Deribit交易所 websocket API 连接范例

小程序：扫一扫查出行
【扫一扫了解最新限行尾号】
复制小程序

Deribit websocket API 连接范例，使用JavaScript语言，策略运行在FMZ发明者量化平台。

源码地址：https://www.fmz.com/strategy/147765

var client = null

var deribitAcc = {}                               // 可以设置个全局对象保存 token 

function WS_GetAccount() {                        // 获取账户 某个币种 的资产信息

    var msg = {

        "jsonrpc": "2.0",

        "id": 2515,

        "method": "private/get_account_summary",

        "params": {

            "currency": "ETH",

            "extended": true

        }

    }

    client.write(JSON.stringify(msg))

    var ret = client.read()

    Log(ret, "#FF0000")

}

function WS_GetToken() {                          // 认证 ，并且获取 token

    var msg = {

        "jsonrpc": "2.0",

        "id": 9929,

        "method": "public/auth",

        "params": {

            "grant_type": "client_credentials",

            "client_id": "XXXXXXX",                             // 申请 API KEY 时获取

            "client_secret": "XXXXXXXXXXXXXXXXXXXXXXXXXX"       // 申请 API KEY 时获取

        }

    }

    while (1) {

        client.write(JSON.stringify(msg))

        var ret = client.read()

        try {

            var jsonObj = JSON.parse(ret)

            if (jsonObj) {

                deribitAcc.accessToken = jsonObj.result.access_token

                deribitAcc.refToken = jsonObj.result.refresh_token

                break

            }

        } catch (e) {

            Log("error:", e)

        }

    }

    Log("更新 deribitAcc accessToken , refToken:", deribitAcc)

}

function WS_Depth() {                                     // 访问 get_order_book 公共 频道，获取 订单薄深度数据

    var msg = {

        "jsonrpc": "2.0",

        "id": 8772,

        "method": "public/get_order_book",

        "params": {

            "instrument_name": "BTC-PERPETUAL",           // 指定，获取 BTC 永续合约的深度数据

            "depth": 5

        }

    }

    client.write(JSON.stringify(msg))

    var ret = client.read()

    Log("depth : ", ret)

}

function main() {

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

    WS_GetToken()

    WS_GetAccount()

    WS_Depth()

}

function onexit() {

    Log("关闭 ws 连接")

    client.close()

}