market:options:tickers

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:tickers", { "instrument": "ETH-30SEP22-9000-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": "cd9738ab-54e9-4bcf-a3f8-be3c7976e694",
        "result": {
            "exchange": "deribit",
            "instrument": "BTC-12APR24-71000-C",
            "timestamp": 1711571450748,
            "exchangeTimestamp": 1711571450748,
            "exchangeTimestampNanoseconds": 0,
            "bid": 0.0475,
            "ask": 0.0485,
            "mid": 0.048,
            "last": 0.049,
            "baseVolume": null,
            "quoteVolume": null,
            "bidVolume": 4.7,
            "askVolume": 26.4,
            "sequence": null,
            "metadata": null,
            "underlyingPrice": 69593.63,
            "underlyingIndex": "SYN.BTC-12APR24",
            "stats": {
                "volume_usd": 376871.48,
                "volume": 88.7,
                "price_change": -16.9492,
                "low": 0.049,
                "high": 0.0669
            },
            "state": "open",
            "settlementPrice": 0.05367167,
            "openInterest": 293.2,
            "minPrice": 0.017,
            "maxPrice": 0.1,
            "markPrice": 0.0477,
            "markIv": 69.03,
            "interestRate": 0,
            "indexPrice": 68916.13,
            "greeks": {
                "rho": 12.52907,
                "theta": -127.19004,
                "vega": 57.0353,
                "gamma": 0.00004,
                "delta": 0.47224
            },
            "estimatedDeliveryPrice": 68916.13,
            "bidIv": 68.79,
            "askIv": 70.01
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange.
instrument	`string`	The instrument.
exchangeTimestamp	`number \| null`	Timestamp that the exchange returned.
exchangeTimestampNanoseconds	`number \| null`	Nanoseconds part of `exchangeTimestamp`.
timestamp	`number \| null`	The time at which the ticker took place.
bid	`number \| null`	The bid of the market pair.
ask	`number \| null`	The ask of the market pair.
mid	`number \| null`	The mid of the market pair.
last	`number \| null`	The last of the market pair.
baseVolume	`number \| null`
quoteVolume	`number \| null`
bidVolume	`number \| null`	It represents the requested order size of all best bids.
askVolume	`number \| null`	It represents the requested order size of all best asks.
sequence	`number \| null`
metadata	`number \| null`
underlyingPrice	`string \| null`	Underlying price for implied volatility calculations.
underlyingIndex	`string \| null`	Name of the underlying future, or `indexPrice`.
stats	`object \| null`
stats.high	`number \| null`	Highest price during 24h.
stats.low	`number \| null`	Lowest price during 24h.
stats.volume	`number \| null`	Volume during last 24h in base currency.
stats.price_change	`number \| null`	24-hour price change expressed as a percentage, `null` if there weren't any trades.
state	`string \| null`	The state of the order book. Possible values are `open` and `closed`.
settlementPrice	`number \| null`	The settlement price for the instrument. Only when `state = open`.
openInterest	`number \| null`	The total amount of outstanding contracts in the corresponding amount units. For perpetual and futures the amount is in USD units, for options it is amount of corresponding cryptocurrency contracts, e.g., BTC or ETH.
minPrice	`number \| null`	The minimum price for the future. Any sell orders you submit lower than this price will be clamped to this minimum.
maxPrice	`number \| null`	The maximum price for the future. Any buy orders you submit higher than this price, will be clamped to this maximum.
markPrice	`number \| null`	The mark price for the instrument.
markIv	`number \| null`	Implied volatility for mark price.
interestRate	`number \| null`	Interest rate used in implied volatility calculations.
indexPrice	`number \| null`	Current index price.
greeks	`object \| null`
greeks.delta	`number \| null`	The delta value for the option.
greeks.gamma	`number \| null`	The gamma value for the option.
greeks.rho	`number \| null`	The rho value for the option.
greeks.theta	`number \| null`	The theta value for the option.
greeks.vega	`number \| null`	The vega value for the option.
estimatedDeliveryPrice	`number \| null`	Estimated delivery price for the market.
bidIv	`number \| null`	Implied volatility for best bid.
askIv	`number \| null`	Implied volatility for best ask.

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:tickers', {'instrument': 'ETH-30SEP22-9000-P', 'exchange': 'deribit'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});