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:

• Underlying Asset: This is the asset over which a futures or perpetual contract is defined. For e.g. the underlying asset of the BTCUSD perpetual contract is BTC.

• Quoting Asset: The asset in which price of the quoting is called the quoting asset. For e.g. the BTCUSD contract is quoted in USD. Therefore, the quoting asset of the contract is USD.

• Settling Asset: The asset in which the margin and Profit/ Loss of a contract is denominated. For e.g. the BTCUSD contract is margined and settled in BTC. Therefore, the settling asset of the contract is BTC.

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

• after
  • after cursor to fetch the next page
• before
  • before cursor to fetch the previous page
• page_size
  • page size for pagination

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 Ireland

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 inorder to avoid following issue:

• { "error: "SignatureExpired", message:"your signature has expired" }

• { "error": "InvalidApiKey", message: "Api Key not found"}

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

• { "error: "UnauthorizedApiAccess", message:"Api Key not authorised to access this endpoint" }

Check api key have required permissions like trading permission

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

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:

• Trading - Allow a key to have trading permissions. This includes placing new orders, cancelling orders, closing positions, changing margin & leverage.
• Withdrawals - Allows a key to transfer assets/cryptocurrencies on behalf of an account, including deposits and withdraws. Enable with caution - API key transfers WILL BYPASS two-factor authentication.

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.

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/orders"

# Get open orders
payload = ''
method = 'GET'
timestamp = get_time_stamp()
path = '/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 = '/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 status of 429 Too Many Requests will be returned. 'X-RATE-LIMIT-RESET' is returned in response header with time left in milisecond after which next API request can be hit.

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

Default Quota is 10000 for a fixed 5 minute window.

REST API Cost Structure

Every rest endpoint has been assigned a cost (weight). When you make an api call, the cost incurred is deducted from your 5 min quota. So, Apis related to reading public data are cheaper whereas Apis related to writing private data (like placing an order) are the costliest.

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

Cost 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

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
      ...
    }
  }
}

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

• Production - https://api.delta.exchange/v2
• Testnet - https://testnet-api.delta.exchange/v2

Assets

Get Asset List

Get list of all assets

Code samples

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

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' \
  -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/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 all assets	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

Example responses

200 Response

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

Responses

Status	Meaning	Description	Schema
200	OK	List of indices (Spot underlyings, Interest Rates indexes)	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
states	query	string	false	Comma separated list of states
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,
        "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

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,
      "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

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

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "product_id": 0,
      "symbol": "string",
      "timestamp": 0,
      "open": 0,
      "high": 0,
      "low": 0,
      "close": 0,
      "volume": 0,
      "mark_price": "string",
      "spot_price": "string",
      "turnover": 0,
      "turnover_symbol": "string",
      "turnover_usd": 0,
      "contract_type": "string"
    }
  ]
}

Responses

Status	Meaning	Description	Schema
200	OK	List of live tickers for all products	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": {
    "product_id": 0,
    "symbol": "string",
    "timestamp": 0,
    "open": 0,
    "high": 0,
    "low": 0,
    "close": 0,
    "volume": 0,
    "mark_price": "string",
    "spot_price": "string",
    "turnover": 0,
    "turnover_symbol": "string",
    "turnover_usd": 0,
    "contract_type": "string"
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	List of live tickers for all products	Inline

Response Schema

Orders

Placing Orders, Cancelling Orders, Placing batch orders, Cancelling batch orders, Get Open orders, Change Orders Leverage

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": 0,
  "limit_price": "string",
  "size": 0,
  "side": "buy",
  "order_type": "limit_order",
  "stop_order_type": "stop_loss_order",
  "stop_price": "string",
  "stop_trigger_method": "mark_price",
  "time_in_force": "gtc",
  "post_only": "true",
  "reduce_only": "true",
  "client_order_id": "string"
}

Parameters

Parameter	In	Type	Required	Description
body	body	CreateOrderRequest	true	Order which needs to be created

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": "ashb1212",
    "client_order_id": "asbasa",
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "9200",
    "side": "buy",
    "size": 100,
    "unfilled_size": 50,
    "user_id": 1,
    "order_type": "limit_order",
    "state": "open",
    "created_at": "..."
  }
}

