: headers

p JSON.parse(result)

GET /products/?states=expired

Parameters

Parameter In Type Required Description
states query string false Comma separated list of states e.g. to get expired contracts https://api.delta.exchange/v2/products?contract_types=call_options&states=expired
page_size query string false size of a single page for paginated request, default: 100

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": 0,
    "symbol": "string",
    "description": "string",
    "created_at": "string",
    "updated_at": "string",
    "settlement_time": "string",
    "notional_type": "vanilla",
    "impact_size": 0,
    "initial_margin": 0,
    "maintenance_margin": "string",
    "contract_value": "string",
    "contract_unit_currency": "string",
    "tick_size": "string",
    "product_specs": {},
    "state": "live",
    "trading_status": "operational",
    "max_leverage_notional": "string",
    "default_leverage": "string",
    "initial_margin_scaling_factor": "string",
    "maintenance_margin_scaling_factor": "string",
    "taker_commission_rate": "string",
    "maker_commission_rate": "string",
    "liquidation_penalty_factor": "string",
    "contract_type": "string",
    "position_size_limit": 0,
    "basis_factor_max_limit": "string",
    "is_quanto": true,
    "funding_method": "string",
    "annualized_funding": "string",
    "price_band": "string",
    "underlying_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "quoting_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "settling_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "spot_index": {
      "id": 0,
      "symbol": "string",
      "constituent_exchanges": [
        {}
      ],
      "underlying_asset_id": 0,
      "quoting_asset_id": 0,
      "tick_size": null,
      "index_type": "spot_pair"
    }
  }
}

Responses

Status Meaning Description Schema
200 OK List of products Inline

Response Schema

Enumerated Values

Property Value
notional_type vanilla
notional_type inverse
state live
state expired
state upcoming
trading_status operational
trading_status disrupted_cancel_only
trading_status disrupted_post_only
deposit_status enabled
deposit_status disabled
withdrawal_status enabled
withdrawal_status disabled
index_type spot_pair
index_type fixed_interest_rate
index_type floating_interest_rate

Historical OHLC Candles/Sparklines

GET historical ohlc candles

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/history/candles', params={
  'resolution': '5m',  'symbol': 'BTCUSD',  'start': '1685618835',  'end': '1722511635'
}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/history/candles?resolution=5m&symbol=BTCUSD&start=1685618835&end=1722511635 \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/history/candles',
  params: {
  'resolution' => '5m',
'symbol' => 'BTCUSD',
'start' => '1685618835',
'end' => '1722511635'
}, headers: headers

p JSON.parse(result)

GET /history/candles

It returns historical Open-High-Low-Close(ohlc) candles data of the symbol as per input values for resolution, start time and end time. Also, it can return only upto 2000 candles maximum in a response.

Parameters

Parameter In Type Required Description
resolution query string true ohlc candle time frames like 1m, 5m, 1h
symbol query string true To get funding history pass symbol as FUNDING:${symbol}, mark price MARK:${symbol} and OI data OI:${symbol} for e.g. - FUNDING:BTCUSD, MARK:C-BTC-66400-010824, OI:ETHUSD
start query integer true Start time: unix timestamp in seconds
end query integer true End time: unix timestamp in seconds

Enumerated Values

Parameter Value
resolution 1m
resolution 3m
resolution 5m
resolution 15m
resolution 30m
resolution 1h
resolution 2h
resolution 4h
resolution 6h
resolution 1d
resolution 7d
resolution 30d
resolution 1w
resolution 2w

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "time": 0,
      "open": 0,
      "high": 0,
      "low": 0,
      "close": 0,
      "volume": 0
    }
  ]
}

Responses

Status Meaning Description Schema
200 OK ohlc Inline

Response Schema

GET product history sparklines

Code samples

import requests
headers = {
  'Accept': 'application/json'
}

r = requests.get('https://api.delta.exchange/v2/history/sparklines', params={
  'symbols': 'ETHUSD,MARK:BTCUSD'
}, headers = headers)

print r.json()


# You can also use wget
curl -X GET https://api.delta.exchange/v2/history/sparklines?symbols=ETHUSD%2CMARK%3ABTCUSD \
  -H 'Accept: application/json'


require 'rest-client'
require 'json'

headers = {
  'Accept' => 'application/json'
}

result = RestClient.get 'https://api.delta.exchange/v2/history/sparklines',
  params: {
  'symbols' => 'ETHUSD,MARK:BTCUSD'
}, headers: headers

p JSON.parse(result)

GET /history/sparklines

Parameters

Parameter In Type Required Description
symbols query string true comma separated product symbols

Example responses

200 Response

{
  "success": true,
  "result": {
    "ETHUSD": [
      [
        1594214051,
        0.00003826
      ],
      [
        1594214051,
        0.00003826
      ]
    ],
    "MARK:BTCUSD": [
      [
        1594215270,
        0.00003826
      ]
    ]
  }
}

Responses

Status Meaning Description Schema
200 OK product history sparkline Inline

Response Schema

Schemas

ApiSuccessResponse

{
  "success": true
}

Properties

Name Type Required Restrictions Description
success boolean false none none

ApiErrorResponse

{
  "success": false,
  "error": {}
}

Properties

Name Type Required Restrictions Description
success boolean false none none
error object false none none

Index

{
  "id": 0,
  "symbol": "string",
  "constituent_exchanges": [
    {}
  ],
  "underlying_asset_id": 0,
  "quoting_asset_id": 0,
  "tick_size": null,
  "index_type": "spot_pair"
}

Properties

Name Type Required Restrictions Description
id integer(int64) false none none
symbol string false none e.g. '.DE' followed by base asset + quoting asset
constituent_exchanges [object] false none Details of name and weight of exchanges in index
underlying_asset_id integer false none Asset ID for base symbol
quoting_asset_id integer false none Asset ID for quoting symbol
tick_size string(Decimal) false none Precision of the spot price
index_type string false none Type of index

Enumerated Values

Property Value
index_type spot_pair
index_type fixed_interest_rate
index_type floating_interest_rate

ArrayOfIndices

[
  {
    "id": 0,
    "symbol": "string",
    "constituent_exchanges": [
      {}
    ],
    "underlying_asset_id": 0,
    "quoting_asset_id": 0,
    "tick_size": null,
    "index_type": "spot_pair"
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Index] false none none

Asset

{
  "id": 0,
  "symbol": "string",
  "precision": 0,
  "deposit_status": "enabled",
  "withdrawal_status": "enabled",
  "base_withdrawal_fee": "string",
  "min_withdrawal_amount": "string"
}

Properties

Name Type Required Restrictions Description
id integer(int64) false none none
symbol string false none none
precision integer false none none
deposit_status string false none none
withdrawal_status string false none none
base_withdrawal_fee string false none none
min_withdrawal_amount string false none Minimum value of allowed withdrawal

Enumerated Values

Property Value
deposit_status enabled
deposit_status disabled
withdrawal_status enabled
withdrawal_status disabled

ArrayOfAssets

[
  {
    "id": 0,
    "symbol": "string",
    "precision": 0,
    "deposit_status": "enabled",
    "withdrawal_status": "enabled",
    "base_withdrawal_fee": "string",
    "min_withdrawal_amount": "string"
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Asset] false none none

Product

{
  "id": 0,
  "symbol": "string",
  "description": "string",
  "created_at": "string",
  "updated_at": "string",
  "settlement_time": "string",
  "notional_type": "vanilla",
  "impact_size": 0,
  "initial_margin": 0,
  "maintenance_margin": "string",
  "contract_value": "string",
  "contract_unit_currency": "string",
  "tick_size": "string",
  "product_specs": {},
  "state": "live",
  "trading_status": "operational",
  "max_leverage_notional": "string",
  "default_leverage": "string",
  "initial_margin_scaling_factor": "string",
  "maintenance_margin_scaling_factor": "string",
  "taker_commission_rate": "string",
  "maker_commission_rate": "string",
  "liquidation_penalty_factor": "string",
  "contract_type": "string",
  "position_size_limit": 0,
  "basis_factor_max_limit": "string",
  "is_quanto": true,
  "funding_method": "string",
  "annualized_funding": "string",
  "price_band": "string",
  "underlying_asset": {
    "id": 0,
    "symbol": "string",
    "precision": 0,
    "deposit_status": "enabled",
    "withdrawal_status": "enabled",
    "base_withdrawal_fee": "string",
    "min_withdrawal_amount": "string"
  },
  "quoting_asset": {
    "id": 0,
    "symbol": "string",
    "precision": 0,
    "deposit_status": "enabled",
    "withdrawal_status": "enabled",
    "base_withdrawal_fee": "string",
    "min_withdrawal_amount": "string"
  },
  "settling_asset": {
    "id": 0,
    "symbol": "string",
    "precision": 0,
    "deposit_status": "enabled",
    "withdrawal_status": "enabled",
    "base_withdrawal_fee": "string",
    "min_withdrawal_amount": "string"
  },
  "spot_index": {
    "id": 0,
    "symbol": "string",
    "constituent_exchanges": [
      {}
    ],
    "underlying_asset_id": 0,
    "quoting_asset_id": 0,
    "tick_size": null,
    "index_type": "spot_pair"
  }
}

Properties

Name Type Required Restrictions Description
id integer(int64) false none id of a product or a contract
symbol string false none symbol of a product or a contract e.g. LINKBTC, XRPUSDQ
description string false none description of a product or a contract
created_at string false none product/contract creation date and time
updated_at string false none product/contract update date and time
settlement_time string false none settlement Timestamp of futures contract
notional_type string false none whether notional is calculated using vanilla math or inverse math
impact_size integer false none size of a typical trade. Used in the computation of mark price
initial_margin integer false none The amount required to enter into a new position
maintenance_margin string false none The amount necessary when a loss on a futures position requires you to allocate more funds to return the margin to the initial margin level.
contract_value string false none The notional value of a futures contract is simply the spot price of the asset multiplied by the amount of the asset specified in the contract
contract_unit_currency string false none This is the unit of 1 contract, for vanilla futures, its underlying asset. for inverse, it is settling asset. for quanto, its settling asset / quoting asset
tick_size string false none The minimum gap between 2 consecutive prices.
product_specs object false none Specs related to specific contract types (IRS indices, options volatility limits)
state string false none current state of the product
trading_status string false none trading status of the contract e.g. 'operational','disrupted_cancel_only' or 'disrupted_post_only'
max_leverage_notional string false none maximum notional position size (in settling asset terms) that can be acquired at highest allowed leverage for a given contract.
default_leverage string false none default leverage
initial_margin_scaling_factor string false none none
maintenance_margin_scaling_factor string false none none
taker_commission_rate string false none rate at which commission fee will be calculated for a taker trade in given contract
maker_commission_rate string false none rate at which maker rebate will be calculated
liquidation_penalty_factor string false none Determines liquidation charge as per the following formula: liquidation_penalty_factor * minimum maintenance margin
contract_type string false none Type of contracts e.g. futures, perpetual futures,
position_size_limit integer false none Maximum size of contracts in a single order can be placed
basis_factor_max_limit string false none Maximum allowed value of annualized basis
is_quanto boolean false none Flag which denotes whether future contract is quanto or not
funding_method string false none Method used to calculate funding for given contract. e.g. Fixed or mark price
annualized_funding string false none Maximum allowed value of funding, expressed as annual rate.
price_band string false none the range around mark price in which trading is allowed. This number is in percentage.
underlying_asset Asset false none none
quoting_asset Asset false none none
settling_asset Asset false none none
spot_index Index false none none

Enumerated Values

Property Value
notional_type vanilla
notional_type inverse
state live
state expired
state upcoming
trading_status operational
trading_status disrupted_cancel_only
trading_status disrupted_post_only

