CayøLargo
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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/spotpro

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, max 5000.

e.g.1000

Response Schema

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

FieldTypeTierDescription
timestampdatetimeproSnapshot time in UTC. Aligned to 10-minute boundary.
base_currencystringproBase asset of the pair, e.g. BTC.
instrument_idstringproTrading pair name, e.g. BTC_USDC.
mark_pricefloatproDeribit mark price.
bid_pricefloatproBest bid price.
ask_pricefloatproBest ask price.
best_bid_amountfloatproSize at best bid.
best_ask_amountfloatproSize at best ask.
last_pricefloatproLast traded price.
index_pricefloatproDeribit 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

spread=PaskPbid\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

spread_bps=PaskPbid(Pask+Pbid)/2×10000\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

mid=Pbid+Pask2\text{mid} = \frac{P_{\text{bid}} + P_{\text{ask}}}{2}
RangePositive. Close to index_price for liquid pairs.