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
close_on_trigger	false
close_on_trigger	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": 0,
  "product_id": 0
}

Parameters

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

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": "ashb1212",
    "client_order_id": "asbasa",
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "9200",
    "side": "buy",
    "size": 100,
    "unfilled_size": 50,
    "user_id": 1,
    "order_type": "limit_order",
    "state": "open",
    "created_at": "..."
  }
}

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
close_on_trigger	false
close_on_trigger	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": 0,
  "product_id": 0,
  "limit_price": "string",
  "size": 0
}

Parameters

Parameter	In	Type	Required	Description
body	body	EditOrderRequest	true	Order which needs to be edited

Example responses

200 Response

{
  "success": true,
  "result": {
    "id": "ashb1212",
    "client_order_id": "asbasa",
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "9200",
    "side": "buy",
    "size": 100,
    "unfilled_size": 50,
    "user_id": 1,
    "order_type": "limit_order",
    "state": "open",
    "created_at": "..."
  }
}

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
close_on_trigger	false
close_on_trigger	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
states	query	string	false	comma separated list of states - open,pending
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": "ashb1212",
      "client_order_id": "asbasa",
      "product_id": 27,
      "product_symbol": "BTCUSD",
      "limit_price": "9200",
      "side": "buy",
      "size": 100,
      "unfilled_size": 50,
      "user_id": 1,
      "order_type": "limit_order",
      "state": "open",
      "created_at": "..."
    }
  ],
  "meta": {
    "after": "string",
    "before": "string"
  }
}

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
close_on_trigger	false
close_on_trigger	true
state	open
state	pending
state	closed
state	cancelled

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

Body parameter

{
  "product_id": 0,
  "contract_types": "string",
  "cancel_limit_orders": "true",
  "cancel_stop_orders": "true"
}

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

Body parameter

{
  "orders": [
    {
      "product_id": 0,
      "limit_price": "string",
      "size": 0,
      "side": "buy",
      "order_type": "limit_order",
      "stop_order_type": "stop_loss_order",
      "stop_price": "string",
      "stop_trigger_method": "mark_price",
      "time_in_force": "gtc",
      "post_only": "true",
      "reduce_only": "true",
      "client_order_id": "string"
    }
  ],
  "product_id": 0
}

Parameters

Parameter	In	Type	Required	Description
body	body	object	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
» orders	body	[CreateOrderRequest]	false	[A create order object]
»» product_id	body	integer	true	none
»» limit_price	body	string	false	none
»» size	body	integer	false	none
»» side	body	string	false	side for which to place order
»» order_type	body	string	false	none
»» stop_order_type	body	string	false	none
»» stop_price	body	string	false	none
»» stop_trigger_method	body	string	false	none
»» time_in_force	body	string	false	none
»» post_only	body	string	false	none
»» reduce_only	body	string	false	none
»» client_order_id	body	string	false	none
» product_id	body	integer	false	none

Enumerated Values

Parameter	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
»» time_in_force	fok
»» post_only	true
»» post_only	false
»» reduce_only	true
»» reduce_only	false

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": "ashb1212",
      "client_order_id": "asbasa",
      "product_id": 27,
      "product_symbol": "BTCUSD",
      "limit_price": "9200",
      "side": "buy",
      "size": 100,
      "unfilled_size": 50,
      "user_id": 1,
      "order_type": "limit_order",
      "state": "open",
      "created_at": "..."
    }
  ]
}

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
close_on_trigger	false
close_on_trigger	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

batch order edit

Body parameter

{
  "orders": [
    {
      "id": 0,
      "product_id": 0,
      "limit_price": "string",
      "size": 0
    }
  ],
  "product_id": 0
}

Parameters

Parameter	In	Type	Required	Description
body	body	object	true	none
» orders	body	[EditOrderRequest]	false	[edit order object]
»» id	body	integer	false	none
»» product_id	body	integer	false	none
»» limit_price	body	string	false	none
»» size	body	integer	false	total size after editing order
» product_id	body	integer	false	none

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": "ashb1212",
      "client_order_id": "asbasa",
      "product_id": 27,
      "product_symbol": "BTCUSD",
      "limit_price": "9200",
      "side": "buy",
      "size": 100,
      "unfilled_size": 50,
      "user_id": 1,
      "order_type": "limit_order",
      "state": "open",
      "created_at": "..."
    }
  ]
}