ProductCategories

{
  "PutOptions": "string",
  "CallOptions": "string",
  "MoveOptions": "string",
  "Spot": "string",
  "Futures": "string",
  "Perpetual Futures": "string"
}

List of all the product category names on delta exchange. Please refer to this list while subscribing to various public and private channels on delta exchange websocket

Properties

Name Type Required Restrictions Description
PutOptions string false none put_options
CallOptions string false none call_options
MoveOptions string false none move_options
Spot string false none spot
Futures string false none futures
Perpetual Futures string false none perpetual_futures

ArrayOfProducts

[
  {
    "id": 0,
    "symbol": "string",
    "description": "string",
    "created_at": "string",
    "updated_at": "string",
    "settlement_time": "string",
    "notional_type": "vanilla",
    "impact_size": 0,
    "initial_margin": 0,
    "maintenance_margin": "string",
    "contract_value": "string",
    "contract_unit_currency": "string",
    "tick_size": "string",
    "product_specs": {},
    "state": "live",
    "trading_status": "operational",
    "max_leverage_notional": "string",
    "default_leverage": "string",
    "initial_margin_scaling_factor": "string",
    "maintenance_margin_scaling_factor": "string",
    "taker_commission_rate": "string",
    "maker_commission_rate": "string",
    "liquidation_penalty_factor": "string",
    "contract_type": "string",
    "position_size_limit": 0,
    "basis_factor_max_limit": "string",
    "is_quanto": true,
    "funding_method": "string",
    "annualized_funding": "string",
    "price_band": "string",
    "underlying_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "quoting_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "settling_asset": {
      "id": 0,
      "symbol": "string",
      "precision": 0,
      "deposit_status": "enabled",
      "withdrawal_status": "enabled",
      "base_withdrawal_fee": "string",
      "min_withdrawal_amount": "string"
    },
    "spot_index": {
      "id": 0,
      "symbol": "string",
      "constituent_exchanges": [
        {}
      ],
      "underlying_asset_id": 0,
      "quoting_asset_id": 0,
      "tick_size": null,
      "index_type": "spot_pair"
    }
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Product] false none none

Order

{
  "id": 123,
  "user_id": 453671,
  "size": 10,
  "unfilled_size": 2,
  "side": "buy",
  "order_type": "limit_order",
  "limit_price": "59000",
  "stop_order_type": "stop_loss_order",
  "stop_price": "55000",
  "paid_commission": "0.5432",
  "commission": "0.5432",
  "reduce_only": false,
  "client_order_id": "34521712",
  "state": "open",
  "created_at": "1725865012000000",
  "product_id": 27,
  "product_symbol": "BTCUSD"
}

An Order object

Properties

Name Type Required Restrictions Description
id integer false none Genraeted order id
user_id integer false none Client id
size integer false none Order size
unfilled_size integer false none Order size which is not filled yet
side string false none Side for which to place order
order_type string false none Order type - limit_order/market_order
limit_price string false none Price level on which order must be triggered
stop_order_type string false none Stop order type - stop loss or take profit
stop_price string false none Stop price level for the stop order
paid_commission string false none Commission paid for filled order
commission string false none Commission blocked for order
reduce_only string false none if set, will only close positions. New orders will not be placed
client_order_id string false none client order id provided by the user while creating order
state string false none Order Status
created_at string false none Created at unix timestamp of the order in micro seconds
product_id integer false none Product id of the ordered product
product_symbol string false none Product symbol of the ordered product

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
reduce_only false
reduce_only true
state open
state pending
state closed
state cancelled

ArrayOfOrders

[
  {
    "id": 123,
    "user_id": 453671,
    "size": 10,
    "unfilled_size": 2,
    "side": "buy",
    "order_type": "limit_order",
    "limit_price": "59000",
    "stop_order_type": "stop_loss_order",
    "stop_price": "55000",
    "paid_commission": "0.5432",
    "commission": "0.5432",
    "reduce_only": false,
    "client_order_id": "34521712",
    "state": "open",
    "created_at": "1725865012000000",
    "product_id": 27,
    "product_symbol": "BTCUSD"
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Order] false none [An Order object]

CreateOrderRequest

{
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "limit_price": "59000",
  "size": 10,
  "side": "buy",
  "order_type": "limit_order",
  "stop_order_type": "stop_loss_order",
  "stop_price": "56000",
  "trail_amount": "50",
  "stop_trigger_method": "last_traded_price",
  "bracket_stop_loss_limit_price": "57000",
  "bracket_stop_loss_price": "56000",
  "bracket_trail_amount": "50",
  "bracket_take_profit_limit_price": "62000",
  "bracket_take_profit_price": "61000",
  "time_in_force": "gtc",
  "mmp": "disabled",
  "post_only": false,
  "reduce_only": false,
  "client_order_id": "34521712",
  "cancel_orders_accepted": false
}

A create order object

Properties

Name Type Required Restrictions Description
product_id integer true none Only one of either product_id or product_symbol must be sent.
product_symbol string true none Only one of either product_id or product_symbol must be sent.
limit_price string false none Price level for limit orders
size integer false none Order size
side string false none Buy order or Sell order
order_type string false none Limit order(limit_price must be defined) or Market order
stop_order_type string false none Stop order type - stop loss or take profit
stop_price string false none Stop loss price level if the order is stop order
trail_amount string false none Use trail amount if you want a trailing stop order. Required if stop price is empty.
stop_trigger_method string false none Stop order trigger method - mark_price/last_traded_price/spot_price
bracket_stop_loss_limit_price string false none Bracket order stop loss limit price
bracket_stop_loss_price string false none Bracket order stop loss trigger price
bracket_trail_amount string false none use bracket trail amount if you want a trailing stop order. Required if bracket stop price is empty
bracket_take_profit_limit_price string false none Bracket order take profit limit price
bracket_take_profit_price string false none take profit trigger price for bracket order
time_in_force string false none GTC/IOC order type
mmp string false none MMP level for the order - disabled/mmp1/mmp2/mmp3/mmp4/mmp5
post_only string false none Post only order
reduce_only string false none if set, will only close positions. New orders will not be placed
client_order_id string false none client order id provided by the user while creating order
cancel_orders_accepted string false none if set, will cancel all existing orders for the product

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
stop_order_type stop_loss_order
stop_order_type take_profit_order
stop_trigger_method mark_price
stop_trigger_method last_traded_price
stop_trigger_method spot_price
time_in_force gtc
time_in_force ioc
mmp disabled
mmp mmp1
mmp mmp2
mmp mmp3
mmp mmp4
mmp mmp5
post_only true
post_only false
reduce_only true
reduce_only false
cancel_orders_accepted true
cancel_orders_accepted false

BatchCreateOrderRequest

{
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "limit_price": "59000",
  "size": 10,
  "side": "buy",
  "order_type": "limit_order",
  "time_in_force": "gtc",
  "mmp": "disabled",
  "post_only": false,
  "client_order_id": "34521712"
}

A create order object

Properties

Name Type Required Restrictions Description
product_id integer true none Only one of either product_id or product_symbol must be sent.
product_symbol string true none Only one of either product_id or product_symbol must be sent.
limit_price string false none Price level for limit orders
size integer false none Order size
side string false none Buy order or Sell order
order_type string false none Limit order(limit_price must be defined) or Market order
time_in_force string false none GTC/IOC order type
mmp string false none MMP level for the order - disabled/mmp1/mmp2/mmp3/mmp4/mmp5
post_only string false none Post only order
client_order_id string false none client order id provided by the user while creating order

Enumerated Values

Property Value
side buy
side sell
order_type limit_order
order_type market_order
time_in_force gtc
time_in_force ioc
mmp disabled
mmp mmp1
mmp mmp2
mmp mmp3
mmp mmp4
mmp mmp5
post_only true
post_only false

ArrayOfBatchCreateOrderRequest

[
  {
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "59000",
    "size": 10,
    "side": "buy",
    "order_type": "limit_order",
    "time_in_force": "gtc",
    "mmp": "disabled",
    "post_only": false,
    "client_order_id": "34521712"
  }
]

Properties

Name Type Required Restrictions Description
anonymous [BatchCreateOrderRequest] false none [A create order object]

ArrayOfCreateOrderRequest

[
  {
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "59000",
    "size": 10,
    "side": "buy",
    "order_type": "limit_order",
    "stop_order_type": "stop_loss_order",
    "stop_price": "56000",
    "trail_amount": "50",
    "stop_trigger_method": "last_traded_price",
    "bracket_stop_loss_limit_price": "57000",
    "bracket_stop_loss_price": "56000",
    "bracket_trail_amount": "50",
    "bracket_take_profit_limit_price": "62000",
    "bracket_take_profit_price": "61000",
    "time_in_force": "gtc",
    "mmp": "disabled",
    "post_only": false,
    "reduce_only": false,
    "client_order_id": "34521712",
    "cancel_orders_accepted": false
  }
]

Properties

Name Type Required Restrictions Description
anonymous [CreateOrderRequest] false none [A create order object]

EditOrderRequest

{
  "id": 34521712,
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "limit_price": "59000",
  "size": 15,
  "mmp": "disabled",
  "post_only": false,
  "cancel_orders_accepted": false,
  "stop_price": "56000",
  "trail_amount": "50"
}

edit order object

Properties

Name Type Required Restrictions Description
id integer false none existing order id to be edited
product_id integer true none Only one of either product_id or product_symbol must be sent.
product_symbol string true none Only one of either product_id or product_symbol must be sent.
limit_price string false none Price level for limit orders
size integer false none total size after editing order
mmp string false none MMP level for the order - disabled/mmp1/mmp2/mmp3/mmp4/mmp5
post_only string false none Post only order
cancel_orders_accepted string false none if set, will cancel all existing orders for the product
stop_price string false none price to trigger stop order
trail_amount string false none Use trail amount if you want a trailing stop order. Required if stop price is empty.

Enumerated Values

Property Value
mmp disabled
mmp mmp1
mmp mmp2
mmp mmp3
mmp mmp4
mmp mmp5
post_only true
post_only false
cancel_orders_accepted true
cancel_orders_accepted false

BatchEditOrderRequest

{
  "id": 34521712,
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "limit_price": "59000",
  "size": 15,
  "mmp": "disabled",
  "post_only": false
}

edit order object

Properties

Name Type Required Restrictions Description
id integer false none existing order id to be edited
product_id integer true none Only one of either product_id or product_symbol must be sent.
product_symbol string true none Only one of either product_id or product_symbol must be sent.
limit_price string false none Price level for limit orders
size integer false none total size after editing order
mmp string false none MMP level for the order - disabled/mmp1/mmp2/mmp3/mmp4/mmp5
post_only string false none Post only order

Enumerated Values

Property Value
mmp disabled
mmp mmp1
mmp mmp2
mmp mmp3
mmp mmp4
mmp mmp5
post_only false
post_only true

ArrayOfBatchEditOrderRequest

[
  {
    "id": 34521712,
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "59000",
    "size": 15,
    "mmp": "disabled",
    "post_only": false
  }
]

Properties

Name Type Required Restrictions Description
anonymous [BatchEditOrderRequest] false none [edit order object]

CreateBracketOrderRequest

{
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "stop_loss_order": {
    "order_type": "limit_order",
    "stop_price": "56000",
    "trail_amount": "50",
    "limit_price": "55000"
  },
  "take_profit_order": {
    "order_type": "limit_order",
    "stop_price": "65000",
    "limit_price": "64000"
  },
  "bracket_stop_trigger_method": "last_traded_price"
}

bracket order object

Properties

Name Type Required Restrictions Description
product_id integer true none Only one of either product_id or product_symbol must be sent.
product_symbol string true none Only one of either product_id or product_symbol must be sent.
stop_loss_order object false none none
» order_type string false none Limit order(limit_price must be defined) or Market order
» stop_price string false none Stop loss price level
» trail_amount string false none Use trail amount if you want a trailing stop order. Required if stop price is empty.
» limit_price string false none required for limit orders
take_profit_order object false none none
» order_type string false none Limit order(limit_price must be defined) or Market order
» stop_price string false none Stop price level
» limit_price string false none required for limit orders
bracket_stop_trigger_method string false none stop order trigger method for bracket orders- mark_price/last_traded_price/spot_price

