交易所动态

Deribit 心跳与断线撤单准备清单

5 分钟

已验证事实边界

1. Deribit public API documentation describes setheartbeat as a WebSocket-only endpoint that sends heartbeat and test_request messages. 2. Deribit public API documentation says software should respond to test_request messages and that the API server closes the connection if the software fails to do so. 3. Deribit public API documentation says orders opened over the connection will be cancelled if the account is configured to cancel on disconnect. 4. Deribit FIX API documentation describes a CancelOnDisconnect Logon tag that controls Close on Disconnect, with account defaults used when the tag is not provided. 5. Deribit HTTP API documentation separately lists private cancel behavior, so explicit cancels and disconnect-triggered cancels should not be treated as the same control. 6. A venue update does not prove a private account's cancel-on-disconnect default, FIX entitlement, order scope or session behavior without account-specific testing.

收起完整分析

决策矩阵

文章表格:可横向滑动,或聚焦表格区域后使用方向键。

CheckWhat it meansPractical actionUnknown to keep explicit
Heartbeat responseheartbeat is an application-level liveness contract for WebSocket automationtest the exact response path and alert on missed test_request messageswhether a reconnect library hides missed heartbeat failures
Account defaultDeribit documentation ties cancel-on-disconnect behavior to account configuration or FIX tag selectionrecord the account default in a non-secret operations note before live orderswhether different subaccounts inherit the same default
FIX tag overrideCancelOnDisconnect can be sent at FIX Logon while absent tags fall back to account defaulttest Logon settings in a controlled session before production rolloutwhether FIX and WebSocket sessions should share the same rule
Graceful logoutlogout, abnormal closure and heartbeat timeout are distinct session endingsdocument which closure path is expected during deploymentswhether a clean shutdown accidentally leaves orders open
Explicit cancel fallbackprivate cancel endpoints still matter when disconnect automation is not enoughkeep a separate manual or automated cancel route and reconcile final statewhether a lost response after explicit cancel races with disconnect cancellation
Evidence scopeliveness evidence can prove session behavior but not exchange-wide safetystore timestamps, session id, non-secret order id, event and final query resultwhether logs expose strategy, balance or position data

来源地图

控制说明

1. Heartbeat response

这一项要求读者把公开来源翻译成操作规则。这里的含义是:heartbeat is an application-level liveness contract for WebSocket automation。可执行动作是:test the exact response path and alert on missed test_request messages。仍然未知的是:whether a reconnect library hides missed heartbeat failures。因此本文不会把未知部分包装成收益承诺、牌照承诺、审批保证、安全保证、恢复保证、平台排名或价格暗示。

2. Account default

这里的含义是:Deribit documentation ties cancel-on-disconnect behavior to account configuration or FIX tag selection。可执行动作是:record the account default in a non-secret operations note before live orders。仍然未知的是:whether different subaccounts inherit the same default。

操作测试也必须很窄。这就是本文坚持以清单形式呈现的原因。

3. FIX tag override

这里的含义是:CancelOnDisconnect can be sent at FIX Logon while absent tags fall back to account default。可执行动作是:test Logon settings in a controlled session before production rollout。仍然未知的是:whether FIX and WebSocket sessions should share the same rule。

操作测试也必须很窄。这就是本文坚持以清单形式呈现的原因。

4. Graceful logout

这里的含义是:logout, abnormal closure and heartbeat timeout are distinct session endings。可执行动作是:document which closure path is expected during deployments。仍然未知的是:whether a clean shutdown accidentally leaves orders open。

操作测试也必须很窄。这就是本文坚持以清单形式呈现的原因。

5. Explicit cancel fallback

这里的含义是:private cancel endpoints still matter when disconnect automation is not enough。可执行动作是:keep a separate manual or automated cancel route and reconcile final state。仍然未知的是:whether a lost response after explicit cancel races with disconnect cancellation。

操作测试也必须很窄。这就是本文坚持以清单形式呈现的原因。

6. Evidence scope

这里的含义是:liveness evidence can prove session behavior but not exchange-wide safety。可执行动作是:store timestamps, session id, non-secret order id, event and final query result。仍然未知的是:whether logs expose strategy, balance or position data。

操作测试也必须很窄。这就是本文坚持以清单形式呈现的原因。

仍需明确的未知项

  • whether a reconnect library hides missed heartbeat failures
  • whether different subaccounts inherit the same default
  • whether FIX and WebSocket sessions should share the same rule
  • whether a clean shutdown accidentally leaves orders open
  • whether a lost response after explicit cancel races with disconnect cancellation
  • whether logs expose strategy, balance or position data

实用结论

Deribit 文档把连接活性变成了订单风险控制,而不是后台网络细节。公开 API 文档描述 WebSocket heartbeat 与 test_request 行为,并说明若账户配置了 cancel on disconnect,连接未通过 heartbeat 流程时该连接打开的订单可能被取消。FIX API 文档描述 Logon 时的 CancelOnDisconnect 标签,并指出异常或登出相关的 session 行为会根据该设置影响订单取消。准备决策是:依赖 Deribit 自动化前,先测试 heartbeat response、disconnect handling、account default、FIX tag use、graceful logout 与 post-disconnect order state。 本文停在证据边界内,帮助读者决定下一步核验什么,而不是把公开文档改写成私人账户、钱包、API key、池子路径、稳定币余额、代币化资产或政策框架在任何未来条件下都能成功的承诺。

来源与证据

04
  1. Deribit API DocumentationPublic API endpoints: heartbeat and cancelheartbeat
  2. Deribit API DocumentationFIX API session and CancelOnDisconnect
  3. Deribit API DocumentationHTTP RPC and private cancel endpoint context
  4. Deribit API DocumentationDeribit API documentation home · docs.deribit.com