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
close_on_trigger	false
close_on_trigger	true
state	open
state	pending
state	closed
state	cancelled

Delele 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

{
  "orders": [
    {
      "id": 0,
      "product_id": 0
    }
  ],
  "product_id": 0
}

Parameters

Parameter	In	Type	Required	Description
body	body	object	true	none
» orders	body	[DeleteOrderRequest]	false	[A delete order object]
»» id	body	integer	false	none
»» product_id	body	integer	false	none
» product_id	body	integer	false	none

Example responses

200 Response

{
  "success": true,
  "result": [
    {
      "id": "ashb1212",
      "client_order_id": "asbasa",
      "product_id": 27,
      "product_symbol": "BTCUSD",
      "limit_price": "9200",
      "side": "buy",
      "size": 100,
      "unfilled_size": 50,
      "user_id": 1,
      "order_type": "limit_order",
      "state": "open",
      "created_at": "..."
    }
  ]
}

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
close_on_trigger	false
close_on_trigger	true
state	open
state	pending
state	closed
state	cancelled

Change order leverage

Code samples

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

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

}, headers = headers)

print r.json()

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

require 'rest-client'
require 'json'

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

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

p JSON.parse(result)

POST /orders/leverage

Body parameter

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

Parameters

Parameter	In	Type	Required	Description
body	body	object	true	none
» product_id	body	integer	true	none
» leverage	body	string	true	none

Example responses

200 Response

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': '*/*',
  'api-key': '****',
  'signature': '****',
  'timestamp': '****'
}

r = requests.get('https://api.delta.exchange/v2/orders/leverage', params={
  'product_id': '0'
}, headers = headers)

print r.json()

# You can also use wget
curl -X GET https://api.delta.exchange/v2/orders/leverage?product_id=0 \
  -H 'Accept: */*' \
  -H 'api-key: ****' \
  -H 'signature: ****' \
  -H 'timestamp: ****'

require 'rest-client'
require 'json'

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

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

p JSON.parse(result)

GET /orders/leverage

Parameters

Parameter	In	Type	Required	Description
product_id	query	integer	true	none

Example responses

200 Response

Responses

Status	Meaning	Description	Schema
200	OK	returns the OrderLeverage object	Inline

Response Schema

Positions

Get Open positions, Change Position Margin, Close Position

Get position

Code samples

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

r = requests.get('https://api.delta.exchange/v2/positions', params={
  'product_id': '0'
}, headers = headers)

print r.json()

# You can also use wget
curl -X GET https://api.delta.exchange/v2/positions?product_id=0 \
  -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: {
  'product_id' => 'integer'
}, headers: headers

p JSON.parse(result)

GET /positions

Parameters

Parameter	In	Type	Required	Description
product_id	query	integer	true	id of the product

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

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

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

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

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

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": "ashb1212",
      "client_order_id": "asbasa",
      "product_id": 27,
      "product_symbol": "BTCUSD",
      "limit_price": "9200",
      "side": "buy",
      "size": 100,
      "unfilled_size": 50,
      "user_id": 1,
      "order_type": "limit_order",
      "state": "open",
      "created_at": "..."
    }
  ],
  "meta": {
    "after": "string",
    "before": "string"
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	List of closed and cancelled orders	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
close_on_trigger	false
close_on_trigger	true
state	open
state	pending
state	closed
state	cancelled

GET user fills by filters

Code samples

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

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'

require 'rest-client'
require 'json'

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

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,
      "side": "buy",
      "price": "string",
      "role": "taker",
      "commission": "string",
      "created_at": "string",
      "product_id": 0,
      "product_symbol": "string"
    }
  ],
  "meta": {
    "after": "string",
    "before": "string"
  }
}

Responses

Status	Meaning	Description	Schema
200	OK	fills	Inline

Response Schema

Enumerated Values

Property	Value
side	buy
side	sell
role	taker
role	maker

Download Wallet transactions

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": [
      {
        "price": "9187.5",
        "size": 205640
      }
    ],
    "sell": [
      {
        "price": "9188.0",
        "size": 113752
      }
    ]
  }
}

