Combo Books
Private

Returns individual leg prices for a given combo structure based on an aggregated price of the strategy and the mark prices of the individual legs.

Note: Leg prices change dynamically with mark price fluctuations, and the algorithm is calibrated only for conventional option structures and future spreads. This method supports both inverse strategies and known linear structures within a single currency pair.

📖 Related Article: Deribit Block RFQ API walkthrough

Try in API console

get/private/get_leg_prices

Request

  • Base URL
    https://test.deribit.com/api/v2
  • URL
    https://test.deribit.com/api/v2/private/get_leg_prices
  • Auth
    none declared

Query parameters

instrument_namestring

Unique instrument identifier

amountnumber

It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.

direction'buy' | 'sell'

Direction: buy, or sell

List of legs for which the prices will be calculated

[
  {
    "instrument_name": "BTC-PERPETUAL"
  }
]
pricenumber required

Price for the whole leg structure

Response

Success response

jsonrpc'2.0' required

The JSON-RPC version (2.0)

idinteger

The id that was sent in the request

Example response

{
  "result": {
    "legs": [
      {
        "instrument_name": "BTC-PERPETUAL"
      }
    ]
  }
}

Changes

No recorded changes to this operation across all 11 revisions of this API.