Introduction – Delta Exchange Api

docs.delta.exchange

Introduction
Welcome to the Delta Exchange API! You can use this API to place orders on Delta Exchange and listen to
market feed.

We have language bindings in Shell, Python, Ruby and Nodejs! You can view code examples in the dark area
to the right, and you can switch the programming language of the examples with the tabs in the top right.

Scroll down for code samples, example requests and responses. Select a language for code samples
from the tabs above or the mobile navigation menu.

General Information

Definitions
Assets: are cryptocurrencies or fiat currencies. Each asset has a 3/4 letter code (e.g. BTC, USDC). A
derivative contract on Delta Exchange will entail multiple assets, namely:

Underlying Asset: This is the asset over which a futures or perpetual contract is defined. For e.g. the
underlying asset of the BTCUSD perpetual contract is BTC.

Quoting Asset: The asset in which price of the quoting is called the quoting asset. For e.g. the BTCUSD
contract is quoted in USD. Therefore, the quoting asset of the contract is USD.

Settling Asset: The asset in which the margin and Profit/ Loss of a contract is denominated. For e.g. the
BTCUSD contract is margined and settled in BTC. Therefore, the settling asset of the contract is BTC.

Products: are the derivative contracts listed on Delta Exchange. Each contract can be referred by either its
Product ID (e.g. 27 is the Product ID of BTCUSD contract) or Symbol (BTCUSD is the symbol for BTCUSD
contract). It is worth noting that Orders, Orderbook APIs expect Product IDs. e.g

product_id symbol product_type description

27 BTCUSD inverse_future Bitcoin Perpetual futures, quoted in US Dollar and settled &
margined in BTC

45 XRPUSDQ future XRP/USD perpetual futures USDC Quanto, quoted in US

Dollar and settled & margined in USDC

46 BTCUSD_27Dec inverse_future 27th December Bitcoin future quoted in US Dollar

Symbology
Contract symbol: has the following format

Underlying Asset| Quoting Asset|Q (optional; applicable only to quanto contracts)|_|Matruity Date (optional,
applicable only for futures contracts)

e.g. BTCUSD, BTCUSD_27Dec, LEOUSDQ

Mark Price: Each contract has a unique Mark Price which can be referred to by: MARK: Contract_Symbol
(MARK:BTCUSD)

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Index Price: The prices of the underlying assets for the contracts listed on Delta Exchange are obtained from
various spot exchanges, and are computed by averaging prices from multiple exchanges. Details of all the
indices are available on this page.

For a given Underlying Asset/ Quoting Asset pair, the Index price symbol is: .DE|Underlying Asset|Quoting
Asset| e.g. .DEBNBXBT It is important to note that the BTCUSD Index price doesn't follow this convention as
its symbol is .DEXBTUSD.

Pagination
Pagination allows to fetch data page-wise. We use cursor based pagination where each response metadata
contains a before and after cursor. The cursor needs to passed on with the next request to paginate over the
result. Please note that the cursors are updated with each new page.

Pagination can be called in following APIs

API End point

Products /products

Orders /orders

Orders History /orders/history

Fills /fills

Wallet transactions /wallet/transactions

Pagination parameters

after
after cursor to fetch the next page
before
before cursor to fetch the previous page
page_size
page size for pagination

In API response, meta data will contain the cursors as show below

{
success: true,
result: [ {}, {}, .....],
meta: {
after: "an_arbitary_string",
before: "another_arbitary_string"
}
}

Example

https://api.india.delta.exchange/v2/products?page_size=30

https://api.india.delta.exchange/v2/products?page_size=30&after=after_cursor_from_last_request

Data Centers
Delta Exchange data centers are in AWS Tokyo

Authentication
Api endpoints that place orders or fetch account related information needs to authenticated using api key and
api secret.

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Common Errors
Note You should use ntp timestamp to sync local clocks in order to avoid following issue:

{ "error: "SignatureExpired", message:"your signature has expired" }

Signature created in the last 5 seconds is allowed. if signature reaches delta system post 5 seconds of
generation, then it will fail.

{ "error": "InvalidApiKey", message: "Api Key not found"}

above error will be thrown if you are not using correct key, please check hostname e.g. erroneously
Testnet.Delta.exchange api key have been used instead of Delta.exchange api key

{ "error: "UnauthorizedApiAccess", message:"Api Key not authorised to access this

endpoint" }

Check api key have required permissions like trading permission

{"success": False, "error": {"code": "ip_blocked_for_api_key"}}

API call made from a machine with IP address that isn't whitelisted. Check the below docs for common issues
and fixes.

Generating an API Key

Before being able to sign any requests, you must create an API key via the Delta website. Upon creating a key
you will receive api key and api secret, which you must remember and secure at your end. The Key and Secret
will be randomly generated.

You can create a new API key from here : https://www.delta.exchange/app/account/manageapikeys

To create an API key with Trading permissions, whitelisted IP(s) must be provided. API requests using this API
key will only succeed, if made from a machine with an IP address that was whitelisted. Multiple IPs can be
whitelisted for a single API key. IP values can take IPv4 and IPv6. Whitelisted IPs can be changed and updated
from the same page.

Common issues:
1. Your machine is using IPv6 instead of IPv4 or vice-versa. Disable the one that isn’t whitelisted from your
network settings or whitelist both.
2. Your ISP may automatically change the IP address at your home, office about once a week. Update your
whitelisted IP in such case.
3. If you are using a Web Service/Cloud provider like AWS, assign a static public IPv4 address to your machine.

API Key Permissions

You can restrict the functionality of API keys. Before creating the key, you must choose what permissions you
would like the key to have. The permissions are:

Trading - Allow a key to have trading permissions. This includes placing new orders, cancelling orders,
closing positions, changing margin & leverage.

Creating a Request
All Authenticated requests must contain the following headers:

api-key: The api key as a string.

signature: The hex-encoded signature (see Signing a Message).

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timestamp: A timestamp for your request.

All request bodies should have content type application/json and be valid JSON.

Signing a Message
The signature header is generated by creating a sha256 HMAC using the secret key on the prehash string
method + timestamp + requestPath + query params + body (where + represents string concatenation) and
convert output to hexdigest. The timestamp value is the same as the 'timestamp' header.

Signature created in the last 5 seconds is allowed. if signature reaches delta system post 5 seconds of
generation, then it will fail.

Code samples

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import hashlib
import hmac
import base64
import requests
import datetime

api_key = 'a207900b7693435a8fa9230a38195d'
api_secret = '7b6f39dcf660ec1c7c664f612c60410a2bd0c258416b498bf0311f94228f'

def generate_signature(secret, message):

message = bytes(message, 'utf-8')
secret = bytes(secret, 'utf-8')
hash = hmac.new(secret, message, hashlib.sha256)
return hash.hexdigest()

def get_time_stamp():
d = datetime.datetime.utcnow()
epoch = datetime.datetime(1970,1,1)
return str(int((d - epoch).total_seconds()))

url = "https://api.india.delta.exchange/v2/orders"

# Get open orders

payload = ''
method = 'GET'
timestamp = get_time_stamp()
path = '/v2/orders'
query_string = '?product_id=1&state=open'
signature_data = method + timestamp + path + query_string + payload
signature = generate_signature(api_secret, signature_data)

req_headers = {
'api-key': api_key,
'timestamp': timestamp,
'signature': signature,
'User-Agent': 'rest-client',
'Content-Type': 'application/json'
}
query = {"product_id": 1, "state": 'open'}

response = requests.request(
method, url, data=payload, params=query, timeout=(3, 27), headers=req_headers
)

# Place new order

method = 'POST'
timestamp = get_time_stamp()
path = '/v2/orders'
query_string = ''
payload = "
{\"order_type\":\"limit_order\",\"size\":3,\"side\":\"buy\",\"limit_price\":\"0.0005\",\"product_id\":1
6}"
signature_data = method + timestamp + path + query_string + payload
signature = generate_signature(api_secret, signature_data)

req_headers = {
'api-key': api_key,
'timestamp': timestamp,
'signature': signature,
'User-Agent': 'rest-client',
'Content-Type': 'application/json'
}

response = requests.request(
method, url, data=payload, params={}, timeout=(3, 27), headers=req_headers
)

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Rate Limits
When a rate limit is exceeded, a HTTP response status 429 Too Many Requests will be returned. 'X-RATE-
LIMIT-RESET' is returned in response header with time left in milliseconds after which next API request can be
hit.

We throttle unauthenticated api requests by IP address and authenticated requests by user ID.

Default Quota is 10000 for a fixed 5 minute window. Rate Limit quota resets to full every 5 mins.

REST API Rate Limit Weight

Every REST endpoint has been assigned a weight. When you make an API call, the weight of that endpoint is
deducted from your 5 min window quota. Exceeding the rate limit quota, results in 429 HTTP response status
error. API endpoints related to reading public data are lighter in weight, whereas API endpoints related to writing
private data (like placing an order) are heavier in weight.

Here is the cost structure for various endpoints. Please note that any endpoint not mentioned here has a cost of
1 unit.

Weight
Slab API Endpoints

3 Get Products, Get Orderbook, Get Tickers, Get Open Orders, Get Open Postions, Get
Balances, OHLC Candles

5 Place/Edit/Delete Order, Add Position Margin

10 Get Order History, Get Fills, Get Txn Logs

25 Batch Order Apis

e.g. Consider making all the below requests in a 5 minute window.

100 Get Open Orders requests = 100 * 3 = 300 weight.
50 Get Balances requests = 50 * 3 = 150 weight.
200 Place order requests = 200 * 5 = 1000 weight.
20 Batch Order requests = 20 * 25 = 500 weight.
Total quota used: 300 + 150 + 1000 + 500 = 1950 quota used. If this is greater than quota assigned to you, rate
limit error will occur.

Increasing your rate limits

If you are running up against our limits and believe that you have a legitimate need, please email us at
support@delta.exchange to discuss increasing your rate limits.

Types

Timestamps
Unless otherwise specified, all timestamps from API are returned in ISO 8601 with microseconds. Make sure
you can parse the following ISO 8601 format. Most modern languages and libraries will handle this without
issues.

2019-09-18T10:41:20Z

Numbers
Big Decimal numbers are returned as strings to save full precision. When making a API request, it is suggested
to convert numbers to strings to avoid truncation and precision errors.

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e.g. Limit price, stop loss price, trail_amount

Integer numbers (like contract size, product_id and impact size) are unquoted.

IDs
Most identifiers are UUID unless otherwise specified. When making a request which requires a UUID, both
forms (with and without dashes) are accepted.

167ja7cg-678e-6876-d6g3-f803ce49qsc9 or 167ja7cg678e6876d6g3f803ce49qsc9

Response Formats
To ensure that you are effectively using the api, we encourage you to go through this section.

1. All responses coming from the server, either from rest api or socket rpc calls will have the following
success and error formats.
2. All timestamps reported in the apis will be in microseconds
3. All big decimal values are sent as string

// Success format
{
success: true,
result: ..., // response body
meta: { // response meta - like pagination info
...
}
}

// Error format
{
success: false,
error: {
code: ..., // standard error code
context: { // extra context data to explain the cause of error
...
}
}
}

title: Delta Exchange Api V2 v1.0.0 language_tabs: - python: Python - shell: Shell - ruby: Ruby
language_clients: - python: "" - shell: "" - ruby: "" toc_footers: [] includes: [] search: true highlight_theme: darkula
headingLevel: 2

Rest Api
This section documents the latest(v2) api for trading on Delta Exchange. The REST API has endpoints for
account and order management as well as public market data.

If you are looking for the old api documentation, here is the link to v1 api docs (now deprecated).

REST API Endpoint URL for Delta Exchange India

Production-India - https://api.india.delta.exchange/v2
Testnet-India - https://cdn-ind.testnet.deltaex.org/v2

REST API Endpoint URL for Delta Exchange Global

Production-Global - https://api.delta.exchange/v2
Testnet-Global - https://testnet-api.delta.exchange/v2

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Assets
Get Asset List

Get list of all assets

Code samples

import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/assets', params={

}, headers = headers)

print r.json()

GET /assets

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
}
]
}

Responses

Status Meaning Description Schema

200 OK List of Asset schema Inline

Response Schema

Enumerated Values

Property Value

deposit_status enabled

deposit_status disabled

withdrawal_status enabled

withdrawal_status disabled

This operation does not require authentication.

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Indices
Get Indices List

Get indices

Code samples

import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/indices', params={

}, headers = headers)

print r.json()

GET /indices

Indices refer to spot price indices that Delta Exchange creates by combining spot prices of prominent crypto
exchanges. These indices form the underlying of futures and options contracts listed on Delta Exchange. All
details of indices on Delta Exchange are available here.

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 14,
"symbol": ".DEXBTUSD",
"constituent_exchanges": [
{
"name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}
]
}

Responses

Status Meaning Description Schema

200 OK List of Spot Index schema Inline

Response Schema

Enumerated Values

Property Value

index_type spot_pair

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 Property Value

index_type fixed_interest_rate

index_type floating_interest_rate

This operation does not require authentication.

Products
Get Product List

Get list of products

Code samples

import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/products', params={

}, headers = headers)

print r.json()

GET /products

The endpoint provides details about all available trading products on the platform. Each product represents a
financial instrument like perpetual futures, options, or contracts for specific asset pairs.

Parameters

Parameter In Type Required Description

contract_types query string false Comma separated list of contract types e.g.
futures,perpetual_futures,call_options, put_options,
interest_rate_swaps,move_options,spreads, turbo_call_options,
turbo_put_options, spot

states query string false Comma separated list of states e.g.

upcoming,live,expired,settled to get expired contracts.

after query string false after cursor for paginated request

before query string false before cursor for paginated request

page_size query string false size of a single page for paginated request, default: 100

Example responses

200 Response

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{
"success": true,
"result": [
{
"id": 27,
"symbol": "BTCUSD",
"description": "Bitcoin Perpetual futures, quoted, settled & margined in US Dollar",
"created_at": "2023-12-18T13:10:39Z",
"updated_at": "2024-11-15T02:47:50Z",
"settlement_time": null,
"notional_type": "vanilla",
"impact_size": 10000,
"initial_margin": "0.5",
"maintenance_margin": "0.25",
"contract_value": "0.001",
"contract_unit_currency": "BTC",
"tick_size": "0.5",
"product_specs": {
"funding_clamp_value": 0.05,
"only_reduce_only_orders_allowed": false,
"tags": [
"layer_1"
]
},
"state": "live",
"trading_status": "operational",
"max_leverage_notional": "100000",
"default_leverage": "200",
"initial_margin_scaling_factor": "0.0000025",
"maintenance_margin_scaling_factor": "0.00000125",
"taker_commission_rate": "0.0005",
"maker_commission_rate": "0.0002",
"liquidation_penalty_factor": "0.5",
"contract_type": "perpetual_futures",
"position_size_limit": 229167,
"basis_factor_max_limit": "10.95",
"is_quanto": false,
"funding_method": "mark_price",
"annualized_funding": "10.95",
"price_band": "2.5",
"underlying_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"quoting_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"settling_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"spot_index": {
"id": 14,

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 "symbol": ".DEXBTUSD",
"constituent_exchanges": [
{
"name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}
}
]
}

Responses

Status Meaning Description Schema

200 OK List of Products Inline

Response Schema

Enumerated Values

Property Value

notional_type vanilla

notional_type inverse

state live

state expired

state upcoming

trading_status operational

trading_status disrupted_cancel_only

trading_status disrupted_post_only

deposit_status enabled

deposit_status disabled

withdrawal_status enabled

withdrawal_status disabled

index_type spot_pair

index_type fixed_interest_rate

index_type floating_interest_rate

This operation does not require authentication.

Get product by symbol

Code samples

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import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/products/{symbol}', params={

}, headers = headers)

print r.json()

GET /products/{symbol}

The endpoint retrieves details of a specific product identified by its symbol (e.g., BTCUSD, ETHUSD).

Parameters

Parameter In Type Required Description

symbol path string true symbol of the desired product like BTCUSD, ETHUSD

Example responses

200 Response

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{
"success": true,
"result": {
"id": 27,
"symbol": "BTCUSD",
"description": "Bitcoin Perpetual futures, quoted, settled & margined in US Dollar",
"created_at": "2023-12-18T13:10:39Z",
"updated_at": "2024-11-15T02:47:50Z",
"settlement_time": null,
"notional_type": "vanilla",
"impact_size": 10000,
"initial_margin": "0.5",
"maintenance_margin": "0.25",
"contract_value": "0.001",
"contract_unit_currency": "BTC",
"tick_size": "0.5",
"product_specs": {
"funding_clamp_value": 0.05,
"only_reduce_only_orders_allowed": false,
"tags": [
"layer_1"
]
},
"state": "live",
"trading_status": "operational",
"max_leverage_notional": "100000",
"default_leverage": "200",
"initial_margin_scaling_factor": "0.0000025",
"maintenance_margin_scaling_factor": "0.00000125",
"taker_commission_rate": "0.0005",
"maker_commission_rate": "0.0002",
"liquidation_penalty_factor": "0.5",
"contract_type": "perpetual_futures",
"position_size_limit": 229167,
"basis_factor_max_limit": "10.95",
"is_quanto": false,
"funding_method": "mark_price",
"annualized_funding": "10.95",
"price_band": "2.5",
"underlying_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"quoting_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"settling_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"spot_index": {
"id": 14,
"symbol": ".DEXBTUSD",

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 "constituent_exchanges": [
{
"name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}
}
}

Responses

Status Meaning Description Schema

200 OK Product Inline

Response Schema

Enumerated Values

Property Value

notional_type vanilla

notional_type inverse

state live

state expired

state upcoming

trading_status operational

trading_status disrupted_cancel_only

trading_status disrupted_post_only

deposit_status enabled

deposit_status disabled

withdrawal_status enabled

withdrawal_status disabled

index_type spot_pair

index_type fixed_interest_rate

index_type floating_interest_rate

This operation does not require authentication.

Get tickers for products

Code samples

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import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/tickers', params={

}, headers = headers)

print r.json()

GET /tickers

This endpoint retrieves the live tickers for available trading products, with an optional filter by specified contract
types. The contract types should be provided as a comma-separated list (e.g., futures, perpetual_futures,
call_options). If no contract type is specified, data for all available products will be returned.

Parameters

Parameter In Type Required Description

contract_types query string false A comma-separated list of contract types to filter the tickers.
Example values include futures, perpetual_futures, call_options,
put_options, interest_rate_swaps, move_options, spreads,
turbo_call_options, turbo_put_options, and spot.

