Subscribes/Unsubscribes to market options Order Book Events data.
Important Update: WebSocket Endpoint Migration
We are excited to announce an upgrade to our WebSocket service! To ensure that our users enjoy enhanced reliability and performance, we have migrated our WebSocket endpoint. Please update your applications to connect to the new endpoint as described here:
- ❌ Old Endpoint:
wss://ws.web3api.io/
- ✅ New Endpoint:
wss://ws.amberdata.com/options
Action Required
Users are required to update the endpoint URL in their applications. The good news is that the response JSON schemas remain unchanged, so you can expect a seamless transition with minimal adjustments needed on your end.
Support
We understand that changes like these can raise questions. Our support team is here to assist with any issues or concerns you may have during this migration process. Please don’t hesitate to contact us for support at: [email protected].
We appreciate your prompt action to migrate to the new WebSocket endpoint.
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));
});