Reference data
Combination Orders: Combination orders are treated as orders on outright books and are not differentiated in any way. Their orderbook_id links to a combination order book.
InstrumentDefinition (10)
| Field | Name | Type | Length | Description |
|---|
| 1 | instrumentId | int64 | 8 | Numeric instrument ID |
| 2 | name | char | 100 | Name of instrument on Deribit |
| 3 | kind | int8 | 1 | 1=Future,2=Option,3=Perpetual,4=Spot, 5=FutureCombo, 6=OptionsCombo |
| 4 | indexId | int64 | 8 | The associated index |
| 5 | underlying | char | 28 | The underlying future, only applicable to options. 0 for non-option instruments |
| 6 | expirationTime | int64 | 8 | Nanoseconds since epoch. Time of expiration of the instrument. |
| 7 | strikePrice | int64 | 8 | Strike price of the option |
| 8 | minOrderAmount | int32 | 4 | Resolution of the amount |
| 9 | flags | int8 | 1 | Attributes of the instrument, described in the table below |
| 10 | blockLengthOfTickSizeSteps | uint16 | 2 | 16 (bytes) |
| 11 | numberOfTickSizeSteps | int8 | 1 | Number of tick size steps. Maximum set to 3. |
| ->12 | tickSize | int64 | 8 | Tick size applicable to price equal to or greater than tickPrice. Trades can occur off-tick |
| ->13 | tickPrice | int64 | 8 | Any absolute price equal or larger than tickPrice shall be rounded to tickSize |
| 14 | blockLengthOfLegs | uint16 | 2 | 5 (bytes) |
| 15 | numberOfLegs | int8 | 1 | Number of legs in the combination instrument. Maximum 4 |
| ->16 | legInstrumentId | int32 | 4 | Numeric instrumentId of the leg instrument |
| ->17 | ratio | int8 | 1 | The amount of the leg traded per combination instrument unit. Positive values indicate buying the leg when buying the combination instrument. Vice versa for negative values |
| 18 | state | int8 | 1 | 0=Open
1=Locked
2=Settlement
3=Inactive
4=Halted
5=Delivered |
InstrumentDefinition.
| Bit number (from last to first) | Name | Description |
|---|
| 1 | kind | 1=Option
2=Future
3=Combination
4=Spot |
| 2 | optionType | 1=Call
2=Put |
| 3 | instrumentType | 1=Inverse
2=Linear |
| 4 | Reserved for future use | |
| 5 | Reserved for future use | |
| 6 | Reserved for future use | |
| 7 | Reserved for future use | |
| 8 | Reserved for future use | |
IndexDefinition (11)
| Field | Name | Type | Length | Description |
|---|
| 1 | indexId | int64 | 8 | Numeric instrument ID |
| 2 | name | char | 28 | Name of index on Deribit |