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

{
  "success": true,
  "result": [
    {
      "balance": "string",
      "order_margin": "string",
      "position_margin": "string",
      "commission": "string",
      "available_balance": "string",
      "interest_credit": "string",
      "asset_id": 0,
      "asset_symbol": "string"
    }
  ]
}

Responses

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

Response Schema

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

Example responses

200 Response

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

Responses

Status	Meaning	Description	Schema
200	OK	list of transactions for that wallet	Inline

Response Schema

Enumerated Values

Property	Value
transaction_type	pnl
transaction_type	deposit
transaction_type	withdrawal
transaction_type	commission
transaction_type	conversion
transaction_type	funding
transaction_type	withdrawal_cancellation
transaction_type	referral_bonus
transaction_type	commission_rebate
transaction_type	promo_credit
transaction_type	trading_credits
transaction_type	trading_credits_forfeited
transaction_type	trading_credits_paid
transaction_type	liquidation_fee
transaction_type	interest_credit

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

OHLC Candles

Get price data

GET ohlc candles

Code samples

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

r = requests.get('https://api.delta.exchange/v2/history/candles', params={
  'resolution': '1m',  'symbol': 'string',  'start': '0',  'end': '0'
}, headers = headers)

print r.json()

# You can also use wget
curl -X GET https://api.delta.exchange/v2/history/candles?resolution=1m&symbol=string&start=0&end=0 \
  -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' => 'string',
'symbol' => 'string',
'start' => 'integer',
'end' => 'integer'
}, headers: headers

p JSON.parse(result)

GET /history/candles

Parameters

Parameter	In	Type	Required	Description
resolution	query	string	true	none
symbol	query	string	true	product symbol
start	query	integer	true	Start time
end	query	integer	true	End time

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 sparkline

Code samples

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

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

print r.json()

# You can also use wget
curl -X GET https://api.delta.exchange/v2/history/sparklines?symbols=string \
  -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' => 'string'
}, 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": {
    "MARK:BTCUSD_31Oct": [
      [
        1594214051,
        0.00003826
      ],
      [
        1594214051,
        0.00003826
      ]
    ],
    "SPOT:BTCUSD_31Oct": [
      [
        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,
  "index_type": "spot_pair"
}

Properties

Name	Type	Required	Restrictions	Description
id	integer(int64)	false	none	none
symbol	string	false	none	none
constituent_exchanges	[object]	false	none	none
underlying_asset_id	integer	false	none	Asset ID for base symbol
quoting_asset_id	integer	false	none	Asset ID for quoting symbol
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,
    "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,
    "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

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,
      "index_type": "spot_pair"
    }
  }
]

Properties

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

Order

{
  "id": "ashb1212",
  "client_order_id": "asbasa",
  "product_id": 27,
  "product_symbol": "BTCUSD",
  "limit_price": "9200",
  "side": "buy",
  "size": 100,
  "unfilled_size": 50,
  "user_id": 1,
  "order_type": "limit_order",
  "state": "open",
  "created_at": "..."
}

An Order object

Properties

Name	Type	Required	Restrictions	Description
id	integer	false	none	none
user_id	integer	false	none	none
size	integer	false	none	none
unfilled_size	integer	false	none	none
side	string	false	none	side for which to place order
order_type	string	false	none	none
limit_price	string	false	none	none
stop_order_type	string	false	none	none
stop_price	string	false	none	none
paid_commission	string	false	none	net commission paid for the order
close_on_trigger	string	false	none	none
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	none
product_id	integer	false	none	none
product_symbol	string	false	none	none

Enumerated Values

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

ArrayOfOrders

[
  {
    "id": "ashb1212",
    "client_order_id": "asbasa",
    "product_id": 27,
    "product_symbol": "BTCUSD",
    "limit_price": "9200",
    "side": "buy",
    "size": 100,
    "unfilled_size": 50,
    "user_id": 1,
    "order_type": "limit_order",
    "state": "open",
    "created_at": "..."
  }
]

Properties

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

CreateOrderRequest

{
  "product_id": 0,
  "limit_price": "string",
  "size": 0,
  "side": "buy",
  "order_type": "limit_order",
  "stop_order_type": "stop_loss_order",
  "stop_price": "string",
  "stop_trigger_method": "mark_price",
  "time_in_force": "gtc",
  "post_only": "true",
  "reduce_only": "true",
  "client_order_id": "string"
}