Example responses

200 Response

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{
"success": true,
"result": [
{
"close": 67321,
"contract_type": "futures",
"greeks": {
"delta": "0.25",
"gamma": "0.10",
"rho": "0.05",
"theta": "-0.02",
"vega": "0.15"
},
"high": 68500.5,
"low": 66300.25,
"mark_price": "67000.00",
"mark_vol": "500",
"oi": "15000",
"oi_value": "1000000",
"oi_value_symbol": "USD",
"oi_value_usd": "1050000",
"open": 67000,
"price_band": {
"lower_limit": "61120.45",
"upper_limit": "72300.00"
},
"product_id": 123456,
"quotes": {
"ask_iv": "0.25",
"ask_size": "100",
"best_ask": "150.00",
"best_bid": "148.00",
"bid_iv": "0.22",
"bid_size": "50"
},
"size": 100,
"spot_price": "67000.00",
"strike_price": "68000.00",
"symbol": "BTCUSD",
"timestamp": 1609459200,
"turnover": 5000000,
"turnover_symbol": "USD",
"turnover_usd": 5200000,
"volume": 25000
}
]
}

Responses

Status Meaning Description Schema

200 OK List of live tickers for all products, including implied volatility (IV) for option Inline
strikes.

Response Schema
This operation does not require authentication.

Get ticker for a product by symbol

Code samples

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import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/tickers/{symbol}', params={

}, headers = headers)

print r.json()

GET /tickers/{symbol}

This endpoint retrieves the ticker data for a specific product, identified by its symbol. The ticker data includes
live price data, open interest, implied volatility (IV) for options, and other related market data.

Parameters

Parameter In Type Required Description

symbol path string true The symbol of the product for which the ticker data is requested
(e.g., BTCUSD, ETHUSD).

Example responses

200 Response

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{
"success": true,
"result": {
"close": 67321,
"contract_type": "futures",
"greeks": {
"delta": "0.25",
"gamma": "0.10",
"rho": "0.05",
"theta": "-0.02",
"vega": "0.15"
},
"high": 68500.5,
"low": 66300.25,
"mark_price": "67000.00",
"mark_vol": "500",
"oi": "15000",
"oi_value": "1000000",
"oi_value_symbol": "USD",
"oi_value_usd": "1050000",
"open": 67000,
"price_band": {
"lower_limit": "61120.45",
"upper_limit": "72300.00"
},
"product_id": 123456,
"quotes": {
"ask_iv": "0.25",
"ask_size": "100",
"best_ask": "150.00",
"best_bid": "148.00",
"bid_iv": "0.22",
"bid_size": "50"
},
"size": 100,
"spot_price": "67000.00",
"strike_price": "68000.00",
"symbol": "BTCUSD",
"timestamp": 1609459200,
"turnover": 5000000,
"turnover_symbol": "USD",
"turnover_usd": 5200000,
"volume": 25000
}
}

Responses

Status Meaning Description Schema

200 OK Ticker data for the requested product, including implied volatility (IV) for Inline
option strikes, if applicable.

Response Schema

This operation does not require authentication.

Orders
Placing Orders, Cancelling Orders, Placing batch orders, Cancelling batch orders, Get Open orders, Change
Orders Leverage. Rate limits have been introduced recently that allows only set number of operations inside a
matching engine in a timeframe. The current rate limits is 500 operations/sec for each product. For ex - placing
50 orders in a batch is equivalent to 50 operations as these orders will be processed by matching engine. Rate
limits do not apply when cancelling orders.

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Place Order

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()

POST /orders

Body parameter

{
"product_id": 27,
"product_symbol": "BTCUSD",
"limit_price": "59000",
"size": 10,
"side": "buy",
"order_type": "limit_order",
"stop_order_type": "stop_loss_order",
"stop_price": "56000",
"trail_amount": "50",
"stop_trigger_method": "last_traded_price",
"bracket_stop_loss_limit_price": "57000",
"bracket_stop_loss_price": "56000",
"bracket_trail_amount": "50",
"bracket_take_profit_limit_price": "62000",
"bracket_take_profit_price": "61000",
"time_in_force": "gtc",
"mmp": "disabled",
"post_only": false,
"reduce_only": false,
"client_order_id": "34521712",
"cancel_orders_accepted": false
}

Parameters

Parameter In Type Required Description

body body CreateOrderRequest true Order which needs to be created. Rate limits apply.

Example responses

200 Response

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{
"success": true,
"result": {
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
}

Responses

Status Meaning Description Schema

200 OK Returns back the order object with assigned id and latest state Inline

400 Bad Request Returns error if order could not be placed ApiErrorResponse

Response Schema

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Cancel Order

Code samples

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import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.delete('https://api.india.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()

DELETE /orders

Body parameter

{
"id": 13452112,
"client_order_id": "34521712",
"product_id": 27
}

Parameters

Parameter In Type Required Description

body body DeleteOrderRequest true Order which needs to be cancelled

Example responses

200 Response

{
"success": true,
"result": {
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
}

Responses

Status Meaning Description Schema

200 OK Returns back the order object Inline

400 Bad Request Returns error if order could not be cancelled ApiErrorResponse

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Response Schema

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Edit Order

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.put('https://api.india.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()

PUT /orders

Body parameter

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{
"id": 34521712,
"product_id": 27,
"product_symbol": "BTCUSD",
"limit_price": "59000",
"size": 15,
"mmp": "disabled",
"post_only": false,
"cancel_orders_accepted": false,
"stop_price": "56000",
"trail_amount": "50"
}

Parameters

Parameter In Type Required Description

body body EditOrderRequest true Order which needs to be edited. Rate limits apply.

Example responses

200 Response

{
"success": true,
"result": {
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
}

Responses

Status Meaning Description Schema

200 OK Returns back the order object with assigned id and latest state Inline

400 Bad Request Returns error if order could not be placed ApiErrorResponse

Response Schema

Enumerated Values

Property Value

side buy

side sell

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 Property Value

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get Active Orders

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/orders', params={

}, headers = headers)

print r.json()

GET /orders

Parameters

Parameter In Type Required Description

product_ids query string false comma separated product ids, if not specified, all the orders
will be returned

states query string false comma separated list of states - open,pending

contract_types query string false comma separated list of desired contract types, if not specified
any parameters then, all the orders will be returned

order_types query string false comma separated order types

start_time query integer false from time in micro-seconds in epoc; referring to the order
creation time

end_time query integer false from time in micro-seconds in epoc; referring to the order
creation time

after query string false after cursor for pagination; becomes null if page after the
current one does not exist

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 Parameter In Type Required Description

before query string false before cursor for pagination; becomes null if page before the
current one does not exist

page_size query integer false number of records per page

Enumerated Values

Parameter Value

contract_types futures

contract_types perpetual_futures

contract_types call_options

contract_types put_options

order_types market

order_types limit

order_types stop_market

order_types stop_limit

order_types all_stop

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
],
"meta": {
"after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
"before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
}
}

Responses

Status Meaning Description Schema

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 Status Meaning Description Schema

200 OK List of orders as per the query Inline

Response Schema

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Place Bracket order

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/orders/bracket', params={

}, headers = headers)

print r.json()

POST /orders/bracket

A bracket order is a set of TP and SL order. For a bracket order , size need not be specified as it closes the
entire position. For a given contract, you can have multiple bracket orders for open orders but only a single
bracket order for any open position.

Body parameter

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{
"product_id": 27,
"product_symbol": "BTCUSD",
"stop_loss_order": {
"order_type": "limit_order",
"stop_price": "56000",
"trail_amount": "50",
"limit_price": "55000"
},
"take_profit_order": {
"order_type": "limit_order",
"stop_price": "65000",
"limit_price": "64000"
},
"bracket_stop_trigger_method": "last_traded_price"
}

Parameters

Parameter In Type Required Description

body body CreateBracketOrderRequest true Bracket Order which needs to be updated

Example responses

200 Response

{
"success": true
}

Responses

Status Meaning Description Schema

200 OK returns back success response ApiSuccessResponse

400 Bad Request Returns error if orders could not be updated ApiErrorResponse

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Edit Bracket order

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.put('https://api.india.delta.exchange/v2/orders/bracket', params={

}, headers = headers)

print r.json()

PUT /orders/bracket

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A bracket order is a set of TP and SL order. You can specify bracket order with an order that will create a new
position. Use this api to change the bracket params attached with an order.

Body parameter

{
"id": 34521712,
"product_id": 27,
"product_symbol": "BTCUSD",
"bracket_stop_loss_limit_price": "55000",
"bracket_stop_loss_price": "56000",
"bracket_take_profit_limit_price": "65000",
"bracket_take_profit_price": "64000",
"bracket_trail_amount": "50",
"bracket_stop_trigger_method": "last_traded_price"
}

Parameters

Parameter In Type Required Description

body body EditBracketOrderRequest true Bracket Order which needs to be updated

Example responses

200 Response

{
"success": true
}

Responses

Status Meaning Description Schema

200 OK returns back success response ApiSuccessResponse

400 Bad Request Returns error if orders could not be updated ApiErrorResponse

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Cancel all open orders

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.delete('https://api.india.delta.exchange/v2/orders/all', params={

}, headers = headers)

print r.json()

DELETE /orders/all

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Cancels all orders for a given product id. If product id is not provided, it cancels orders for provided contract
types. If none of them are provided, it cancels all the orders. Provide either product id or list of contract types at
a time. If both are provided, contract types will be ignored.

Body parameter

{
"product_id": 27,
"contract_types": "perpetual_futures,put_options,call_options",
"cancel_limit_orders": false,
"cancel_stop_orders": false,
"cancel_reduce_only_orders": false
}

Parameters

Parameter In Type Required Description

body body CancelAllFilterObject false Filters for selecting orders that needs to be cancelled

Example responses

200 Response

{
"success": true
}

Responses

Status Meaning Description Schema

200 OK returns back success response ApiSuccessResponse

400 Bad Request Returns error if orders could not be cancelled ApiErrorResponse

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Create batch orders

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/orders/batch', params={

}, headers = headers)

print r.json()

POST /orders/batch

Orders in a batch should belong to the same contract. Max allowed size limit in a batch is 50. Rate limits apply.
Please note that ioc is not valid time in force values for creating batch orders.

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 Body parameter

{
"product_id": 27,
"product_symbol": "BTCUSD",
"orders": [
{
"limit_price": "59000",
"size": 10,
"side": "buy",
"order_type": "limit_order",
"time_in_force": "gtc",
"mmp": "disabled",
"post_only": false,
"client_order_id": "34521712"
}
]
}

Parameters

Parameter In Type Required Description

body body BatchCreateOrdersRequest true Does not support time_in_force flag for
orders, All orders in batch create are assumed
to be gtc orders. batch create does not
support stop orders, it support only limit
orders

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
]
}

Responses

Status Meaning Description Schema

200 OK returns the orders placed Inline

400 Bad Request returns error if orders couldnt be placed ApiErrorResponse

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Response Schema

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Edit batch orders

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.put('https://api.india.delta.exchange/v2/orders/batch', params={

}, headers = headers)

print r.json()

PUT /orders/batch

Orders to be edited in a batch. Rate limits apply.

Body parameter

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{
"product_id": 27,
"product_symbol": "BTCUSD",
"orders": [
{
"id": 34521712,
"limit_price": "59000",
"size": 15,
"mmp": "disabled",
"post_only": false
}
]
}

Parameters

Parameter In Type Required Description

body body BatchEditOrdersRequest true none

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
]
}

Responses

Status Meaning Description Schema

200 OK List of edited orders Inline

400 Bad Request returns error if orders couldnt be edited ApiErrorResponse

Response Schema

Enumerated Values

Property Value

side buy

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 Property Value

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Delete batch orders

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.delete('https://api.india.delta.exchange/v2/orders/batch', params={

}, headers = headers)

print r.json()

DELETE /orders/batch

Body parameter

{
"product_id": 27,
"product_symbol": "BTCUSD",
"orders": [
{
"id": 13452112,
"client_order_id": "34521712"
}
]
}

Parameters

Parameter In Type Required Description

body body BatchDeleteOrdersRequest true none

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 Example responses

200 Response

{
"success": true,
"result": [
{
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
]
}

Responses

Status Meaning Description Schema

200 OK returns the orders deleted Inline

400 Bad Request returns error if orders couldnt be deleted ApiErrorResponse

Response Schema

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

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To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get Order by id

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/orders/{order_id}', params={

}, headers = headers)

print r.json()

GET /orders/{order_id}

Parameters

Parameter In Type Required Description

order_id path string true Id of the order

Example responses

200 Response

{
"success": true,
"result": {
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
}

Responses

Status Meaning Description Schema

200 OK Returns back the order object with assigned id and latest state Inline

Response Schema

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Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get Order by client oid

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/orders/client_order_id/{client_oid}', params={

}, headers = headers)

print r.json()

GET /orders/client_order_id/{client_oid}

Parameters

Parameter In Type Required Description

client_oid path string true Client provided order id

Example responses

200 Response

37/149
{
"success": true,
"result": {
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
}

Responses

Status Meaning Description Schema

200 OK Returns back the order object with assigned client order id and latest state Inline

Response Schema

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Change order leverage

Code samples

38/149
import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/products/{product_id}/orders/leverage', params={

}, headers = headers)

print r.json()

POST /products/{product_id}/orders/leverage

Body parameter

{
"leverage": 10
}

Parameters

Parameter In Type Required Description

product_id path integer true Product id of the ordered product

body body object true none

» leverage body string true Order leverage

Example responses

200 Response

{
"success": true,
"result": {
"leverage": 10,
"order_margin": "563.2",
"product_id": 27
}
}

Responses

Status Meaning Description Schema

200 OK returns the OrderLeverage object Inline

400 Bad Request Returns error if leverage couldnt be changed ApiErrorResponse

Response Schema

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get order leverage

Code samples

39/149
import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/products/{product_id}/orders/leverage', params={

}, headers = headers)

print r.json()

GET /products/{product_id}/orders/leverage

Parameters

Parameter In Type Required Description

product_id path integer true Product id of the ordered product

Example responses

200 Response

{
"success": true,
"result": {
"leverage": 10,
"order_margin": "563.2",
"product_id": 27
}
}

Responses

Status Meaning Description Schema

200 OK returns the OrderLeverage object Inline

Response Schema
To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Positions
Get Open positions, Change Position Margin, Close Position, Close All Position

Get margined positions

Code samples

40/149
import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/positions/margined', params={

}, headers = headers)

print r.json()

GET /positions/margined

Change in position may take upto 10secs to reflect. Use 'GET /position' for real-time data.

Parameters

Parameter In Type Required Description

product_ids query string false comma separated product ids. If not specified any parameters,
all the open positions will be returned

contract_types query string false comma separated list of desired contract types. If not specified
any parameters then, all the open positions will be returned

Enumerated Values

Parameter Value

contract_types futures

contract_types perpetual_futures

contract_types call_options

contract_types put_options

Example responses

200 Response

{
"success": true,
"result": [
{
"user_id": 0,
"size": 0,
"entry_price": "string",
"margin": "string",
"liquidation_price": "string",
"bankruptcy_price": "string",
"adl_level": 0,
"product_id": 0,
"product_symbol": "string",
"commission": "string",
"realized_pnl": "string",
"realized_funding": "string"
}
]
}

Responses

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 Status Meaning Description Schema

200 OK List of all open positions Inline

Response Schema
To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get position

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/positions', params={

}, headers = headers)

print r.json()

GET /positions

Get real-time positions data.

Parameters

Parameter In Type Required Description

product_id query integer false id of the product

underlying_asset_symbol query string false Underlying asset symbol. e.g. 'BTC', 'ETH'. This
gives a list of all positions in products which have
the given underlying asset

Example responses

200 Response

{
"success": true,
"result": {
"size": 0,
"entry_price": "string"
}
}

Responses

Status Meaning Description Schema

200 OK Open position for the give product id Inline

Response Schema

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To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Auto Topup

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.put('https://api.india.delta.exchange/v2/positions/auto_topup', params={

}, headers = headers)

print r.json()

PUT /positions/auto_topup

Changes position auto topup flag. Positions automatically inherits auto topup flag of the account. If account
level auto topop is set to false, use this api to change auto topup flag for individual positions.

Body parameter

{
"product_id": 0,
"auto_topup": "false"
}

Parameters

Parameter In Type Required Description

body body object true none

» product_id body integer true none

» auto_topup body boolean true none

Example responses

200 Response

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{
"success": true,
"result": {
"user_id": 0,
"size": 0,
"entry_price": "string",
"margin": "string",
"liquidation_price": "string",
"bankruptcy_price": "string",
"adl_level": 0,
"product_id": 0,
"product_symbol": "string",
"commission": "string",
"realized_pnl": "string",
"realized_funding": "string"
}
}

Responses

Status Meaning Description Schema

200 OK returns the position object Inline

400 Bad Request Returns error if position margin could not be changed ApiErrorResponse

Response Schema
To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Add/Remove position margin

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/positions/change_margin', params={

}, headers = headers)

print r.json()

POST /positions/change_margin

Body parameter

{
"product_id": 0,
"delta_margin": "string"
}

Parameters

Parameter In Type Required Description

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 Parameter In Type Required Description

body body object true none

» product_id body integer true none

» body string true Delta in the position margin, positive in case of adding margin &
delta_margin negative in case of removing margin

Example responses

200 Response

{
"success": true,
"result": {
"user_id": 0,
"size": 0,
"entry_price": "string",
"margin": "string",
"liquidation_price": "string",
"bankruptcy_price": "string",
"adl_level": 0,
"product_id": 0,
"product_symbol": "string",
"commission": "string",
"realized_pnl": "string",
"realized_funding": "string"
}
}

Responses

Status Meaning Description Schema

200 OK returns the position object Inline

400 Bad Request Returns error if position margin could not be changed ApiErrorResponse

Response Schema

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Close all positions

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/positions/close_all', params={

}, headers = headers)

print r.json()

POST /positions/close_all

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 Body parameter

{
"close_all_portfolio": true,
"close_all_isolated": true,
"user_id": 0
}

Parameters

Parameter In Type Required Description

body body object true none

» close_all_portfolio body boolean true none

» close_all_isolated body boolean true none

» user_id body integer true none

Example responses

200 Response

{
"success": true
}

Responses

Status Meaning Description Schema

200 OK returns back success response ApiSuccessResponse

400 Bad Request Returns error if not able to close all positions ApiErrorResponse

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

TradeHistory
Get Orders History, Get Fill History

Get order history (cancelled and closed)

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/orders/history', params={

}, headers = headers)

print r.json()

GET /orders/history

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Parameters

Parameter In Type Required Description

product_ids query string false comma separated product ids

contract_types query string false comma separated list of desired contract types

order_types query string false comma separated order types

start_time query integer false from time in micro-seconds in epoc

end_time query integer false from time in micro-seconds in epoc

after query string false after cursor for pagination

before query string false before cursor for pagination

page_size query integer false number of records per page

Enumerated Values

Parameter Value

order_types market

order_types limit

order_types stop_market

order_types stop_limit

order_types all_stop

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
],
"meta": {
"after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
"before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
}
}

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Responses

Status Meaning Description Schema

200 OK List of closed and cancelled orders. Order schema Inline

Response Schema

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

GET user fills by filters

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/fills', params={

}, headers = headers)

print r.json()

GET /fills

Parameters

Parameter In Type Required Description

product_ids query string false comma separated product ids

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 Parameter In Type Required Description

contract_types query string false comma separated list of desired contract types

start_time query integer false from time in micro-seconds in epoc

end_time query integer false from time in micro-seconds in epoc

after query string false after cursor for pagination

before query string false before cursor for pagination

page_size query integer false number of records per page

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 0,
"size": 0,
"fill_type": "normal",
"side": "buy",
"price": "string",
"role": "taker",
"commission": "string",
"created_at": "string",
"product_id": 0,
"product_symbol": "string",
"order_id": "string",
"settling_asset_id": 0,
"settling_asset_symbol": "string",
"meta_data": {
"commission_deto": "string",
"commission_deto_in_settling_asset": "string",
"effective_commission_rate": "string",
"liquidation_fee_deto": "string",
"liquidation_fee_deto_in_settling_asset": "string",
"order_price": "string",
"order_size": "string",
"order_type": "string",
"order_unfilled_size": "string",
"tfc_used_for_commission": "string",
"tfc_used_for_liquidation_fee": "string",
"total_commission_in_settling_asset": "string",
"total_liquidation_fee_in_settling_asset": "string"
}
}
],
"meta": {
"after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
"before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
}
}

Responses

Status Meaning Description Schema

200 OK Array of fills Inline

Response Schema

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Enumerated Values

Property Value

fill_type normal

fill_type adl

fill_type liquidation

fill_type settlement

fill_type otc

side buy

side sell

role taker

role maker

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Download Fills history

Code samples

import requests
headers = {
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/fills/history/download/csv', params={

}, headers = headers)

print r.json()

GET /fills/history/download/csv

Parameters

Parameter In Type Required Description

product_ids query string false comma separated product ids

contract_types query string false comma separated list of desired contract types

start_time query integer false from time in micro-seconds in epoc

end_time query integer false from time in micro-seconds in epoc

Responses

Status Meaning Description Schema

200 OK csv of fills for the filter query None

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To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Orderbook
L2Orderbook

Get L2 orderbook

Code samples

import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/l2orderbook/{symbol}', params={

}, headers = headers)

print r.json()

GET /l2orderbook/{symbol}

Parameters

Parameter In Type Required Description

symbol path string true none

depth query integer false number of levels on each side

Example responses

200 Response

{
"success": true,
"result": {
"buy": [
{
"depth": "983",
"price": "9187.5",
"size": 205640
}
],
"last_updated_at": 1654589595784000,
"sell": [
{
"depth": "1185",
"price": "9188.0",
"size": 113752
}
],
"symbol": "BTCUSD"
}
}

Responses

Status Meaning Description Schema

200 OK L2 orderbook for the product Inline

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Response Schema
This operation does not require authentication.

