Deribit API v2 9月15日维护:弃用订单无成交持仓推送,新增指数成分查询
🚨 Scheduled Maintenance - Tuesday, 15 September 2026, 09:00 AM UTC
推荐理由
用户持仓推送逻辑发生破坏性变更,依赖 user.changes 频道的量化策略必须检查并适配,否则可能丢失关键状态信号。请在 9 月 15 日前完成验证。
⚠️ Expected downtime: 15 - 30 minutes
⚠️ 预计停机时间:15 - 30 分钟
Client impact: The system will be down for around 15 - 30 minutes. Client systems will not be able to communicate with Deribit during this time.
客户端影响:系统将停机约 15 - 30 分钟。在此期间,客户端系统无法与 Deribit 进行通信。
🔔 Changes
🔔 变更内容
- ⚠️ Breaking Change: Position updates are no longer included when an order update doesn't generate a trade. This affects the channels user.changes.{kind}.{currency}.{interval} and user.changes.{instrument_name}.{interval}. Positions will only be published on these channels when a trade actually occurs.
- New method: public/get_basket_index_composition — retrieves the latest basket index composition (constituents, weights, cap factors, and index divisor). index_name is required and case-insensitive. Currently only COIN50 is accepted.
- Transaction log export: Clients can now request an incomplete transaction log export for the current year, rather than being limited to prior, fully completed years.
- ⚠️ 破坏性变更:当订单更新未产生交易时,持仓更新将不再包含在内。这会影响 user.changes.{kind}.{currency}.{interval} 和 user.changes.{instrument_name}.{interval} 频道。仅在发生实际交易时,这些频道才会发布持仓信息。
- 新方法:public/get_basket_index_composition —— 检索最新的篮子指数构成(成分、权重、上限因子及指数除数)。index_name 为必填项且不区分大小写。目前仅支持 COIN50。
- 交易日志导出:客户端现在可以请求导出当前年份的不完整交易日志,而不再仅限于以往已完全完成的年份。
Release notes
发行说明
Deribit. Always Open.
Deribit. Always Open.
更进一步:量化金融体系
看懂新闻只是起点——沿量化金融路径,把它变成能交付的工程能力