market:options:liquidations

Once you're connected to this subscription: wss://ws.amberdata.com/options, every subscription message must include an explicit instrument. This is mandatory across all market types.

You must always specify the instrument.
For Futures and Options, you must also include the exchange field.

See here for more details and examples.

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));
});