Trades
Get Trades of a contract

Get public trades

Code samples

import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/trades/{symbol}', params={

}, headers = headers)

print r.json()

GET /trades/{symbol}

Parameters

Parameter In Type Required Description

symbol path string true none

Example responses

200 Response

{
"success": true,
"result": {
"trades": [
{
"side": "buy",
"size": 0,
"price": "string",
"timestamp": 0
}
]
}
}

Responses

Status Meaning Description Schema

200 OK List of recent trades of the product Inline

Response Schema

Enumerated Values

Property Value

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 Property Value

side buy

side sell

This operation does not require authentication.

Wallet
Get balances, Get transaction history

Get Wallet Balances

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/wallet/balances', params={

}, headers = headers)

print r.json()

GET /wallet/balances

Example responses

200 Response

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{
"meta": {
"net_equity": "string",
"robo_trading_equity": "string"
},
"result": [
{
"asset_id": 0,
"asset_symbol": "string",
"available_balance": "string",
"available_balance_for_robo": "string",
"balance": "string",
"blocked_margin": "string",
"commission": "string",
"cross_asset_liability": "string",
"cross_commission": "string",
"cross_locked_collateral": "string",
"cross_order_margin": "string",
"cross_position_margin": "string",
"id": 0,
"interest_credit": "string",
"order_margin": "string",
"pending_referral_bonus": "string",
"pending_trading_fee_credit": "string",
"portfolio_margin": "string",
"position_margin": "string",
"trading_fee_credit": "string",
"unvested_amount": "string",
"user_id": 0
}
],
"success": true
}

Responses

Status Meaning Description Schema

200 OK List of wallets attached to the user account WalletPayload

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get Wallet transactions

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/wallet/transactions', params={

}, headers = headers)

print r.json()

GET /wallet/transactions

Parameters

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 Parameter In Type Required Description

asset_ids query integer false comma separated list of asset_ids for which to
get txns logs

start_time query integer false from time in micro-seconds in epoc

end_time query integer false from time in micro-seconds in epoc

after query string false after cursor for pagination

before query string false before cursor for pagination

page_size query integer false number of records per page

transaction_types query TransactionTypes false transaction types to retrieve

Example responses

200 Response

{
"success": true,
"result": [
{
"id": 0,
"amount": "string",
"balance": "string",
"transaction_type": "string",
"meta_data": {},
"product_id": 0,
"asset_id": 0,
"asset_symbol": 0,
"created_at": "string"
}
],
"meta": {
"after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
"before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
}
}

Responses

Status Meaning Description Schema

200 OK list of Wallet transactions Inline

Response Schema

Enumerated Values

Property Value

transaction_type cashflow

transaction_type deposit

transaction_type withdrawal

transaction_type commission

transaction_type conversion

transaction_type funding

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 Property Value

transaction_type settlement

transaction_type liquidation_fee

transaction_type spot_trade

transaction_type withdrawal_cancellation

transaction_type referral_bonus

transaction_type sub_account_transfer

transaction_type commission_rebate

transaction_type promo_credit

transaction_type trading_credits

transaction_type trading_credits_forfeited

transaction_type trading_credits_paid

transaction_type trading_fee_credits_paid_liquidation_fee

transaction_type trading_credits_reverted

transaction_type interest_credit

transaction_type external_deposit

transaction_type credit_line

transaction_type trading_competition

transaction_type fund_deposit

transaction_type fund_withdrawal

transaction_type fund_wallet_deposit

transaction_type fund_wallet_withdrawal

transaction_type fund_reward

transaction_type trade_farming_reward

transaction_type interest_credit

transaction_type revert

transaction_type raf_bonus

transaction_type fill_appropriation

transaction_type incident_compensation

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Download Wallet transactions

Code samples

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import requests
headers = {
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/wallet/transactions/download', params={

}, headers = headers)

print r.json()

GET /wallet/transactions/download

Parameters

Parameter In Type Required Description

asset_ids query integer false comma separated list of asset_ids

start_time query integer false from time in micro-seconds in epoc

end_time query integer false from time in micro-seconds in epoc

after query string false after cursor for pagination

before query string false before cursor for pagination

page_size query integer false number of records per page

Responses

Status Meaning Description Schema

200 OK csv of transactions for that wallet None

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Request asset transfer

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/wallets/sub_account_balance_transfer', params={

}, headers = headers)

print r.json()

POST /wallets/sub_account_balance_transfer

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This api transfers asset from one subaccount to another subaccount or to the main/parent account. Please
ensure that the subaccounts involved in the transfer should belong to the same parent account. Requests to
transfer assets across subaccounts that belong to different parent accounts will fail. Please make sure that the
api key used to make this api request belongs to the main/parent account.

Body parameter

{
"transferrer_user_id": "string",
"transferee_user_id": "string",
"asset_symbol": "string",
"amount": null
}

Parameters

Parameter In Type Required Description

body body AssetTransferSubaccountReq true none

Example responses

200 Response

{
"success": true,
"result": null
}

Responses

Status Meaning Description Schema

200 OK Returns success message Inline

400 Bad Request Returns error code ApiErrorResponse

Response Schema

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Request subaccount balance transfer history.

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/wallets/sub_accounts_transfer_history', params={

}, headers = headers)

print r.json()

GET /wallets/sub_accounts_transfer_history

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This api returns the wallet balance transfers for subaccounts belonging to the parent/main account of an api
user. Make sure you are calling this api from the main account. If no subaccount is mentioned in the request,
data for all the subacounts will be returned. Use page size to get more entries in a single request.

Body parameter

{
"subaccount_user_id": "string",
"before": "string",
"after": "string",
"page_size": 10
}

Parameters

Parameter In Type Required Description

body body SubaccountTransferHistory true none

Example responses

200 Response

{
"success": true,
"result": [
{
"transferrer_user_id": "string",
"transferee_user_id": "string",
"asset_symbol": "string",
"amount": null,
"created_at": "string",
"transferee_user": {},
"transferrer_user": {}
}
],
"meta": {
"after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
"before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
}
}

Responses

Status Meaning Description Schema

200 OK Returns success message Inline

400 Bad Request Returns error code ApiErrorResponse

Response Schema

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Stats
Get Volume Stats

Get volume stats

Code samples

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import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/stats', params={

}, headers = headers)

print r.json()

GET /stats

Example responses

200 Response

{
"success": true,
"result": {
"last_30_days_volume": 0,
"last_7_days_volume": 0,
"total_volume": 0
}
}

Responses

Status Meaning Description Schema

200 OK sum of turnover in the last 7 and 30 days along with Total Volume in the last Inline
24 hours (in USD)

Response Schema

This operation does not require authentication.

MMP
Market maker protection

Update MMP config

Code samples

import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.put('https://api.india.delta.exchange/v2/users/update_mmp', params={

}, headers = headers)

print r.json()

PUT /users/update_mmp

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Channel provides updates when MMP is triggered. Market maker protection is available to registered market
makers by default. Others can reach out to support for getting access to MMP. More info here.

Body parameter

{
"asset": "string",
"window_interval": 0,
"freeze_interval": 0,
"trade_limit": "string",
"delta_limit": "string",
"vega_limit": "string",
"mmp": "mmp1"
}

Parameters

Parameter In Type Required Description

body body MMPConfigUpdateRequest true mmp config for a given underlying asset

Example responses

200 Response

{
"success": true,
"result": {
"user_id": 0,
"default_auto_topup": true,
"mmp_config": {},
"deto_for_commission": true,
"vip_level": 0
}
}

Responses

Status Meaning Description Schema

200 OK Returns back the User Preference which contains mmp config Inline

400 Bad Request Returns error if mmp is not enabled on the account ApiErrorResponse

Response Schema

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Reset MMP

Code samples

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import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.put('https://api.india.delta.exchange/v2/users/reset_mmp', params={

}, headers = headers)

print r.json()

PUT /users/reset_mmp

Body parameter

{
"asset": "string",
"mmp": "mmp1"
}

Parameters

Parameter In Type Required Description

body body MMPResetRequest true reset mmp config for a given underlying asset

Example responses

200 Response

{
"success": true
}

Responses

Status Meaning Description Schema

200 OK Returns back the User Preference which contains mmp ApiSuccessResponse
config

400 Bad Returns error if mmp is not enabled on the account ApiErrorResponse
Request

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Dead Man's Switch (Auto Cancel)

Set up timers for auto orders cancel in case of network malfunctions

Cancel After

Code samples

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import requests
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.post('https://api.india.delta.exchange/v2/orders/cancel_after', params={

}, headers = headers)

print r.json()

POST /orders/cancel_after

Body parameter

{
"cancel_after": "5000"
}

Parameters

Parameter In Type Required Description

body body CancelAfterRequest true cancel after details

Example responses

200 Response

{
"success": true,
"result": {
"cancel_after_enabled": "true",
"cancel_after_timestamp": "1669119262000"
}
}

Responses

Status Meaning Description Schema

200 OK Returns back the cancel_after configs set Inline

400 Bad Request Returns if configs couldnt be set ApiErrorResponse

Response Schema

Enumerated Values

Property Value

cancel_after_enabled false

cancel_after_enabled true

To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

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Account
Account level settings

Get users trading preferences

Code samples

import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/users/trading_preferences', params={

}, headers = headers)

print r.json()

GET /users/trading_preferences

Example responses

200 Response

{
"success": true,
"result": {
"user_id": 0,
"default_auto_topup": true,
"mmp_config": {},
"deto_for_commission": true,
"vip_level": 0
}
}

Responses

Status Meaning Description Schema

200 OK User trading preferences attached to the account Inline

Response Schema
To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get subaccounts

Code samples

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import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/sub_accounts', params={

}, headers = headers)

print r.json()

GET /sub_accounts

This api returns all the subaccounts belonging to the same parent/main user. Make sure to call this api from the
parent user.

Example responses

200 Response

{
"success": true,
"result": [
{
"id": null,
"email": "string",
"account_name": "string",
"first_name": "string",
"last_name": "string",
"dob": "string",
"country": "string",
"phone_number": "string",
"margin_mode": "string",
"pf_index_symbol": "string",
"is_sub_account": true,
"is_kyc_done": true
}
]
}

Responses

Status Meaning Description Schema

200 OK Subaccounts belonging to the same parent account. Inline

Response Schema
To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Get user

Code samples

65/149
import requests
headers = {
'Accept': 'application/json',
'api-key': '****',
'signature': '****',
'timestamp': '****'
}

r = requests.get('https://api.india.delta.exchange/v2/profile', params={

}, headers = headers)

print r.json()

GET /profile

This api returns the user object.

Example responses

200 Response

{
"success": true,
"result": {
"id": null,
"email": "string",
"account_name": "string",
"first_name": "string",
"last_name": "string",
"dob": "string",
"country": "string",
"phone_number": "string",
"margin_mode": "string",
"pf_index_symbol": "string",
"is_sub_account": true,
"is_kyc_done": true
}
}

Responses

Status Meaning Description Schema

200 OK User Object Inline

Response Schema
To perform this operation, you must be sign the request using your api key and secret. See Authentication
section for more details.

Settlement Prices

Get product settlement prices

Code samples

66/149
import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/products/?states=expired', params={

}, headers = headers)

print r.json()

GET /products/?states=expired

Parameters

Parameter In Type Required Description

states query string false Comma separated list of states e.g. to get expired contracts
https://api.india.delta.exchange/v2/products?
contract_types=call_options&states=expired

page_size query string false size of a single page for paginated request, default: 100

Example responses

200 Response

67/149
{
"success": true,
"result": {
"id": 27,
"symbol": "BTCUSD",
"description": "Bitcoin Perpetual futures, quoted, settled & margined in US Dollar",
"created_at": "2023-12-18T13:10:39Z",
"updated_at": "2024-11-15T02:47:50Z",
"settlement_time": null,
"notional_type": "vanilla",
"impact_size": 10000,
"initial_margin": "0.5",
"maintenance_margin": "0.25",
"contract_value": "0.001",
"contract_unit_currency": "BTC",
"tick_size": "0.5",
"product_specs": {
"funding_clamp_value": 0.05,
"only_reduce_only_orders_allowed": false,
"tags": [
"layer_1"
]
},
"state": "live",
"trading_status": "operational",
"max_leverage_notional": "100000",
"default_leverage": "200",
"initial_margin_scaling_factor": "0.0000025",
"maintenance_margin_scaling_factor": "0.00000125",
"taker_commission_rate": "0.0005",
"maker_commission_rate": "0.0002",
"liquidation_penalty_factor": "0.5",
"contract_type": "perpetual_futures",
"position_size_limit": 229167,
"basis_factor_max_limit": "10.95",
"is_quanto": false,
"funding_method": "mark_price",
"annualized_funding": "10.95",
"price_band": "2.5",
"underlying_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"quoting_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"settling_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"spot_index": {
"id": 14,
"symbol": ".DEXBTUSD",

68/149
 "constituent_exchanges": [
{
"name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}
}
}

Responses

Status Meaning Description Schema

200 OK List of products Inline

Response Schema

Enumerated Values

Property Value

notional_type vanilla

notional_type inverse

state live

state expired

state upcoming

trading_status operational

trading_status disrupted_cancel_only

trading_status disrupted_post_only

deposit_status enabled

deposit_status disabled

withdrawal_status enabled

withdrawal_status disabled

index_type spot_pair

index_type fixed_interest_rate

index_type floating_interest_rate

This operation does not require authentication.

Historical OHLC Candles/Sparklines

GET historical ohlc candles

Code samples

69/149
import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/history/candles', params={
'resolution': '5m', 'symbol': 'BTCUSD', 'start': '1685618835', 'end': '1722511635'
}, headers = headers)

print r.json()

GET /history/candles

It returns historical Open-High-Low-Close(ohlc) candles data of the symbol as per input values for resolution,
start time and end time. Also, it can return only upto 2000 candles maximum in a response.

Parameters

Parameter In Type Required Description

resolution query string true ohlc candle time frames like 1m, 5m, 1h

symbol query string true To get funding history pass symbol as FUNDING:${symbol}, mark
price MARK:${symbol} and OI data OI:${symbol} for e.g. -
FUNDING:BTCUSD, MARK:C-BTC-66400-010824, OI:ETHUSD

start query integer true Start time: unix timestamp in seconds

end query integer true End time: unix timestamp in seconds

Enumerated Values

Parameter Value

resolution 1m

resolution 3m

resolution 5m

resolution 15m

resolution 30m

resolution 1h

resolution 2h

resolution 4h

resolution 6h

resolution 1d

resolution 7d

resolution 30d

resolution 1w

resolution 2w

Example responses

200 Response

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{
"success": true,
"result": [
{
"time": 0,
"open": 0,
"high": 0,
"low": 0,
"close": 0,
"volume": 0
}
]
}

Responses

Status Meaning Description Schema

200 OK ohlc Inline

Response Schema
This operation does not require authentication.

GET product history sparklines

Code samples

import requests
headers = {
'Accept': 'application/json'
}

r = requests.get('https://api.india.delta.exchange/v2/history/sparklines', params={
'symbols': 'ETHUSD,MARK:BTCUSD'
}, headers = headers)

print r.json()

GET /history/sparklines

Parameters

Parameter In Type Required Description

symbols query string true comma separated product symbols

Example responses

200 Response

71/149
{
"success": true,
"result": {
"ETHUSD": [
[
1594214051,
0.00003826
],
[
1594214051,
0.00003826
]
],
"MARK:BTCUSD": [
[
1594215270,
0.00003826
]
]
}
}

Responses

Status Meaning Description Schema

200 OK product history sparkline Inline

Response Schema

This operation does not require authentication.

Schemas

ApiSuccessResponse

{
"success": true
}

Properties

Name Type Required Restrictions Description

success boolean false none none

ApiErrorResponse
{
"success": false,
"error": {}
}

Properties

Name Type Required Restrictions Description

success boolean false none none

error object false none none

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Index

{
"id": 14,
"symbol": ".DEXBTUSD",
"constituent_exchanges": [
{
"name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}

Details of an index used in trading, including its constituents and characteristics.

Properties

Name Type Required Restrictions Description

id integer(int64) false none Unique identifier for the index.

symbol string false none Symbol representing the index, typically

prefixed by '.DE' followed by base asset
and quoting asset.

constituent_exchanges [object] false none Details of constituent exchanges,

including their names and weights in the
index.

» name string false none Name of the constituent exchange.

» weight number false none Weight of the exchange in the index.

underlying_asset_id integer false none ID of the underlying asset for the index.

quoting_asset_id integer false none ID of the quoting asset for the index.

tick_size string false none Precision of the spot price in decimal

format.

index_type string false none Type of the index.

Enumerated Values

Property Value

index_type spot_pair

index_type fixed_interest_rate

index_type floating_interest_rate

ArrayOfIndices

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[
{
"id": 14,
"symbol": ".DEXBTUSD",
"constituent_exchanges": [
{
"name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}
]

Properties

Name Type Required Restrictions Description

anonymous [Index] false none [Details of an index used in trading, including its
constituents and characteristics.]