Enumerated Values

Property Value
order_type limit_order
order_type market_order
order_type limit_order
order_type market_order
bracket_stop_trigger_method mark_price
bracket_stop_trigger_method last_traded_price
bracket_stop_trigger_method spot_price

EditBracketOrderRequest

{
  "id": 34521712,
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "bracket_stop_loss_limit_price": "55000",
  "bracket_stop_loss_price": "56000",
  "bracket_take_profit_limit_price": "65000",
  "bracket_take_profit_price": "64000",
  "bracket_trail_amount": "50",
  "bracket_stop_trigger_method": "last_traded_price"
}

bracket order object

Properties

Name Type Required Restrictions Description
id integer false none Order ID for which bracket params are being updated
product_id integer true none Only one of either product_id or product_symbol must be sent.
product_symbol string true none Only one of either product_id or product_symbol must be sent.
bracket_stop_loss_limit_price string false none stop loss limit price for bracket order
bracket_stop_loss_price string false none stop loss trigger price for bracket order
bracket_take_profit_limit_price string false none take profit limit price for bracket order
bracket_take_profit_price string false none take profit trigger price for bracket order
bracket_trail_amount string false none trail amount of bracket order
bracket_stop_trigger_method string false none stop order trigger method for bracket orders- mark_price/last_traded_price/spot_price

Enumerated Values

Property Value
bracket_stop_trigger_method mark_price
bracket_stop_trigger_method last_traded_price
bracket_stop_trigger_method spot_price

DeleteOrderRequest

{
  "id": 13452112,
  "client_order_id": "34521712",
  "product_id": 27
}

A delete order object

Properties

Name Type Required Restrictions Description
id integer false none use bracket trail amount if you want a trailing stop order. Required if bracket stop price is empty
client_order_id string false none client order id provided by the user while creating order
product_id integer false none product_id of the product in the order

CancelAllFilterObject

{
  "product_id": 27,
  "contract_types": "perpetual_futures,put_options,call_options",
  "cancel_limit_orders": false,
  "cancel_stop_orders": false,
  "cancel_reduce_only_orders": false
}

Cancel all request filter object

Properties

Name Type Required Restrictions Description
product_id integer false none Only one of either product_id or product_symbol must be sent.
contract_types string false none comma separated list of desired contract types
cancel_limit_orders string false none set true to cancel open limit orders
cancel_stop_orders string false none set as true to cancel stop orders
cancel_reduce_only_orders string false none set as true to cancel reduce only orders

Enumerated Values

Property Value
cancel_limit_orders true
cancel_limit_orders false
cancel_stop_orders true
cancel_stop_orders false
cancel_reduce_only_orders true
cancel_reduce_only_orders false

ArrayOfDeleteOrderRequest

[
  {
    "id": 13452112,
    "client_order_id": "34521712",
    "product_id": 27
  }
]

Properties

Name Type Required Restrictions Description
anonymous [DeleteOrderRequest] false none [A delete order object]

Position

{
  "user_id": 0,
  "size": 0,
  "entry_price": "string",
  "margin": "string",
  "liquidation_price": "string",
  "bankruptcy_price": "string",
  "adl_level": 0,
  "product_id": 0,
  "product_symbol": "string",
  "commission": "string",
  "realized_pnl": "string",
  "realized_funding": "string"
}

A position object

Properties

Name Type Required Restrictions Description
user_id integer false none none
size integer false none Position size, negative for short and positive for long
entry_price string false none none
margin string false none none
liquidation_price string false none none
bankruptcy_price string false none none
adl_level integer false none none
product_id integer false none none
product_symbol string false none none
commission string false none commissions blocked in the position
realized_pnl string false none Net realized pnl since the position was opened
realized_funding string false none Net realized funding since the position was opened

ArrayOfPositions

[
  {
    "user_id": 0,
    "size": 0,
    "entry_price": "string",
    "margin": "string",
    "liquidation_price": "string",
    "bankruptcy_price": "string",
    "adl_level": 0,
    "product_id": 0,
    "product_symbol": "string",
    "commission": "string",
    "realized_pnl": "string",
    "realized_funding": "string"
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Position] false none [A position object]

Fill

{
  "id": 0,
  "size": 0,
  "fill_type": "normal",
  "side": "buy",
  "price": "string",
  "role": "taker",
  "commission": "string",
  "created_at": "string",
  "product_id": 0,
  "product_symbol": "string",
  "order_id": "string",
  "settling_asset_id": 0,
  "settling_asset_symbol": "string",
  "meta_data": {
    "commission_deto": "string",
    "commission_deto_in_settling_asset": "string",
    "effective_commission_rate": "string",
    "liquidation_fee_deto": "string",
    "liquidation_fee_deto_in_settling_asset": "string",
    "order_price": "string",
    "order_size": "string",
    "order_type": "string",
    "order_unfilled_size": "string",
    "tfc_used_for_commission": "string",
    "tfc_used_for_liquidation_fee": "string",
    "total_commission_in_settling_asset": "string",
    "total_liquidation_fee_in_settling_asset": "string"
  }
}

A fill object

Properties

Name Type Required Restrictions Description
id integer false none none
size integer false none none
fill_type string false none none
side string false none none
price string false none Price at which the fill happened, BigDecimal sent as string
role string false none none
commission string false none Commission paid on this fill, negative value means commission was earned because of maker role
created_at string false none none
product_id integer false none none
product_symbol string false none none
order_id string false none Will be order_id(Integer) in most cases. Will be UUID string of order when fill_type is settlement
settling_asset_id integer false none none
settling_asset_symbol string false none none
meta_data FillMetaData false none Meta data inside fill

Enumerated Values

Property Value
fill_type normal
fill_type adl
fill_type liquidation
fill_type settlement
fill_type otc
side buy
side sell
role taker
role maker

ArrayOfFills

[
  {
    "id": 0,
    "size": 0,
    "fill_type": "normal",
    "side": "buy",
    "price": "string",
    "role": "taker",
    "commission": "string",
    "created_at": "string",
    "product_id": 0,
    "product_symbol": "string",
    "order_id": "string",
    "settling_asset_id": 0,
    "settling_asset_symbol": "string",
    "meta_data": {
      "commission_deto": "string",
      "commission_deto_in_settling_asset": "string",
      "effective_commission_rate": "string",
      "liquidation_fee_deto": "string",
      "liquidation_fee_deto_in_settling_asset": "string",
      "order_price": "string",
      "order_size": "string",
      "order_type": "string",
      "order_unfilled_size": "string",
      "tfc_used_for_commission": "string",
      "tfc_used_for_liquidation_fee": "string",
      "total_commission_in_settling_asset": "string",
      "total_liquidation_fee_in_settling_asset": "string"
    }
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Fill] false none [A fill object]

FillMetaData

{
  "commission_deto": "string",
  "commission_deto_in_settling_asset": "string",
  "effective_commission_rate": "string",
  "liquidation_fee_deto": "string",
  "liquidation_fee_deto_in_settling_asset": "string",
  "order_price": "string",
  "order_size": "string",
  "order_type": "string",
  "order_unfilled_size": "string",
  "tfc_used_for_commission": "string",
  "tfc_used_for_liquidation_fee": "string",
  "total_commission_in_settling_asset": "string",
  "total_liquidation_fee_in_settling_asset": "string"
}

Meta data inside fill

Properties

Name Type Required Restrictions Description
commission_deto string false none none
commission_deto_in_settling_asset string false none none
effective_commission_rate string false none none
liquidation_fee_deto string false none none
liquidation_fee_deto_in_settling_asset string false none none
order_price string false none none
order_size string false none none
order_type string false none none
order_unfilled_size string false none none
tfc_used_for_commission string false none none
tfc_used_for_liquidation_fee string false none none
total_commission_in_settling_asset string false none none
total_liquidation_fee_in_settling_asset string false none none

OrderLeverage

{
  "leverage": 10,
  "order_margin": "563.2",
  "product_id": 27
}

Order Leverage for a product

Properties

Name Type Required Restrictions Description
leverage string false none Leverage of all open orders for this product
order_margin string false none Margin blocked in open orders for this product
product_id integer false none Product id of the ordered product

L2Orderbook

{
  "buy": [
    {
      "depth": "983",
      "price": "9187.5",
      "size": 205640
    }
  ],
  "last_updated_at": 1654589595784000,
  "sell": [
    {
      "depth": "1185",
      "price": "9188.0",
      "size": 113752
    }
  ],
  "symbol": "BTCUSDT"
}

L2 orderbook

Properties

Name Type Required Restrictions Description
buy [object] false none none
» depth string false none sum of size till that price level
» price string false none none
» size integer false none for derivatives -> number of contracts, for spot -> amount in underlying
last_updated_at integer false none none
sell [object] false none none
» depth string false none sum of size till that price level
» price string false none none
» size integer false none for derivatives -> number of contracts, for spot -> amount in underlying
symbol string false none none

Trades

{
  "trades": [
    {
      "side": "buy",
      "size": 0,
      "price": "string",
      "timestamp": 0
    }
  ]
}

trades of a symbol

Properties

Name Type Required Restrictions Description
trades [object] false none none
» side string false none none
» size integer false none none
» price string false none none
» timestamp integer false none none

Enumerated Values

Property Value
side buy
side sell

Wallet

{
  "asset_id": 0,
  "asset_symbol": "string",
  "available_balance": "string",
  "available_balance_for_robo": "string",
  "balance": "string",
  "blocked_margin": "string",
  "commission": "string",
  "cross_asset_liability": "string",
  "cross_commission": "string",
  "cross_locked_collateral": "string",
  "cross_order_margin": "string",
  "cross_position_margin": "string",
  "id": 0,
  "interest_credit": "string",
  "order_margin": "string",
  "pending_referral_bonus": "string",
  "pending_trading_fee_credit": "string",
  "portfolio_margin": "string",
  "position_margin": "string",
  "trading_fee_credit": "string",
  "unvested_amount": "string",
  "user_id": 0
}

Wallet Data for each asset.

