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API Documentation

market:options:order:events

Subscribes/Unsubscribes to market options Order Book Events data.

Once you're connected to this subscription: wss://ws.amberdata.com/options, your subscription message must include either a pair/instrument or an exchange field. At least one must be specified — both cannot be empty.

🗒️

Note:

  • Instrument-level wildcards (e.g., "instrument": "ALL") are no longer supported.
  • Exchange-level wildcard subscriptions are only supported for Spot markets.
  • For Futures and Options, you must subscribe using explicit instrument-level subscriptions. See here for more details.

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:options:order:events", { "instrument": "BTC-30SEP22-50000-P", "exchange": "deribit" } ]
}
ParamTypeDescription
instrumentstringThe asset instrument.
exchangestringThe 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
                ]
            ]
        }
    }
}
FieldTypeDescription
exchangestringThe exchange.
instrumentstringThe instrument.
timestampnumberThe time at which the order book event took place.
exchangeTimestampnumberTimestamp that the exchange returned.
exchangeTimestampNanosecondsnumberNanoseconds part of exchangeTimestamp.
receivedTimestampnumberTimestamp when Amberdata received order book event.
receivedTimestampNanosecondsnumberNanoseconds part of receivedTimestamp.
isBidbooleantrue if the order is a bid, false otherwise.
sequencenumber | nullA unique identifier for the order book event.
data[0][0]numberThe price level of the order(s).
data[0][1]numberThe quantity of the contract(s) at that price level.
data[0][2]number | nullThe 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));
});