Options

Liquidations

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:liquidations", { "instrument": "ETH-30SEP22-9000-P", "exchange": "deribit" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument.
exchange	`string`	The exchange for which to retrieve asset instruments.
period	`string`	’minutely’ ‘hourly’ ‘daily’

Response

"result": {
  "exchange": "deribit",
  "instrument": "ETH-30SEP22-9000-P",
  "timestamp": 1637916913907,
  "originalQuantity": 2.0,
  "price": 0.001,
  "side": "BUY",
  "status": null,
  "type": null,
  "timeInForce": null,
  "action": null,
  "orderId": "ETH-104154743"
}

Field	Type	Description
exchange	`string`	The exchange.
timestamp	`number`	The time at which the liquidation took place.
originalQuantity	`number`	The original quantity before the liquidation occurred.
price	`number`	The price of the instrument at the time of the liquidation.
side	`string`	The direction of the trade.
status	`string`	The status of the liquidation.
type	`string`	The type of liquidation.
timeInForce	`string`	How long the order is to remain active before it is executed or expires, for example: IOC: immediate-or-cancel, FOK: fill-or-kill, GTC: good-‘till-canceled, etc
action	`string`	The type of action taken during the liquidation process (for example: delete, insert, update, etc).
orderId	`string`	The order identifier.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/options', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:options:liquidations', {'instrument': 'ETH-30SEP22-9000-P', 'exchange': 'deribit'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

OHLCV

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:ohlcv", { "instrument": "BTC-10DEC21-100000-C", "exchange": "deribit"} ]
}

Param	Type	Description
instrument	`string`	The asset instrument.
exchange	`string`	The exchange for which to retrieve asset instruments.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "203e79ed-3985-4fb8-a8d6-bef7cebc2fda",
        "result": {
            "exchange": "deribit",
            "instrument": "BTC-12APR24-71000-C",
            "timestamp": 1711571340000,
            "open": 0.049,
            "high": 0.049,
            "low": 0.049,
            "close": 0.049,
            "volume": 0
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The time at which the event took place.
open	`number`	The price at which the first trade occurred during the specified period.
high	`number`	The highest price at which a trade took place during the period.
low	`number`	The lowest price at which a trade occurred during the period.
close	`number`	The price at which the last trade occurred during the specified period.
volume	`number`	The total quantity traded during the period.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/options', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:options:ohlcv', {'instrument': 'BTC-10DEC21-100000-C', 'exchange': 'deribit'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Open Interest

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:open_interests", { "instrument": "ETH-17DEC21-4100-C", "exchange": "deribit" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument. (OPTIONAL)
exchange	`string`	The exchange for which to retrieve asset instruments. (OPTIONAL)

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "4ce0d4c7-905a-44c0-ba96-121992670f13",
        "result": {
            "instrument": "BTC-12APR24-71000-C",
            "exchange": "deribit",
            "timestamp": 1711571535660,
            "value": 293.2
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The timestamp associated with this record in UTC.
value	`number`	The total open interest for the specified instrument.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/options', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:options:open_interests'],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Order Book Events

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:order:events", { "instrument": "BTC-30SEP22-50000-P", "exchange": "deribit" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument.
exchange	`string`	The exchange for which to retrieve asset instruments.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "74212dc1-f25e-41b5-a3ae-f239d5155b6b",
        "result": {
            "exchange": "deribit",
            "instrument": "BTC-12APR24-71000-C",
            "timestamp": 1711571405282,
            "exchangeTimestamp": 1711571404974,
            "exchangeTimestampNanoseconds": 0,
            "receivedTimestamp": 1711571405282,
            "receivedTimestampNanoseconds": 184986,
            "isBid": false,
            "sequence": 68116490254,
            "data": [
                [
                    0.0485,
                    0.3,
                    null
                ],
                [
                    0.049,
                    62.2,
                    null
                ],
                [
                    0.0495,
                    9.6,
                    null
                ]
            ]
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange.
instrument	`string`	The instrument.
timestamp	`number`	The time at which the order book event took place.
exchangeTimestamp	`number`	Timestamp that the exchange returned.
exchangeTimestampNanoseconds	`number`	Nanoseconds part of `exchangeTimestamp`.
receivedTimestamp	`number`	Timestamp when Amberdata received order book event.
receivedTimestampNanoseconds	`number`	Nanoseconds part of `receivedTimestamp`.
isBid	`boolean`	`true` if the order is a bid, false otherwise.
sequence	`number` \| `null`	A unique identifier for the order book event.
data[0]	`number`	The price level of the order(s).
data[1]	`number`	The quantity of the contract(s) at that price level.
data[2]	`number` \| `null`	The number of individual orders at the specified price level.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/options', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:options:order:events', {'instrument': 'BTC-30SEP22-50000-P', 'exchange': 'deribit'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Order Book Snapshots