Properties

Name Type Required Restrictions Description
asset_id integer false none Id for assets like BTC
asset_symbol string false none Symbol for assets like BTC
available_balance string false none Balance available for trading
available_balance_for_robo string false none Balance available for robo trading
balance string false none Total wallet balance
blocked_margin string false none Total blocked margin including commissions for all modes
commission string false none Commissions blocked in Isolated Mode
cross_asset_liability string false none Asset liability in Cross margin mode
cross_commission string false none Commision blocked in Cross margin mode
cross_locked_collateral string false none collateral blocked in Cross margin mode
cross_order_margin string false none margin blocked for open orders in Cross margin mode
cross_position_margin string false none margin blocked for open positions in Cross margin mode
id integer false none Wallet Id
interest_credit string false none Total interest credited
order_margin string false none margin blocked for open positions in isolated mode
pending_referral_bonus string false none Pending referral bonus
pending_trading_fee_credit string false none Credit of trading fee pending
portfolio_margin string false none Total margin blocked including commissions in portfolio margin mode
position_margin string false none Margin blocked in open positions in isolated mode
trading_fee_credit string false none Credit of trading fee
unvested_amount string false none Amount currently unvested
user_id integer false none User Id linked to this wallet

WalletPayload

{
  "meta": {
    "net_equity": "string",
    "robo_trading_equity": "string"
  },
  "result": [
    {
      "asset_id": 0,
      "asset_symbol": "string",
      "available_balance": "string",
      "available_balance_for_robo": "string",
      "balance": "string",
      "blocked_margin": "string",
      "commission": "string",
      "cross_asset_liability": "string",
      "cross_commission": "string",
      "cross_locked_collateral": "string",
      "cross_order_margin": "string",
      "cross_position_margin": "string",
      "id": 0,
      "interest_credit": "string",
      "order_margin": "string",
      "pending_referral_bonus": "string",
      "pending_trading_fee_credit": "string",
      "portfolio_margin": "string",
      "position_margin": "string",
      "trading_fee_credit": "string",
      "unvested_amount": "string",
      "user_id": 0
    }
  ],
  "success": true
}

Properties

Name Type Required Restrictions Description
meta WalletMetaData false none Meta data for robo trading
result ArrayOfWallets false none Array of wallet for every asset
success boolean false none none

WalletMetaData

{
  "net_equity": "string",
  "robo_trading_equity": "string"
}

Meta data for robo trading

Properties

Name Type Required Restrictions Description
net_equity string false none Net equity for robo trading
robo_trading_equity string false none trading equity for robo trading

ArrayOfWallets

[
  {
    "asset_id": 0,
    "asset_symbol": "string",
    "available_balance": "string",
    "available_balance_for_robo": "string",
    "balance": "string",
    "blocked_margin": "string",
    "commission": "string",
    "cross_asset_liability": "string",
    "cross_commission": "string",
    "cross_locked_collateral": "string",
    "cross_order_margin": "string",
    "cross_position_margin": "string",
    "id": 0,
    "interest_credit": "string",
    "order_margin": "string",
    "pending_referral_bonus": "string",
    "pending_trading_fee_credit": "string",
    "portfolio_margin": "string",
    "position_margin": "string",
    "trading_fee_credit": "string",
    "unvested_amount": "string",
    "user_id": 0
  }
]

Array of wallet for every asset

Properties

Name Type Required Restrictions Description
anonymous [Wallet] false none Array of wallet for every asset

AssetTransferSubaccountReq

{
  "transferrer_user_id": "string",
  "transferee_user_id": "string",
  "asset_symbol": "string",
  "amount": null
}

Properties

Name Type Required Restrictions Description
transferrer_user_id string false none Debit account
transferee_user_id string false none Credit account
asset_symbol string false none Asset to transfer
amount big_decimal false none Amount to transfer. Only postive values allowed.

SubaccountTransferHistory

{
  "subaccount_user_id": "string",
  "before": "string",
  "after": "string",
  "page_size": 10
}

Properties

Name Type Required Restrictions Description
subaccount_user_id string false none subaccount user id
before string false none before cursor for pagination
after string false none after cursor for pagination
page_size big_decimal false none records per page

TransactionTypes

"string"

Properties

Name Type Required Restrictions Description
anonymous string false none none
transaction_type string false none none

Enumerated Values

Property Value
transaction_type cashflow
transaction_type deposit
transaction_type withdrawal
transaction_type commission
transaction_type conversion
transaction_type funding
transaction_type settlement
transaction_type liquidation_fee
transaction_type spot_trade
transaction_type withdrawal_cancellation
transaction_type referral_bonus
transaction_type sub_account_transfer
transaction_type commission_rebate
transaction_type promo_credit
transaction_type trading_credits
transaction_type trading_credits_forfeited
transaction_type trading_credits_paid
transaction_type trading_fee_credits_paid_liquidation_fee
transaction_type trading_credits_reverted
transaction_type interest_credit
transaction_type external_deposit
transaction_type credit_line
transaction_type trading_competition
transaction_type fund_deposit
transaction_type fund_withdrawal
transaction_type fund_wallet_deposit
transaction_type fund_wallet_withdrawal
transaction_type fund_reward
transaction_type trade_farming_reward
transaction_type interest_credit
transaction_type revert
transaction_type raf_bonus
transaction_type fill_appropriation
transaction_type incident_compensation

Transaction

{
  "id": 0,
  "amount": "string",
  "balance": "string",
  "transaction_type": "string",
  "meta_data": {},
  "product_id": 0,
  "asset_id": 0,
  "asset_symbol": 0,
  "created_at": "string"
}

Properties

Name Type Required Restrictions Description
id integer false none none
amount string false none amount credited/debited in this transaction (+ for credited, - for debited)
balance string false none net wallet balance after this transaction
transaction_type TransactionTypes false none none
meta_data object false none none
product_id integer false none none
asset_id integer false none none
asset_symbol integer false none none
created_at string false none none

ArrayOfTransactions

[
  {
    "id": 0,
    "amount": "string",
    "balance": "string",
    "transaction_type": "string",
    "meta_data": {},
    "product_id": 0,
    "asset_id": 0,
    "asset_symbol": 0,
    "created_at": "string"
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Transaction] false none none

SubaccountTransferLog

{
  "transferrer_user_id": "string",
  "transferee_user_id": "string",
  "asset_symbol": "string",
  "amount": null,
  "created_at": "string",
  "transferee_user": {},
  "transferrer_user": {}
}

Properties

Name Type Required Restrictions Description
transferrer_user_id string false none User id of the account debited with the asset.
transferee_user_id string false none User id of the account credited with the asset.
asset_symbol string false none Asset symbol transferred.
amount big_decimal false none Amount transferred.
created_at string false none transfer creation date and time
transferee_user object false none User details
transferrer_user object false none User details

ArrayOfSubaccountTransferLog

[
  {
    "transferrer_user_id": "string",
    "transferee_user_id": "string",
    "asset_symbol": "string",
    "amount": null,
    "created_at": "string",
    "transferee_user": {},
    "transferrer_user": {}
  }
]

Properties

Name Type Required Restrictions Description
anonymous [SubaccountTransferLog] false none none

greeks

{
  "delta": "string",
  "gamma": "string",
  "rho": "string",
  "theta": "string",
  "vega": "string"
}

Properties

Name Type Required Restrictions Description
delta string false none none
gamma string false none none
rho string false none none
theta string false none none
vega string false none none

price_band

{
  "lower_limit": "string",
  "upper_limit": "string"
}

Properties

Name Type Required Restrictions Description
lower_limit string false none none
upper_limit string false none none

quotes

{
  "ask_iv": "string",
  "ask_size": "string",
  "best_ask": "string",
  "best_bid": "string",
  "bid_iv": "string",
  "bid_size": "string"
}

Properties

Name Type Required Restrictions Description
ask_iv string false none none
ask_size string false none none
best_ask string false none none
best_bid string false none none
bid_iv string false none none
bid_size string false none none

Ticker

{
  "close": 0,
  "contract_type": "string",
  "greeks": {
    "delta": "string",
    "gamma": "string",
    "rho": "string",
    "theta": "string",
    "vega": "string"
  },
  "high": 0,
  "low": 0,
  "mark_price": "string",
  "mark_vol": "string",
  "oi": "string",
  "oi_value": "string",
  "oi_value_symbol": "string",
  "oi_value_usd": "string",
  "open": 0,
  "price_band": {
    "lower_limit": "string",
    "upper_limit": "string"
  },
  "product_id": 0,
  "quotes": {
    "ask_iv": "string",
    "ask_size": "string",
    "best_ask": "string",
    "best_bid": "string",
    "bid_iv": "string",
    "bid_size": "string"
  },
  "size": 0,
  "spot_price": "string",
  "strike_price": "string",
  "symbol": "string",
  "timestamp": 0,
  "turnover": 0,
  "turnover_symbol": "string",
  "turnover_usd": 0,
  "volume": 0
}

Properties

Name Type Required Restrictions Description
close integer false none none
contract_type string false none none
greeks greeks false none none
high number false none none
low number false none none
mark_price string false none none
mark_vol string false none none
oi string false none none
oi_value string false none none
oi_value_symbol string false none none
oi_value_usd string false none none
open number false none none
price_band price_band false none none
product_id number false none none
quotes quotes false none none
size number false none none
spot_price string false none none
strike_price string false none none
symbol string false none none
timestamp number false none none
turnover number false none none
turnover_symbol string false none none
turnover_usd number false none none
volume integer false none none

ArrayOfTickers

[
  {
    "close": 0,
    "contract_type": "string",
    "greeks": {
      "delta": "string",
      "gamma": "string",
      "rho": "string",
      "theta": "string",
      "vega": "string"
    },
    "high": 0,
    "low": 0,
    "mark_price": "string",
    "mark_vol": "string",
    "oi": "string",
    "oi_value": "string",
    "oi_value_symbol": "string",
    "oi_value_usd": "string",
    "open": 0,
    "price_band": {
      "lower_limit": "string",
      "upper_limit": "string"
    },
    "product_id": 0,
    "quotes": {
      "ask_iv": "string",
      "ask_size": "string",
      "best_ask": "string",
      "best_bid": "string",
      "bid_iv": "string",
      "bid_size": "string"
    },
    "size": 0,
    "spot_price": "string",
    "strike_price": "string",
    "symbol": "string",
    "timestamp": 0,
    "turnover": 0,
    "turnover_symbol": "string",
    "turnover_usd": 0,
    "volume": 0
  }
]

Properties

Name Type Required Restrictions Description
anonymous [Ticker] false none none

PaginationMeta

{
  "after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
  "before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
}

Properties

Name Type Required Restrictions Description
after string false none after cursor for pagination; becomes null if page after the current one does not exist
before string false none before cursor for pagination; becomes null if page before the current one does not exist

OHLCData

{
  "time": 0,
  "open": 0,
  "high": 0,
  "low": 0,
  "close": 0,
  "volume": 0
}

A ohlc object

Properties

Name Type Required Restrictions Description
time integer false none none
open number false none none
high number false none none
low number false none none
close number false none none
volume number false none none

ArrayOfOHLCData

[
  {
    "time": 0,
    "open": 0,
    "high": 0,
    "low": 0,
    "close": 0,
    "volume": 0
  }
]

Properties

Name Type Required Restrictions Description
anonymous [OHLCData] false none [A ohlc object]

SparklineData

{
  "ETHUSD": [
    [
      1594214051,
      0.00003826
    ],
    [
      1594214051,
      0.00003826
    ]
  ],
  "MARK:BTCUSD": [
    [
      1594215270,
      0.00003826
    ]
  ]
}

Properties

Name Type Required Restrictions Description
additionalProperties [integer] false none array of timestamp and closing value

Stats

{
  "last_30_days_volume": 0,
  "last_7_days_volume": 0,
  "total_volume": 0
}

Properties

Name Type Required Restrictions Description
last_30_days_volume integer false none sum of turnover usd in the last 30 days
last_7_days_volume integer false none sum of turnover usd in the last 7 days
total_volume integer false none sum of turnover usd in the last 24 hours

MMPConfigUpdateRequest

{
  "asset": "string",
  "window_interval": 0,
  "freeze_interval": 0,
  "trade_limit": "string",
  "delta_limit": "string",
  "vega_limit": "string",
  "mmp": "mmp1"
}

MMP config for an underlying

Properties

Name Type Required Restrictions Description
asset string false none none
window_interval integer false none Window interval in seconds
freeze_interval integer false none MMP freeze interval in seconds. Setting this to zero will require a manual reset once mmp is triggered.
trade_limit string false none Notional trade limit for mmp to trigger (in USDT)
delta_limit string false none Delta Adjusted notional trade limit for mmp to trigger (in USDT)
vega_limit string false none vega traded limit for mmp to trigger (in USDT)
mmp string false none Specify mmp flag for the config update

Enumerated Values

Property Value
mmp mmp1
mmp mmp2
mmp mmp3
mmp mmp4
mmp mmp5

MMPResetRequest

{
  "asset": "string",
  "mmp": "mmp1"
}

MMP config for an underlying

Properties

Name Type Required Restrictions Description
asset string false none none
mmp string false none specify mmp flag to reset

Enumerated Values

Property Value
mmp mmp1
mmp mmp2
mmp mmp3
mmp mmp4
mmp mmp5

UserPreference

{
  "user_id": 0,
  "default_auto_topup": true,
  "mmp_config": {},
  "deto_for_commission": true,
  "vip_level": 0
}

User trading preferences

Properties

Name Type Required Restrictions Description
user_id integer false none none
default_auto_topup boolean false none Default auto topup setting for newly acquired positions (only for isolated mode)
mmp_config object false none Config object for market maker protection (only for MMP enabled accounts)
deto_for_commission boolean false none Flag to determine whether to pay commissions in deto
vip_level integer false none VIP level for this account. Customers get better fee discounting for higher VIP levels

CancelAfterRequest

{
  "cancel_after": "5000"
}

Cancel After Request Object

Properties

Name Type Required Restrictions Description
cancel_after string false none Timer value in milliseconds after which orders are to be cancelled. To disable deadman switch and keep your orders open, set cancel_after to 0.

