Deribit Production FIX API Overview

Deribit production FIX 4.4 subset overview covering endpoints, supported message types, and how the current live FIX gateway differs from the upcoming version.

Deribit FIX API is a subset of FIX version 4.4, but also includes some tags from 5.0 version and several custom tags. Deribit uses the standard header and trailer structure for all messages. To enable the API, sign in and go to Account > Security > API Tab and use the checkbox. ‘Client Secret’ is the user’s secret key provided by Deribit. Important Note: Do not reveal to anybody your ‘Client Secret’, as it can be used to gain full control over your account.

IMPORTANT ANNOUNCEMENT

Due to recent technical issues with one of our service providers, we have updated the FIX public endpoint. The FIX endpoint will no longer be accessible over the internet via www.deribit.com. Going forward, customers should connect using fix.deribit.com for production and fix-test.deribit.com for test environment.

Connection Endpoints

The FIX server can be reached at:

• Production:
  • fix.deribit.com:9881 (raw tcp)
  • fix.deribit.com:9883 (ssl)
• Test Network:
  • fix-test.deribit.com:9881 (raw tcp)
  • fix-test.deribit.com:9883 (ssl)

Message Structure

Request Message Headers

Each request message can include:

Tag	Name	Type	Required	Comments
8	BeginString	String	Yes	Identifies beginning of new message and protocol version. Must always be first in the message
9	BodyLength	Length	Yes	Message length in bytes, not including fields BeginString(8), BodyLength(9) and CheckSum(10). The length must be calculated by counting the number of octets in the message up to and including the end of field delimiter (Start of Heading) of the field immediately preceding the CheckSum(10) field. Must always be the second in the message. Please refer to FIX specification for more details
35	MsgType	String	Yes	The type of the message. See below for available types
49	SenderCompID	String	Yes	A user defined client name
56	TargetCompID	String	Yes	Constant value: DERIBITSERVER
34	MsgSeqNum	SeqNum	Yes	A sequence number for the message, starts with 1, and must be incremented by 1 for every message
52	SendingTime	UTCTimestamp	No	The time the request is sent. This field is ignored by the server
10	CheckSum	String	Yes	The checksum of all of all preceding messages. In order to calculate checksum, sum up the binary value of each octet up to and including the end of field delimiter (Start of Heading) of the field immediately preceding the CheckSum(10). Afterwards calculate modulo 256 of that sum. The calculated modulo 256 checksum must then be encoded as an ISO 8859-1 three-octet representation of the decimal value. For example, if the message length sum of character values has been calculated to be 274 then the modulo 256 value is 18 (256 + 18 = 274). This value would be encoded in the CheckSum(10) field as “10=018”. CheckSum must always be the last field in the message. Please refer to FIX specification Annex A for more details

Response Message Headers

Responses sent by the server will at least include:

Tag	Name	Type	Comments
8	BeginString	String	Identifies beginning of new message and protocol version. Must always be first in the message
9	BodyLength	Length	Message length in bytes, not including fields BeginString(8), BodyLength(9) and CheckSum(10). Please refer to FIX specification for more details
35	MsgType	String	The type of the message. See below for available types
49	SenderCompID	String	Constant value: DERIBITSERVER
56	TargetCompID	String	A user defined client name
34	MsgSeqNum	SeqNum	A server-chosen sequence number for the message
52	SendingTime	UTCTimestamp	The time the request is sent. This field is ignored by the server
10	CheckSum	String	The checksum of all of all preceding messages. Please refer to FIX specification Annex A for more details

Message Types

The FIX API supports the following message types organized by category:

Session Management

• Logon (A) - Initiate a session
• Logout (5) - Terminate a session
• Heartbeat (0) - Keep connection alive
• Test Request (1) - Force a heartbeat
• Resend Request (2) - Request message retransmission
• Reject (3) - Reject invalid messages
• Sequence Reset (4) - Recover from sequence loss

Market Data

• Security List Request (x) - Request list of instruments
• Security List (y) - Response with instrument list
• Market Data Request (V) - Request market data
• Market Data Request Reject (Y) - Reject market data request
• Market Data Snapshot/Full Refresh (W) - Market data snapshot
• Market Data Incremental Refresh (X) - Incremental market data updates
• Security Status Request (e) - Request security status
• Security Status (f) - Security status response

Order Management

• New Order Single (D) - Submit new order
• Order Cancel Request (F) - Cancel an order
• Order Cancel Reject (9) - Reject cancel request
• Order Cancel/Replace Request (G) - Modify an order
• Order Mass Cancel Request (q) - Cancel multiple orders
• Order Mass Cancel Report (r) - Mass cancel response
• Order Mass Status Request (AF) - Request order status
• Execution Reports (8) - Order execution notifications

Position Management

• Request For Positions (AN) - Request position report
• Position Report (AP) - Position report response

User Management

• User Request (BE) - Request user account info
• User Response (BF) - User account info response

Market Maker Protection

• MMProtection Limits (MM) - Set/get MMP limits
• MMProtection Limits Result/Reject (MR) - MMP limits response
• MMProtection Reset (MZ) - Reset MMP after trigger

Mass Quoting

• Mass Quote (i) - Place multiple quotes
• Mass Quote Acknowledgement (b) - Mass quote response
• Quote Cancel (Z) - Cancel quotes

Trade Capture

• TradeCaptureReportRequest (AD) - Request trade reports
• TradeCaptureReportRequestAck (AQ) - Trade request acknowledgment
• TradeCaptureReport (AE) - Trade capture report

Security Definition

• Security Definition Request (c) - Request combo security
• Security Definition (d) - Security definition response

Changes Log

• Changes Log - Release history and changes