A create order object

Properties

Name	Type	Required	Restrictions	Description
product_id	integer	true	none	none
limit_price	string	false	none	none
size	integer	false	none	none
side	string	false	none	side for which to place order
order_type	string	false	none	none
stop_order_type	string	false	none	none
stop_price	string	false	none	none
stop_trigger_method	string	false	none	none
time_in_force	string	false	none	none
post_only	string	false	none	none
reduce_only	string	false	none	none
client_order_id	string	false	none	none

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
time_in_force	fok
post_only	true
post_only	false
reduce_only	true
reduce_only	false

ArrayOfCreateOrderRequest

[
  {
    "product_id": 0,
    "limit_price": "string",
    "size": 0,
    "side": "buy",
    "order_type": "limit_order",
    "stop_order_type": "stop_loss_order",
    "stop_price": "string",
    "stop_trigger_method": "mark_price",
    "time_in_force": "gtc",
    "post_only": "true",
    "reduce_only": "true",
    "client_order_id": "string"
  }
]

Properties

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

EditOrderRequest

{
  "id": 0,
  "product_id": 0,
  "limit_price": "string",
  "size": 0
}

edit order object

Properties

Name	Type	Required	Restrictions	Description
id	integer	false	none	none
product_id	integer	false	none	none
limit_price	string	false	none	none
size	integer	false	none	total size after editing order

ArrayOfEditOrderRequest

[
  {
    "id": 0,
    "product_id": 0,
    "limit_price": "string",
    "size": 0
  }
]

Properties

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

DeleteOrderRequest

{
  "id": 0,
  "product_id": 0
}

A delete order object

Properties

Name	Type	Required	Restrictions	Description
id	integer	false	none	none
product_id	integer	false	none	none

CancelAllFilterObject

{
  "product_id": 0,
  "contract_types": "string",
  "cancel_limit_orders": "true",
  "cancel_stop_orders": "true"
}

Cancel all request filter object

Properties

Name	Type	Required	Restrictions	Description
product_id	integer	false	none	cancel all orders for particular product, cancels orders for all products if not provided
contract_types	string	false	none	comma separated list of desired contract types
cancel_limit_orders	string	false	none	set as true to cancel open limit orders
cancel_stop_orders	string	false	none	set as true to cancel stop orders

Enumerated Values

Property	Value
cancel_limit_orders	true
cancel_limit_orders	false
cancel_stop_orders	true
cancel_stop_orders	false

ArrayOfDeleteOrderRequest

[
  {
    "id": 0,
    "product_id": 0
  }
]

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,
  "side": "buy",
  "price": "string",
  "role": "taker",
  "commission": "string",
  "created_at": "string",
  "product_id": 0,
  "product_symbol": "string"
}

A fill object

Properties

Name	Type	Required	Restrictions	Description
id	integer	false	none	none
size	integer	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

Enumerated Values

Property	Value
side	buy
side	sell
role	taker
role	maker

ArrayOfFills

[
  {
    "id": 0,
    "size": 0,
    "side": "buy",
    "price": "string",
    "role": "taker",
    "commission": "string",
    "created_at": "string",
    "product_id": 0,
    "product_symbol": "string"
  }
]

Properties

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

OrderLeverage

{
  "leverage": "string",
  "order_margin": "string",
  "product_id": 0
}

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	none

L2Orderbook

{
  "buy": [
    {
      "price": "9187.5",
      "size": 205640
    }
  ],
  "sell": [
    {
      "price": "9188.0",
      "size": 113752
    }
  ]
}

L2 orderbook

Properties

Name	Type	Required	Restrictions	Description
buy	[object]	false	none	none
» price	string	false	none	none
» size	integer	false	none	none
sell	[object]	false	none	none
» price	string	false	none	none
» size	integer	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

{
  "balance": "string",
  "order_margin": "string",
  "position_margin": "string",
  "commission": "string",
  "available_balance": "string",
  "interest_credit": "string",
  "asset_id": 0,
  "asset_symbol": "string"
}