CancelAfterResponse

{
  "cancel_after_enabled": "true",
  "cancel_after_timestamp": "1669119262000"
}

Cancel After Response Object

Properties

Name Type Required Restrictions Description
cancel_after_enabled string false none none
cancel_after_timestamp string false none timestamp after which orders will get cancelled

Enumerated Values

Property Value
cancel_after_enabled false
cancel_after_enabled true

User

{
  "id": null,
  "email": "string",
  "account_name": "string",
  "first_name": "string",
  "last_name": "string",
  "dob": "string",
  "country": "string",
  "phone_number": "string",
  "margin_mode": "string",
  "pf_index_symbol": "string",
  "is_sub_account": true,
  "is_kyc_done": true
}

User Object

Properties

Name Type Required Restrictions Description
id integer_or_string false none id
email string false none email
account_name string false none none
first_name string false none none
last_name string false none none
dob string false none none
country string false none none
phone_number string false none none
margin_mode string false none none
pf_index_symbol string false none Portfolio index symbol if account is at portfolio margin mode.
is_sub_account boolean false none none
is_kyc_done boolean false none none

ArrayOfSubaccouns

[
  {
    "id": null,
    "email": "string",
    "account_name": "string",
    "first_name": "string",
    "last_name": "string",
    "dob": "string",
    "country": "string",
    "phone_number": "string",
    "margin_mode": "string",
    "pf_index_symbol": "string",
    "is_sub_account": true,
    "is_kyc_done": true
  }
]

Properties

Name Type Required Restrictions Description
anonymous [User] false none [User Object]

Place order errors

This section lists various errors returned by the system while placing order. The error format looks like this 

{
  success: false,
  error: {
    code: ...,        // error code
    context: {
      ...
    }
  }
}

Here is a list of error codes and their explanation

error code description
insufficient_margin Margin required to place order with selected leverage and quantity is insufficient.
order_size_exceed_available Rhe order book doesn't have sufficient liquidity, hence the order couldnt be filled (for ex - ioc orders).
risk_limits_breached orders couldn't be placed as it will breach allowed risk limits.
invalid_contract The contract/product is either doesn\'t exist or has already expired.
immediate_liquidation Order will cause immediate liquidation.
out_of_bankruptcy Order prices are out of position bankruptcy limits.
self_matching_disrupted_post_only Self matching is not allowed during auction.
immediate_execution_post_only orders couldn't be placed as it includes post only orders which will be immediately executed.

Errors

Delta API uses the following error codes:

Error Code Meaning
400 Bad Request -- Your request is invalid.
401 Unauthorized -- Your API key/Signature is wrong.
404 Not Found -- The specified resource could not be found.
405 Method Not Allowed -- You tried to access a resource with an invalid method.
406 Not Acceptable -- You requested a format that isn't json.
429 Too Many Requests -- You have exhausted your rate limits! Slow down!
500 Internal Server Error -- We had a problem with our server. Try again later.
503 Service Unavailable -- We're temporarily offline for maintenance. Please try again later.

Rest Clients

Delta API conforms to the Swagger spec for REST endpoints. Any Swagger-compatible client can connect to the Delta API and execute commands.

You can find the swagger spec json for Delta Api here

We also have Rest Api Clients available for the following languages

CCXT

CCXT is our authorized SDK provider and you may access our API through CCXT.

For more information, please visit ccxt website.

Websocket Feed

Websocket api can be used for the following use cases

Access url for Delta Exchange India

Access url for Delta Exchange Global

You will be disconnected, if there is no activity within 60 seconds after making connection.

Subscribing to Channels

Subscribe

To begin receiving feed messages, you must first send a subscribe message to the server indicating which channels and contracts to subscribe for.

To specify contracts within each channel, just pass a list of symbols inside the channel payload. Mention ["all"] in symbols if you want to receive updates across all the contracts. Please note that snapshots are sent only for specified symbols,meaning no snapshots are sent for symbol: "all".

Once a subscribe message is received the server will respond with a subscriptions message that lists all channels you are subscribed to. Subsequent subscribe messages will add to the list of subscriptions.

Subscription Sample

// Request
// Subscribe to BTCUSD_28Dec and ETHBTC_28Dec with the ticker and orderbookL2 channels,
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "ticker",
                "symbols": [
                    "BTCUSD_28Dec",
                    "ETHBTC_28Dec"
                ]
            },
            {
                "name": "l2_orderbook",
                "symbols": [
                    "BTCUSD_28Dec"
                ]
            },
            {
                "name": "funding_rate",
                "symbols": [
                    "all"
                ]
            }
        ]
    }
}

// Response
{
    "type": "subscriptions",
    "channels": [
        {
            "name": "l2_orderbook",
            "symbols": [
                "BTCUSD_28Dec"
            ],
        },
        {
            "name": "ticker",
            "symbols": [
                "BTCUSD_28Dec",
                "ETHBTC_28Dec"
            ]
        },
        {
            "name": "funding_rate",
            "symbols": [
                "all"
            ]
        }
    ]
}

// Error Response 
{
    "type": "subscriptions",
    "channels": [
        {
            "name": "l2_orderbook",
            "symbols": [
                "BTCUSD_28Dec"
            ],
        },
        {
            "name": "trading_notifications",
            "error": "subscription forbidden on trading_notifications. Unauthorized user"
        }
    ]
}

Unsubscribe

If you want to unsubscribe from channel/contracts pairs, send an "unsubscribe" message. The structure is equivalent to subscribe messages. If you want to unsubscribe for specific symbols in a channel, you can pass it in the symbol list. As a shorthand you can also provide no symbols for a channel, which will unsubscribe you from the channel entirely.

Unsubscribe Sample

// Request
{
    "type": "unsubscribe",
    "payload": {
        "channels": [
            {
                "name": "ticker",          // unsubscribe from ticker channel only for BTCUSD_28Dec
                "symbols": [
                    "BTCUSD_28Dec"
                ]
            },
            {
                "name": "l2_orderbook"      // unsubscribe from all symbols for l2_orderbook channel
            }
        ]
    }
}

Authenticating a connection

Authentication allows clients to receives private messages, like trading notifications. Examples of the trading notifications are: fills, liquidations, adl and pnl updates.

To authenticate, you need to send a signed request of type 'auth' on your socket connection. Check the authentication section above for more details on how to sign a request using api key and secret.

The payload for the signed request will be 'GET' + timestamp + '/live'

To subscribe to private channels, the client needs to first send an auth event, providing api-key, and signature.

Authentication sample

// auth message with signed request
import websocket
import hashlib
import hmac
import base64

api_key = 'a207900b7693435a8fa9230a38195d'
api_secret = '7b6f39dcf660ec1c7c664f612c60410a2bd0c258416b498bf0311f94228f'

def generate_signature(secret, message):
    message = bytes(message, 'utf-8')
    secret = bytes(secret, 'utf-8')
    hash = hmac.new(secret, message, hashlib.sha256)
    return hash.hexdigest()

def get_time_stamp():
    d = datetime.datetime.utcnow()
    epoch = datetime.datetime(1970,1,1)
    return str(int((d - epoch).total_seconds()))

# Get open orders
method = 'GET'
timestamp = get_time_stamp()
path = '/live'
signature_data = method + timestamp + path
signature = generate_signature(api_secret, signature_data)


ws = websocket.WebSocketApp('wss://api.delta.exchange:2096')
ws.send(json.dumps({
    "type": "auth",
    "payload": {
        "api-key": api_key,
        "signature": signature,
        "timestamp": timestamp
    }
}))

To unsubscribe from all private channels, just send a 'unauth' message on the socket. This will automatically unsubscribe the connection from all authenticated channels.

ws.send(json.dumps({
    "type": 'unauth',
    "payload": {}
}))

Detecting Connection Drops

Some client libraries might not detect connection drops properly. We provide two methods for the clients to ensure they are connected and getting subscribed data.

The client can enable heartbeat on the socket. If heartbeat is enabled, the server is expected to periodically send a heartbeat message to the client. Right now, the heartbeat time is set to 30 seconds.

How to Implement on client side

// Enable Heartbeat on successful connection
ws.send({
    "type": "enable_heartbeat"
})

// Disable Heartbeat
ws.send({
    "type": "disable_heartbeat"
})

// Sample Heartbeat message received periodically by client
{
    "type": "heartbeat"
}

Ping/Pong

The client can periodically (~ every 30 seconds) send a ping frame or a raw ping message and the server will respond back with a pong frame or a raw pong response. If the client doesn't receive a pong response in next 5 seconds, the client should exit the existing connection and try to reconnect. 

// Ping Request
ws.send({
    "type": "ping"
})

// Pong Response
ws.send({
    "type": "pong"
})

Public Channels

v2 ticker

The ticker channel provides price change data for the last 24 hrs (rolling window). It is published every 5 seconds.

You need to send the list of symbols for which you would like to subscribe to ticker channel. You can also subscribe to ticker updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to ticker channel without specifying the symbols list, you will not receive any data.

Ticker Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "v2/ticker",
                "symbols": [
                    "BTCUSD_28Dec"
                ]
            }
        ]
    }
}
// Subscribe to all the symbols
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "v2/ticker",
                "symbols": [
                    "all"
                ]
            }
        ]
    }
}

// Response
{
    "open": 0.00001347,
    "close": 0.00001327,
    "high": 0.00001359,
    "low": 0.00001323,
    "mark_price": "0.00001325",
    "mark_change_24h": "-0.1202",
    "oi": "812.6100",
    "product_id": 56,
    "quotes": {
        "ask_iv": null,
        "ask_size": "922",
        "best_ask": "3171.5",
        "best_bid": "3171.4",
        "bid_iv": null,
        "bid_size": "191",
        "impact_mid_price": null,
        "mark_iv": "0.29418049"
    },
    "greeks":{               // Will be null for Futures and Spot products.
        "delta":"0.01939861",
        "gamma":"0.00006382",
        "rho":"0.00718630",
        "spot":"63449.5",
        "theta":"-81.48397021",
        "vega":"0.72486575"
    }
    "size": 1254631,                        // num of contracts traded
    "spot_price": "0.00001326",             
    "symbol": "BTCUSD_28Dec",
    timestamp: 1595242187705121,            // in us
    "turnover": 16.805033569999996,         // turnover reported in settling symbol
    "turnover_symbol": "BTC",               // settling symbol
    "turnover_usd": 154097.09108233,        // turnover in usd
    "volume": 1254631                       // volume is defined as contract_value * size 
}

l1_orderbook

l1_orderbook channel provides level1 orderbook updates. You need to send the list of symbols for which you would like to subscribe to L1 orderbook. You can also subscribe to orderbook updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to L1 channel without specifying the symbols list, you will not receive any data.
Publish interval: 100 millisecs
Max interval (in case of same data): 5 secs