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:order:snapshots", { "instrument": "BTC-24JUN22-15000-P", "exchange": "deribit" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument. (REQUIRED)
exchange	`string`	The exchange for which to retrieve asset instruments. (OPTIONAL)

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "cd09d018-fa34-408d-aef7-8a5ef2c641b3",
        "result": {
            "exchange": "deribit",
            "instrument": "BTC-12APR24-71000-C",
            "timestamp": 1711571460000,
            "exchangeTimestamp": 1711571461951,
            "exchangeTimestampNanoseconds": 0,
            "underlyingPrice": 69599.7133,
            "underlyingIndex": "SYN.BTC-12APR24",
            "stats": {
                "volume_usd": 376871.48,
                "volume": 88.7,
                "price_change": -16.9492,
                "low": 0.049,
                "high": 0.0669
            },
            "state": "open",
            "openInterest": 293.2,
            "minPrice": 0.017,
            "maxPrice": 0.1,
            "markPrice": 0.0477,
            "markIv": 69.04,
            "lastPrice": 0.049,
            "interestRate": 0,
            "indexPrice": 68922.78,
            "greeks": {
                "rho": 12.53638,
                "theta": -127.22042,
                "vega": 57.04281,
                "gamma": 0.00004,
                "delta": 0.47249
            },
            "estimatedDeliveryPrice": 68922.78,
            "bids": [
                [
                    0.0475,
                    4.7
                ],
                [
                    0.047,
                    53.7
                ],
                [
                    0.0465,
                    13.4
                ]
            ],
            "bidIv": 68.75,
            "bestBidPrice": 0.0475,
            "bestBidAmount": 4.7,
            "bestAskPrice": 0.0485,
            "bestAskAmount": 26.4,
            "asks": [
                [
                    0.0485,
                    26.4
                ],
                [
                    0.049,
                    38.8
                ],
                [
                    0.0495,
                    8
                ]
            ],
            "askIv": 69.97,
            "sequence": 68116518368,
            "metadata": {
                "settlementPrice": 0.05367167
            }
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange.
instrument	`string`	The instrument.
timestamp	`number`	The time at which the order book snapshot took place.
exchangeTimestamp	`number` \| `null`	Timestamp that the exchange returned.
exchangeTimestampNanoseconds	`number` \| `null`	Nanoseconds part of `exchangeTimestamp`.
underlyingPrice	`number` \| `null`	Underlying price for implied volatility calculations.
underlyingIndex	`string` \| `null`	Name of the underlying future, or `indexPrice`.
stats	`object` \| `null`
stats.high	`number` \| `null`	Highest price during 24h.
stats.low	`number` \| `null`	Lowest price during 24h.
stats.price_change	`number` \| `null`	24-hour price change expressed as a percentage, null if there weren’t any trades.
stats.volume	`number` \| `null`	Volume during last 24h in base currency.
stats.volume_usd	`number` \| `null`
state	`string` \| `null`	The state of the order book. Possible values are `open` and `closed`.
openInterest	`number` \| `null`	The amount of corresponding cryptocurrency contracts, e.g., BTC or ETH.
minPrice	`number` \| `null`	The minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum.
maxPrice	`number` \| `null`	The maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum.
markPrice	`number` \| `null`	The mark price for the instrument.
markIv	`number` \| `null`	Implied volatility for mark price.
lastPrice	`number` \| `null`	The price for the last trade.
interestRate	`number` \| `null`	Interest rate used in implied volatility calculations.
indexPrice	`number` \| `null`	Current index price
greeks	`object` \| `null`
greeks.delta	`number` \| `null`	The delta value for the option.
greeks.gamma	`number` \| `null`	The gamma value for the option.
greeks.rho	`number` \| `null`	The rho value for the option.
greeks.theta	`number` \| `null`	The theta value for the option.
greeks.vega	`number` \| `null`	The vega value for the option.
estimatedDeliveryPrice	`number` \| `null`	The settlement price for the instrument. Only when `state = open`.
bids	`array of [price, amount]`	List of bids.
bidIv	`number` \| `null`	Implied volatility for best bid.
bestBidPrice	`number` \| `null`	The current best bid price, `null` if there aren’t any bids.
bestBidAmount	`number` \| `null`	It represents the requested order size of all best bids.
bestAskPrice	`number` \| `null`	The current best ask price, `null` if there aren’t any asks.
bestAskAmount	`number` \| `null`	It represents the requested order size of all best asks.
asks	`array of [price, amount]`	List of asks.
askIv	`number` \| `null`	Implied volatility for best ask.
sequence	`number` \| `null`
metadata	`object` \| `null`