Properties

Name	Type	Required	Restrictions	Description
balance	string	false	none	Total wallet balance
order_margin	string	false	none	Margin blocked in open orders
position_margin	string	false	none	Margin blocked in open positions
commission	string	false	none	Commissions blocked in open orders and open positions
available_balance	string	false	none	Amount available for withdrawals
interest_credit	string	false	none	Interest credit earned till now
asset_id	integer	false	none	none
asset_symbol	string	false	none	none

ArrayOfWallets

[
  {
    "balance": "string",
    "order_margin": "string",
    "position_margin": "string",
    "commission": "string",
    "available_balance": "string",
    "interest_credit": "string",
    "asset_id": 0,
    "asset_symbol": "string"
  }
]

Properties

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

Transaction

{
  "id": 0,
  "amount": "string",
  "balance": "string",
  "transaction_type": "pnl",
  "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	string	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

Enumerated Values

Property	Value
transaction_type	pnl
transaction_type	deposit
transaction_type	withdrawal
transaction_type	commission
transaction_type	conversion
transaction_type	funding
transaction_type	withdrawal_cancellation
transaction_type	referral_bonus
transaction_type	commission_rebate
transaction_type	promo_credit
transaction_type	trading_credits
transaction_type	trading_credits_forfeited
transaction_type	trading_credits_paid
transaction_type	liquidation_fee
transaction_type	interest_credit

ArrayOfTransactions

[
  {
    "id": 0,
    "amount": "string",
    "balance": "string",
    "transaction_type": "pnl",
    "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

Ticker

{
  "product_id": 0,
  "symbol": "string",
  "timestamp": 0,
  "open": 0,
  "high": 0,
  "low": 0,
  "close": 0,
  "volume": 0,
  "mark_price": "string",
  "spot_price": "string",
  "turnover": 0,
  "turnover_symbol": "string",
  "turnover_usd": 0,
  "contract_type": "string"
}

Properties

Name	Type	Required	Restrictions	Description
product_id	integer	false	none	none
symbol	string	false	none	none
timestamp	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	integer	false	none	none
mark_price	string	false	none	none
spot_price	string	false	none	none
turnover	number	false	none	none
turnover_symbol	string	false	none	none
turnover_usd	number	false	none	none
contract_type	string	false	none	none

ArrayOfTickers

[
  {
    "product_id": 0,
    "symbol": "string",
    "timestamp": 0,
    "open": 0,
    "high": 0,
    "low": 0,
    "close": 0,
    "volume": 0,
    "mark_price": "string",
    "spot_price": "string",
    "turnover": 0,
    "turnover_symbol": "string",
    "turnover_usd": 0,
    "contract_type": "string"
  }
]

Properties

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

PaginationMeta

{
  "after": "string",
  "before": "string"
}

Properties

Name	Type	Required	Restrictions	Description
after	string	false	none	none
before	string	false	none	none

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(float)	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

{
  "MARK:BTCUSD_31Oct": [
    [
      1594214051,
      0.00003826
    ],
    [
      1594214051,
      0.00003826
    ]
  ],
  "SPOT:BTCUSD_31Oct": [
    [
      1594215270,
      0.00003826
    ]
  ]
}

Properties

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

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

• Nodejs
• Python

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

• Get real time feed of market data, this includes L2 and L3 orderbook and recent trades.
• Get price feeds - Mark prices of different contracts, price feed of underlying indexes etc.
• Get account specific notifications like fills, liquidations, ADL and PnL updates.

Access url

• Production - wss://socket.delta.exchange
• Testnet - wss://testnet-socket.delta.exchange

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. This message is mandatory — you will be disconnected if no subscribe has been received within 60 seconds.

To specify contracts within each channel, just pass a list of symbols inside the channel payload.

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"
                ]
            }
        ]
    }
}

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

// 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.

Heartbeat (Recommended)

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 (check sample code) after each successful socket connection
• Set a timer with duration of 35 seconds (We take 5 seconds buffer for heartbeat to arrive).
• When you receive a new heartbeat message, you reset the timer
• If the timer is called, that means the client didn't receive any heartbeat in last 35 seconds. In this case, the client should exit the existing connection and try to reconnect.

// 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.

On subscribing to v2/ticker channel, socket server will emit messages with type 'ticker' in response.