ProductSpecs
{
"funding_clamp_value": 0.05,
"only_reduce_only_orders_allowed": false,
"tags": [
"layer_1"
]
}

Specifications related to the specific product or contract.

Properties

Name Type Required Restrictions Description

funding_clamp_value number false none The maximum allowable funding

rate clamp value.

only_reduce_only_orders_allowed boolean false none Indicates whether only reduce-only

orders are allowed.

tags [string] false none Tags associated with the product

specifications.

Asset
{
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
}

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Details of the asset used in the product or contract.

Properties

Name Type Required Restrictions Description

id integer(int64) false none Unique identifier for the asset.

symbol string false none Symbol representing the asset.

precision integer false none Number of decimal places supported

for the asset.

deposit_status string false none Indicates if deposits are enabled for the
asset.

withdrawal_status string false none Indicates if withdrawals are enabled for

the asset.

base_withdrawal_fee string false none Fixed withdrawal fee for the asset.

min_withdrawal_amount string false none Minimum allowable withdrawal amount

for the asset.

Enumerated Values

Property Value

deposit_status enabled

deposit_status disabled

withdrawal_status enabled

withdrawal_status disabled

ArrayOfAssets
[
{
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
}
]

Properties

Name Type Required Restrictions Description

anonymous [Asset] false none [Details of the asset used in the product or contract.]

Product

75/149
{
"id": 27,
"symbol": "BTCUSD",
"description": "Bitcoin Perpetual futures, quoted, settled & margined in US Dollar",
"created_at": "2023-12-18T13:10:39Z",
"updated_at": "2024-11-15T02:47:50Z",
"settlement_time": null,
"notional_type": "vanilla",
"impact_size": 10000,
"initial_margin": "0.5",
"maintenance_margin": "0.25",
"contract_value": "0.001",
"contract_unit_currency": "BTC",
"tick_size": "0.5",
"product_specs": {
"funding_clamp_value": 0.05,
"only_reduce_only_orders_allowed": false,
"tags": [
"layer_1"
]
},
"state": "live",
"trading_status": "operational",
"max_leverage_notional": "100000",
"default_leverage": "200",
"initial_margin_scaling_factor": "0.0000025",
"maintenance_margin_scaling_factor": "0.00000125",
"taker_commission_rate": "0.0005",
"maker_commission_rate": "0.0002",
"liquidation_penalty_factor": "0.5",
"contract_type": "perpetual_futures",
"position_size_limit": 229167,
"basis_factor_max_limit": "10.95",
"is_quanto": false,
"funding_method": "mark_price",
"annualized_funding": "10.95",
"price_band": "2.5",
"underlying_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"quoting_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"settling_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"spot_index": {
"id": 14,
"symbol": ".DEXBTUSD",
"constituent_exchanges": [
{

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 "name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}
}

Properties

Name Type Required Restrictions Description

id integer(int64) false none Unique identifier of a

product or contract.

symbol string false none Symbol of the product or

contract like BTCUSD,
ETHUSD.

description string false none Detailed description of the

product or contract.

created_at string false none Creation timestamp of the

product or contract.

updated_at string false none Last update timestamp of

the product or contract.

settlement_time string false none Settlement timestamp for

futures contracts.

notional_type string false none Type of notional

calculation.

impact_size integer false none Size of a typical trade

used for mark price
computation.

initial_margin string false none Margin required to open a

position.

maintenance_margin string false none Minimum margin required

to maintain a position.

contract_value string false none Notional value of the

contract (spot price x
contract amount).

contract_unit_currency string false none Unit of the contract

(underlying asset or
settling asset).

tick_size string false none Minimum price interval

between two successive
prices.

product_specs ProductSpecs false none Specifications related to

the specific product or
contract.

state string false none Current state of the

product.

77/149
Name Type Required Restrictions Description

trading_status string false none Trading status of the

contract.

max_leverage_notional string false none Maximum notional position

size at the highest
leverage.

default_leverage string false none Default leverage assigned

to the product.

initial_margin_scaling_factor string false none Scaling factor for initial

margin.

maintenance_margin_scaling_factor string false none Scaling factor for

maintenance margin.

taker_commission_rate string false none Commission rate for taker

trades.

maker_commission_rate string false none Commission rate for

maker trades.

liquidation_penalty_factor string false none Factor used to calculate

liquidation penalty.

contract_type string false none Type of contract (e.g.,

futures, perpetual).

position_size_limit integer false none Maximum size for a single

contract order.

basis_factor_max_limit string false none Maximum value for

annualized basis.

is_quanto boolean false none Indicates if the contract is

quanto.

funding_method string false none Method used for funding

calculation.

annualized_funding string false none Maximum allowed

annualized funding rate.

price_band string false none Price range allowed

around the mark price
(percentage).

underlying_asset Asset false none Details of the asset used

in the product or contract.

quoting_asset Asset false none Details of the asset used

in the product or contract.

settling_asset Asset false none Details of the asset used

in the product or contract.

spot_index Index false none Details of an index used in

trading, including its
constituents and
characteristics.

Enumerated Values

Property Value

notional_type vanilla

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 Property Value

notional_type inverse

state live

state expired

state upcoming

trading_status operational

trading_status disrupted_cancel_only

trading_status disrupted_post_only

ProductCategories
{
"PutOptions": "string",
"CallOptions": "string",
"MoveOptions": "string",
"Spot": "string",
"Futures": "string",
"Perpetual Futures": "string"
}

List of all the product category names on delta exchange. Please refer to this list while subscribing to various
public and private channels on delta exchange websocket

Properties

Name Type Required Restrictions Description

PutOptions string false none put_options

CallOptions string false none call_options

MoveOptions string false none move_options

Spot string false none spot

Futures string false none futures

Perpetual Futures string false none perpetual_futures

ArrayOfProducts

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[
{
"id": 27,
"symbol": "BTCUSD",
"description": "Bitcoin Perpetual futures, quoted, settled & margined in US Dollar",
"created_at": "2023-12-18T13:10:39Z",
"updated_at": "2024-11-15T02:47:50Z",
"settlement_time": null,
"notional_type": "vanilla",
"impact_size": 10000,
"initial_margin": "0.5",
"maintenance_margin": "0.25",
"contract_value": "0.001",
"contract_unit_currency": "BTC",
"tick_size": "0.5",
"product_specs": {
"funding_clamp_value": 0.05,
"only_reduce_only_orders_allowed": false,
"tags": [
"layer_1"
]
},
"state": "live",
"trading_status": "operational",
"max_leverage_notional": "100000",
"default_leverage": "200",
"initial_margin_scaling_factor": "0.0000025",
"maintenance_margin_scaling_factor": "0.00000125",
"taker_commission_rate": "0.0005",
"maker_commission_rate": "0.0002",
"liquidation_penalty_factor": "0.5",
"contract_type": "perpetual_futures",
"position_size_limit": 229167,
"basis_factor_max_limit": "10.95",
"is_quanto": false,
"funding_method": "mark_price",
"annualized_funding": "10.95",
"price_band": "2.5",
"underlying_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"quoting_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"settling_asset": {
"id": 14,
"symbol": "USD",
"precision": 8,
"deposit_status": "enabled",
"withdrawal_status": "enabled",
"base_withdrawal_fee": "0.000000000000000000",
"min_withdrawal_amount": "0.000000000000000000"
},
"spot_index": {
"id": 14,
"symbol": ".DEXBTUSD",
"constituent_exchanges": [

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 {
"name": "ExchangeA",
"weight": 0.25
}
],
"underlying_asset_id": 13,
"quoting_asset_id": 14,
"tick_size": "0.5",
"index_type": "spot_pair"
}
}
]

Properties

Name Type Required Restrictions Description

anonymous [Product] false none none

Order

{
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}

An Order object

Properties

Name Type Required Restrictions Description

id integer false none Genraeted order id

user_id integer false none Client id

size integer false none Order size

unfilled_size integer false none Order size which is not filled yet

side string false none Side for which to place order

order_type string false none Order type - limit_order/market_order

limit_price string false none Price level on which order must be triggered

stop_order_type string false none Stop order type - stop loss or take profit

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Name Type Required Restrictions Description

stop_price string false none Stop price level for the stop order

paid_commission string false none Commission paid for filled order

commission string false none Commission blocked for order

reduce_only string false none if set, will only close positions. New orders will not be
placed

client_order_id string false none client order id provided by the user while creating
order

state string false none Order Status

created_at string false none Created at unix timestamp of the order in micro
seconds

product_id integer false none Product id of the ordered product

product_symbol string false none Product symbol of the ordered product

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

reduce_only false

reduce_only true

state open

state pending

state closed

state cancelled

ArrayOfOrders

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[
{
"id": 123,
"user_id": 453671,
"size": 10,
"unfilled_size": 2,
"side": "buy",
"order_type": "limit_order",
"limit_price": "59000",
"stop_order_type": "stop_loss_order",
"stop_price": "55000",
"paid_commission": "0.5432",
"commission": "0.5432",
"reduce_only": false,
"client_order_id": "34521712",
"state": "open",
"created_at": "1725865012000000",
"product_id": 27,
"product_symbol": "BTCUSD"
}
]

Properties

Name Type Required Restrictions Description

anonymous [Order] false none [An Order object]

CreateOrderRequest

{
"product_id": 27,
"product_symbol": "BTCUSD",
"limit_price": "59000",
"size": 10,
"side": "buy",
"order_type": "limit_order",
"stop_order_type": "stop_loss_order",
"stop_price": "56000",
"trail_amount": "50",
"stop_trigger_method": "last_traded_price",
"bracket_stop_loss_limit_price": "57000",
"bracket_stop_loss_price": "56000",
"bracket_trail_amount": "50",
"bracket_take_profit_limit_price": "62000",
"bracket_take_profit_price": "61000",
"time_in_force": "gtc",
"mmp": "disabled",
"post_only": false,
"reduce_only": false,
"client_order_id": "34521712",
"cancel_orders_accepted": false
}

A create order object

Properties

Name Type Required Restrictions Description

product_id integer true none Only one of either product_id or

product_symbol must be sent.

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Name Type Required Restrictions Description

product_symbol string true none Only one of either product_id or

product_symbol must be sent.

limit_price string false none Price level for limit orders

size integer false none Order size

side string false none Buy order or Sell order

order_type string false none Limit order(limit_price must be defined) or

Market order

stop_order_type string false none Stop order type - stop loss or take profit

stop_price string false none Stop loss price level if the order is stop
order

trail_amount string false none Use trail amount if you want a trailing stop
order. Required if stop price is empty.

stop_trigger_method string false none Stop order trigger method -

mark_price/last_traded_price/spot_price

bracket_stop_loss_limit_price string false none Bracket order stop loss limit price

bracket_stop_loss_price string false none Bracket order stop loss trigger price

bracket_trail_amount string false none use bracket trail amount if you want a
trailing stop order. Required if bracket stop
price is empty

bracket_take_profit_limit_price string false none Bracket order take profit limit price

bracket_take_profit_price string false none take profit trigger price for bracket order

time_in_force string false none GTC/IOC order type

mmp string false none MMP level for the order -

disabled/mmp1/mmp2/mmp3/mmp4/mmp5

post_only string false none Post only order

reduce_only string false none if set, will only close positions. New orders
will not be placed

client_order_id string false none client order id provided by the user while
creating order

cancel_orders_accepted string false none if set, will cancel all existing orders for the
product

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

stop_order_type stop_loss_order

stop_order_type take_profit_order

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 Property Value

stop_trigger_method mark_price

stop_trigger_method last_traded_price

stop_trigger_method spot_price

time_in_force gtc

time_in_force ioc

mmp disabled

mmp mmp1

mmp mmp2

mmp mmp3

mmp mmp4

mmp mmp5

post_only true

post_only false

reduce_only true

reduce_only false

cancel_orders_accepted true

cancel_orders_accepted false

BatchCreateOrder

{
"limit_price": "59000",
"size": 10,
"side": "buy",
"order_type": "limit_order",
"time_in_force": "gtc",
"mmp": "disabled",
"post_only": false,
"client_order_id": "34521712"
}

A create order object

Properties

Name Type Required Restrictions Description

limit_price string false none Price level for limit orders

size integer false none Order size

side string false none Buy order or Sell order

order_type string false none Limit order(limit_price must be defined) or Market order

time_in_force string false none GTC/IOC order type

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 Name Type Required Restrictions Description

mmp string false none MMP level for the order -

disabled/mmp1/mmp2/mmp3/mmp4/mmp5

post_only string false none Post only order

client_order_id string false none client order id provided by the user while creating order

Enumerated Values

Property Value

side buy

side sell

order_type limit_order

order_type market_order

time_in_force gtc

time_in_force ioc

mmp disabled

mmp mmp1

mmp mmp2

mmp mmp3

mmp mmp4

mmp mmp5

post_only true

post_only false

BatchCreateOrdersRequest
{
"product_id": 27,
"product_symbol": "BTCUSD",
"orders": [
{
"limit_price": "59000",
"size": 10,
"side": "buy",
"order_type": "limit_order",
"time_in_force": "gtc",
"mmp": "disabled",
"post_only": false,
"client_order_id": "34521712"
}
]
}

Properties

Name Type Required Restrictions Description

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 Name Type Required Restrictions Description

product_id integer false none Only one of either product_id or

product_symbol must be sent.

product_symbol string false none Only one of either product_id or

product_symbol must be sent.

orders [BatchCreateOrder] false none [A create order object]

oneOf

Name Type Required Restrictions Description

anonymous object false none none

xor

Name Type Required Restrictions Description

anonymous object false none none

ArrayOfCreateOrderRequest
[
{
"product_id": 27,
"product_symbol": "BTCUSD",
"limit_price": "59000",
"size": 10,
"side": "buy",
"order_type": "limit_order",
"stop_order_type": "stop_loss_order",
"stop_price": "56000",
"trail_amount": "50",
"stop_trigger_method": "last_traded_price",
"bracket_stop_loss_limit_price": "57000",
"bracket_stop_loss_price": "56000",
"bracket_trail_amount": "50",
"bracket_take_profit_limit_price": "62000",
"bracket_take_profit_price": "61000",
"time_in_force": "gtc",
"mmp": "disabled",
"post_only": false,
"reduce_only": false,
"client_order_id": "34521712",
"cancel_orders_accepted": false
}
]

Properties

Name Type Required Restrictions Description

anonymous [CreateOrderRequest] false none [A create order object]

EditOrderRequest

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{
"id": 34521712,
"product_id": 27,
"product_symbol": "BTCUSD",
"limit_price": "59000",
"size": 15,
"mmp": "disabled",
"post_only": false,
"cancel_orders_accepted": false,
"stop_price": "56000",
"trail_amount": "50"
}

edit order object

Properties

Name Type Required Restrictions Description

id integer false none existing order id to be edited

product_id integer true none Only one of either product_id or

product_symbol must be sent.

product_symbol string true none Only one of either product_id or

product_symbol must be sent.

limit_price string false none Price level for limit orders

size integer false none total size after editing order

mmp string false none MMP level for the order -

disabled/mmp1/mmp2/mmp3/mmp4/mmp5

post_only string false none Post only order

cancel_orders_accepted string false none if set, will cancel all existing orders for the
product

stop_price string false none price to trigger stop order

trail_amount string false none Use trail amount if you want a trailing stop
order. Required if stop price is empty.

Enumerated Values

Property Value

mmp disabled

mmp mmp1

mmp mmp2

mmp mmp3

mmp mmp4

mmp mmp5

post_only true

post_only false

cancel_orders_accepted true

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 Property Value

cancel_orders_accepted false

BatchEditOrder

{
"id": 34521712,
"limit_price": "59000",
"size": 15,
"mmp": "disabled",
"post_only": false
}

edit order object

Properties

Name Type Required Restrictions Description

id integer false none existing order id to be edited

limit_price string false none Price level for limit orders

size integer false none total size after editing order

mmp string false none MMP level for the order -

disabled/mmp1/mmp2/mmp3/mmp4/mmp5

post_only string false none Post only order

Enumerated Values

Property Value

mmp disabled

mmp mmp1

mmp mmp2

mmp mmp3

mmp mmp4

mmp mmp5

post_only false

post_only true

BatchEditOrdersRequest

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{
"product_id": 27,
"product_symbol": "BTCUSD",
"orders": [
{
"id": 34521712,
"limit_price": "59000",
"size": 15,
"mmp": "disabled",
"post_only": false
}
]
}

Properties

Name Type Required Restrictions Description

product_id integer false none Only one of either product_id or

product_symbol must be sent.

product_symbol string false none Only one of either product_id or

product_symbol must be sent.

orders [BatchEditOrder] false none [edit order object]

oneOf

Name Type Required Restrictions Description

anonymous object false none none

xor

Name Type Required Restrictions Description

anonymous object false none none

CreateBracketOrderRequest
{
"product_id": 27,
"product_symbol": "BTCUSD",
"stop_loss_order": {
"order_type": "limit_order",
"stop_price": "56000",
"trail_amount": "50",
"limit_price": "55000"
},
"take_profit_order": {
"order_type": "limit_order",
"stop_price": "65000",
"limit_price": "64000"
},
"bracket_stop_trigger_method": "last_traded_price"
}

bracket order object

Properties

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 Name Type Required Restrictions Description

product_id integer true none Only one of either product_id or

product_symbol must be sent.

product_symbol string true none Only one of either product_id or

product_symbol must be sent.

stop_loss_order object false none none

» order_type string false none Limit order(limit_price must be defined)

or Market order

» stop_price string false none Stop loss price level

» trail_amount string false none Use trail amount if you want a trailing
stop order. Required if stop price is
empty.