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/options', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:options:order:snapshots'],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Tickers Snapshots

This subscription delivers 1-second snapshots. For each instrument/pair and exchange, we emit at most one update per second, using the first ticker event observed in that UTC-second. If your workflow requires event-level (tick-by-tick) tickers, they are available on our Enterprise plan. Please contact your Amberdata sales representative for details.

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:tickers:snapshots", { "instrument": "ETH-30SEP22-9000-P", "exchange": "deribit" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument.
exchange	`string`	The exchange for which to retrieve asset instruments.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "cd9738ab-54e9-4bcf-a3f8-be3c7976e694",
        "result": {
            "exchange": "deribit",
            "instrument": "BTC-12APR24-71000-C",
            "timestamp": 1711571450748,
            "exchangeTimestamp": 1711571450748,
            "exchangeTimestampNanoseconds": 0,
            "bid": 0.0475,
            "ask": 0.0485,
            "mid": 0.048,
            "last": 0.049,
            "baseVolume": null,
            "quoteVolume": null,
            "bidVolume": 4.7,
            "askVolume": 26.4,
            "sequence": null,
            "metadata": null,
            "underlyingPrice": 69593.63,
            "underlyingIndex": "SYN.BTC-12APR24",
            "stats": {
                "volume_usd": 376871.48,
                "volume": 88.7,
                "price_change": -16.9492,
                "low": 0.049,
                "high": 0.0669
            },
            "state": "open",
            "settlementPrice": 0.05367167,
            "openInterest": 293.2,
            "minPrice": 0.017,
            "maxPrice": 0.1,
            "markPrice": 0.0477,
            "markIv": 69.03,
            "interestRate": 0,
            "indexPrice": 68916.13,
            "greeks": {
                "rho": 12.52907,
                "theta": -127.19004,
                "vega": 57.0353,
                "gamma": 0.00004,
                "delta": 0.47224
            },
            "estimatedDeliveryPrice": 68916.13,
            "bidIv": 68.79,
            "askIv": 70.01
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange.
instrument	`string`	The instrument.
exchangeTimestamp	`number` \| `null`	Timestamp that the exchange returned.
exchangeTimestampNanoseconds	`number` \| `null`	Nanoseconds part of `exchangeTimestamp`.
timestamp	`number` \| `null`	The time at which the ticker took place.
bid	`number` \| `null`	The bid of the market pair.
ask	`number` \| `null`	The ask of the market pair.
mid	`number` \| `null`	The mid of the market pair.
last	`number` \| `null`	The last of the market pair.
baseVolume	`number` \| `null`
quoteVolume	`number` \| `null`
bidVolume	`number` \| `null`	It represents the requested order size of all best bids.
askVolume	`number` \| `null`	It represents the requested order size of all best asks.
sequence	`number` \| `null`
metadata	`number` \| `null`
underlyingPrice	`string` \| `null`	Underlying price for implied volatility calculations.
underlyingIndex	`string` \| `null`	Name of the underlying future, or `indexPrice`.
stats	`object` \| `null`
stats.high	`number` \| `null`	Highest price during 24h.
stats.low	`number` \| `null`	Lowest price during 24h.
stats.volume	`number` \| `null`	Volume during last 24h in base currency.
stats.price_change	`number` \| `null`	24-hour price change expressed as a percentage, `null` if there weren’t any trades.
state	`string` \| `null`	The state of the order book. Possible values are `open` and `closed`.
settlementPrice	`number` \| `null`	The settlement price for the instrument. Only when `state = open`.
openInterest	`number` \| `null`	The total amount of outstanding contracts in the corresponding amount units. For perpetual and futures the amount is in USD units, for options it is amount of corresponding cryptocurrency contracts, e.g., BTC or ETH.
minPrice	`number` \| `null`	The minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum.
maxPrice	`number` \| `null`	The maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum.
markPrice	`number` \| `null`	The mark price for the instrument.
markIv	`number` \| `null`	Implied volatility for mark price.
interestRate	`number` \| `null`	Interest rate used in implied volatility calculations.
indexPrice	`number` \| `null`	Current index price.
greeks	`object` \| `null`
greeks.delta	`number` \| `null`	The delta value for the option.
greeks.gamma	`number` \| `null`	The gamma value for the option.
greeks.rho	`number` \| `null`	The rho value for the option.
greeks.theta	`number` \| `null`	The theta value for the option.
greeks.vega	`number` \| `null`	The vega value for the option.
estimatedDeliveryPrice	`number` \| `null`	Estimated delivery price for the market.
bidIv	`number` \| `null`	Implied volatility for best bid.
askIv	`number` \| `null`	Implied volatility for best ask.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/options', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:options:tickers:snapshots', {'instrument': 'ETH-30SEP22-9000-P', 'exchange': 'deribit'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