L1 Orderbook Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "l1_orderbook",
                "symbols": [
                    "ETHUSDT"
                ]
            }
        ]
    }
}

// l1 orderbook Response
{
  "ask_qty":"839",
  "best_ask":"1211.3",
  "best_bid":"1211.25",
  "bid_qty":"772",
  "last_sequence_no":1671603257645135,
  "last_updated_at":1671603257623000,
  "product_id":176,"symbol":"ETHUSDT",
  "timestamp":1671603257645134,
  "type":"l1_orderbook"
}

l1ob

l1ob channel provides best ask and bid price, size updates in the orderbook. You need to send the list of symbols for which you would like to subscribe. If best ask/bid data is same for a symbol, same data will only be sent after the max interval (stated below) has passed since that symbol's data was last sent. Please note that if you subscribe to l1ob channel without specifying the symbols list, you will not receive any data.
Publish interval: 100 millisecs
Max interval (in case of same data): 5 secs

l1ob subscribe Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "l1ob",
                "symbols": [
                    "BTCUSDT",
                    "C-BTC-42000-260124"
                ]
            }
        ]
    }
}

// l1ob sample Response
{
  "type":"l1ob",
  "s":"BTCUSDT",  //product symbol
  "d": ["37026.2","2133","37025.6","1977"],  
  // [BestAskPrice, BestAskSize, BestBidPrice, BestBidSize]
  // Price and Size will be null for the side with no orders.
  "t": 1701157803668868, //message publish time in microsec
  "T": 1701157444959989  //orderbook update time in microsec
}

l1ob_c

l1ob_c channel provides best ask and bid price, size updates in the orderbook for an Option chain. You can subscribe to a Asset_Expiry. e.g. To subscribe to data for all BTC Options expiring on 26th January 2024, send "BTC_260124". If best ask/bid data is same for a symbol, same data will only be sent after the max interval (stated below) has passed since that symbol's data was last sent. The data is Brotli compressed and in base64 encoded string format, to use this data first Brotli decompress to get a list of json. Please note that if you subscribe to l1ob_c channel without specifying the Asset_Expiry list, you will not receive any data.
Publish interval: 100 millisecs
Max interval (in case of same data): 5 secs

l1ob_c subscribe Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "l1ob_c",
                "symbols": [
                    "BTC_260124",
                    "BTC_270124"
                ]
            }
        ]
    }
}

// l1ob_c Response
{
  "type":"l1ob_c",
  "s":"BTC_011223",  //Asset_Expiry
  "c": "G6gA+B0HzjnKz3E2icneQi2yFbPX1mbq5Ok9j49QZ6iGuNDWLDpdfWEDjinwATeecMOF7GTgAjJOddfahjsUbHpW6fEp4spZhjoMQTFpZEo2fjnjvWcEAQyUk2E32VVd3ssdudqRE61qupUB",  
  //Brotli decompress this to get the below json.
  "t": 1701157556471116  //message publish time
}

//Brotli decompressed data format
[{
    "T":1701105329216885,  //orderbook update time in microsec
    "s":"C-BTC-32000-081223",  //product symbol
    "d":["5246.8","593","5053.2","6655"]  // [BestAskPrice, BestAskSize, BestBidPrice, BestBidSize]
},
{
    "T":1701105298898194,
    "d":["1064.8","593","936.0","989"],
    "s":"C-BTC-37500-081223"
}, ...
]

l2_orderbook

l2_orderbook channel provides the complete level2 orderbook for the sepecified list of symbols at a pre-determined frequency. The frequency of updates may vary for different symbols. You can only subscribe to upto 20 symbols on a single connection. Unlike L1 orderbook channel, L2 orderbook channel does not accept product category names or "all" as valid symbols. Please note that if you subscribe to L2 channel without specifying the symbols list, you will not receive any data.
Publish interval: 1 sec
Max interval (in case of same data): 10 secs

L2 Orderbook Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "l2_orderbook",
                "symbols": [
                    "ETHUSDT"
                ]
            }
        ]
    }
}

// l2 orderbook Response
{
  "type":"l2_orderbook"
  "symbol":"ETHUSDT",
  "product_id": 176,
  "buy": [
    {
        "limit_price":"101.5",
        "size":10,              // For Futures & Options: number of contracts integer. Spot product: Asset token quantity in string.
        "depth":"10"            // total size from best bid
    },
    ...
  ],
  "sell": [
    {
        "limit_price":"102.0",
        "size":20,
        "depth":"20"            // total size from best ask
    },
    ...
  ],
  "last_sequence_no": 6435634,
  "last_updated_at": 1671600133884000,
  "timestamp":1671600134033215,
}

l2_updates

l2_updates channel provides initial snapshot and then incremental orderbook data. The frequency of updates may vary for different symbols. You can only subscribe to upto 100 symbols on a single connection. l2_updates channel does not accept product category names or "all" as valid symbols. Please note that if you subscribe to l2_updates channel without specifying the symbols list, you will not receive any data.
Publish interval: 100 millisecs
"action"="update" messages wont be published till there is an orderbook change.

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "l2_updates",
                "symbols": [
                    "BTCUSDT"
                ]
            }
        ]
    }
}

// Initial snapshot response
{
  "action":"snapshot",
  "asks":[["16919.0", "1087"], ["16919.5", "1193"], ["16920.0", "510"]],
  "bids":[["16918.0", "602"], ["16917.5", "1792"], ["16917.0", "2039"]],
  "timestamp":1671140718980723,
  "sequence_no":6199,
  "symbol":"BTCUSDT",
  "type":"l2_updates",
  "cs":2178756498
}

// Incremental update response
{
  "action":"update",
  "asks":[["16919.0", "0"], ["16919.5", "710"]],
  "bids":[["16918.5", "304"]],
  "sequence_no":6200,
  "symbol":"BTCUSDT",
  "type":"l2_updates",
  "timestamp": 1671140769059031,
  "cs":3409694612
}

// Error response
{
  "action":"error",
  "symbol":"BTCUSDT",
  "type":"l2_updates",
  "msg":"Snapshot load failed. Verify if product is live and resubscribe after a few secs."
}

How to maintain orderbook locally using this channel:

1) When you subscribe to this channel, the first message with "action"= "snapshot" resembles the complete l2_orderbook at this time. "asks" and "bids" are arrays of ["price", "size"]. (size is number of contracts at this price)

2) After the initial snapshot, messages will be with "action" = "update", resembling the difference between current and previous orderbook state. "asks" and "bids" are arrays of ["price", "new size"]. "asks" are sorted in increasing order of price. "bids" are sorted in decreasing order of price. This is true for both "snapshot" and "update" messages.

3) "sequence_no" field must be used to check if any messages were dropped. "sequence_no" must be +1 of the last message.
e.g. In the snapshot message it is 6199, and the update message has 6200. The next update message must have 6201. In case of sequence_no mismatch, resubscribe to the channel, and start from the beginning.

4) If sequence_no is correct, edit the in-memory orderbook using the "update" message.
Case 1: price already exists, new size is 0 -> Delete this price level.
Case 2: price already exists, new size isn't 0 -> Replace the old size with new size.
Case 3: price doesn’t exists -> insert the price level.
e.g. for the shown snapshot and update messages to create the new orderbook: in the ask side, price level of "16919.0" will be deleted. Size at price level "16919.5" will be changed from "1193" to "710". In the bids side there was no price level of "16918.5", so add a new level of "16918.5" of size "304". Other price levels from the snapshot will remain the same.

5) If "action":"error" message is received, resubscribe this symbol after a few seconds. Can occur in rare cases, e.g. Failed to send "action":"snapshot" message after subscribing due to a race condition, instead an "error" message will be sent.

Checksum: Using this, users can verify the accuracy of orderbook data created using l2_updates. checksum is the "cs" key in the message payload.
Steps to calculate checksum:
1) Edit the old in-memory orderbook with the "update" message received.
2) Create asks_string and bids_string as shown below. where priceN = price at Nth level, sizeN = size at Nth level. Asks are sorted in increasing order and bids in decreasing order by price.
asks_string = price0:size0,price1:size1,…,price9:size9
bids_string = price0:size0,price1:size1,…,price9:size9
checksum_string = asks_string + "|" + bids_string
Only consider the first 10 price levels on both sides. If orderbook as less than 10 levels, use only them.
e.g. If after applying the update, the new orderbook becomes ->
asks = [["100.00", "23"], ["100.05", "34"]]
bids = [["99.04", "87"], ["98.65", "102"], ["98.30", "16"]]
checksum_string = "100.00:23,100.05:34|99.04:87,98.65:102,98.30:16"
3) Calculate the CRC32 value (32-bit unsigned integer) of checksum_string. This should be equal to the checksum provided in the “update” message.

all_trades

all_trades channel provides a real time feed of all trades (fills). You need to send the list of symbols for which you would like to subscribe to all trades channel. After subscribing to this channel, you get a snapshot of last 50 trades and then trade data in real time. You can also subscribe to all trades updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to all_trades channel without specifying the symbols list, you will not receive any data.

All Trades Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "all_trades",
                "symbols": [
                    "BTCUSDT"
                ]
            }
        ]
    }
}

// All Trades Response Snapshot
{
    "symbol": "BTCUSDT",
    "type": "all_trades_snapshot",          // "type" is not "all_trades"
    "trades": [                             // Recent trades list
        {
            "buyer_role": "maker",
            "seller_role": "taker",
            "size": 53,                     // size in contracts
            "price": "25816.5",
            "timestamp": 1686577411879974   // time of the trade.
        },
        ... // More recent trades.
    ]
}

// All Trades Response
{
    symbol: "BTCUSDT",
    price: "25816.5",
    size: 100,
    type: "all_trades",
    buyer_role: "maker",
    seller_role: "taker",
    timestamp: 1686577411879974
}

mark_price

mark_price channel provides mark price updates at a fixed interval. This is the price on which all open positions are marked for liquidation.Please note that the product symbol is prepended with a "MARK:" to subscribe for mark price.
You need to send the list of symbols for which you would like to subscribe to mark price channel. You can also subscribe to mark price updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}.
If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }.
You can also subscribe to a Options chain, by passing 'Asset-Expiry', e.g. {"symbols": ["BTC-310524"] } will subscribe to all BTC Options expirying on 31st May 2024.
Please note that if you subscribe to mark price channel without specifying the symbols list, you will not receive any data.
Publish interval: 2 secs.

Mark Price Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "mark_price",
                "symbols": [
                    "MARK:C-BTC-13000-301222"
                ]
            }
        ]
    }
}

// Mark Price Response
{
    "ask_iv":null,
    "ask_qty":null,
    "best_ask":null,
    "best_bid":"9532",
    "bid_iv":"5.000",
    "bid_qty":"896",
    "delta":"0",
    "gamma":"0",
    "implied_volatility":"0",
    "price":"3910.088012",
    "price_band":{"lower_limit":"3463.375340559572217228510815","upper_limit":"4354.489445440427782771489185"},
    "product_id":39687,
    "rho":"0",
    "symbol":"MARK:C-BTC-13000-301222",
    "timestamp":1671867039712836,
    "type":"mark_price",
    "vega":"0"
}

spot_price

spot_price channel provides a real time feed of the underlying index prices. Specifying symbols when subscribing to spot_price is necessary to receive updates. No updates are sent for symbol: "all"

Spot Price Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "spot_price",
                "symbols": [
                    ".DEBNBBTC"
                ]
            }
        ]
    }
}

// Spot Price Response
{
    symbol: ".DEBNBBTC",
    price: "0.0014579",
    type: "spot_price"
}

v2/spot_price

v2/spot_price channel publishes data of underlying index prices at a fixed interval. Specifying symbols when subscribing to v2/spot_price is necessary to receive updates. No updates are sent for symbol: "all"
Publish interval: 1 sec

v2/spot_price Subscribe

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "v2/spot_price",
                "symbols": [
                    ".DEETHUSDT"
                ]
            }
        ]
    }
}

// Response
{
    s: ".DEETHUSDT",   # spot index symbol
    p: 1349.3412141,   # spot price
    type: "v2/spot_price"
}

spot_30mtwap_price

spot_30mtwap_price channel provides a real time feed of the 30 min twap of underlying index prices. This is the price used for settlement of options. Specifying symbols when subscribing to spot_30mtwap_price is necessary to receive updates. No updates are sent for symbol: "all"

Spot Price 30mtwap Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "spot_30mtwap_price",
                "symbols": [
                    ".DEXBTUSDT"
                ]
            }
        ]
    }
}

// Spot 30 minutes twap Price Response
{
    symbol: ".DEXBTUSDT",
    price: "0.0014579",
    type: "spot_30mtwap_price",
    timestamp: 1561634049751430
}

funding_rate

funding_rate channel provides a real time feed of funding rates for perpetual contracts.

