Deribit Options Ticker Subscriber

This project connects to the Deribit Testnet WebSocket API, authenticates using your API credentials, subscribes to live ticker updates for BTC perpetual and selected option instruments, stores key data in a SQLite database, and logs raw messages in timestamped CSV files.

1. Clone or download this repository

2. Create a Python virtual environment (recommended):

python -m venv venv
source venv/bin/activate  # On Windows: venv\Scripts\activate

3. Install required packages:

pip install -r requirements.txt

4. Set your Deribit Testnet API credentials:

Create a .env file in the root directory with the following:

CLIENT_ID=your_client_id_here
CLIENT_SECRET=your_client_secret_here

You can obtain testnet credentials from the Deribit developer portal.

Run the main script to:

• Connect to Deribit WebSocket
• Authenticate
• Subscribe to BTC-PERPETUAL and 5 options
• Log raw payloads
• Store select data to SQLite

python main.py

['BTC-27MAY22-40000-C', 'BTC-27MAY22-42000-C', 'BTC-27MAY22-43000-C', 'BTC-27MAY22-44000-C', 'BTC-27MAY22-45000-C', 'ticker.BTC-PERPETUAL.raw']
✅ Authenticated: {"jsonrpc":"2.0","id":1,"result":{...}}
📡 Subscribed: {"jsonrpc":"2.0","id":2,"result":null}
📈 Live BTC-PERPETUAL Ticker Updates:
[2025-05-28 12:34:56 UTC] Stored: BTC-PERPETUAL, price=30500, iv=0.75, delta=0.45
[2025-05-28 12:34:57 UTC] Stored: BTC-PERPETUAL, price=30502, iv=0.76, delta=0.46
...

Run the view_data.py script to print the last 10 records stored in the SQLite database:

python view_data.py

** Here Are The Last 10 records:- **

2025-05-28 12:34:57 UTC | Instrument: BTC-PERPETUAL | Price: 30502 | IV: 0.76 | Delta: 0.46
2025-05-28 12:34:56 UTC | Instrument: BTC-PERPETUAL | Price: 30500 | IV: 0.75 | Delta: 0.45
...

.
├── main.py          # Main WebSocket client with auth, subscription, DB + CSV logging
├── view_data.py     # Helper to view last 10 DB entries
├── models.py        # SQLite DB schema setup
├── utils.py         # Helper to fetch Deribit option instruments
├── .env             # (not included) API credentials
├── logs/            # Auto-created folder for storing CSV logs
└── deribit_tickers.db # SQLite DB file (auto-created)