market:options:liquidations

Subscribes/Unsubscribes to market options Liquidations data.

Once you're connected to this subscription: wss://ws.amberdata.com/options, you must provide either the instrument or exchange - one needs to be specified, both cannot be empty.

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:liquidations", { "instrument": "ETH-30SEP22-9000-P", "exchange": "deribit" } ]
}
ParamTypeDescription
instrumentstringThe asset instrument.
exchangestringThe exchange for which to retrieve asset instruments.
periodstring'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"
}
FieldTypeDescription
exchangestringThe exchange.
timestampnumberThe time at which the liquidation took place.
originalQuantitynumberThe original quantity before the liquidation occurred.
pricenumberThe price of the instrument at the time of the liquidation.
sidestringThe direction of the trade.
statusstringThe status of the liquidation.
typestringThe type of liquidation.
timeInForcestringHow 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
actionstringThe type of action taken during the liquidation process (for example: delete, insert, update, etc).
orderIdstringThe 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));
});