» limit_price string false none required for limit orders

take_profit_order object false none none

» order_type string false none Limit order(limit_price must be defined)

or Market order

» stop_price string false none Stop price level

» limit_price string false none required for limit orders

bracket_stop_trigger_method string false none stop order trigger method for bracket
orders-
mark_price/last_traded_price/spot_price

Enumerated Values

Property Value

order_type limit_order

order_type market_order

order_type limit_order

order_type market_order

bracket_stop_trigger_method mark_price

bracket_stop_trigger_method last_traded_price

bracket_stop_trigger_method spot_price

EditBracketOrderRequest

{
"id": 34521712,
"product_id": 27,
"product_symbol": "BTCUSD",
"bracket_stop_loss_limit_price": "55000",
"bracket_stop_loss_price": "56000",
"bracket_take_profit_limit_price": "65000",
"bracket_take_profit_price": "64000",
"bracket_trail_amount": "50",
"bracket_stop_trigger_method": "last_traded_price"
}

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bracket order object

Properties

Name Type Required Restrictions Description

id integer false none Order ID for which bracket params are

being updated

product_id integer true none Only one of either product_id or

product_symbol must be sent.

product_symbol string true none Only one of either product_id or

product_symbol must be sent.

bracket_stop_loss_limit_price string false none stop loss limit price for bracket order

bracket_stop_loss_price string false none stop loss trigger price for bracket order

bracket_take_profit_limit_price string false none take profit limit price for bracket order

bracket_take_profit_price string false none take profit trigger price for bracket order

bracket_trail_amount string false none trail amount of bracket order

bracket_stop_trigger_method string false none stop order trigger method for bracket
orders-
mark_price/last_traded_price/spot_price

Enumerated Values

Property Value

bracket_stop_trigger_method mark_price

bracket_stop_trigger_method last_traded_price

bracket_stop_trigger_method spot_price

BatchDeleteOrder
{
"id": 13452112,
"client_order_id": "34521712"
}

A delete order object

Properties

Name Type Required Restrictions Description

id integer false none use bracket trail amount if you want a trailing stop
order. Required if bracket stop price is empty

client_order_id string false none client order id provided by the user while creating order

DeleteOrderRequest

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{
"id": 13452112,
"client_order_id": "34521712",
"product_id": 27
}

A delete order object

Properties

Name Type Required Restrictions Description

id integer false none use bracket trail amount if you want a trailing stop
order. Required if bracket stop price is empty

client_order_id string false none client order id provided by the user while creating order

product_id integer false none product_id of the product in the order

CancelAllFilterObject
{
"product_id": 27,
"contract_types": "perpetual_futures,put_options,call_options",
"cancel_limit_orders": false,
"cancel_stop_orders": false,
"cancel_reduce_only_orders": false
}

Cancel all request filter object

Properties

Name Type Required Restrictions Description

product_id integer false none Only one of either product_id or

product_symbol must be sent.

contract_types string false none comma separated list of desired contract

types

cancel_limit_orders string false none set true to cancel open limit orders

cancel_stop_orders string false none set as true to cancel stop orders

cancel_reduce_only_orders string false none set as true to cancel reduce only orders

Enumerated Values

Property Value

cancel_limit_orders true

cancel_limit_orders false

cancel_stop_orders true

cancel_stop_orders false

cancel_reduce_only_orders true

cancel_reduce_only_orders false

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BatchDeleteOrdersRequest
{
"product_id": 27,
"product_symbol": "BTCUSD",
"orders": [
{
"id": 13452112,
"client_order_id": "34521712"
}
]
}

Properties

Name Type Required Restrictions Description

product_id integer false none Only one of either product_id or

product_symbol must be sent.

product_symbol string false none Only one of either product_id or

product_symbol must be sent.

orders [BatchDeleteOrder] false none [A delete order object]

oneOf

Name Type Required Restrictions Description

anonymous object false none none

xor

Name Type Required Restrictions Description

anonymous object false none none

Position
{
"user_id": 0,
"size": 0,
"entry_price": "string",
"margin": "string",
"liquidation_price": "string",
"bankruptcy_price": "string",
"adl_level": 0,
"product_id": 0,
"product_symbol": "string",
"commission": "string",
"realized_pnl": "string",
"realized_funding": "string"
}

A position object

Properties

Name Type Required Restrictions Description

user_id integer false none none

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 Name Type Required Restrictions Description

size integer false none Position size, negative for short and positive for long

entry_price string false none none

margin string false none none

liquidation_price string false none none

bankruptcy_price string false none none

adl_level integer false none none

product_id integer false none none

product_symbol string false none none

commission string false none commissions blocked in the position

realized_pnl string false none Net realized pnl since the position was opened

realized_funding string false none Net realized funding since the position was opened

ArrayOfPositions

[
{
"user_id": 0,
"size": 0,
"entry_price": "string",
"margin": "string",
"liquidation_price": "string",
"bankruptcy_price": "string",
"adl_level": 0,
"product_id": 0,
"product_symbol": "string",
"commission": "string",
"realized_pnl": "string",
"realized_funding": "string"
}
]

Properties

Name Type Required Restrictions Description

anonymous [Position] false none [A position object]

Fill

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{
"id": 0,
"size": 0,
"fill_type": "normal",
"side": "buy",
"price": "string",
"role": "taker",
"commission": "string",
"created_at": "string",
"product_id": 0,
"product_symbol": "string",
"order_id": "string",
"settling_asset_id": 0,
"settling_asset_symbol": "string",
"meta_data": {
"commission_deto": "string",
"commission_deto_in_settling_asset": "string",
"effective_commission_rate": "string",
"liquidation_fee_deto": "string",
"liquidation_fee_deto_in_settling_asset": "string",
"order_price": "string",
"order_size": "string",
"order_type": "string",
"order_unfilled_size": "string",
"tfc_used_for_commission": "string",
"tfc_used_for_liquidation_fee": "string",
"total_commission_in_settling_asset": "string",
"total_liquidation_fee_in_settling_asset": "string"
}
}

A fill object

Properties

Name Type Required Restrictions Description

id integer false none none

size integer false none none

fill_type string false none none

side string false none none

price string false none Price at which the fill happened,

BigDecimal sent as string

role string false none none

commission string false none Commission paid on this fill, negative

value means commission was earned
because of maker role

created_at string false none none

product_id integer false none none

product_symbol string false none none

order_id string false none Will be order_id(Integer) in most cases.

Will be UUID string of order when fill_type
is settlement

settling_asset_id integer false none none

settling_asset_symbol string false none none

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 Name Type Required Restrictions Description

meta_data FillMetaData false none Meta data inside fill

Enumerated Values

Property Value

fill_type normal

fill_type adl

fill_type liquidation

fill_type settlement

fill_type otc

side buy

side sell

role taker

role maker

ArrayOfFills
[
{
"id": 0,
"size": 0,
"fill_type": "normal",
"side": "buy",
"price": "string",
"role": "taker",
"commission": "string",
"created_at": "string",
"product_id": 0,
"product_symbol": "string",
"order_id": "string",
"settling_asset_id": 0,
"settling_asset_symbol": "string",
"meta_data": {
"commission_deto": "string",
"commission_deto_in_settling_asset": "string",
"effective_commission_rate": "string",
"liquidation_fee_deto": "string",
"liquidation_fee_deto_in_settling_asset": "string",
"order_price": "string",
"order_size": "string",
"order_type": "string",
"order_unfilled_size": "string",
"tfc_used_for_commission": "string",
"tfc_used_for_liquidation_fee": "string",
"total_commission_in_settling_asset": "string",
"total_liquidation_fee_in_settling_asset": "string"
}
}
]

Properties

Name Type Required Restrictions Description

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 Name Type Required Restrictions Description

anonymous [Fill] false none [A fill object]

FillMetaData

{
"commission_deto": "string",
"commission_deto_in_settling_asset": "string",
"effective_commission_rate": "string",
"liquidation_fee_deto": "string",
"liquidation_fee_deto_in_settling_asset": "string",
"order_price": "string",
"order_size": "string",
"order_type": "string",
"order_unfilled_size": "string",
"tfc_used_for_commission": "string",
"tfc_used_for_liquidation_fee": "string",
"total_commission_in_settling_asset": "string",
"total_liquidation_fee_in_settling_asset": "string"
}

Meta data inside fill

Properties

Name Type Required Restrictions Description

commission_deto string false none none

commission_deto_in_settling_asset string false none none

effective_commission_rate string false none none

liquidation_fee_deto string false none none

liquidation_fee_deto_in_settling_asset string false none none

order_price string false none none

order_size string false none none

order_type string false none none

order_unfilled_size string false none none

tfc_used_for_commission string false none none

tfc_used_for_liquidation_fee string false none none

total_commission_in_settling_asset string false none none

total_liquidation_fee_in_settling_asset string false none none

OrderLeverage

{
"leverage": 10,
"order_margin": "563.2",
"product_id": 27
}

Order Leverage for a product

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Properties

Name Type Required Restrictions Description

leverage string false none Leverage of all open orders for this product

order_margin string false none Margin blocked in open orders for this product

product_id integer false none Product id of the ordered product

L2Orderbook
{
"buy": [
{
"depth": "983",
"price": "9187.5",
"size": 205640
}
],
"last_updated_at": 1654589595784000,
"sell": [
{
"depth": "1185",
"price": "9188.0",
"size": 113752
}
],
"symbol": "BTCUSD"
}

L2 orderbook

Properties

Name Type Required Restrictions Description

buy [object] false none none

» depth string false none sum of size till that price level

» price string false none none

» size integer false none for derivatives -> number of contracts, for spot ->
amount in underlying

last_updated_at integer false none none

sell [object] false none none

» depth string false none sum of size till that price level

» price string false none none

» size integer false none for derivatives -> number of contracts, for spot ->
amount in underlying

symbol string false none none

Trades

99/149
{
"trades": [
{
"side": "buy",
"size": 0,
"price": "string",
"timestamp": 0
}
]
}

trades of a symbol

Properties

Name Type Required Restrictions Description

trades [object] false none none

» side string false none none

» size integer false none none

» price string false none none

» timestamp integer false none none

Enumerated Values

Property Value

side buy

side sell

Wallet

{
"asset_id": 0,
"asset_symbol": "string",
"available_balance": "string",
"available_balance_for_robo": "string",
"balance": "string",
"blocked_margin": "string",
"commission": "string",
"cross_asset_liability": "string",
"cross_commission": "string",
"cross_locked_collateral": "string",
"cross_order_margin": "string",
"cross_position_margin": "string",
"id": 0,
"interest_credit": "string",
"order_margin": "string",
"pending_referral_bonus": "string",
"pending_trading_fee_credit": "string",
"portfolio_margin": "string",
"position_margin": "string",
"trading_fee_credit": "string",
"unvested_amount": "string",
"user_id": 0
}

Wallet Data for each asset.

100/149
Properties

Name Type Required Restrictions Description

asset_id integer false none Id for assets like BTC

asset_symbol string false none Symbol for assets like BTC

available_balance string false none Balance available for trading

available_balance_for_robo string false none Balance available for robo trading

balance string false none Total wallet balance

blocked_margin string false none Total blocked margin including

commissions for all modes

commission string false none Commissions blocked in Isolated Mode

cross_asset_liability string false none Asset liability in Cross margin mode

cross_commission string false none Commision blocked in Cross margin mode

cross_locked_collateral string false none collateral blocked in Cross margin mode

cross_order_margin string false none margin blocked for open orders in Cross
margin mode

cross_position_margin string false none margin blocked for open positions in

Cross margin mode

id integer false none Wallet Id

interest_credit string false none Total interest credited

order_margin string false none margin blocked for open positions in

isolated mode

pending_referral_bonus string false none Pending referral bonus

pending_trading_fee_credit string false none Credit of trading fee pending

portfolio_margin string false none Total margin blocked including

commissions in portfolio margin mode

position_margin string false none Margin blocked in open positions in

isolated mode

trading_fee_credit string false none Credit of trading fee

unvested_amount string false none Amount currently unvested

user_id integer false none User Id linked to this wallet

WalletPayload

101/149
{
"meta": {
"net_equity": "string",
"robo_trading_equity": "string"
},
"result": [
{
"asset_id": 0,
"asset_symbol": "string",
"available_balance": "string",
"available_balance_for_robo": "string",
"balance": "string",
"blocked_margin": "string",
"commission": "string",
"cross_asset_liability": "string",
"cross_commission": "string",
"cross_locked_collateral": "string",
"cross_order_margin": "string",
"cross_position_margin": "string",
"id": 0,
"interest_credit": "string",
"order_margin": "string",
"pending_referral_bonus": "string",
"pending_trading_fee_credit": "string",
"portfolio_margin": "string",
"position_margin": "string",
"trading_fee_credit": "string",
"unvested_amount": "string",
"user_id": 0
}
],
"success": true
}

Properties

Name Type Required Restrictions Description

meta WalletMetaData false none Meta data for robo trading

result ArrayOfWallets false none Array of wallet for every asset

success boolean false none none

WalletMetaData
{
"net_equity": "string",
"robo_trading_equity": "string"
}

Meta data for robo trading

Properties

Name Type Required Restrictions Description

net_equity string false none Net equity for robo trading

robo_trading_equity string false none trading equity for robo trading

ArrayOfWallets

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[
{
"asset_id": 0,
"asset_symbol": "string",
"available_balance": "string",
"available_balance_for_robo": "string",
"balance": "string",
"blocked_margin": "string",
"commission": "string",
"cross_asset_liability": "string",
"cross_commission": "string",
"cross_locked_collateral": "string",
"cross_order_margin": "string",
"cross_position_margin": "string",
"id": 0,
"interest_credit": "string",
"order_margin": "string",
"pending_referral_bonus": "string",
"pending_trading_fee_credit": "string",
"portfolio_margin": "string",
"position_margin": "string",
"trading_fee_credit": "string",
"unvested_amount": "string",
"user_id": 0
}
]

Array of wallet for every asset

Properties

Name Type Required Restrictions Description

anonymous [Wallet] false none Array of wallet for every asset

AssetTransferSubaccountReq
{
"transferrer_user_id": "string",
"transferee_user_id": "string",
"asset_symbol": "string",
"amount": null
}

Properties

Name Type Required Restrictions Description

transferrer_user_id string false none Debit account

transferee_user_id string false none Credit account

asset_symbol string false none Asset to transfer

amount big_decimal false none Amount to transfer. Only postive values

allowed.

SubaccountTransferHistory

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{
"subaccount_user_id": "string",
"before": "string",
"after": "string",
"page_size": 10
}

Properties

Name Type Required Restrictions Description

subaccount_user_id string false none subaccount user id

before string false none before cursor for pagination

after string false none after cursor for pagination

page_size big_decimal false none records per page

TransactionTypes
"string"

Properties

Name Type Required Restrictions Description

anonymous string false none none

transaction_type string false none none

Enumerated Values

Property Value

transaction_type cashflow

transaction_type deposit

transaction_type withdrawal

transaction_type commission

transaction_type conversion

transaction_type funding

transaction_type settlement

transaction_type liquidation_fee

transaction_type spot_trade

transaction_type withdrawal_cancellation

transaction_type referral_bonus

transaction_type sub_account_transfer

transaction_type commission_rebate

transaction_type promo_credit

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 Property Value

transaction_type trading_credits

transaction_type trading_credits_forfeited

transaction_type trading_credits_paid

transaction_type trading_fee_credits_paid_liquidation_fee

transaction_type trading_credits_reverted

transaction_type interest_credit

transaction_type external_deposit

transaction_type credit_line

transaction_type trading_competition

transaction_type fund_deposit

transaction_type fund_withdrawal

transaction_type fund_wallet_deposit

transaction_type fund_wallet_withdrawal

transaction_type fund_reward

transaction_type trade_farming_reward

transaction_type interest_credit

transaction_type revert

transaction_type raf_bonus

transaction_type fill_appropriation

transaction_type incident_compensation

Transaction

{
"id": 0,
"amount": "string",
"balance": "string",
"transaction_type": "string",
"meta_data": {},
"product_id": 0,
"asset_id": 0,
"asset_symbol": 0,
"created_at": "string"
}

Properties

Name Type Required Restrictions Description

id integer false none none

amount string false none amount credited/debited in this transaction

(+ for credited, - for debited)

balance string false none net wallet balance after this transaction

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 Name Type Required Restrictions Description

transaction_type TransactionTypes false none none

meta_data object false none none

product_id integer false none none

asset_id integer false none none

asset_symbol integer false none none

created_at string false none none

ArrayOfTransactions
[
{
"id": 0,
"amount": "string",
"balance": "string",
"transaction_type": "string",
"meta_data": {},
"product_id": 0,
"asset_id": 0,
"asset_symbol": 0,
"created_at": "string"
}
]

Properties

Name Type Required Restrictions Description

anonymous [Transaction] false none none

SubaccountTransferLog
{
"transferrer_user_id": "string",
"transferee_user_id": "string",
"asset_symbol": "string",
"amount": null,
"created_at": "string",
"transferee_user": {},
"transferrer_user": {}
}

Properties

Name Type Required Restrictions Description

transferrer_user_id string false none User id of the account debited with the asset.

transferee_user_id string false none User id of the account credited with the asset.

asset_symbol string false none Asset symbol transferred.

amount big_decimal false none Amount transferred.

created_at string false none transfer creation date and time

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 Name Type Required Restrictions Description

transferee_user object false none User details

transferrer_user object false none User details

ArrayOfSubaccountTransferLog
[
{
"transferrer_user_id": "string",
"transferee_user_id": "string",
"asset_symbol": "string",
"amount": null,
"created_at": "string",
"transferee_user": {},
"transferrer_user": {}
}
]

Properties

Name Type Required Restrictions Description

anonymous [SubaccountTransferLog] false none none

greeks
{
"delta": "0.25",
"gamma": "0.10",
"rho": "0.05",
"theta": "-0.02",
"vega": "0.15"
}

The Greeks represent different factors that influence the pricing of options. These are key measures for
assessing risk and managing option positions.

Properties

Name Type Required Restrictions Description

delta string false none The rate of change of the option price with respect to changes
in the underlying asset price. A measure of sensitivity to the
asset price movement.

gamma string false none The rate of change of delta with respect to changes in the
underlying asset price. A measure of the curvature of the
option’s price sensitivity to the asset price.

rho string false none The rate of change of the option price with respect to changes
in the risk-free interest rate. A measure of interest rate
sensitivity.

theta string false none The rate of change of the option price with respect to time, often
referred to as time decay. A measure of how the option's price
declines as expiration approaches.

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 Name Type Required Restrictions Description

vega string false none The rate of change of the option price with respect to changes
in the volatility of the underlying asset. A measure of volatility
sensitivity.

price_band
{
"lower_limit": "61120.45",
"upper_limit": "72300.00"
}

The price band defines the permissible price range for a product. The lower and upper limits represent the
boundaries within which the product's price can fluctuate.

Properties

Name Type Required Restrictions Description

lower_limit string false none The minimum price limit for the product. It defines the lowest
allowable price before triggering a price band constraint.

upper_limit string false none The maximum price limit for the product. It defines the
highest allowable price before triggering a price band
constraint.

quotes
{
"ask_iv": "0.25",
"ask_size": "100",
"best_ask": "150.00",
"best_bid": "148.00",
"bid_iv": "0.22",
"bid_size": "50"
}

The 'quotes' object contains the latest bid and ask prices, their respective implied volatilities (IV), and order
sizes for an asset. It provides key market data for understanding liquidity and pricing.

Properties

Name Type Required Restrictions Description

ask_iv string false none The implied volatility (IV) for the ask price. Represents the
market's expectation of the future volatility of the underlying
asset.

ask_size string false none The size of the ask order, representing the quantity of the
asset available for sale at the ask price.

best_ask string false none The best (lowest) ask price available in the market for the
asset.

best_bid string false none The best (highest) bid price available in the market for the
asset.

bid_iv string false none The implied volatility (IV) for the bid price. Represents the
market's expectation of future volatility for the bid side of the
order book.

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 Name Type Required Restrictions Description

bid_size string false none The size of the bid order, representing the quantity of the
asset that buyers are willing to purchase at the bid price.

