Futures - Amberdata Docs

Funding Rates

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:futures:funding_rates", { "instrument": "ICXUSDT", "exchange": "binance" } ]
}

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": "8d5b4e5a-435d-40d4-9701-b3d8c2d15148",
        "result": {
            "exchange": "binance",
            "instrument": "GASUSDT",
            "timestamp": 1711571101000,
            "insertionTimestamp": 1711571101000,
            "fundingInterval": null,
            "fundingRate": 0.00019676,
            "nextFundingRate": null,
            "nextFundingTime": 1711584000000,
            "isActualFundingRate": false
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange.
instrument	`string`	The asset pair
timestamp	`number`	The time at which the funding rate took place.
insertionTimestamp	`number`	The time at which the funding rate insert to database
fundingInterval	`number` \| `null`	The interval funding
fundingRate	`number`	The funding rate value
nextFundingRate	`number`	The next funding rate for which data is available.
nextFundingTime	`number` \| `null`	The next funding time for which data is available.
isActualFundingRate	`boolean`	If `true`, then it’s the actual funding rate that has been realized and applied. If `false`, then it’s a projected/estimated funding rate for an upcoming funding interval.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:funding_rates', {'instrument': 'BTCUSD_PERP', 'exchange': 'binance'}],
      id: 1,
    }));
});

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

Insurance Funds

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:futures:insurance_funds", { "instrument": "EOS", "exchange": "huobi" } ]
}

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

Response

"result": {
  "exchange": "huobi",
  "instrument": "EOS",
  "timestamp": 1613289600,
  "fund": 1056094
}

Field	Type	Description
exchange	`string`	The exchange.
instrument	`string`	The asset pair
timestamp	`number`	The time at which the insurance fund took place.
fund	`number`	The insurance fund value

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:insurance_funds', {'instrument': 'EOS', 'exchange': 'huobi'}],
      id: 1,
    }));
});

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

Liquidations

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:futures:liquidations", { "instrument": "BTCUSDT", "exchange": "binance" } ]
}

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": "bc79013c-6051-49ff-b4d5-754082bf8e47",
        "result": {
            "exchange": "binance",
            "instrument": "AEVOUSDT",
            "timestamp": 1711571204802,
            "price": 2.9643448,
            "side": "SELL",
            "status": "FILLED",
            "type": "LIMIT",
            "timeInForce": "IOC",
            "action": null,
            "orderId": null,
            "volume": 31
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The time at which the liquidation took place.
price	`number`	The price at which the liquidation occurred.
side	`string`	Indicates whether the liquidated position was a buy or sell.
status	`string`	The status of the order at the time of the message.
type	`string`	The type of order that was liquidated.
timeInForce	`string`	Describes how long an order will remain active before it is executed or expires.
action	`string`	This field will show as `null` for all exchanges except Bitmex.
orderId		An identifier for the specific order that was liquidated (this field will show as `null` for most exchanges except Deribit and Bitmex).
volume	`number`	The amount of the asset that was liquidated.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:liquidations', {'instrument': 'XRPUSDT', 'exchange': 'binance'}],
      id: 1,
    }));
});

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

Long/Short Ratios

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:futures:long_short_ratios", { "instrument": "XRPUSDT", "exchange": "binance", "period": "minutely" } ]
}

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": "1a71b04a-4f9f-4638-8cb2-b0f2d9c7e51e",
        "result": {
            "exchange": "binance",
            "instrument": "BTCUSDT",
            "timestamp": 1711571100000,
            "longAccount": 0.6069,
            "ratio": 1.5439,
            "shortAccount": 0.3931,
            "period": 5
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The time at which the long/short ratio was updated.
longAccount	`number`	The proportion of accounts on the long side of the futures contract.
ratio	`number`	The long/short ratio.
shortAccount	`number`	The proportion of accounts on the short side of the futures contract.
period	`number`	The frequency of the timeInterval. When `timeInterval=minutes`, the period is `5`, indicating 5 minutes. When `timeInterval=days`, the period is `1`, indicating 1 day.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:long_short_ratios', {'instrument': 'XRPUSDT', 'exchange': 'binance', 'period': 'minutely'}],
      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:futures:ohlcv", { "instrument": "XRPUSDT", "exchange": "binance"} ]
}

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": "c17c567a-6bd0-4335-85ed-61197c845f3f",
        "result": {
            "exchange": "binance",
            "instrument": "ADAUSD_PERP",
            "timestamp": 1711570860000,
            "open": 0.6478,
            "high": 0.6478,
            "low": 0.6476,
            "close": 0.6476,
            "volume": 4075.73706105
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The timestamp associated with this record in UTC.
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/futures', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:ohlcv', {'instrument': 'XRPUSDT', 'exchange': 'binance'}],
      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:futures:open_interests", { "instrument": "XRPUSDT", "exchange": "binance" } ]
}

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": "e91d68fa-84c8-445b-8da4-62c9e6036b56",
        "result": {
            "exchange": "binance",
            "instrument": "BTCUSDT",
            "timestamp": 1711582494214,
            "value": "82862.305",
            "type": null
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The time at which the data was received.
value	`string`	The total open interest for the specified instrument.
type	`string`	The type of futures contract.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:open_interests', {'instrument': 'XRPUSDT', 'exchange': 'binance'}],
      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:futures:order:events", { "instrument": "XRPUSDT", "exchange": "binance" } ]
}

