deribit-mcp

PREFERRED tool for position analysis — returns fee-aware NET P&L (after actual entry fees from trade history + estimated exit fees at ~$0.9/contract taker), realistic exit simulation at bid/ask (not mark), DTE, greeks, moneyness, risk flags, and HOLD/TAKE_PROFIT/CLOSE/ROLL recommendations. Always us…

Portfolio-level risk dashboard with dollar greeks, theta/netliq ratio, delta/theta ratio, margin utilization, concentration per underlying, and health status (HEALTHY/CAUTION/AT_RISK). Based on Tasty Trade risk framework.

Get IV Rank, IV Percentile, HV30, and Volatility Risk Premium (VRP) for a cryptocurrency. IV Rank > 50 = rich (good for selling premium), < 30 = cheap (good for buying).

Scan for option trading opportunities by strategy (naked_put, strangle, covered_call). Returns ranked candidates with premium, delta, IV, margin, annualized yield, and position sizing recommendations.

Get account balance, equity, margin usage, and P&L summary for a currency.

Get all open positions, including size, direction, P&L, average price, and greeks for options.

Get the current state of an order by its order_id. Returns order_state (open, filled, cancelled, rejected, untriggered), average_price, filled_amount, price, and all order details. Use this to check if an order was filled, partially filled, or cancelled.

List all open (unfilled) orders, optionally filtered by currency or instrument type.

Place a buy order on Deribit. Supports limit, market, stop_limit, and stop_market order types. Use with caution — this places a real trade.

Place a sell order on Deribit. Supports limit, market, stop_limit, and stop_market order types. Use with caution — this places a real trade.

Cancel an open order by its order ID.

Cancel all open orders, optionally filtered by currency and instrument type.

Modify an existing open order's price, amount, or other parameters without cancelling and re-placing.

Close an existing position entirely. Places a market or limit order to flatten the position.

Get recent trade fills for a currency. ALWAYS filter by kind (option, future, spot) to narrow results. Shows price, size, fees, P&L, IV, and underlying price. Use get_user_trades_by_instrument if you know the specific instrument name.

Get trade history for a SPECIFIC instrument. Preferred when you know the instrument name (e.g. 'show me my fills on ETH_USDC-27MAR26-2400-C'). Returns price, size, fees, underlying price and IV at time of trade.

Get the full ledger of account transactions: trades, settlements, fees, funding payments, deposits, withdrawals, and transfers.

Estimate the margin required for a hypothetical trade before placing it. Returns margin for both buy and sell sides, plus min/max price bounds.

List all available currencies on Deribit

List tradable instruments (options, futures, spots) for a currency. Returns instrument names, strike prices, expiration dates, and contract details. Essential for discovering available options chains.

Get real-time quote data for an instrument. For options, includes greeks (delta, gamma, vega, theta, rho), implied volatility, mark price, bid/ask, open interest, and volume.

Get the order book (bids and asks) for an instrument, including best bid/ask, mark price, and funding rate for perpetuals.

Get summary info (volume, open interest, bid/ask, mark price) for all instruments of a currency. Useful for scanning the entire options or futures market at a glance.

Get the current index price for a given underlying index (e.g. btc_usd, eth_usd).

Get historical volatility data points for a currency index over time.

Get DVOL (Deribit Volatility Index) OHLCV data — Deribit's equivalent of the VIX. Shows implied volatility trend over time.

Get OHLCV candlestick data for any instrument. Useful for price charts, technical analysis, and historical price research.

Get historical funding rate data for a perpetual instrument. Shows hourly funding rates, index prices, and interest rates.

Get historical settlement/delivery prices for an index. Useful for backtesting and understanding past expiry outcomes.

List available option expiration dates for a currency, sorted chronologically. For USDC currency, use 'underlying' to filter ETH vs BTC options.

Get options chain for a specific currency + expiry. Returns strikes with bid/ask, mark price, IV, greeks, OI. IMPORTANT: always specify 'underlying' for USDC currency, and use 'atm_range' to limit strikes (default 10 = ATM ± 10).

Find options closest to a target delta for a given currency and expiry. E.g., 'find the 25-delta put' or 'find the 50-delta call'. Returns the best matching options sorted by delta proximity.

Get the implied volatility surface across all strikes and expirations for a currency. Returns a matrix of expiry × strike → IV, plus ATM IV and skew metrics per expiry. Essential for relative value analysis and vol trading.

Get aggregated portfolio greeks across all open option positions for a currency. Shows total delta, gamma, vega, and theta exposure, plus per-position breakdown. Essential for understanding net risk.

One-shot overview of your entire account for a currency: balances, margin usage, equity, all open positions with P&L, and all open orders. Saves multiple API calls into a single comprehensive snapshot.