Trades

Request

{
	"jsonrpc": "2.0",
	"id": 1,
	"method": "subscribe",
	"params": [
		"market:options:trades",
		{
			"instrument": "BTC-16JUN23-26000-P",
			"exchange": "deribit"
		}
	]
}

Param	Type	Description
instrument	`string`	The asset instrument.
exchange	`string`	The exchange for which to retrieve asset instruments.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "c148c36c-ba18-4364-abd6-528b61b4e068",
        "result": {
            "instrument": "ETH-29MAR24-3650-C",
            "exchange": "deribit",
            "exchangeTimestamp": 1711571475505,
            "exchangeTimestampNanoseconds": 0,
            "isBuySide": true,
            "price": 0.005,
            "size": 1,
            "tradeId": "ETH-201932780",
            "tradeSequence": "1535",
            "tickDirection": 1,
            "markPrice": 0.00497,
            "iv": 71.45,
            "indexPrice": 3503.08
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange.
instrument	`string`
exchangeTimestamp	`number`	Timestamp that the exchange returned.
exchangeTimestampNanoseconds	`number`	Nanoseconds part of `exchangeTimestamp`.
isBuySide	`boolean` \| `null`	`true` if the trade is a buy, `false` otherwise.
quoteSize	`number` \| `null`
price	`number` \| `null`	The price at which the instrument was traded.
size	`number` \| `null`	The total amount of the instrument that was traded.
tradeId	`string` \| `null`	The exchange provided id of the trade.
tradeSequence	`number`
tickDirection	`number`
markPrice	`number`
iv	`number`	The implied volatility of the instrument.
indexPrice	`number`	The price of the underlying asset.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/options', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:options:trades', {'instrument': 'BTC-16JUN23-26000-P', 'exchange': 'deribit'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});

WebSockets

Market Data

Price

Liquidations

Request

Response

Example

OHLCV

Request

Response

Example

Open Interest

Request

Response

Example

Order Book Events

Request

Response

Example

Order Book Snapshots

Request

Response

Example

Tickers Snapshots

Request

Response

Example

Trades

Request

Response

Example

​Liquidations

​Request

​Response

​Example

​OHLCV

​Request

​Response

​Example

​Open Interest

​Request

​Response

​Example

​Order Book Events

​Request

​Response

​Example

​Order Book Snapshots

​Request

​Response

​Example

​Tickers Snapshots

​Request

​Response

​Example

​Trades

​Request

​Response

​Example

Liquidations

Request

Response

Example

OHLCV

Request

Response

Example

Open Interest

Request

Response

Example

Order Book Events

Request

Response

Example

Order Book Snapshots

Request

Response

Example

Tickers Snapshots

Request

Response

Example

Trades

Request

Response

Example