market:options:order:events

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: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][0]	`number`	The price level of the order(s).
data[0][1]	`number`	The quantity of the contract(s) at that price level.
data[0][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));
});