DeriSock 1.1.1

DeriSock

DeriSock is a client library that connects to the Deribit API via WebSocket.
All methods and subscriptions found on https://docs.deribit.com are supported.

Getting Started

To connect to the Deribit Network just instantiate a new instance of the DeribitClient class and call the Connect method to connect and the Disconnect method to disconnect.

<a id='snippet-readme-connect-disconnect'></a>

var client = new DeribitClient(EndpointType.Testnet);
await client.Connect();

// do something

await client.Disconnect();

^{<a href='/src/DeriSock.DevTools/Snippets.cs#L12-L20' title='Snippet source file'>snippet source</a> | <a href='#snippet-readme-connect-disconnect' title='Start of snippet'>anchor</a>}

The various methods are organized in categories (Authentication, Supporting, Market Data, ...) and scopes (Private, Public).

Example: Calling GetOrderBook from the Public scope.

<a id='snippet-readme-req-bbp-1'></a>

var response = await client.Public.GetOrderBook(
                 new PublicGetOrderBookRequest
                 {
                   InstrumentName = "BTC-PERPETUAL"
                 });

if (response.Error is not null) {
  // Handle errors returned by the API
  return;
}

if (response.Data is null) {
  // Something unexpected happened. 'Data' should not be null if 'Error' is null
  return;
}

var bestBidPrice = response.Data.BestBidPrice;

^{<a href='/src/DeriSock.DevTools/Snippets.cs#L23-L42' title='Snippet source file'>snippet source</a> | <a href='#snippet-readme-req-bbp-1' title='Start of snippet'>anchor</a>}

Example: Calling GetOrderBook from the MarketData category.

<a id='snippet-readme-req-bbp-2'></a>

var response = await client.MarketData.PublicGetOrderBook(
                 new PublicGetOrderBookRequest
                 {
                   InstrumentName = "BTC-PERPETUAL"
                 });

if (response.Error is not null) {
  // Handle errors returned by the API
  return;
}

if (response.Data is null) {
  // Something unexpected happened. 'Data' should not be null if 'Error' is null
  return;
}

var bestBidPrice = response.Data.BestBidPrice;

^{<a href='/src/DeriSock.DevTools/Snippets.cs#L46-L65' title='Snippet source file'>snippet source</a> | <a href='#snippet-readme-req-bbp-2' title='Start of snippet'>anchor</a>}

Authentication

The library supports authentication via credentials and signature

Authentication using Credentials

<a id='snippet-readme-auth-credentials'></a>

await client.Authentication.PublicLogin()
  .WithClientCredentials(
    "<client id",
    "<client secret>",
    "<optional state>",
    "<optional scope>");

^{<a href='/src/DeriSock.DevTools/Snippets.cs#L69-L77' title='Snippet source file'>snippet source</a> | <a href='#snippet-readme-auth-credentials' title='Start of snippet'>anchor</a>}

Authentication using Signature

<a id='snippet-readme-auth-signature'></a>

await client.Authentication.PublicLogin()
  .WithClientSignature(
    "<client id",
    "<client secret>",
    "<optional state>",
    "<optional scope>");

^{<a href='/src/DeriSock.DevTools/Snippets.cs#L81-L89' title='Snippet source file'>snippet source</a> | <a href='#snippet-readme-auth-signature' title='Start of snippet'>anchor</a>}

Logout

When authenticated, you can logout like this (this is the only synchroneous method):

<a id='snippet-readme-auth-logout'></a>

client.Authentication.PrivateLogout();

^{<a href='/src/DeriSock.DevTools/Snippets.cs#L93-L96' title='Snippet source file'>snippet source</a> | <a href='#snippet-readme-auth-logout' title='Start of snippet'>anchor</a>}

Note: The server will automatically close the connection when you logout

Subscriptions

The subscription system will choose public/subscribe or private/subscribe automatically. If the client is authenticated it will use private/subscribe, if the client is not authenticated it will use public/subscribe. This is also the reason why the subscription methods are not present in the Public or Private scopes.

<a id='snippet-readme-subscribtion-usage'></a>

// Subscribe to one or more channels. 
var subscriptionStream = await client.Subscriptions.SubscribeBookChanges(
                           new BookChangesChannel
                           {
                             InstrumentName = "BTC-PERPETUAL",
                             Interval = NotificationInterval2._100ms
                           },
                           new BookChangesChannel
                           {
                             InstrumentName = "ETH-PERPETUAL",
                             Interval = NotificationInterval2._100ms
                           });

// Create a CancellationTokenSource to be able to stop the stream
// (i.e. unsubscribe from the channel(s))
var cts = new CancellationTokenSource();

// An IAsyncEnumerable<T> stream that will listen to incoming notifications as long as
// cts.Cancel(); is not called.
await foreach (var notification in subscriptionStream.WithCancellation(cts.Token)) {
  //Here you can do something with the received information.
  var bookChangeId = notification.Data.ChangeId;
}

^{<a href='/src/DeriSock.DevTools/Snippets.cs#L100-L125' title='Snippet source file'>snippet source</a> | <a href='#snippet-readme-subscribtion-usage' title='Start of snippet'>anchor</a>}