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": "daa10b81-e434-417c-a172-a0ac73a6cb25",
        "result": {
            "exchange": "binance",
            "instrument": "BTCUSDT",
            "timestamp": 1711570943299,
            "exchangeTimestamp": 1711570943297,
            "exchangeTimestampNanoseconds": 0,
            "receivedTimestamp": 1711570943299,
            "receivedTimestampNanoseconds": 658463,
            "isBid": false,
            "data": [
                [
                    69020,
                    0.353,
                    null
                ],
                [
                    69028.7,
                    0.112,
                    null
                ],
                [
                    69030.4,
                    0.009,
                    null
                ]
            ],
            "sequence": 4292890252329
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The timestamp at which the order book event took place.
exchangeTimestamp	`number`	The timestamp at which the event was recorded by the exchange.
exchangeTimestampNanoseconds	`number`	The nanosecond timestamp at which the event was recorded by the exchange.
receivedTimestamp	`number`	The timestamp for when the update was received by our system.
receivedTimestampNanoseconds	`number`	The nanosecond timestamp for when the update was received by our system.
isBid	`boolean`	A boolean value indicating whether the data pertains to bid orders (true) or ask orders (false).
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`	The number of individual orders at the specified price level.
sequence	`number`	A unique identifier for the order book event.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:order:events', {'instrument': 'XRPUSDT', 'exchange': 'binance'}],
      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:futures:order:snapshots", { "instrument": "XRPUSDT", "exchange": "binance" } ]
}

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": "8e1f5873-5023-4989-8573-2e91a6e4112c",
      "result": [
          {
              "exchange": "binance",
              "instrument": "BTCUSDT",
              "timestamp": 0,
              "exchangeTimestamp": 1711570980336,
              "isBid": false,
              "data": [
                  [
                      69135.8,
                      0.07,
                      null
                  ],
                  [
                      69136.4,
                      0.029,
                      null
                  ]
              ],
              "sequence": 4292893574687,
              "currentFunding": null
          }
      ]
  }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The time at which the order book snapshot took place.
exchangeTimestamp	`number`	The timestamp at which the event was recorded by the exchange.
isBid	`boolean`	A boolean indicator of whether the orders in the snapshot are buy (bid) orders.
data[0]	`number`	The price level of the order.
data[1]	`number`	The quantity of the asset available at the specified price level.
data[2]	`number`	The number of individual orders that are aggregated at the specified price level.
sequence	`number`	A unique identifier for the order book state.
currentFunding	`number`	The current funding rate for perpetual futures contracts.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures: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:futures:tickers:snapshots", { "instrument": "BTCUSDT", "exchange": "binance" } ]
}

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": "d5475b6c-552a-4ab6-903a-ba054e468ab5",
        "result": {
            "exchange": "binance",
            "instrument": "BTCUSDT",
            "exchangeTimestamp": 1711571015981,
            "exchangeTimestampNanoseconds": 0,
            "timestamp": 1711571015981,
            "bid": 69135.9,
            "ask": 69136,
            "mid": 69135.95,
            "last": null,
            "sequence": 4292896044090,
            "markPrice": 69136.1,
            "lastVolume": null,
            "bidVolume": 9.517,
            "askVolume": 0.527
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
exchangeTimestamp	`number`	The exchange provided timestamp.
exchangeTimestampNanoseconds	`number`	The exchange provided nanosecond part of the `exchangeTimestamp` (if available from the exchange).
timestamp	`number`	The timestamp at which the event took place.
bid	`number`	The bid of the instrument.
ask	`number`	The ask of the instrument.
mid	`number`	The mid of the instrument.
last	`number`	The last of the instrument.
sequence	`number`	The sequence number (equal to `null` if it is not provided by the exchange).
lastVolume	`number`	The last volume for the instrument.
bidVolume	`number`	The order size of the best bid.
askVolume	`number`	The order size of the best ask.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:tickers:snapshots', {'instrument': 'BTCUSDT', 'exchange': 'binance'}],
      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:futures:trades", { "instrument": "XRPUSDT", "exchange": "binance" } ]
}

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": "1e235200-b099-457c-956d-e981605ab105",
        "result": {
            "exchange": "binance",
            "instrument": "XRPUSDT",
            "exchangeTimestamp": 1711571031275,
            "exchangeTimestampNanoseconds": 0,
            "isBuySide": false,
            "quoteSize": null,
            "price": 0.6159,
            "size": 211.4,
            "tradeId": "1443425767"
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
exchangeTimestamp	`number`	The timestamp at which the event was recorded by the exchange.
exchangeTimestampNanoseconds	`number`	The nanosecond timestamp at which the event was recorded by the exchange.
isBuySide	`boolean`	A boolean value indicating the direction of the trade from the perspective of the initiator.
quoteSize	`number`	The total amount of the quote asset of the instrument that was traded.
price	`number`	The price at which the futures contract was traded.
size	`number`	The quantity of the contract that was traded.
tradeId	`string`	A unique identifier for this specific trade.

Example

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

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:trades', {'instrument': 'XRPUSDT', 'exchange': 'binance'}],
      id: 1,
    }));
});

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

WebSockets

Market Data

Price

​Funding Rates

​Request

​Response

​Example

​Insurance Funds

​Request

​Response

​Example

​Liquidations

​Request

​Response

​Example

​Long/Short Ratios

​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

Funding Rates

Request

Response

Example

Insurance Funds

Request

Response

Example

Liquidations

Request

Response

Example

Long/Short Ratios

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