Ticker
{
"close": 67321,
"contract_type": "futures",
"greeks": {
"delta": "0.25",
"gamma": "0.10",
"rho": "0.05",
"theta": "-0.02",
"vega": "0.15"
},
"high": 68500.5,
"low": 66300.25,
"mark_price": "67000.00",
"mark_vol": "500",
"oi": "15000",
"oi_value": "1000000",
"oi_value_symbol": "USD",
"oi_value_usd": "1050000",
"open": 67000,
"price_band": {
"lower_limit": "61120.45",
"upper_limit": "72300.00"
},
"product_id": 123456,
"quotes": {
"ask_iv": "0.25",
"ask_size": "100",
"best_ask": "150.00",
"best_bid": "148.00",
"bid_iv": "0.22",
"bid_size": "50"
},
"size": 100,
"spot_price": "67000.00",
"strike_price": "68000.00",
"symbol": "BTCUSD",
"timestamp": 1609459200,
"turnover": 5000000,
"turnover_symbol": "USD",
"turnover_usd": 5200000,
"volume": 25000
}

The 'Ticker' object provides real-time trading data for a specific product, including prices, volumes, open
interest, and Greek values (for options). This data is essential for analyzing market trends and asset
performance.

Properties

Name Type Required Restrictions Description

close integer false none The closing price of the last trade for the product.

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Name Type Required Restrictions Description

contract_type string false none Comma-separated list of contract types, such as

futures, perpetual_futures, call_options,
put_options, interest_rate_swaps, move_options,
spreads, turbo_call_options, turbo_put_options,
and spot.

greeks greeks false none The Greeks represent different factors that
influence the pricing of options. These are key
measures for assessing risk and managing
option positions.

high number false none The highest price reached during the trading
session.

low number false none The lowest price reached during the trading
session.

mark_price string false none The market price of the product, reflecting the
most recent transaction.

mark_vol string false none The market volume at the most recent trade
price.

oi string false none The open interest, or the number of outstanding

contracts, for the product.

oi_value string false none The value of the open interest in the base
currency.

oi_value_symbol string false none The symbol representing the currency of the
open interest value.

oi_value_usd string false none The open interest value converted to USD.

open number false none The opening price at the start of the trading
session.

price_band price_band false none The price band defines the permissible price
range for a product. The lower and upper limits
represent the boundaries within which the
product's price can fluctuate.

product_id number false none A unique identifier for the product.

quotes quotes false none The 'quotes' object contains the latest bid and
ask prices, their respective implied volatilities
(IV), and order sizes for an asset. It provides key
market data for understanding liquidity and
pricing.

size number false none The size of the most recent order executed in the
market.

spot_price string false none The current spot price of the underlying asset.

strike_price string false none The strike price for options contracts associated
with the product.

symbol string false none The ticker symbol for the product.

timestamp number false none The timestamp of the last trade or update to the
ticker.

turnover number false none The total turnover (value traded) for the product
during the trading session.

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 Name Type Required Restrictions Description

turnover_symbol string false none The symbol representing the currency in which
the turnover is measured.

turnover_usd number false none The turnover value converted to USD.

volume integer false none The total trading volume for the product during
the trading session.

ArrayOfTickers
[
{
"close": 67321,
"contract_type": "futures",
"greeks": {
"delta": "0.25",
"gamma": "0.10",
"rho": "0.05",
"theta": "-0.02",
"vega": "0.15"
},
"high": 68500.5,
"low": 66300.25,
"mark_price": "67000.00",
"mark_vol": "500",
"oi": "15000",
"oi_value": "1000000",
"oi_value_symbol": "USD",
"oi_value_usd": "1050000",
"open": 67000,
"price_band": {
"lower_limit": "61120.45",
"upper_limit": "72300.00"
},
"product_id": 123456,
"quotes": {
"ask_iv": "0.25",
"ask_size": "100",
"best_ask": "150.00",
"best_bid": "148.00",
"bid_iv": "0.22",
"bid_size": "50"
},
"size": 100,
"spot_price": "67000.00",
"strike_price": "68000.00",
"symbol": "BTCUSD",
"timestamp": 1609459200,
"turnover": 5000000,
"turnover_symbol": "USD",
"turnover_usd": 5200000,
"volume": 25000
}
]

Properties

Name Type Required Restrictions Description

anonymous [Ticker] false none [The 'Ticker' object provides real-time trading data for a
specific product, including prices, volumes, open interest,
and Greek values (for options). This data is essential for
analyzing market trends and asset performance.]

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PaginationMeta
{
"after": "g3QAAAACZAAKY3JlYXRlZF9hdHQAAAAN",
"before": "a2PQRSACZAAKY3JlYXRlZF3fnqHBBBNZL"
}

Properties

Name Type Required Restrictions Description

after string false none after cursor for pagination; becomes null if page after the current
one does not exist

before string false none before cursor for pagination; becomes null if page before the
current one does not exist

OHLCData
{
"time": 0,
"open": 0,
"high": 0,
"low": 0,
"close": 0,
"volume": 0
}

A ohlc object

Properties

Name Type Required Restrictions Description

time integer false none none

open number false none none

high number false none none

low number false none none

close number false none none

volume number false none none

ArrayOfOHLCData
[
{
"time": 0,
"open": 0,
"high": 0,
"low": 0,
"close": 0,
"volume": 0
}
]

Properties

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 Name Type Required Restrictions Description

anonymous [OHLCData] false none [A ohlc object]

SparklineData
{
"ETHUSD": [
[
1594214051,
0.00003826
],
[
1594214051,
0.00003826
]
],
"MARK:BTCUSD": [
[
1594215270,
0.00003826
]
]
}

Properties

Name Type Required Restrictions Description

additionalProperties [integer] false none array of timestamp and closing value

Stats
{
"last_30_days_volume": 0,
"last_7_days_volume": 0,
"total_volume": 0
}

Properties

Name Type Required Restrictions Description

last_30_days_volume integer false none sum of turnover usd in the last 30 days

last_7_days_volume integer false none sum of turnover usd in the last 7 days

total_volume integer false none sum of turnover usd in the last 24 hours

MMPConfigUpdateRequest
{
"asset": "string",
"window_interval": 0,
"freeze_interval": 0,
"trade_limit": "string",
"delta_limit": "string",
"vega_limit": "string",
"mmp": "mmp1"
}

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MMP config for an underlying

Properties

Name Type Required Restrictions Description

asset string false none none

window_interval integer false none Window interval in seconds

freeze_interval integer false none MMP freeze interval in seconds. Setting this to zero
will require a manual reset once mmp is triggered.

trade_limit string false none Notional trade limit for mmp to trigger (in USD)

delta_limit string false none Delta Adjusted notional trade limit for mmp to trigger
(in USD)

vega_limit string false none vega traded limit for mmp to trigger (in USD)

mmp string false none Specify mmp flag for the config update

Enumerated Values

Property Value

mmp mmp1

mmp mmp2

mmp mmp3

mmp mmp4

mmp mmp5

MMPResetRequest
{
"asset": "string",
"mmp": "mmp1"
}

MMP config for an underlying

Properties

Name Type Required Restrictions Description

asset string false none none

mmp string false none specify mmp flag to reset

Enumerated Values

Property Value

mmp mmp1

mmp mmp2

mmp mmp3

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 Property Value

mmp mmp4

mmp mmp5

UserPreference
{
"user_id": 0,
"default_auto_topup": true,
"mmp_config": {},
"deto_for_commission": true,
"vip_level": 0
}

User trading preferences

Properties

Name Type Required Restrictions Description

user_id integer false none none

default_auto_topup boolean false none Default auto topup setting for newly acquired
positions (only for isolated mode)

mmp_config object false none Config object for market maker protection (only
for MMP enabled accounts)

deto_for_commission boolean false none Flag to determine whether to pay commissions

in deto

vip_level integer false none VIP level for this account. Customers get better
fee discounting for higher VIP levels

CancelAfterRequest
{
"cancel_after": "5000"
}

Cancel After Request Object

Properties

Name Type Required Restrictions Description

cancel_after string false none Timer value in milliseconds after which orders are to be
cancelled. To disable deadman switch and keep your
orders open, set cancel_after to 0.

CancelAfterResponse

{
"cancel_after_enabled": "true",
"cancel_after_timestamp": "1669119262000"
}

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Cancel After Response Object

Properties

Name Type Required Restrictions Description

cancel_after_enabled string false none none

cancel_after_timestamp string false none timestamp after which orders will get cancelled

Enumerated Values

Property Value

cancel_after_enabled false

cancel_after_enabled true

User
{
"id": null,
"email": "string",
"account_name": "string",
"first_name": "string",
"last_name": "string",
"dob": "string",
"country": "string",
"phone_number": "string",
"margin_mode": "string",
"pf_index_symbol": "string",
"is_sub_account": true,
"is_kyc_done": true
}

User Object

Properties

Name Type Required Restrictions Description

id integer_or_string false none id

email string false none email

account_name string false none none

first_name string false none none

last_name string false none none

dob string false none none

country string false none none

phone_number string false none none

margin_mode string false none none

pf_index_symbol string false none Portfolio index symbol if account is at

portfolio margin mode.

is_sub_account boolean false none none

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 Name Type Required Restrictions Description

is_kyc_done boolean false none none

ArrayOfSubaccouns
[
{
"id": null,
"email": "string",
"account_name": "string",
"first_name": "string",
"last_name": "string",
"dob": "string",
"country": "string",
"phone_number": "string",
"margin_mode": "string",
"pf_index_symbol": "string",
"is_sub_account": true,
"is_kyc_done": true
}
]

Properties

Name Type Required Restrictions Description

anonymous [User] false none [User Object]

Place order errors

This section lists various errors returned by the system while placing order. The error format looks like this

{
success: false,
error: {
code: ..., // error code
context: {
...
}
}
}

Here is a list of error codes and their explanation

error code description

insufficient_margin Margin required to place order with selected leverage and quantity is
insufficient.

order_size_exceed_available Rhe order book doesn't have sufficient liquidity, hence the order couldnt
be filled (for ex - ioc orders).

risk_limits_breached orders couldn't be placed as it will breach allowed risk limits.

invalid_contract The contract/product is either doesn\'t exist or has already expired.

immediate_liquidation Order will cause immediate liquidation.

out_of_bankruptcy Order prices are out of position bankruptcy limits.

self_matching_disrupted_post_only Self matching is not allowed during auction.

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 error code description

immediate_execution_post_only orders couldn't be placed as it includes post only orders which will be
immediately executed.

Errors
Delta API uses the following error codes:

Error Code Meaning

400 Bad Request -- Your request is invalid.

401 Unauthorized -- Your API key/Signature is wrong.

404 Not Found -- The specified resource could not be found.

405 Method Not Allowed -- You tried to access a resource with an invalid method.

406 Not Acceptable -- You requested a format that isn't json.

429 Too Many Requests -- You have exhausted your rate limits! Slow down!

500 Internal Server Error -- We had a problem with our server. Try again later.

503 Service Unavailable -- We're temporarily offline for maintenance. Please try again later.

Rest Clients
Delta API conforms to the Swagger spec for REST endpoints. Any Swagger-compatible client can connect to
the Delta API and execute commands.

You can find the swagger spec json for Delta Api here

We also have Rest Api Clients available for the following languages

Nodejs
Python

CCXT
CCXT is our authorized SDK provider and you may access our API through CCXT.

For more information, please visit ccxt website.

Websocket Feed
Websocket api can be used for the following use cases

Get real time feed of market data, this includes L2 and L3 orderbook and recent trades.
Get price feeds - Mark prices of different contracts, price feed of underlying indexes etc.
Get account specific notifications like fills, liquidations, ADL and PnL updates.
Get account specific updates on orders ,positions and wallets.

Access url for Delta Exchange India

Production-India - wss://socket.india.delta.exchange
Testnet-India - wss://socket-ind.testnet.deltaex.org

Access url for Delta Exchange Global

Production-Global - wss://socket.delta.exchange

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 Testnet-Global - wss://testnet-socket.delta.exchange

You will be disconnected, if there is no activity within 60 seconds after making connection.

Subscribing to Channels

Subscribe
To begin receiving feed messages, you must first send a subscribe message to the server indicating which
channels and contracts to subscribe for.

To specify contracts within each channel, just pass a list of symbols inside the channel payload. Mention ["all"]
in symbols if you want to receive updates across all the contracts. Please note that snapshots are sent only for
specified symbols,meaning no snapshots are sent for symbol: "all".

Once a subscribe message is received the server will respond with a subscriptions message that lists all
channels you are subscribed to. Subsequent subscribe messages will add to the list of subscriptions.

Subscription Sample

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// Request
// Subscribe to BTCUSD_28Dec and ETHBTC_28Dec with the ticker and orderbookL2 channels,
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "ticker",
"symbols": [
"BTCUSD_28Dec",
"ETHBTC_28Dec"
]
},
{
"name": "l2_orderbook",
"symbols": [
"BTCUSD_28Dec"
]
},
{
"name": "funding_rate",
"symbols": [
"all"
]
}
]
}
}

// Response
{
"type": "subscriptions",
"channels": [
{
"name": "l2_orderbook",
"symbols": [
"BTCUSD_28Dec"
],
},
{
"name": "ticker",
"symbols": [
"BTCUSD_28Dec",
"ETHBTC_28Dec"
]
},
{
"name": "funding_rate",
"symbols": [
"all"
]
}
]
}

// Error Response
{
"type": "subscriptions",
"channels": [
{
"name": "l2_orderbook",
"symbols": [
"BTCUSD_28Dec"
],
},
{
"name": "trading_notifications",
"error": "subscription forbidden on trading_notifications. Unauthorized user"
}

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 ]
}

Unsubscribe
If you want to unsubscribe from channel/contracts pairs, send an "unsubscribe" message. The structure is
equivalent to subscribe messages. If you want to unsubscribe for specific symbols in a channel, you can pass it
in the symbol list. As a shorthand you can also provide no symbols for a channel, which will unsubscribe you
from the channel entirely.

Unsubscribe Sample

// Request
{
"type": "unsubscribe",
"payload": {
"channels": [
{
"name": "ticker", // unsubscribe from ticker channel only for BTCUSD_28Dec
"symbols": [
"BTCUSD_28Dec"
]
},
{
"name": "l2_orderbook" // unsubscribe from all symbols for l2_orderbook channel
}
]
}
}

Authenticating a connection
Authentication allows clients to receives private messages, like trading notifications. Examples of the trading
notifications are: fills, liquidations, adl and pnl updates.

To authenticate, you need to send a signed request of type 'auth' on your socket connection. Check the
authentication section above for more details on how to sign a request using api key and secret.

The payload for the signed request will be 'GET' + timestamp + '/live'

To subscribe to private channels, the client needs to first send an auth event, providing api-key, and signature.

Authentication sample

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# auth message with signed request
import websocket
import hashlib
import hmac
import base64

api_key = 'a207900b7693435a8fa9230a38195d'
api_secret = '7b6f39dcf660ec1c7c664f612c60410a2bd0c258416b498bf0311f94228f'

def generate_signature(secret, message):

message = bytes(message, 'utf-8')
secret = bytes(secret, 'utf-8')
hash = hmac.new(secret, message, hashlib.sha256)
return hash.hexdigest()

def get_time_stamp():
d = datetime.datetime.utcnow()
epoch = datetime.datetime(1970,1,1)
return str(int((d - epoch).total_seconds()))

# Get open orders

method = 'GET'
timestamp = get_time_stamp()
path = '/live'
signature_data = method + timestamp + path
signature = generate_signature(api_secret, signature_data)

ws = websocket.WebSocketApp('wss://socket.india.delta.exchange')
ws.send(json.dumps({
"type": "auth",
"payload": {
"api-key": api_key,
"signature": signature,
"timestamp": timestamp
}
}))

To unsubscribe from all private channels, just send a 'unauth' message on the socket. This will automatically
unsubscribe the connection from all authenticated channels.

ws.send(json.dumps({
"type": 'unauth',
"payload": {}
}))

Detecting Connection Drops

Some client libraries might not detect connection drops properly. We provide two methods for the clients to
ensure they are connected and getting subscribed data.

Heartbeat (Recommended)
The client can enable heartbeat on the socket. If heartbeat is enabled, the server is expected to periodically
send a heartbeat message to the client. Right now, the heartbeat time is set to 30 seconds.

How to Implement on client side

Enable heartbeat (check sample code) after each successful socket connection
Set a timer with duration of 35 seconds (We take 5 seconds buffer for heartbeat to arrive).
When you receive a new heartbeat message, you reset the timer

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 If the timer is called, that means the client didn't receive any heartbeat in last 35 seconds. In this case, the
client should exit the existing connection and try to reconnect.

// Enable Heartbeat on successful connection

ws.send({
"type": "enable_heartbeat"
})

// Disable Heartbeat
ws.send({
"type": "disable_heartbeat"
})

// Sample Heartbeat message received periodically by client

{
"type": "heartbeat"
}

Ping/Pong
The client can periodically (~ every 30 seconds) send a ping frame or a raw ping message and the server will
respond back with a pong frame or a raw pong response. If the client doesn't receive a pong response in next 5
seconds, the client should exit the existing connection and try to reconnect.

// Ping Request
ws.send({
"type": "ping"
})

// Pong Response
ws.send({
"type": "pong"
})

Public Channels

v2 ticker
The ticker channel provides price change data for the last 24 hrs (rolling window).
It is published every 5 seconds.

To subscribe to the ticker channel, you need to send the list of symbols for which you would like to receive
updates.

You can also subscribe to ticker updates for a category of products by sending a list of category names.
For example, to receive updates for put options and futures, use the following format:
{"symbols": ["put_options", "futures"]}

If you would like to subscribe to all listed contracts, pass:

{ "symbols": ["all"] }

Important:
If you subscribe to the ticker channel without specifying a symbols list, you will not receive any data.

