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()
}