Ticker Sample

// Response
{
    "close": 0.00001327,
    "high": 0.00001359,
    "low": 0.00001323,
    "mark_price": "0.00001325",
    "open": 0.00001347,
    "product_id": 56,
    "size": 1254631,                        // num of contracts traded
    "spot_price": "0.00001326",             
    "symbol": "ADABTC",
    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 
}

l2_orderbook

l2_orderbook channel provides snapshot of the latest level2 orderbook.

L2 Orderbook Sample

// l2 orderbook Response
{
    "symbol": "BTCUSD_28Dec",
    "product_id": 3,
    "type": "l2_orderbook",
    "timestamp": 1561634049751430,
    "buy": [{"limit_price":"0.0014577","size":62},{"limit_price":"0.0014571","size":28}],
    "sell": [{"limit_price":"6229.0","size":15964},{"limit_price":"6229.5","size":3504},{"limit_price":"6230.0","size":15964},{"limit_price":"6231.0","size":15957}]
}

all_trades

all_trades channel provides a real time feed of all trades (fills).

// All Trades Response
{
    symbol: "BNBBTC_30Nov",
    price: "0.0014579",
    size: 100,
    type: "all_trades",
    buyer_role: "maker",
    seller_role: "taker",
    timestamp: 1561634049751430
}

mark_price

mark_price channel provides a real time feed of mark price. 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.

// Mark Price Response
{
    symbol: "MARK:BNBBTC_30Nov",
    product_id: 7,
    type: "mark_price",
    price: "0.00401010",
    annualized_basis: "25.12",    // in %
    timestamp: 1561634049751430
}

spot_price

spot_price channel provides a real time feed of the underlying index prices.

// Spot Price Response
{
    symbol: ".DEBNBBTC",
    price: "0.0014579",
    type: "spot_price",
    timestamp: 1561634049751430
}

funding_rate

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

// Funding Rate Response
{
    symbol: "BNBBTC_30Nov",
    product_id: 7,
    type: "funding_rate",
    funding_rate: "-0.00401010",  // in %
    timestamp: 1561634049751430   // 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

// 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

// 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"]

OHLC candles update sample

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



Sample feed response

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

Private Channels

Private channels require clients to authenticate.

Margins

Channel provides updates for margin blocked for different assets, these updates are provided only on change of margin.

// margin update
{
    "type": "margins",
    "balance": "1.0012",
    "order_margin": "0.121212",     // Margin blocked in open orders
    "position_margin: "0.101212",   // Margin blocked in position
    "commission": "0.00012",        // commissions blocked in position and order
    "asset_id": 2                   // BTC
}

Positions

Channel provides updates for change in position. Need to pass list of product symbols while subscribing. these updates are provided only on change of position.

// 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
}

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

• fill
• stop_update
• stop_trigger
• stop_cancel
• liquidation
• self_trade

// 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
    "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,
      "user_id": 1132
    }
  ],
  "success": true,
  "symbol": "BTCUSD",
  "type": "orders",
  "action": "snapshot"
}

UserTrades

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.

// 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
}

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.

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

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

• We have completely removed nested product/asset payloads from live orders and live positions. This ensures the payload is light.
• Rate limiting now works on a fixed window instead of a rolling window.
• Ticker Api - now includes turnover in USD, mark price, spot price.
• Orderbook and trades are now returned in separate Apis.
• For supporting trading strategies which require latest positions, Now we have two different Apis to query position.

/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.

• All Apis that support pagination now use cursor based pagination, instead of fixed page size pagination. Check more details in our python rest client docs

New Socket Channels

• Socket Api interface hasn't changed much in terms of connection management and authentication.
• We have deprecated old channels and created new channels which make integration easier.
• To support easy management of live data, all private data channels now support initial snapshots and sequence numbers.

List of new public channels

• v2/ticker - now includes turnover in USD, mark price, spot price
• candlesticks - subscribe to ohlc candle updates for different resolutions
• all_trades - subscribe to all public trades for a symbol

List of new private channels

• orders - subscribe to lifecycle of live orders
• user_trades - subscribe to live user trades/fills feed
• positions - subscribe to position updates
• margins - get margin/wallet updates

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

• https://*.delta.exchange

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

• You will access the Delta Exchange service using test accounts and unauthenticated guests.
• Please create a Delta Exchange test account on your own using your test email address. Your email must contain keyword 'test' for example test@gmail.com.
• All emails will go to the email address associated with your account. You will need to activate your account by confirming receipt of the activation email.
• NOTE: Once a vulnerability is found please file a submission immediately. Our security team will investigate and assess the impact.

