GET
/
analytics
/
trades-flow
/
gamma-exposures-snapshots
Gamma Snapshots (GEX)
curl --request GET \
  --url https://api.amberdata.com/markets/derivatives/analytics/trades-flow/gamma-exposures-snapshots \
  --header 'x-api-key: <api-key>'
{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "data": [
      {
        "exchange": "deribit",
        "currency": "BTC",
        "snapshotTimestamp": 1717704000000,
        "expirationTimestamp": 1717747200000,
        "instrumentNormalized": "DERIBIT-BTC-07JUN24-52000.0-P",
        "putCall": "P",
        "dealerNetInventory": 100.00000000000006,
        "dealerTotalInventory": 429.2,
        "gammaLevel": 0,
        "indexPrice": 70998.39
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "snapshotTimestamp": 1717704000000,
        "expirationTimestamp": 1717747200000,
        "instrumentNormalized": "DERIBIT-BTC-07JUN24-54000.0-C",
        "putCall": "C",
        "dealerNetInventory": 0,
        "dealerTotalInventory": 0.1,
        "gammaLevel": 0.0000010000000000000002,
        "indexPrice": 68890.88
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "snapshotTimestamp": 1717704000000,
        "expirationTimestamp": 1717747200000,
        "instrumentNormalized": "DERIBIT-BTC-07JUN24-54000.0-P",
        "putCall": "P",
        "dealerNetInventory": -163.6,
        "dealerTotalInventory": -214.9,
        "gammaLevel": 0,
        "indexPrice": 70849.39
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "snapshotTimestamp": 1717704000000,
        "expirationTimestamp": 1717747200000,
        "instrumentNormalized": "DERIBIT-BTC-07JUN24-56000.0-P",
        "putCall": "P",
        "dealerNetInventory": -148.19999999999993,
        "dealerTotalInventory": -386.5,
        "gammaLevel": 0,
        "indexPrice": 70009.41
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "snapshotTimestamp": 1717704000000,
        "expirationTimestamp": 1717747200000,
        "instrumentNormalized": "DERIBIT-BTC-07JUN24-58000.0-C",
        "putCall": "C",
        "dealerNetInventory": 0,
        "dealerTotalInventory": 0.2,
        "gammaLevel": 0.0000020000000000000003,
        "indexPrice": 68729.86
      },
      {
        "exchange": "deribit",
        "currency": "BTC",
        "snapshotTimestamp": 1717704000000,
        "expirationTimestamp": 1717747200000,
        "instrumentNormalized": "DERIBIT-BTC-07JUN24-58000.0-P",
        "putCall": "P",
        "dealerNetInventory": 78.70000000000005,
        "dealerTotalInventory": 123.3,
        "gammaLevel": 0,
        "indexPrice": 70698.95
      }
    ],
    "metadata": {
      "api-version": "2023-09-30"
    }
  }
}

Authorizations

​
x-api-key
string
header
required

Query Parameters

​
exchange
string
default:deribit
required

[Required] The exchange for which to retrieve the GEX. [Examples] deribit | bybit | okex

​
currency
string
default:BTC
required

[Required] The underlying pair for which to retrieve the volatility cone. [Examples] BTC | SOL_USDC

​
startDate
string<date-time>
default:2024-01-01

[Optional] Payload only includes data after this date (inclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

​
endDate
string<date-time>
default:2024-01-02

[Optional] Payload only includes data before this date (exclusive). [Formats] seconds | milliseconds | iso8601 [Examples] 1578531600 | 1578531600000 | 2020-09-01T01:00:00

​
timeFormat
string

[Optional] Time format of the timestamps in the return payload. [Defaults] milliseconds | ms* | iso | iso8601 | hr | human_readable

Response

200
application/json

Successful request

The response is of type object.