You need to send the list of symbols for which you would like to subscribe to funding rate channel. You can also subscribe to funding rate updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to funding rate channel without specifying the symbols list, you will not receive any data.

Funding Rate Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "funding_rate",
                "symbols": [
                    "BTCUSDT"
                ]
            }
        ]
    }
}

// Funding Rate Response
{
    symbol: "BTCUSDT",
    product_id: 139,
    type: "funding_rate",
    funding_rate: 0.005701298078111892,  // %
    funding_rate_8h: 0.005701298078111892, // %
    next_funding_realization: 1683734400000000 // %
    predicted_funding_rate: 0.007221329334075148, // in us
    timestamp: 1683711930547419   // in us
}

product_updates

This channel provides updates when markets are disrupted and resumed. On opening, we conduct a single price auction and auction starting and finish events are also published on this channel. To subscribe, you dont need to pass the symbol list. This channel automatically subscribes to all markets by default.

Product Updates Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "product_updates"
            }
        ]
    }
}

// Market Disruption Response
{
    "type":"product_updates",
    "event":"market_disruption",
    "product":{
        "id":17,
        "symbol":"NEOUSDQ",
        "trading_status":"disrupted_cancel_only",
    },
    "timestamp": 1561634049751430,
}

// Auction Started Response
{
    "type":"product_updates",
    "event":"start_auction",
    "product":{
        "id":17,
        "symbol":"NEOUSDQ",
        "trading_status":"disrupted_post_only",
    },
    "timestamp": 1561634049751430,
}

// Auction Finished Response
{
    "type":"product_updates",
    "event":"finish_auction",
    "product":{
        "id":17,
        "symbol":"NEOUSDQ",
        "trading_status":"operational",
    },
    "timestamp": 1561634049751430,
}

Market Disruption

When markets are disrupted, orderbook enters into cancel only mode. You can refer to "trading_status" field in product info to determine this. In cancel only mode, you can only cancel your orders. No matching happens in this mode.

Auction Started

When markets need to come up, we conduct a single price auction. In this case, orderbook enters into post only mode. In post only mode, you can post new orders, cancel exisiting orders, add more margin to open positions. No matching happens in this mode. It is possible to see an overlap between asks and bids during this time.

Auction Finished

When auction finishes, markets enter into operational mode and trading continues as usual.

You can read more about the single price auction here

announcements

This channel provides updates on system wide announcements like scheduled maintenance, new contract launches etc. No need to pass any symbols while subscribing to this channel.

Announcements Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "announcements"
            }
        ]
    }
}

// Maintenance Started Response
{
    "type":"announcements",
    "event":"maintenance_started",
    "maintenance_finish_time": 1561638049751430,
    "timestamp": 1561634049751430,
}

// Maintenance Finished Response
{
    "type":"announcements",
    "event":"maintenance_finished",
    "timestamp": 1561634049751430,
}

candlesticks

This channel provides last ohlc candle for given time resolution.

Subscribe to candlestick_${resolution} channel for updates.

List of supported resolutions ["1m","3m","5m","15m","30m","1h","2h","4h","6h","12h","1d","1w","2w","30d"]

You need to send the list of symbols for which you would like to subscribe to candlesticks channel. You can also subscribe to candlesticks updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. Please note that if you subscribe to candlsticks channel without specifying the symbols list, you will not receive any data.

OHLC candles update sample

Sample Subscribe Request
{
  "name": "candlestick_1m",                 // "candlestick_" + resolution
  "symbols": [ "BTCUSDT" ]        // product symbol
}



Sample feed response

{
    "candle_start_time": 1596015240000000,
    "close": 9223,
    "high": 9228,
    "low": 9220,
    "open": 9221,
    "resolution": "1m",
    "symbol": "BTCUSDT",
    "timestamp": 1596015289339699,
    "type": "candlestick_1m",
    "volume": 1.2
}

Private Channels

Private channels require clients to authenticate.

Margins

This channel provides updates on wallet balances. Updates are sent for a specific asset whenever there is a change in wallet balances and margins for that asset.

Margins Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "margins"
            }
        ]
    }
}

// margin update
{
    "action": "update",
    "asset_id": 2,                           // BTC
    "asset_symbol": "BTC",                   // BTC
    "available_balance": "9.385",            // Available balance for trading = balance - blocked_margin
    "available_balance_for_robo": "9.385",   // Available balance for robo trading = balance - blocked_margin
    "balance": "10",                         // Wallet balance = deposits - withdrawals + realised_cashflows
    "blocked_margin": "0.615",               // Total Margin blocked
    "commission": "0.001",                   // Commissions blocked in isolated margined positions and orders
    "cross_asset_liability": "0",            // Liability between asset in cross margin mode
    "cross_commission": "0.002",             // Commissions blocked in cross margined positions and orders
    "cross_locked_collateral": "0.003",      // Balance blocked for collateral
    "cross_order_margin": "0.004",           // Margin blocked in cross margined open orders
    "cross_position_margin": "0.005",        // Margin blocked in cross margined positions
    "id": 1,                                 // Wallet Id
    "interest_credit": "0",                  // Interest credited
    "order_margin": "0.1",                   // Margin blocked in isolated margined open orders
    "pending_referral_bonus": "0",           // Bonus pending
    "pending_trading_fee_credit": "0",       // Pending trading fee to credit
    "portfolio_margin": "0.2",               // Margin blocked for portfolio margined positions and orders. Same as blocked margin in portfolio margins channel.
    "position_margin": "0.3",                // Margin blocked in isolated margined positions
    "robo_trading_equity": "0",              // Equity for robo trading
    "timestamp": 1719397302569921,           // Unix timestamp in microseconds
    "trading_fee_credit": "0",               // Trading fee credited
    "type": "margins",                       // Margins channel
    "unvested_amount": "0",                  // Amount locked. Relevant only for DETO
    "user_id": 1                             // User id
}

Positions

This channel provides updates whenever there is any change in your open positions.

A snapshot of current open position will be sent after subscribing a symbol, incremental updates will be sent on trade executions. You need to send the list of symbols for which you would like to subscribe to positions channel. You can also subscribe to positions updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to positions channel without specifying the symbols list, you will not receive any data.

Positions Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "positions",
                "symbols": ["BTCUSD_29Mar"]
            }
        ]
    }
}

//Subscribe for all the symbols
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "positions",
                "symbols": ["all"]
            }
        ]
    }
}

// Position update
{
    "type": "positions",
    "action": "",                       // "create"/"update"/"delete"
    "reason": "",                       // null, "auto_topup"
    "symbol": "BTCUSD_29Mar",           // Product Symbol
    "product_id": 1,                    // Product ID
    "size": -100,                       // Position size, if > 0 -> long else short
    "margin": "0.0121",                 // Margin blocked in the position
    "entry_price": "3500.0",            // Avg Entry price of the position
    "liquidation_price": "3356.0",      // Liquidation trigger price
    "bankruptcy_price": "3300.0",       // Bankruptcy Price
    "commission": "0.00001212"          // Commissions blocked for closing the position
}

//Snapshot 
{
   "result":[
      {
         "adl_level":"4.3335",
         "auto_topup":false,
         "bankruptcy_price":"261.82",
         "commission":"17.6571408",
         "created_at":"2021-04-29T07:25:59Z",
         "entry_price":"238.023457888493475682",
         "liquidation_price":"260.63",
         "margin":"4012.99",
         "product_id":357,
         "product_symbol":"ZECUSDT",
         "realized_funding":"-3.08",
         "realized_pnl":"6364.57",
         "size":-1686,
         "updated_at":"2021-04-29T10:00:05Z",
         "user_id":1,
         "symbol":"ZECUSDT"
      }
   ],
   "success":true,
   "type":"positions",
   "action":"snapshot"
}

Orders

Channel provides updates when any order is updated for any action such as fill, quantity change. Need to pass list of product symbols while subscribing.

A snapshot of all open/pending orders will be sent after subscribing a symbol. And all incremental updates will be sent on create/update/delete of orders

All updates including snapshot will have incremental seq_id. seq_id is separate for each symbol.

Any of the following events can be tracked by the reason field in this channel

You need to send the list of symbols for which you would like to subscribe to orders channel. You can also subscribe to orders updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to orders channel without specifying the symbols list, you will not receive any data.

Orders Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "orders",
                "symbols": ["BTCUSD_29Mar"]
            }
        ]
    }
}

// Order update

{
    "type": "orders",
    "action": "create",                 // "create"/"update"/"delete"
    "reason": "",                       // "fill"/"stop_update"/"stop_trigger"/"stop_cancel"/"liquidation"/"self_trade"/null
    "symbol": "BTCUSD_29Mar",           // Product Symbol
    "product_id": 1,                    // Product ID
    "order_id": 1234                    // Order id
    "client_order_id": ""               // Client order id
    "size": 100,                        // Order size
    "unfilled_size": 55,                // Unfilled size
    "average_fill_price": "8999.00"     // nil for unfilled orders
    "limit_price": "9000.00"                  // Price of the order
    "side": "buy"                       // Order side (buy or sell)
    "cancellation_reason": "cancelled_by_user"        // Cancellation reason in case of cancelled order, null otherwise
    "stop_order_type": "stop_loss_order",             // If a Stop Order -> "stop_loss_order"/"take_profit_order", null otherwise
    "bracket_order": false              // true for a bracket_order, false otherwise
    "state": "open"                     // "open"/"pending"/"closed"/"cancelled"
    "seq_no": 1                         // Incremental sequence number
    "timestamp": 1594105083998848       // Unix timestamp in microseconds
    "stop_price": "9010.00"                             // stop_price of stop order        
    "trigger_price_max_or_min": "9020.00"               // for trailing stop orders
    "bracket_stop_loss_price": "8090.00"
    "bracket_stop_loss_limit_price": "8090.00"
    "bracket_take_profit_price": "9020"      
    "bracket_take_profit_limit_price": "9020"
    "bracket_trail_amount": "10.00"
}

// Snapshot
{
  "meta": {
    "seq_no": 7,
    "timestamp": 1594149235554045
  },
  "result": [
    {
      "id": 1592130,
      "limit_price": "9000",
      "order_type": "limit_order",
      "product_id": 13,
      "reduce_only": false,
      "side": "buy",
      "size": 1,
      "state": "open",
      "stop_order_type": null,
      "stop_price": null,
      "time_in_force": "gtc",
      "trail_amount": null,
      "unfilled_size": 1,
      "average_fill_price": "8999.00",
      "user_id": 1132
    }
  ],
  "success": true,
  "symbol": "BTCUSD",
  "type": "orders",
  "action": "snapshot"
}

UserTrades

Please use "v2/user_trades" channel for better latency.

Channel provides updates for fills. Need to pass list of product symbols while subscribing.

All updates will have incremental seq_id. seq_id is separate for each symbol.

