Marketdata

Spot marketdata

Returns Deribit spot trading pair marketdata: bid/ask prices, last trade, index price, and mark price. One row per instrument per timestamp. Only available for coins with spot trading pairs on Deribit (BTC, ETH, SOL, XRP). For index prices on all 6 coins, use /v1/spot/rates.

GET/v1/marketdata/spotcoreproalpha

Query Parameters

coinstringoptional

Filter by base currency.

e.g.BTCETHSOL

instrument_idstringoptional

Filter by instrument_id (e.g. BTC_USDC).

e.g.BTC_USDCETH_USDE

fromstringoptional

Start of time range, UTC. ISO 8601. Default: latest snapshot only.

e.g.2026-03-08T00:00:00Z

tostringoptional

End of time range, UTC. ISO 8601. Default: now.

e.g.2026-03-09T00:00:00Z

limitintegeroptional

Max rows returned. Default 500. The effective ceiling is your tier row limit, see Tiers and Limits.

e.g.1000

Response Schema

Fields marked pro require a Pro subscription. Fields marked alpha require Alpha.

Field	Type	Tier	Description
`timestamp`	`datetime`	core	Snapshot time in UTC. Aligned to 10-minute boundary.
`base_currency`	`string`	core	Base asset of the pair, e.g. BTC.
`instrument_id`	`string`	core	Trading pair name, e.g. BTC_USDC.
`mark_price`	`float`	core	Deribit mark price.
`bid_price`	`float`	core	Best bid price.
`ask_price`	`float`	core	Best ask price.
`best_bid_amount`	`float`	core	Size at best bid.
`best_ask_amount`	`float`	core	Size at best ask.
`last_price`	`float`	core	Last traded price.
`index_price`	`float`	core	Deribit index price at snapshot time.

Suggested Calculations

Not included in the API response. Compute these client-side from the fields above. Formulas and context provided.

FieldTypeInputsexpand all

▶spreadfloatclient-sideHow wide is the bid-ask spread?expand

How wide is the bid-ask spread?

Absolute spread between best ask and best bid. Tighter spreads indicate deeper liquidity and lower execution cost.

Inputsask_pricebid_price

Bid-ask spread

\text{spread} = P_{\text{ask}} - P_{\text{bid}}

RangeBTC_USDC: typically $1-10. Smaller pairs: $10-50.

▶spread_bpsfloatclient-sideHow tight is the market in basis points?expand

How tight is the market in basis points?

Spread expressed in basis points (1/100th of a percent) relative to the mid price. The standard institutional measure of execution cost.

Inputsask_pricebid_price

Spread in basis points

\text{spread\_bps} = \frac{P_{\text{ask}} - P_{\text{bid}}}{(P_{\text{ask}} + P_{\text{bid}}) / 2} \times 10000

RangeLiquid pairs: 1-10 bps. Thin pairs: 10-50 bps.

Or use the pre-computed endpointalpha

Pre-computed with depth analysis at /v1/liquidity/options.

▶mid_pricefloatclient-sideWhat is the fair value of this pair?expand

What is the fair value of this pair?

Midpoint of the best bid and ask. The standard reference price for limit orders.

Inputsbid_priceask_price

Mid price

\text{mid} = \frac{P_{\text{bid}} + P_{\text{ask}}}{2}

RangePositive. Close to index_price for liquid pairs.