Deribit

Crypto Historical Data

Launched in 2016 and located in Panama City, Deribit is the world’s largest crypto options exchange. Besides options, it offers futures, perpetual swaps, and spot trading, and is the leading exchange that offers European-style cash-settled crypto options.

Deribit doesn't support fiat currency deposits, meaning traders must fund their accounts using crypto such as Bitcoin, Ethereum, or USDC. Extremely security-conscious, Deribit claims it keeps 99%+ of its customer deposits in cold storage, in vaults with multiple bank safes. Deribit is currently unregulated.

Amberdata’s Deribit Crypto Market Data Features

We offer:

Deribit options data from 2018-08-13.
Deribit futures and perpetuals data from 2018-08-13.
Historical tickers, tick-by-tick data, order book events, order book snapshots, OHLCV/candlesticks, trades.
Liquidations, volatility, open interest, funding rates, and Greeks.
Our data formats are REST API, WebSockets, and AWS S3
- Downloadable by CSV through API docs

A Sample of Our Deribit Options Data:

Trades: Our trade datasets consist of all tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. Our Trade endpoints provide historical (time series) trade data for the specified pair or instrument.

Order books: We collect Order Book Snapshots via the exchanges REST API and the snapshot is a one minute snapshot. Every minute we get the full order book, full depth, from the exchange (as much as they provide).

OHLCV: OHLCV is an aggregated form of market data standing for Open, High, Low, Close and Volume. OHLCV data includes five data points: the Open and Close represent the first and the last price level during a specified interval; High and Low represent the highest and lowest reached price during that interval; Volume is the total amount traded during that period. This data is most frequently represented in a candlestick chart, which allows traders to perform technical analysis on intraday values.

Tickers: Tickers represent the best bids/asks from an orderbook. The bid price represents the maximum price that a buyer is willing to pay for an asset. The ask price represents the minimum price that a seller is willing to take for that same asset. We provide incremental tick-level updates/deltas of all bids and asks on an order book. This level two data is available within the Order Book endpoints.

Open Interest: Our Open Interest endpoints are available via REST API for latest and historical (time series) data as well as WebSockets for real-time data.

Funding Rates (Futures only): Exchanges differ in their funding rate mechanism design and how they report the data through their API. Within the “Funding Rates” section below, we discuss the key differences between exchanges and our approach to creating a normalized data model. Our Funding Rate endpoints are available via REST API for historical (time series) data as well as WebSockets for real-time data.

Liquidations: If an exchange reports both liquidation orders and liquidation trades, we store both types of observations and differentiate the two types with the action column. Our Liquidation endpoints are available via REST API for historical (time series) data as well as WebSockets for real-time data.

Long/Short Ratio: The long/short ratio is calculated by dividing the long positions by the short positions. This gives a ratio representing the number of long positions to short positions. For example, the BTCUSDT instrument on Binance on August 29, 2022, shows a ratio of 1.8145, a long position of 0.6447, and a short position of 0.3553. Simply put, the long/short ratio of 1.8145 means that there are 1.8145 as many long positions as short positions. This would be considered a bullish signal.

IV DVOL: The IV Deribit DVOL Index, IV Deribit DVOL Index Variance Premium, IV Deribit DVOL Index Spot, and IV Deribit DVOL VolOfVol endpoints offer an array of analysis tools centered on Deribit's DVOL Index. These tools provide you with unique insights into implied volatility and the dynamics of cryptocurrency markets.

RV Summary and Spot: Our Realized Volatility (RV) endpoints include the RV Summary Table and RV Spot Perpetual. They provide a comprehensive analysis of historical price movements, emphasizing the correlation between Bitcoin (BTC) and Ethereum (ETH) and their perpetual contracts. The RV Summary Table offers a broad perspective on the realized volatility and correlation between BTC and ETH. It delivers spot high-low data for the last 52 weeks, as well as changes in the last seven days.

OI Gamma + Trades: The Gamma Levels, Gamma Levels Expiration, and Trades Deribit Daily endpoints present valuable insights into gamma levels and daily trading on the Deribit platform. These tools enrich the trading process, providing extensive data and analysis for informed decision-making.

Deribit Options Data

The Options and Futures endpoints in the Amberdata API gives traders the wide range of data needed to participate in the crypto options and futures markets. Our dataset for Deribit options includes liquidations data, OHLCV data, open interest data, order book events and snapshots, trade data, and bid/ask data. Additionally, we cover futures-specific data including funding rates, long/short ratio, and insurance funds.

We implement rigorous data normalization and standardization to ensure data reliability and quality across exchanges. We offer Deribit options data via REST API, WebSockets for real-time streaming, and AWS S3 for bulk historical data downloads.

Deribit Options API Endpoints

Our options market data API endpoints are as follows:

Liquidations API Endpoints

Tickers API Endpoints

OHLCV API Endpoints

Order Books API Endpoints

Open Interest API Endpoints

Trades API Endpoints

Deribit Futures API Endpoints

Tickers API Endpoints

OHLCV API Endpoints

Order Books API Endpoints

Liquidations API Endpoints

Open Interest API Endpoints

Funding Rates API Endpoints

Long/Short Ratio API Endpoints

Insurance Funds API Endpoints

Deribit Implied Volatility Data

The AD Derivatives API endpoints give users extra insight into the sentiment and volatility of the options market. To help traders understand the full picture of volatility and manage risk in options trading, we provide comprehensive implied volatility endpoints including term structure, skew, order books Greeks, ATM constant and floating maturities, surface delta risk/reward, yields, and several tools related to Deribit’s DVOL Index. Our dataset also covers realized volatility from several perspectives.

To provide reliable, quality data across exchanges, we use a meticulous data normalization and standardization process.

Deribit Implied Volatility API Endpoints

IV DVOL API Endpoints

IV Skew API Endpoints

IV Orderbook Greeks API Endpoints

IV ATM API Endpoints

IV Surface Delta & Risk/Reward API Endpoints

IV DVOL API Endpoints

IV Yields API Endpoints

Deribit Realized Volatility API Endpoints

RV Summary and Spot API Endpoints

Other Realized Volatility API Endpoints

Deribit Open Interest Data

Our open interest endpoints in the AD Derivatives give traders actionable insights into the liquidity and activity of the crypto derivatives market. Knowing where open interest is concentrated enables traders to create comprehensive trading strategies and improve price change projections. We offer open interest datasets around volume, bid-ask spreads, gamma, and trades.

As always, in our open interest data we use strict normalization and standardization to prioritize usability, reliability, and quality in our datasets.

Deribit Open Interest API Endpoints

OI Global API Endpoints

OI Volume + Change API Endpoints

OI Notional API Endpoints

OI Gamma + Trades API Endpoints

OI Bid-Ask API Endpoints

Deribit Historical Data

Amberdata’s Deribit historical trading data consists of all tick-by-tick trade data, timestamped, and with the trade direction normalized from the taker side. We offer historical Deribit options data from 2021-05-21 and historical Deribit futures data from 2021-05-21. Amberdata provides historical trade data via REST API; bulk historical data downloads are available via AWS S3.

Tickers API Endpoints

Trades API Endpoints

Order Books API Endpoints

OHLCV API Endpoints

Liquidations API Endpoints

Open Interest API Endpoints

Funding Rates API Endpoints

Long/Short Ratio API Endpoints

Insurance Funds API Endpoints