market:options:order:events

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