Ticker Sample

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// Subscribe to specific symbol
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "v2/ticker",
"symbols": [
"BTCUSD_28Dec"
]
}
]
}
}

// Subscribe to all symbols

{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "v2/ticker",
"symbols": [
"all"
]
}
]
}
}

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// Response
{
"open": 0.00001347, // The price at the beginning of the 24-hour period
"close": 0.00001327, // The price at the end of the 24-hour period
"high": 0.00001359, // The highest price during the 24-hour period
"low": 0.00001323, // The lowest price during the 24-hour period
"mark_price": "0.00001325", // The current market price
"mark_change_24h": "-0.1202", // Percentage change in market price over the last 24 hours
"oi": "812.6100", // Open interest, indicating the total number of outstanding contracts
"product_id": 56, // The unique identifier for the product
"quotes": {
"ask_iv": "0.25", // Implied volatility for the ask price (if available)
"ask_size": "922", // The size of the ask (the amount available for sale)
"best_ask": "3171.5", // The best ask price (the lowest price at which the asset is being
offered)
"best_bid": "3171.4", // The best bid price (the highest price a buyer is willing to pay)
"bid_iv": "0.25", // Implied volatility for the bid price (if available)
"bid_size": "191", // The size of the bid (the amount a buyer is willing to purchase)
"impact_mid_price": "61200", // Mid price impact, if available (the price midpoint between the
best bid and ask)
"mark_iv": "0.29418049" // Mark volatility (volatility of the asset used for mark price
calculation)
},
"greeks": { // Options-related metrics, will be null for Futures and Spot products
"delta": "0.01939861", // Rate of change of the option price with respect to the underlying
asset's price
"gamma": "0.00006382", // Rate of change of delta with respect to the underlying asset's price
"rho": "0.00718630", // Rate of change of option price with respect to interest rate
"spot": "63449.5", // The current spot price of the underlying asset
"theta": "-81.48397021", // Rate of change of option price with respect to time (time decay)
"vega": "0.72486575" // Sensitivity of the option price to volatility changes
},
"size": 1254631, // Number of contracts traded
"spot_price": "0.00001326", // Spot price at the time of the ticker
"symbol": "BTCUSD_28Dec", // The symbol of the contract
"timestamp": 1595242187705121, // The timestamp of the data (in microseconds)
"turnover": 16.805033569999996, // The total turnover in the settling symbol
"turnover_symbol": "BTC", // The symbol used for settling
"turnover_usd": 154097.09108233, // The turnover value in USD
"volume": 1254631 // Total volume, defined as contract value * size
}

l1_orderbook
l1_orderbook channel provides level1 orderbook updates. You need to send the list of symbols for which you
would like to subscribe to L1 orderbook. You can also subscribe to orderbook updates for category of products
by sending category-names. For example: to receive updates for put options and futures, refer this:
{"symbols": ["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: {
"symbols": ["all"] }. Please note that if you subscribe to L1 channel without specifying the symbols list, you
will not receive any data.
Publish interval: 100 millisecs
Max interval (in case of same data): 5 secs

L1 Orderbook Sample

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//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "l1_orderbook",
"symbols": [
"ETHUSD"
]
}
]
}
}

// l1 orderbook Response
{
"ask_qty":"839",
"best_ask":"1211.3",
"best_bid":"1211.25",
"bid_qty":"772",
"last_sequence_no":1671603257645135,
"last_updated_at":1671603257623000,
"product_id":176,"symbol":"ETHUSD",
"timestamp":1671603257645134,
"type":"l1_orderbook"
}

l2_orderbook
l2_orderbook channel provides the complete level2 orderbook for the sepecified list of symbols at a pre-
determined frequency. The frequency of updates may vary for different symbols. You can only subscribe to upto
20 symbols on a single connection. Unlike L1 orderbook channel, L2 orderbook channel does not accept
product category names or "all" as valid symbols. Please note that if you subscribe to L2 channel without
specifying the symbols list, you will not receive any data.
Publish interval: 1 sec
Max interval (in case of same data): 10 secs

L2 Orderbook Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "l2_orderbook",
"symbols": [
"ETHUSD"
]
}
]
}
}

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// l2 orderbook Response
{
"type":"l2_orderbook"
"symbol":"ETHUSD",
"product_id": 176,
"buy": [
{
"limit_price":"101.5",
"size":10, // For Futures & Options: number of contracts integer. Spot product:
Asset token quantity in string.
"depth":"10" // total size from best bid
},
...
],
"sell": [
{
"limit_price":"102.0",
"size":20,
"depth":"20" // total size from best ask
},
...
],
"last_sequence_no": 6435634,
"last_updated_at": 1671600133884000,
"timestamp":1671600134033215,
}

l2_updates
l2_updates channel provides initial snapshot and then incremental orderbook data. The frequency of updates
may vary for different symbols. You can only subscribe to upto 100 symbols on a single connection. l2_updates
channel does not accept product category names or "all" as valid symbols. Please note that if you subscribe to
l2_updates channel without specifying the symbols list, you will not receive any data.
Publish interval: 100 millisecs
"action"="update" messages wont be published till there is an orderbook change.

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//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "l2_updates",
"symbols": [
"BTCUSD"
]
}
]
}
}

// Initial snapshot response

{
"action":"snapshot",
"asks":[["16919.0", "1087"], ["16919.5", "1193"], ["16920.0", "510"]],
"bids":[["16918.0", "602"], ["16917.5", "1792"], ["16917.0", "2039"]],
"timestamp":1671140718980723,
"sequence_no":6199,
"symbol":"BTCUSD",
"type":"l2_updates",
"cs":2178756498
}

// Incremental update response

{
"action":"update",
"asks":[["16919.0", "0"], ["16919.5", "710"]],
"bids":[["16918.5", "304"]],
"sequence_no":6200,
"symbol":"BTCUSD",
"type":"l2_updates",
"timestamp": 1671140769059031,
"cs":3409694612
}

// Error response
{
"action":"error",
"symbol":"BTCUSD",
"type":"l2_updates",
"msg":"Snapshot load failed. Verify if product is live and resubscribe after a few secs."
}

How to maintain orderbook locally using this channel:

1) When you subscribe to this channel, the first message with "action"= "snapshot" resembles the complete
l2_orderbook at this time. "asks" and "bids" are arrays of ["price", "size"]. (size is number of contracts at this
price)

2) After the initial snapshot, messages will be with "action" = "update", resembling the difference between
current and previous orderbook state. "asks" and "bids" are arrays of ["price", "new size"]. "asks" are sorted in
increasing order of price. "bids" are sorted in decreasing order of price. This is true for both "snapshot" and
"update" messages.

3) "sequence_no" field must be used to check if any messages were dropped. "sequence_no" must be +1 of the
last message.
e.g. In the snapshot message it is 6199, and the update message has 6200. The next update message must
have 6201. In case of sequence_no mismatch, resubscribe to the channel, and start from the beginning.

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4) If sequence_no is correct, edit the in-memory orderbook using the "update" message.
Case 1: price already exists, new size is 0 -> Delete this price level.
Case 2: price already exists, new size isn't 0 -> Replace the old size with new size.
Case 3: price doesn’t exists -> insert the price level.
e.g. for the shown snapshot and update messages to create the new orderbook: in the ask side, price level of
"16919.0" will be deleted. Size at price level "16919.5" will be changed from "1193" to "710". In the bids side
there was no price level of "16918.5", so add a new level of "16918.5" of size "304". Other price levels from the
snapshot will remain the same.

5) If "action":"error" message is received, resubscribe this symbol after a few seconds. Can occur in rare cases,
e.g. Failed to send "action":"snapshot" message after subscribing due to a race condition, instead an "error"
message will be sent.

Checksum: Using this, users can verify the accuracy of orderbook data created using l2_updates. checksum is
the "cs" key in the message payload.
Steps to calculate checksum:
1) Edit the old in-memory orderbook with the "update" message received.
2) Create asks_string and bids_string as shown below. where priceN = price at Nth level, sizeN = size at Nth
level. Asks are sorted in increasing order and bids in decreasing order by price.
asks_string = price0:size0,price1:size1,…,price9:size9
bids_string = price0:size0,price1:size1,…,price9:size9
checksum_string = asks_string + "|" + bids_string
Only consider the first 10 price levels on both sides. If orderbook as less than 10 levels, use only them.
e.g. If after applying the update, the new orderbook becomes ->
asks = [["100.00", "23"], ["100.05", "34"]]
bids = [["99.04", "87"], ["98.65", "102"], ["98.30", "16"]]
checksum_string = "100.00:23,100.05:34|99.04:87,98.65:102,98.30:16"
3) Calculate the CRC32 value (32-bit unsigned integer) of checksum_string. This should be equal to the
checksum provided in the “update” message.

all_trades
all_trades channel provides a real time feed of all trades (fills). You need to send the list of symbols for which
you would like to subscribe to all trades channel. After subscribing to this channel, you get a snapshot of last 50
trades and then trade data in real time. You can also subscribe to all trades updates for category of products by
sending category-names. For example: to receive updates for put options and futures, refer this: {"symbols":
["put_options", "futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols":
["all"] }. Please note that if you subscribe to all_trades channel without specifying the symbols list, you will
not receive any data.

All Trades Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "all_trades",
"symbols": [
"BTCUSD"
]
}
]
}
}

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// All Trades Response Snapshot
{
"symbol": "BTCUSD",
"type": "all_trades_snapshot", // "type" is not "all_trades"
"trades": [ // Recent trades list
{
"buyer_role": "maker",
"seller_role": "taker",
"size": 53, // size in contracts
"price": "25816.5",
"timestamp": 1686577411879974 // time of the trade.
},
... // More recent trades.
]
}

// All Trades Response

{
symbol: "BTCUSD",
price: "25816.5",
size: 100,
type: "all_trades",
buyer_role: "maker",
seller_role: "taker",
timestamp: 1686577411879974
}

mark_price
mark_price channel provides mark price updates at a fixed interval. This is the price on which all open
positions are marked for liquidation.Please note that the product symbol is prepended with a "MARK:" to
subscribe for mark price.
You need to send the list of symbols for which you would like to subscribe to mark price channel. You can also
subscribe to mark price updates for category of products by sending category-names. For example: to receive
updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}.
If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }.
You can also subscribe to a Options chain, by passing 'Asset-Expiry', e.g. {"symbols": ["BTC-310524"] } will
subscribe to all BTC Options expirying on 31st May 2024.
Please note that if you subscribe to mark price channel without specifying the symbols list, you will not receive
any data.
Publish interval: 2 secs.

Mark Price Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "mark_price",
"symbols": [
"MARK:C-BTC-13000-301222"
]
}
]
}
}

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// Mark Price Response
{
"ask_iv":null,
"ask_qty":null,
"best_ask":null,
"best_bid":"9532",
"bid_iv":"5.000",
"bid_qty":"896",
"delta":"0",
"gamma":"0",
"implied_volatility":"0",
"price":"3910.088012",
"price_band":
{"lower_limit":"3463.375340559572217228510815","upper_limit":"4354.489445440427782771489185"},
"product_id":39687,
"rho":"0",
"symbol":"MARK:C-BTC-13000-301222",
"timestamp":1671867039712836,
"type":"mark_price",
"vega":"0"
}

spot_price
spot_price channel provides a real time feed of the underlying index prices. Specifying symbols when
subscribing to spot_price is necessary to receive updates. No updates are sent for symbol: "all"

Spot Price Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "spot_price",
"symbols": [
".DEBNBBTC"
]
}
]
}
}

// Spot Price Response

{
symbol: ".DEBNBBTC",
price: "0.0014579",
type: "spot_price"
}

v2/spot_price
v2/spot_price channel publishes data of underlying index prices at a fixed interval. Specifying symbols when
subscribing to v2/spot_price is necessary to receive updates. No updates are sent for symbol: "all"
Publish interval: 1 sec

v2/spot_price Subscribe

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//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "v2/spot_price",
"symbols": [
".DEETHUSDT"
]
}
]
}
}

// Response
{
s: ".DEETHUSDT", # spot index symbol
p: 1349.3412141, # spot price
type: "v2/spot_price"
}

spot_30mtwap_price
spot_30mtwap_price channel provides a real time feed of the 30 min twap of underlying index prices. This is
the price used for settlement of options. Specifying symbols when subscribing to spot_30mtwap_price is
necessary to receive updates. No updates are sent for symbol: "all"

Spot Price 30mtwap Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "spot_30mtwap_price",
"symbols": [
".DEXBTUSDT"
]
}
]
}
}

// Spot 30 minutes twap Price Response

{
symbol: ".DEXBTUSDT",
price: "0.0014579",
type: "spot_30mtwap_price",
timestamp: 1561634049751430
}

funding_rate
funding_rate channel provides a real time feed of funding rates for perpetual contracts.

You need to send the list of symbols for which you would like to subscribe to funding rate channel. You can also
subscribe to funding rate updates for category of products by sending category-names. For example: to receive
updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like
to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to
funding rate channel without specifying the symbols list, you will not receive any data.

Funding Rate Sample

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//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "funding_rate",
"symbols": [
"BTCUSD"
]
}
]
}
}

// Funding Rate Response

{
symbol: "BTCUSD",
product_id: 139,
type: "funding_rate",
funding_rate: 0.005701298078111892, // %
funding_rate_8h: 0.005701298078111892, // %
next_funding_realization: 1683734400000000 // %
predicted_funding_rate: 0.007221329334075148, // in us
timestamp: 1683711930547419 // in us
}

product_updates
This channel provides updates when markets are disrupted and resumed. On opening, we conduct a single
price auction and auction starting and finish events are also published on this channel. To subscribe, you dont
need to pass the symbol list. This channel automatically subscribes to all markets by default.

Product Updates Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "product_updates"
}
]
}
}

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// Market Disruption Response
{
"type":"product_updates",
"event":"market_disruption",
"product":{
"id":17,
"symbol":"NEOUSDQ",
"trading_status":"disrupted_cancel_only",
},
"timestamp": 1561634049751430,
}

// Auction Started Response

{
"type":"product_updates",
"event":"start_auction",
"product":{
"id":17,
"symbol":"NEOUSDQ",
"trading_status":"disrupted_post_only",
},
"timestamp": 1561634049751430,
}

// Auction Finished Response

{
"type":"product_updates",
"event":"finish_auction",
"product":{
"id":17,
"symbol":"NEOUSDQ",
"trading_status":"operational",
},
"timestamp": 1561634049751430,
}

Market Disruption

When markets are disrupted, orderbook enters into cancel only mode. You can refer to "trading_status" field in
product info to determine this. In cancel only mode, you can only cancel your orders. No matching happens in
this mode.

Auction Started
When markets need to come up, we conduct a single price auction. In this case, orderbook enters into post only
mode. In post only mode, you can post new orders, cancel exisiting orders, add more margin to open positions.
No matching happens in this mode. It is possible to see an overlap between asks and bids during this time.

Auction Finished

When auction finishes, markets enter into operational mode and trading continues as usual.

You can read more about the single price auction here

announcements
This channel provides updates on system wide announcements like scheduled maintenance, new contract
launches etc. No need to pass any symbols while subscribing to this channel.

Announcements Sample

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//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "announcements"
}
]
}
}

// Maintenance Started Response

{
"type":"announcements",
"event":"maintenance_started",
"maintenance_finish_time": 1561638049751430,
"timestamp": 1561634049751430,
}

// Maintenance Finished Response

{
"type":"announcements",
"event":"maintenance_finished",
"timestamp": 1561634049751430,
}

candlesticks
This channel provides last ohlc candle for given time resolution.

Subscribe to candlestick_${resolution} channel for updates.

List of supported resolutions ["1m","3m","5m","15m","30m","1h","2h","4h","6h","12h","1d","1w","2w","30d"]

You need to send the list of symbols for which you would like to subscribe to candlesticks channel. You can also
subscribe to candlesticks updates for category of products by sending category-names. For example: to receive
updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. Please note that
if you subscribe to candlsticks channel without specifying the symbols list, you will not receive any data.

OHLC candles update sample

Sample Subscribe Request

{
"name": "candlestick_1m", // "candlestick_" + resolution
"symbols": [ "BTCUSD" ] // product symbol
}

Sample feed response

{
"candle_start_time": 1596015240000000,
"close": 9223,
"high": 9228,
"low": 9220,
"open": 9221,
"resolution": "1m",
"symbol": "BTCUSD",
"timestamp": 1596015289339699,
"type": "candlestick_1m",
"volume": 1.2
}

Private Channels

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Private channels require clients to authenticate.

Margins
This channel provides updates on wallet balances. Updates are sent for a specific asset whenever there is a
change in wallet balances and margins for that asset.

Margins Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "margins"
}
]
}
}

// margin update
{
"action": "update",
"asset_id": 2, // BTC
"asset_symbol": "BTC", // BTC
"available_balance": "9.385", // Available balance for trading = balance -
blocked_margin
"available_balance_for_robo": "9.385", // Available balance for robo trading = balance -
blocked_margin
"balance": "10", // Wallet balance = deposits - withdrawals +
realised_cashflows
"blocked_margin": "0.615", // Total Margin blocked
"commission": "0.001", // Commissions blocked in isolated margined positions and
orders
"cross_asset_liability": "0", // Liability between asset in cross margin mode
"cross_commission": "0.002", // Commissions blocked in cross margined positions and
orders
"cross_locked_collateral": "0.003", // Balance blocked for collateral
"cross_order_margin": "0.004", // Margin blocked in cross margined open orders
"cross_position_margin": "0.005", // Margin blocked in cross margined positions
"id": 1, // Wallet Id
"interest_credit": "0", // Interest credited
"order_margin": "0.1", // Margin blocked in isolated margined open orders
"pending_referral_bonus": "0", // Bonus pending
"pending_trading_fee_credit": "0", // Pending trading fee to credit
"portfolio_margin": "0.2", // Margin blocked for portfolio margined positions and
orders. Same as blocked margin in portfolio margins channel.
"position_margin": "0.3", // Margin blocked in isolated margined positions
"robo_trading_equity": "0", // Equity for robo trading
"timestamp": 1719397302569921, // Unix timestamp in microseconds
"trading_fee_credit": "0", // Trading fee credited
"type": "margins", // Margins channel
"unvested_amount": "0", // Amount locked. Relevant only for DETO
"user_id": 1 // User id
}

Positions
This channel provides updates whenever there is any change in your open positions.

A snapshot of current open position will be sent after subscribing a symbol, incremental updates will be sent on
trade executions. You need to send the list of symbols for which you would like to subscribe to positions
channel. You can also subscribe to positions updates for category of products by sending category-names. For

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example: to receive updates for put options and futures, refer this: {"symbols": ["put_options",
"futures"]}. If you would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please
note that if you subscribe to positions channel without specifying the symbols list, you will not receive any data.

Positions Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "positions",
"symbols": ["BTCUSD_29Mar"]
}
]
}
}

//Subscribe for all the symbols

{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "positions",
"symbols": ["all"]
}
]
}
}

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// Position update
{
"type": "positions",
"action": "", // "create"/"update"/"delete"
"reason": "", // null, "auto_topup"
"symbol": "BTCUSD_29Mar", // Product Symbol
"product_id": 1, // Product ID
"size": -100, // Position size, if > 0 -> long else short
"margin": "0.0121", // Margin blocked in the position
"entry_price": "3500.0", // Avg Entry price of the position
"liquidation_price": "3356.0", // Liquidation trigger price
"bankruptcy_price": "3300.0", // Bankruptcy Price
"commission": "0.00001212" // Commissions blocked for closing the position
}

//Snapshot
{
"result":[
{
"adl_level":"4.3335",
"auto_topup":false,
"bankruptcy_price":"261.82",
"commission":"17.6571408",
"created_at":"2021-04-29T07:25:59Z",
"entry_price":"238.023457888493475682",
"liquidation_price":"260.63",
"margin":"4012.99",
"product_id":357,
"product_symbol":"ZECUSD",
"realized_funding":"-3.08",
"realized_pnl":"6364.57",
"size":-1686,
"updated_at":"2021-04-29T10:00:05Z",
"user_id":1,
"symbol":"ZECUSD"
}
],
"success":true,
"type":"positions",
"action":"snapshot"
}

Orders
Channel provides updates when any order is updated for any action such as fill, quantity change. Need to pass
list of product symbols while subscribing.

A snapshot of all open/pending orders will be sent after subscribing a symbol. And all incremental updates will
be sent on create/update/delete of orders

All updates including snapshot will have incremental seq_id. seq_id is separate for each symbol.

Any of the following events can be tracked by the reason field in this channel

fill
stop_update
stop_trigger
stop_cancel
liquidation
self_trade

You need to send the list of symbols for which you would like to subscribe to orders channel. You can also
subscribe to orders updates for category of products by sending category-names. For example: to receive
updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like

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to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to
orders channel without specifying the symbols list, you will not receive any data.