Reward range

Focus Areas

• User Data / User information Leaks
• Injection attacks (Server/Client side)
• RCE(Remote Code Execution)
• Authentication bypass/validation (Client/Server side)
• Privilege escalation (Vertical/Horizontal)

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

• Do not run automated scans without checking with us first. They are often very noisy.(If running any automated testing tools, be sure to keep well under 75-100 requests per second - otherwise you're likely to get locked out.)
• Do not test the physical security of Delta Exchange offices, employees, equipment, etc.
• Do not run Full fledged exploits which can cause application crashes and affect integrity of our active services. (If you believe you have a exploit that need serious fixes please email us, and we will provide you with said instance for said service.)
• Do not test using social engineering techniques (phishing, vishing, etc.)
• Do not test against any type of customer account without explicit permission from our side.
• Do not access, Destroy or otherwise negatively impact any residential or business customers, or customer data in any way.
• Do not perform DoS or DDoS attacks (Application level, Network Level DOS / DDOS / port flooding attacks are strictly not appreciated as this can cause delay in delivery of our services to our users we suggest you to not to use such methodologies).
• Do not engage In any way attack our end users, or in the trade of stolen user credentials.
• Interacting with real customers or real customer accounts is forbidden.

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.

• We recommend you to use emails which contain test as a keyword in the email address for example test@gmail.com.
• For testing and reporting so that we can identify your activity on our environments, also whitelist for IDS/FDS blocks)
• Do not CC or tag other staff while reporting.
• Do not callout on social media or make blog posts to report or without reporting (this can lead to legal actions to be taken against you.)
• Do not discuss this with any, but only Delta Exchange technical staff.
• Do not send us external-links/executable/scripts in report if possible attach a text file or pdf. Without zipp'ing or rar'ing it.
• Screenshots are accepted if only in PNG and JIF formats for internal security reasons.
• POC Videos are accepted if only in MP4,AVI, WEBM, MOV formats for internal security reasons.
• Any or All reports must only reach [email protected]

Recommended Reporting format

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.

• Theoretical vulnerabilities without actual proof of concept
• Open redirects (through headers and parameters) / Lack of security speed bump when leaving the site.
• Internal IP address / version disclosure.
• Email verification deficiencies, expiration of password reset links, and password complexity policies
• Invalid or missing SPF (Sender Policy Framework) records (incomplete or missing SPF/DKIM/DMARC)
• Click jacking/UI redressing with minimal security impact
• Text/code injection without any impact.
• Email or mobile enumeration (E.g. the ability to identify emails via password reset)
• Information disclosure with minimal security impact (E.g. stack traces, path disclosure, directory listings, logs)
• Internally known issues, duplicate issues, or issues which have already been made public
• Rate limiting issues / Tab-nabbing
• Non url Selfless / HTMLi
• Known CVE without proper testing.
• Vulnerabilities only exploitable on out-of-date browsers or platforms
• CSRF issues that don't impact the integrity of an account (e.g. log in or out, contact forms and other publicly accessible forms)
• Vulnerabilities related to auto-fill web forms
• Use of known vulnerable libraries without actual proof of concept
• Lack of security flags in cookies
• Issues related to unsafe SSL/TLS cipher suites or protocol version
• Session expiry / Cookie issues / Content spoofing
• Cache-control related issues
• Missing security headers that do not lead to direct exploitation
• CSRF with negligible security impact (E.g. adding to favorites, adding to cart, subscribing to a non-critical feature)
• Vulnerabilities that require root/jailbreak
• Vulnerabilities that require physical access to a user's device
• Issues that have no security impact (E.g. Failure to load a web page)
• Phishing (E.g. HTTP Basic Authentication Phishing)
• Any activity (like DoS/DDoS) that disrupts our services
• Installation Path Permissions
• Reports from automated tools or scans

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]