Help with pulling Index: Coin name price from deribit plugin

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Help with pulling Index: Coin name price from deribit plugin #485221
02/05/22 08:30 02/05/22 08:30

Joined: Jul 2021
Posts: 51

degenerate_762 Offline

OP
Junior Member

degenerate_762 Offline

OP
Junior Member

Joined: Jul 2021
Posts: 51

Code

function run() 
{
	set(LOGFILE);
	BarPeriod = 15;
	asset("BTC");
	vars Prices = series(price());
}

Code

price 
Login 0 BinanceFutures..
!Connecting to wss://www.deribit.com/ws/api/v2/...
!Authorizing...
!8 BTC futures detected
!430 BTC options detected
!8 ETH futures detected
!484 ETH options detected
!Deribit BTC/USD index: 41467.21
!Deribit ETH/USD index: 3005.82
!Using kh762 main: kh762
!BTC balance: 0.0000000000 (0.00 USD)
!BTC equity: 0.0000000000 (0.00 USD)
!ETH balance: 0.0000000000 (0.00 USD)
!ETH equity: 0.0000000000 (0.00 USD) at UTC 02-05 08:25
Subscribe BTC
Error 053: BTC unavailable at this time
V 2.444 on Sat 22-02-05 09:25:09 (Zorro S Subscription)
Error 047: No bars generated
Logout.. ok

Code

Deribit has 4 types of symbols: Index, Perpetual Futures, Futures, and Options.

Index: Coin name, either "BTC" or "ETH".
Perpetual Futures: [Coin]-PERPETUAL, e.g. "ETH-PERPETUAL".
Futures: [Coin]-DDMMMYY, where MMM is a 3-letter capitalized string, e.g. "BTC-26MAR21".
Options: [Coin]-DDMMMYY-[Strike]-[P/C], e.g. "ETH-25JUN21-340-C".
For options and futures, the contract functions can be used with "BTC" or "ETH" as the underlying.

Could someone please bump me in the right direction?

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #485223 02/05/22 09:22 02/05/22 09:22
Joined: Jul 2021 Posts: 51 D degenerate_762 OP Junior Member
degenerate_762 OP Junior Member D Joined: Jul 2021 Posts: 51	I'm trying to pull the spot please

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #485225 02/05/22 13:30 02/05/22 13:30
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	Please share your asset list. www.vitaltrades.com - andrew@vitaltrades.com

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #485227
02/05/22 14:45 02/05/22 14:45

Joined: Jul 2021
Posts: 51

degenerate_762 Offline

OP
Junior Member

degenerate_762 Offline

OP
Junior Member

Joined: Jul 2021
Posts: 51

Code

Name	Price	Spread	RollLong	RollShort	PIP	PIPCost	MarginCost	Leverage	LotAmount	Commission	Symbol
BTC	57125	3.5	0	0	0.0001	0.0001	0	0	0.0001	0	BTC
BTC-PERPETUAL	57125	3.5	0	0	0.05	1.12E-05	2.23E-06	0	10	-0.25	BTC-PERPETUAL
BTC-26MAR21	57125	3.5	0	0	0.05	1.12E-05	2.23E-06	0	10	-0.25	BTC-26MAR21
ETH	1991	0.05	0	0	0.0001	0.0001	0	0	0.0001	0	ETH
ETH-PERPETUAL	1991	0.05	0	0	0.05	1.12E-06	4.47E-07	0	1	-0.25	ETH-PERPETUAL
ETH-26MAR21	1991	0.05	0	0	0.05	1.12E-06	4.47E-07	0	1	-0.25	ETH-26MAR21

Re: Help with pulling Index: Coin name price from deribit plugin [Re: AndrewAMD] #485228
02/05/22 15:11 02/05/22 15:11

Joined: Jul 2021
Posts: 51

degenerate_762 Offline

OP
Junior Member

degenerate_762 Offline

OP
Junior Member

Joined: Jul 2021
Posts: 51

@AndrewAMD. My AssetList is thesame as the one provided in the manual except that i have made additiion on the symbols in the last column. After making that adjustment, i'm now getting this error when trying to pull the spot/index price.

Code

Deribit 
Login 0 Deribit..
!Connecting to wss://www.deribit.com/ws/api/v2/...
!Authorizing...
!8 BTC futures detected
!430 BTC options detected
!8 ETH futures detected
!484 ETH options detected
!Deribit BTC/USD index: 41514.34
!Deribit ETH/USD index: 3019.97
!Using kh762 main: kh762
!BTC balance: 0.0000000000 (0.00 USD)
!BTC equity: 0.0000000000 (0.00 USD)
!ETH balance: 0.0000000000 (0.00 USD)
!ETH equity: 0.0000000000 (0.00 USD) at UTC 02-05 15:06 - BTC history unavailable!
V 2.444 on Sat 22-02-05 16:06:36 (Zorro S Subscription)
Error 047: No bars generated
Logout..