Orders Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "orders",
"symbols": ["BTCUSD_29Mar"]
}
]
}
}

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// Order update

{
"type": "orders",
"action": "create", // "create"/"update"/"delete"
"reason": "", //
"fill"/"stop_update"/"stop_trigger"/"stop_cancel"/"liquidation"/"self_trade"/null
"symbol": "BTCUSD_29Mar", // Product Symbol
"product_id": 1, // Product ID
"order_id": 1234 // Order id
"client_order_id": "" // Client order id
"size": 100, // Order size
"unfilled_size": 55, // Unfilled size
"average_fill_price": "8999.00" // nil for unfilled orders
"limit_price": "9000.00" // Price of the order
"side": "buy" // Order side (buy or sell)
"cancellation_reason": "cancelled_by_user" // Cancellation reason in case of cancelled
order, null otherwise
"stop_order_type": "stop_loss_order", // If a Stop Order ->
"stop_loss_order"/"take_profit_order", null otherwise
"bracket_order": false // true for a bracket_order, false otherwise
"state": "open" // "open"/"pending"/"closed"/"cancelled"
"seq_no": 1 // Incremental sequence number
"timestamp": 1594105083998848 // Unix timestamp in microseconds
"stop_price": "9010.00" // stop_price of stop order
"trigger_price_max_or_min": "9020.00" // for trailing stop orders
"bracket_stop_loss_price": "8090.00"
"bracket_stop_loss_limit_price": "8090.00"
"bracket_take_profit_price": "9020"
"bracket_take_profit_limit_price": "9020"
"bracket_trail_amount": "10.00"
}

// Snapshot
{
"meta": {
"seq_no": 7,
"timestamp": 1594149235554045
},
"result": [
{
"id": 1592130,
"limit_price": "9000",
"order_type": "limit_order",
"product_id": 13,
"reduce_only": false,
"side": "buy",
"size": 1,
"state": "open",
"stop_order_type": null,
"stop_price": null,
"time_in_force": "gtc",
"trail_amount": null,
"unfilled_size": 1,
"average_fill_price": "8999.00",
"user_id": 1132
}
],
"success": true,
"symbol": "BTCUSD",
"type": "orders",
"action": "snapshot"
}

UserTrades
Please use "v2/user_trades" channel for better latency.

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Channel provides updates for fills. Need to pass list of product symbols while subscribing.

All updates will have incremental seq_id. seq_id is separate for each symbol.

Auto Deleverage Liquidations of a position can be tracked by reason: "adl" in the user_trades channel. You
need to send the list of symbols for which you would like to subscribe to user trades channel. You can also
subscribe to user trades updates for category of products by sending category-names. For example: to receive
updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you would like
to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you subscribe to
user trades channel without specifying the symbols list, you will not receive any data.

User Trades Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "user_trades",
"symbols": ["BNBBTC_30Nov"]
}
]
}
}

// user_trades
{
"symbol": "BNBBTC_30Nov",
"fill_id": "1234-abcd-qwer-3456",
"reason": "normal" // "normal" or "adl"
"product_id": 7,
"type": "user_trades",
"user_id": 1998,
"order_id": 3283999,
"side": "buy",
"size": 190,
"price": "0.00145791",
"role": "taker",
"client_order_id": "GA123",
"timestamp": 1544091555086559,
"seq_no": 1
}

v2/user_trades
Channel provides updates for fills. Need to pass list of product symbols while subscribing. This channel is
similar to user_trades channel, only difference is that, it is faster than user_trades and doesn't contain
commission data.

All updates will have incremental sequence_id. sequence_id is separate for each symbol, useful for identifying if
any v2/user_trades messages were missed/dropped. The sequence_id will reset to 1 after our systems restart.
(usually after maintainaince/market disruption).

Auto Deleverage Liquidations of a position can be tracked by reason: "adl" in the user_trades channel. You
need to send the list of symbols for which you would like to subscribe to v2/user_trades channel. You can also
subscribe to v2/user_trades updates for category of products by sending category-names. For example: to
receive updates for put options and futures, refer this: {"symbols": ["put_options", "futures"]}. If you
would like to subscribe for all the listed contracts, pass: { "symbols": ["all"] }. Please note that if you
subscribe to v2/user_trades channel without specifying the symbols list, you will not receive any data.

v2/user_trades Sample

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//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "v2/user_trades",
"symbols": ["BTCUSD"]
}
]
}
}

// v2/user_trades
{
"type": "v2/user_trades",
"sy": "BTCUSD", // symbol
"f": "1234-abcd-qwer-3456", // fill_id
"R": "normal" // reason: "normal" or "adl"
"u": 1998, // user_id
"o": 3283999, // order_id
"S": "buy", // side: "buy" or "sell"
"s": 190, // size in contracts
"p": "17289.2", // price
"po": 5, // position (in contracts) after this fill.
"r": "taker", // role: "taker" or "maker"
"c": "GA123", // client_order_id
"t": 1685794274866438, // timestamp of fill creation
"se": 4 // incremental sequence_no
}

PortfolioMargins
Channel provides updates for portfolio margin values of the selected sub-account. These updates are sent
every 2 seconds. In case portfolio margin is not enabled on the selected sub-account, no updates will be sent
on this channel.

For detailed description of portfolio margin please see user guide

UCF: is unrealised cashflows of your portfolio. These are the cashflows (negative for outgoing and positive for
incoming) that will take place if all the positions in your portfolio are closed at prevailing mark prices.

Portfolio Margin Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "portfolio_margins",
"symbols": [".DEXBTUSDT"]
}
]
}
}

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// portfolio margin update

{
"type": "portfolio_margins",
"user_id": 1,
"asset_id": 2, // BTC
"index_symbol": ".DEXBTUSDT",
liquidation_risk: false,
"blocked_margin": "100", // Margin blocked for current portfolio. Same as portfolio_margin in
margins channel.
"mm_wo_ucf": "80",
"mm_w_ucf": "80",
"im_wo_ucf": "100",
"im_w_ucf": "100",
"positions_upl": "0",
"risk_margin": "100",
"risk_matrix":{"down":[{"is_worst":false,"pnl":"230.03686162","price_shock":"10"}],"unchanged":
[{"is_worst":false,"pnl":"230.03686162","price_shock":"10"}],"up":[]},
"futures_margin_floor": "20",
"short_options_margin_floor": "20",
"long_options_margin_floor": "20",
"under_liquidation": false,
"commission": "3.444",
"margin_floor": "60",
"timestamp": 1544091555086559, //timestamp in microseconds
"margin_shortfall": "4.5" // key sent when liquidation_risk is true
}

Keys -

index_symbol
This is the coin on which portfolio margin is enabled.
positions_upl
This is unrealised cashflows (UCF) of your portfolio. These are the cashflows (negative for outgoing and
positive for incoming) that will take place if all the positions in your portfolio are closed at prevailing mark prices.
Unrealised cashflow is positive for long options and negative for short options.
im_w_ucf
This is the initial margin (IM) requirement for the portfolio. IM is computed as max(risk_margin, margin_floor) -
UCF.
If UCF > max(risk_margin, margin_floor) then IM is negative. Negative margin requirement results in increase in
your balance available for trading.
If the Wallet Balance (ex spot orders) is less than IM then you would only be able to place orders that reduce
the risk of the portfolio.
im_wo_ucf
This is IM without UCF.
mm_w_ucf
This is the maintenance margin (MM) requirement for the portfolio. MM is computed as 80% * max(risk_margin,
margin_floor) - UCF.
If the Wallet Balance (ex spot orders) is less than MM then the portfolio will go into liquidation.
mm_wo_ucf
This is MM without UCF.
commission
This is the trading fees blocked for the open orders/positions (for closing the positions) in the portfolio.
This is in addition to the IM requirement.
blocked_margin

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The margin actually blocked for your portfolio. If your Wallet Balance (ex spot orders) is greater than IM +
commission then blocked_margin = IM + commissions. Otherwise blocked_margin is equal to the maximum
amout we are able to block to meet the portfolio margin requirement.
If blocked_margin < MM then the portfolio goes into liquidation.
liquidation_risk
This flag indicates if the portfolio is at liquidation risk.
This flag is set to TRUE when blocked_margin < im_w_ucf + commissions.
under_liquidation
This flag is set to TRUE when the portfolio is under liquidation.
margin_shortfall
This is the minimum topup amount needed to bring the portfolio out of liquidation risk state.
risk_margin
The maximum likely loss of the portfolio under the various simulated stress scenarios.
risk_matrix
Matrix showing the profit/loss of the portfolio under various simulated stress scenarios.
Profit/loss for each position and open order is computed with reference to the prevailing mark prices. Positive
numbers indicate profit and negative numbers indicate loss.
margin_floor
Margin Floor is the minimum risk_margin required for a portfolio.
It is comprised of sum of futures_margin_floor, long_options_margin_floor, short_options_margin_floor

MMP Trigger
Channel provides updates when MMP is triggered. Market maker protection is available to registered market
makers by default. Others can reach out to support for getting access to MMP. More info here.

MMP Trigger Sample

//Subscribe
{
"type": "subscribe",
"payload": {
"channels": [
{
"name": "mmp_trigger"
}
]
}
}

// mmp_trigger response
{
user_id: 1,
asset: "BTC",
frozen_till: 1561634049751430 # timestamp is microseconds, will be -1 if manual reset is
enabled
}

Web Socket RPC

You can make requests over rpc (Remote Procedure Call) using the socket api. Almost all rest endpoints can
be invoked as rpc calls to the Web Socket Server.

Remote Procedure Call (RPC) is a protocol that one program can use to request a service from a program
located in another computer in a network without having to understand network details. RPC uses the
client/server model. The requesting program is a client and the service-providing program is the server.

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The client sends request message to the server and then waits for the response. Socket connection needs to
be authenticated to make RPC requests.

Request Message
The request message must be JSON object with the following fields.

Name Type Description

type string Type of request message.

payload object The payload object contains method, params and id.

method string The method to be invoked.

params object The parameters for the method that needs to be invoked.

id string An identifier of the request. If it is included, then the response will contain the same
identifier

// Socket RPC request message sample

{
"type": "rpc",
"payload" : {
"method": "post/orders",
"params" : {
"order_type":"limit_order",
"size":1,
"side":"buy",
"limit_price":"4200",
"product_id":16,
"post_only":"false",
"reduce_only":"false",
"time_in_force":"gtc"
},
"id": "1234"
}
}

Response Message
The response message will be similar to the REST API.

Changelog

18.10.2024
1. Added clickable links to the corresponding API response json schemas under some API "Responses"
table. Updated some schemas to match the response. (This is a documentation fix, no changes in API)
2. Added "Testnet-India" REST and Websocket host endpoints.
3. Changed "Rate Limits" description and added an example.

01.05.2024
1. Added "po" positions key in /v2/user_trades websocket private channel.
2. Removed "fok" type for orders, as they are no longer supported.

V2 Rest Api
Our v2 Api is significantly faster than the v1 api. Our focus while rebuilding v2 Apis was on the following

1. Remove Api gateway overheads as much as possible.

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 2. Remove overheads due to deep nesting in response payload.
3. Better Api structure to query only required data.

New Response Format

// The new format supports sending meta data alongside response body.
// Success format
{
success: true,
result: ...., // response body
meta: {
after: "...", // cursor for pagination, is returned in meta
before: null,
},
}

// Error Format
{
success: false,
error: {
code: :insufficient_margin, // error code
context: { // error context
additional_margin_required: "0.121"
}
}
}

Key Api changes

We have completely removed nested product/asset payloads from live orders and live positions. This
ensures the payload is light.
Rate limiting now works on a fixed window instead of a rolling window.
Ticker Api - now includes turnover in USD, mark price, spot price.
Orderbook and trades are now returned in separate Apis.
For supporting trading strategies which require latest positions, Now we have two different Apis to query
position.

/v2/positions - returns only size and entry price. This should be used when you want to get the latest position,
but dont need the margin dependent fields like liquidation price, bankruptcy price etc

/v2/positions/margined - returns all fields including margin dependent fields. When the position is updated due
to a fill, changes might take some time to reflect in this Api.

All Apis that support pagination now use cursor based pagination, instead of fixed page size pagination.
Check more details in our python rest client docs

New Socket Channels

Socket Api interface hasn't changed much in terms of connection management and authentication.
We have deprecated old channels and created new channels which make integration easier.
To support easy management of live data, all private data channels now support initial snapshots and
sequence numbers.

List of new public channels

v2/ticker - now includes turnover in USD, mark price, spot price
candlesticks - subscribe to ohlc candle updates for different resolutions
all_trades - subscribe to all public trades for a symbol

List of new private channels

orders - subscribe to lifecycle of live orders

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 user_trades - subscribe to live user trades/fills feed
positions - subscribe to position updates
margins - get margin/wallet updates

Security
We take the security, integrity, availability of our services, and the privacy of our users seriously. We appreciate
all security concerns brought forth and are constantly striving to keep on top of the latest threats. Being
proactive rather than reactive to emerging security issues is a fundamental belief at Delta Exchange. Every day
new security issues and attack vectors are created. Delta Exchange strives to keep abreast of the latest state-
of-the-art security developments by working with independent security researchers. We appreciate the
community's efforts in creating a more secure world.

Targets In scope
https://*.delta.exchange

Any domain/property of Delta Exchange Network not listed in the targets section is out of scope. This includes
any/all subdomains not listed above.

How to access
You will access the Delta Exchange service using test accounts and unauthenticated guests.
Please create a Delta Exchange test account on your own using your test email address. Your email must
contain keyword 'test' for example test@gmail.com.
All emails will go to the email address associated with your account. You will need to activate your
account by confirming receipt of the activation email.
NOTE: Once a vulnerability is found please file a submission immediately. Our security team will
investigate and assess the impact.

Reward range
Focus Areas

User Data / User information Leaks

Injection attacks (Server/Client side)
RCE(Remote Code Execution)
Authentication bypass/validation (Client/Server side)
Privilege escalation (Vertical/Horizontal)

Technical Severity Reward

P1 Critical Decided by internal team, can be from ($10-$1000)

P2 Severe Decided by internal team, can be from ($10-$1000)

P3 Moderate $10 - $100

Rules of engagement
We are interested in hearing about security issues in Production/Dev Delta Exchange environments. There are
some things we explicitly ask you not to do

Do not run automated scans without checking with us first. They are often very noisy.(If running any
automated testing tools, be sure to keep well under 75-100 requests per second - otherwise you're likely
to get locked out.)
Do not test the physical security of Delta Exchange offices, employees, equipment, etc.

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 Do not run Full fledged exploits which can cause application crashes and affect integrity of our active
services. (If you believe you have a exploit that need serious fixes please email us, and we will provide
you with said instance for said service.)
Do not test using social engineering techniques (phishing, vishing, etc.)
Do not test against any type of customer account without explicit permission from our side.
Do not access, Destroy or otherwise negatively impact any residential or business customers, or customer
data in any way.
Do not perform DoS or DDoS attacks (Application level, Network Level DOS / DDOS / port flooding
attacks are strictly not appreciated as this can cause delay in delivery of our services to our users we
suggest you to not to use such methodologies).
Do not engage In any way attack our end users, or in the trade of stolen user credentials.
Interacting with real customers or real customer accounts is forbidden.

Rules of reporting
We take our Internal process and workflow seriously, We have a dedicated security team working and testing
round the clock, so we would like you to send your reports to only security@delta.exchange and follow below
said rules or not following will void you from our bug bounty benefits, Also we would like you to encrypt emails
sent to us with a PGP key provided below if the Vulnerability is Severe or Critical.

We recommend you to use emails which contain test as a keyword in the email address for example
test@gmail.com.
For testing and reporting so that we can identify your activity on our environments, also whitelist for
IDS/FDS blocks)
Do not CC or tag other staff while reporting.
Do not callout on social media or make blog posts to report or without reporting (this can lead to legal
actions to be taken against you.)
Do not discuss this with any, but only Delta Exchange technical staff.
Do not send us external-links/executable/scripts in report if possible attach a text file or pdf. Without
zipp'ing or rar'ing it.
Screenshots are accepted if only in PNG and JIF formats for internal security reasons.
POC Videos are accepted if only in MP4,AVI, WEBM, MOV formats for internal security reasons.
Any or All reports must only reach security@delta.exchange.

Recommended Reporting format

Summary

Help us get an idea of what this vulnerability is about.

(eg. "hey i have found a xss on your server")

Target

Select the vulnerable target Domain name / Subdomain name

(eg. "so and so on https://example.delta.exchange")

Vulnerability details

What is the Bug/Vulnerability. And URL / Location of vulnerability .

(eg. because of unfiltered characters the url [/search.php?q=] path /search.php on q parameter)

Description of Technical severity

Help us understand the bug/vulnerability technical details Describe the vulnerability and its impact.

(eg. client side executes the javascript which is rendering through /search.php?q=somescript)

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Recreation

Provide a proof of concept or replication steps.

(eg. steps to be used by our team in order to recreate the attack scenario)

Additional information

Provide us with Request and Response dump / trace dump / HTTP request

Attachments (recommended)

Attach proof-of-concept scripts, screenshots, screen recordings, etc.

Ineligible issues
These issues Will be closed as out of scope hence not rewardable.

Theoretical vulnerabilities without actual proof of concept

Open redirects (through headers and parameters) / Lack of security speed bump when leaving the site.
Internal IP address / version disclosure.
Email verification deficiencies, expiration of password reset links, and password complexity policies
Invalid or missing SPF (Sender Policy Framework) records (incomplete or missing SPF/DKIM/DMARC)
Click jacking/UI redressing with minimal security impact
Text/code injection without any impact.
Email or mobile enumeration (E.g. the ability to identify emails via password reset)
Information disclosure with minimal security impact (E.g. stack traces, path disclosure, directory listings,
logs)
Internally known issues, duplicate issues, or issues which have already been made public
Rate limiting issues / Tab-nabbing
Non url Selfless / HTMLi
Known CVE without proper testing.
Vulnerabilities only exploitable on out-of-date browsers or platforms
CSRF issues that don't impact the integrity of an account (e.g. log in or out, contact forms and other
publicly accessible forms)
Vulnerabilities related to auto-fill web forms
Use of known vulnerable libraries without actual proof of concept
Lack of security flags in cookies
Issues related to unsafe SSL/TLS cipher suites or protocol version
Session expiry / Cookie issues / Content spoofing
Cache-control related issues
Missing security headers that do not lead to direct exploitation
CSRF with negligible security impact (E.g. adding to favorites, adding to cart, subscribing to a non-critical
feature)
Vulnerabilities that require root/jailbreak
Vulnerabilities that require physical access to a user's device
Issues that have no security impact (E.g. Failure to load a web page)
Phishing (E.g. HTTP Basic Authentication Phishing)
Any activity (like DoS/DDoS) that disrupts our services
Installation Path Permissions
Reports from automated tools or scans

Not following any one of the above rule will disqualify you from our bug bounty program.

If any doubts related to your submissions or creative dialogue please feel free to email
saurabh.goyal@delta.exchange or venkatesh.sharma@delta.exchange.

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