10 November 2020 Release



Events (Market Data dissemination) Optimisation for all connection types (WS, FIX and REST)

A few changes have been implemented resulting in significant improvements in our events setup.

  • More parallel execution paths have been added to the Deribit event's setup; instead of a single path, the events processing is now split between Currency (BTC/ETH) and Product type (Perpetual / Futures / Options). 

  • Furthermore aggregated events have been decoupled from raw events - before 10 November 2020 aggregated events were processed in parallel to raw events. New events (e.g. book updates) were passed from the raw feed to the aggregated - so a potential lag in the raw events pipeline would have affected the aggregated events pipeline as well, which due to the new segregated setup will no longer occur. 

  • Due to the various optimisations, there is a possible scenario (very low chance) impacting clients using the incremental changes subscription. After an initial event with full book snapshot it WILL be possible that a client may receive redundant events with change_id <= snapshot change_id - such events should simply be discarded.


KYC Changes

Changes to the new and existing account setup KYC requirements as explained here.