Deribit交易所 websocket API 连接范例

Posted 2021-12-24 botvsing

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()