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #485229 02/05/22 15:12 02/05/22 15:12
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	Do you know for a fact that you're using this asset list? After your asset("BTC"); call, add these lines: Code printf("\nSymbolTrade: %s",SymbolTrade); printf("\nSymbolLive: %s",SymbolLive); printf("\nSymbolHist: %s",SymbolHist); www.vitaltrades.com - andrew@vitaltrades.com

Re: Help with pulling Index: Coin name price from deribit plugin [Re: AndrewAMD] #485230
02/05/22 15:23 02/05/22 15:23

Joined: Jul 2021
Posts: 51

degenerate_762 Offline

OP
Junior Member

degenerate_762 Offline

OP
Junior Member

Joined: Jul 2021
Posts: 51

Code

Deribit 
Login 0 Deribit..
!Connecting to wss://www.deribit.com/ws/api/v2/...
!Authorizing...
!8 BTC futures detected
!430 BTC options detected
!8 ETH futures detected
!484 ETH options detected
!Deribit BTC/USD index: 41712.35
!Deribit ETH/USD index: 3045.89
!Using kh762 main: kh762
!BTC balance: 0.0000000000 (0.00 USD)
!BTC equity: 0.0000000000 (0.00 USD)
!ETH balance: 0.0000000000 (0.00 USD)
!ETH equity: 0.0000000000 (0.00 USD) at UTC 02-05 15:19 - BTC history unavailable!
SymbolTrade: BTC
SymbolLive: BTC
SymbolHist: BTC
V 2.444 on Sat 22-02-05 16:19:56 (Zorro S Subscription)
!readloop_handler: The WebSocket stream was gracefully closed at both endpoints
!BrokerAccount: stopped
Error 047: No bars generated
Logout.. ok

Re: Help with pulling Index: Coin name price from deribit plugin [Re: AndrewAMD] #485231 02/05/22 15:31 02/05/22 15:31
Joined: Jul 2021 Posts: 51 D degenerate_762 OP Junior Member
degenerate_762 OP Junior Member D Joined: Jul 2021 Posts: 51	@AndrewAMD. Last edited by degenerate_762; 02/11/22 09:01.

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #485232 02/05/22 15:32 02/05/22 15:32
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	OK, so you fixed the plugin issue. My work here is done. You can figure out the other stuff by setting Verbose to 7\|DIAG and reading the log. www.vitaltrades.com - andrew@vitaltrades.com

Re: Help with pulling Index: Coin name price from deribit plugin [Re: AndrewAMD] #485233 02/05/22 15:34 02/05/22 15:34
Joined: Jul 2021 Posts: 51 D degenerate_762 OP Junior Member
degenerate_762 OP Junior Member D Joined: Jul 2021 Posts: 51	Thanks @AndrewAMD.

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #488106 01/20/24 12:41 01/20/24 12:41
Joined: Feb 2016 Posts: 5 Stuttgart turbodom Newbie
turbodom Newbie Joined: Feb 2016 Posts: 5 Stuttgart	Hi. I'm trying to pull the index with coin "BTC" as well, but have same error. What was the issue with the plugin ? How did you solve it?

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #488107 01/20/24 12:42 01/20/24 12:42
Joined: Feb 2016 Posts: 5 Stuttgart turbodom Newbie
turbodom Newbie Joined: Feb 2016 Posts: 5 Stuttgart	Hi. I'm trying to pull the index with coin "BTC" as well, but have same error. What was the issue with the plugin ? How did you solve it?

Re: Help with pulling Index: Coin name price from deribit plugin [Re: turbodom] #488110 01/23/24 16:02 01/23/24 16:02
Joined: Jul 2021 Posts: 51 D degenerate_762 OP Junior Member
degenerate_762 OP Junior Member D Joined: Jul 2021 Posts: 51	Hi @turbodom, when I was trying to pull the index with coin "BTC", my aim was to calculate the basis which is **** basis = Spot - Future ***** . I think this is what you are also trying to do. I was however only able to pull the BTC-PERPETUAL (futures price) price using the zorro deribit plugin. The hack was to pull the spot price from another exchange for example binance or using the other plugins available. The implementation can be achieved by having a look through the manual with reference to the chapter "broker arbitrage".

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #488140 02/18/24 13:52 02/18/24 13:52
Joined: Feb 2016 Posts: 5 Stuttgart turbodom Newbie
turbodom Newbie Joined: Feb 2016 Posts: 5 Stuttgart	Hi, thanks for the prompt answer. Okay got it, so Index still not working with Deribit plugin, but you managed to find another way. Yes for basis and other stuff. I'm curious what you do with the basis, do you trade cash and carry or use it as indicator ? Last edited by turbodom; 02/18/24 14:07.

Re: Help with pulling Index: Coin name price from deribit plugin [Re: degenerate_762] #488141 02/19/24 19:12 02/19/24 19:12
Joined: Jul 2021 Posts: 51 D degenerate_762 OP Junior Member
degenerate_762 OP Junior Member D Joined: Jul 2021 Posts: 51	Hi @turbodom, I was trading cash and carry. I have also used it as an input to an indicator.

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