Auto Deleverage Liquidations of a position can be tracked by reason: "adl" in the user_trades channel. You need to send the list of symbols for which you would like to subscribe to user trades channel. You can also subscribe to user trades updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to user trades channel without specifying the symbols list, you will not receive any data.

User Trades Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "user_trades",
                "symbols": ["BNBBTC_30Nov"]
            }
        ]
    }
}

// user_trades
{
    "symbol": "BNBBTC_30Nov",
    "fill_id": "1234-abcd-qwer-3456",
    "reason": "normal"                      // "normal" or "adl"
    "product_id": 7,
    "type": "user_trades",
    "user_id": 1998,
    "order_id": 3283999,
    "side": "buy",
    "size": 190,
    "price": "0.00145791",
    "role": "taker",
    "client_order_id": "GA123",
    "timestamp": 1544091555086559,
    "seq_no": 1
}

v2/user_trades

Channel provides updates for fills. Need to pass list of product symbols while subscribing. This channel is similar to user_trades channel, only difference is that, it is faster than user_trades and doesn't contain commission data.

All updates will have incremental sequence_id. sequence_id is separate for each symbol, useful for identifying if any v2/user_trades messages were missed/dropped. The sequence_id will reset to 1 after our systems restart. (usually after maintainaince/market disruption).

Auto Deleverage Liquidations of a position can be tracked by reason: "adl" in the user_trades channel. You need to send the list of symbols for which you would like to subscribe to v2/user_trades channel. You can also subscribe to v2/user_trades updates for category of products by sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to v2/user_trades channel without specifying the symbols list, you will not receive any data.

v2/user_trades Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "v2/user_trades",
                "symbols": ["BTCUSDT"]
            }
        ]
    }
}

// v2/user_trades
{
    "type": "v2/user_trades",
    "sy": "BTCUSDT",             // symbol
    "f": "1234-abcd-qwer-3456",  // fill_id
    "R": "normal"                // reason: "normal" or "adl"
    "u": 1998,                   // user_id
    "o": 3283999,                // order_id
    "S": "buy",                  // side: "buy" or "sell"
    "s": 190,                    // size in contracts
    "p": "17289.2",              // price
    "po": 5,                     // position (in contracts) after this fill.
    "r": "taker",                // role: "taker" or "maker"
    "c": "GA123",                // client_order_id
    "t": 1685794274866438,       // timestamp of fill creation
    "se": 4                      // incremental sequence_no
}

PortfolioMargins

Channel provides updates for portfolio margin values of the selected sub-account. These updates are sent every 2 seconds. In case portfolio margin is not enabled on the selected sub-account, no updates will be sent on this channel.

For detailed description of portfolio margin please see user guide

UCF: is unrealised cashflows of your portfolio. These are the cashflows (negative for outgoing and positive for incoming) that will take place if all the positions in your portfolio are closed at prevailing mark prices.

Portfolio Margin Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "portfolio_margins",
                "symbols": [".DEXBTUSDT"]
            }
        ]
    }
}

// portfolio margin update

{
    "type": "portfolio_margins",
    "user_id": 1,
    "asset_id": 2,                   // BTC
    "index_symbol": ".DEXBTUSDT",
    liquidation_risk: false,
    "blocked_margin": "100", // Margin blocked for current portfolio. Same as portfolio_margin in margins channel.
    "mm_wo_ucf": "80",
    "mm_w_ucf": "80",
    "im_wo_ucf": "100",
    "im_w_ucf": "100",
    "positions_upl": "0", 
    "risk_margin": "100",
    "risk_matrix":{"down":[{"is_worst":false,"pnl":"230.03686162","price_shock":"10"}],"unchanged":[{"is_worst":false,"pnl":"230.03686162","price_shock":"10"}],"up":[]},
    "futures_margin_floor": "20",
    "short_options_margin_floor": "20",
    "long_options_margin_floor": "20",
    "under_liquidation": false,
    "commission": "3.444",
    "margin_floor": "60",
    "timestamp": 1544091555086559, //timestamp in microseconds
    "margin_shortfall": "4.5"             // key sent when liquidation_risk is true 
}

Keys -

index_symbol
This is the coin on which portfolio margin is enabled.
positions_upl
This is unrealised cashflows (UCF) of your portfolio. These are the cashflows (negative for outgoing and positive for incoming) that will take place if all the positions in your portfolio are closed at prevailing mark prices. Unrealised cashflow is positive for long options and negative for short options.
im_w_ucf
This is the initial margin (IM) requirement for the portfolio. IM is computed as max(risk_margin, margin_floor) - UCF.
If UCF > max(risk_margin, margin_floor) then IM is negative. Negative margin requirement results in increase in your balance available for trading.
If the Wallet Balance (ex spot orders) is less than IM then you would only be able to place orders that reduce the risk of the portfolio.
im_wo_ucf
This is IM without UCF.
mm_w_ucf
This is the maintenance margin (MM) requirement for the portfolio. MM is computed as 80% * max(risk_margin, margin_floor) - UCF.
If the Wallet Balance (ex spot orders) is less than MM then the portfolio will go into liquidation.
mm_wo_ucf
This is MM without UCF.
commission
This is the trading fees blocked for the open orders/positions (for closing the positions) in the portfolio.
This is in addition to the IM requirement.
blocked_margin
The margin actually blocked for your portfolio. If your Wallet Balance (ex spot orders) is greater than IM + commission then blocked_margin = IM + commissions. Otherwise blocked_margin is equal to the maximum amout we are able to block to meet the portfolio margin requirement.
If blocked_margin < MM then the portfolio goes into liquidation.
liquidation_risk
This flag indicates if the portfolio is at liquidation risk.
This flag is set to TRUE when blocked_margin < im_w_ucf + commissions.
under_liquidation
This flag is set to TRUE when the portfolio is under liquidation.
margin_shortfall
This is the minimum topup amount needed to bring the portfolio out of liquidation risk state.
risk_margin
The maximum likely loss of the portfolio under the various simulated stress scenarios.
risk_matrix
Matrix showing the profit/loss of the portfolio under various simulated stress scenarios.
Profit/loss for each position and open order is computed with reference to the prevailing mark prices. Positive numbers indicate profit and negative numbers indicate loss.
margin_floor
Margin Floor is the minimum risk_margin required for a portfolio.
It is comprised of sum of futures_margin_floor, long_options_margin_floor, short_options_margin_floor

MMP Trigger

Channel provides updates when MMP is triggered. Market maker protection is available to registered market makers by default. Others can reach out to support for getting access to MMP. More info here.

MMP Trigger Sample

//Subscribe
{
    "type": "subscribe",
    "payload": {
        "channels": [
            {
                "name": "mmp_trigger"
            }
        ]
    }
}

// mmp_trigger response
{
    user_id: 1,
    asset: "BTC",
    frozen_till: 1561634049751430     # timestamp is microseconds, will be -1 if manual reset is enabled 
}

Web Socket RPC

You can make requests over rpc (Remote Procedure Call) using the socket api. Almost all rest endpoints can be invoked as rpc calls to the Web Socket Server.

Remote Procedure Call (RPC) is a protocol that one program can use to request a service from a program located in another computer in a network without having to understand network details. RPC uses the client/server model. The requesting program is a client and the service-providing program is the server.

The client sends request message to the server and then waits for the response. Socket connection needs to be authenticated to make RPC requests.

Request Message

The request message must be JSON object with the following fields.

Name Type Description
type string Type of request message.
payload object The payload object contains method, params and id.
method string The method to be invoked.
params object The parameters for the method that needs to be invoked.
id string An identifier of the request. If it is included, then the response will contain the same identifier 

// Socket RPC request message sample
{
    "type": "rpc",
    "payload" : {
        "method": "post/orders",
        "params" : {
            "order_type":"limit_order",
            "size":1,
            "side":"buy",
            "limit_price":"4200",
            "product_id":16,
            "post_only":"false",
            "reduce_only":"false",
            "time_in_force":"gtc"
        },
        "id": "1234"
    } 
}

Response Message

The response message will be similar to the REST API.

Changelog

18.10.2024

  1. Added clickable links to the corresponding API response json schemas under some API "Responses" table. Updated some schemas to match the response. (This is a documentation fix, no changes in API)
  2. Added "Testnet-India" REST and Websocket host endpoints.
  3. Changed "Rate Limits" description and added an example.

01.05.2024

  1. Added "po" positions key in /v2/user_trades websocket private channel.
  2. Removed "fok" type for orders, as they are no longer supported.

V2 Rest Api

Our v2 Api is significantly faster than the v1 api. Our focus while rebuilding v2 Apis was on the following

  1. Remove Api gateway overheads as much as possible.
  2. Remove overheads due to deep nesting in response payload.
  3. Better Api structure to query only required data.

New Response Format

// The new format supports sending meta data alongside response body. 
// Success format
{
  success: true,
  result: ....,         // response body
  meta: {
    after: "...",       // cursor for pagination, is returned in meta
    before: null,
  },
}

// Error Format
{
  success: false,
  error: {
    code: :insufficient_margin,             // error code
    context: {                              // error context
      additional_margin_required: "0.121"
    }
  }
}

Key Api changes

/v2/positions - returns only size and entry price. This should be used when you want to get the latest position, but dont need the margin dependent fields like liquidation price, bankruptcy price etc

/v2/positions/margined - returns all fields including margin dependent fields. When the position is updated due to a fill, changes might take some time to reflect in this Api.

New Socket Channels

List of new public channels

List of new private channels

Security

We take the security, integrity, availability of our services, and the privacy of our users seriously. We appreciate all security concerns brought forth and are constantly striving to keep on top of the latest threats. Being proactive rather than reactive to emerging security issues is a fundamental belief at Delta Exchange. Every day new security issues and attack vectors are created. Delta Exchange strives to keep abreast of the latest state-of-the-art security developments by working with independent security researchers. We appreciate the community's efforts in creating a more secure world.

Targets In scope

Any domain/property of Delta Exchange Network not listed in the targets section is out of scope. This includes any/all subdomains not listed above.

How to access

Reward range

Focus Areas

Technical Severity Reward
P1 Critical Decided by internal team, can be from ($10-$1000)
P2 Severe Decided by internal team, can be from ($10-$1000)
P3 Moderate $10 - $100

Rules of engagement

We are interested in hearing about security issues in Production/Dev Delta Exchange environments. There are some things we explicitly ask you not to do

Rules of reporting

We take our Internal process and workflow seriously, We have a dedicated security team working and testing round the clock, so we would like you to send your reports to only [email protected] and follow below said rules or not following will void you from our bug bounty benefits, Also we would like you to encrypt emails sent to us with a PGP key provided below if the Vulnerability is Severe or Critical.

Summary

Help us get an idea of what this vulnerability is about.

(eg. "hey i have found a xss on your server")

Target

Select the vulnerable target Domain name / Subdomain name

(eg. "so and so on https://example.delta.exchange")

Vulnerability details

What is the Bug/Vulnerability. And URL / Location of vulnerability .

(eg. because of unfiltered characters the url [/search.php?q=] path /search.php on q parameter)

Description of Technical severity

Help us understand the bug/vulnerability technical details Describe the vulnerability and its impact.

(eg. client side executes the javascript which is rendering through /search.php?q=somescript)

Recreation

Provide a proof of concept or replication steps.

(eg. steps to be used by our team in order to recreate the attack scenario)

Additional information

Provide us with Request and Response dump / trace dump / HTTP request

Attachments (recommended)

Attach proof-of-concept scripts, screenshots, screen recordings, etc.

Ineligible issues

These issues Will be closed as out of scope hence not rewardable.

Not following any one of the above rule will disqualify you from our bug bounty program.

If any doubts related to your submissions or creative dialogue please feel free to email [email protected] or [email protected].

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