Deribit · Schema

Book Summary

DerivativesCryptocurrencyBitcoinEthereumOptionsFuturesPerpetualsTradingMarket DataBlock TradingWebSocketFinancial

Properties

Name Type Description
instrument_name object
high number Price of the 24h highest trade
low number Price of the 24h lowest trade, `null` if there weren't any trades
base_currency string Base currency
quote_currency string Quote currency
volume number The total 24h traded volume (in base currency)
bid_price number The current best bid price, `null` if there aren't any bids
ask_price number The current best ask price, `null` if there aren't any asks
mid_price number The average of the best bid and ask, `null` if there aren't any asks or bids
mark_price number The current instrument market price
last number The price of the latest trade, `null` if there weren't any trades
open_interest number Optional (only for derivatives). The total amount of outstanding contracts in the corresponding amount units. For perpetual and inverse futures the amount is in USD units. For options and linear futur
creation_timestamp object
estimated_delivery_price number Optional (only for derivatives). Estimated delivery price for the market.
volume_usd number Volume in USD
volume_notional number Volume in quote currency (futures and spots only)
current_funding number Current funding (perpetual only)
funding_8h number Funding 8h (perpetual only)
mark_iv object
interest_rate number Interest rate used in implied volatility calculations (options only)
underlying_index string Name of the underlying future, or `'index_price'` (options only)
underlying_price number underlying price for implied volatility calculations (options only)
price_change number 24-hour price change expressed as a percentage, `null` if there weren't any trades
View JSON Schema on GitHub

JSON Schema

book_summary.json Raw ↑
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://api-evangelist.github.io/deribit/json-schema/book_summary.json",
  "title": "Book Summary",
  "properties": {
    "instrument_name": {
      "$ref": "#/components/schemas/instrument_name"
    },
    "high": {
      "example": 7022.89,
      "type": "number",
      "description": "Price of the 24h highest trade"
    },
    "low": {
      "example": 7022.89,
      "type": "number",
      "description": "Price of the 24h lowest trade, `null` if there weren't any trades"
    },
    "base_currency": {
      "example": "ETH",
      "type": "string",
      "description": "Base currency"
    },
    "quote_currency": {
      "example": "USD",
      "type": "string",
      "description": "Quote currency"
    },
    "volume": {
      "example": 223,
      "type": "number",
      "description": "The total 24h traded volume (in base currency)"
    },
    "bid_price": {
      "example": 7022.89,
      "type": "number",
      "description": "The current best bid price, `null` if there aren't any bids"
    },
    "ask_price": {
      "example": 7022.89,
      "type": "number",
      "description": "The current best ask price, `null` if there aren't any asks"
    },
    "mid_price": {
      "example": 7022.89,
      "type": "number",
      "description": "The average of the best bid and ask, `null` if there aren't any asks or bids"
    },
    "mark_price": {
      "example": 7022.89,
      "type": "number",
      "description": "The current instrument market price"
    },
    "last": {
      "example": 7022.89,
      "type": "number",
      "description": "The price of the latest trade, `null` if there weren't any trades"
    },
    "open_interest": {
      "example": 0.5,
      "type": "number",
      "description": "Optional (only for derivatives). The total amount of outstanding contracts in the corresponding amount units. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin."
    },
    "creation_timestamp": {
      "$ref": "#/components/schemas/timestamp"
    },
    "estimated_delivery_price": {
      "example": 11628.81,
      "type": "number",
      "description": "Optional (only for derivatives). Estimated delivery price for the market."
    },
    "volume_usd": {
      "type": "number",
      "description": "Volume in USD"
    },
    "volume_notional": {
      "type": "number",
      "description": "Volume in quote currency (futures and spots only)"
    },
    "current_funding": {
      "type": "number",
      "example": 0.12344,
      "description": "Current funding (perpetual only)"
    },
    "funding_8h": {
      "type": "number",
      "description": "Funding 8h (perpetual only)"
    },
    "mark_iv": {
      "$ref": "#/components/schemas/mark_iv"
    },
    "interest_rate": {
      "example": 0,
      "type": "number",
      "description": "Interest rate used in implied volatility calculations (options only)"
    },
    "underlying_index": {
      "example": "index_price",
      "type": "string",
      "description": "Name of the underlying future, or `'index_price'` (options only)"
    },
    "underlying_price": {
      "example": 6745.34,
      "type": "number",
      "description": "underlying price for implied volatility calculations (options only)"
    },
    "price_change": {
      "example": 10.23,
      "type": "number",
      "description": "24-hour price change expressed as a percentage, `null` if there weren't any trades"
    }
  },
  "required": [
    "instrument_name",
    "high",
    "low",
    "base_currency",
    "quote_currency",
    "volume",
    "bid_price",
    "ask_price",
    "mid_price",
    "mark_price",
    "last",
    "open_interest",
    "creation_timestamp"
  ],
  "type": "object"
}