market:options:trades

Subscribes/Unsubscribes to market options Trades data.

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:trades",
		{
			"instrument": "BTC-16JUN23-26000-P",
			"exchange": "deribit"
		}
	]
}
ParamTypeDescription
instrumentstringThe asset instrument.
exchangestringThe exchange for which to retrieve asset instruments.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "c148c36c-ba18-4364-abd6-528b61b4e068",
        "result": {
            "instrument": "ETH-29MAR24-3650-C",
            "exchange": "deribit",
            "exchangeTimestamp": 1711571475505,
            "exchangeTimestampNanoseconds": 0,
            "isBuySide": true,
            "price": 0.005,
            "size": 1,
            "tradeId": "ETH-201932780",
            "tradeSequence": "1535",
            "tickDirection": 1,
            "markPrice": 0.00497,
            "iv": 71.45,
            "indexPrice": 3503.08
        }
    }
}
FieldTypeDescription
exchangestringThe exchange.
instrumentstring
exchangeTimestampnumberTimestamp that the exchange returned.
exchangeTimestampNanosecondsnumberNanoseconds part of exchangeTimestamp.
isBuySideboolean | nulltrue if the trade is a buy, false otherwise.
quoteSizenumber | null
pricenumber | nullThe price at which the instrument was traded.
sizenumber | nullThe total amount of the instrument that was traded.
tradeIdstring | nullThe exchange provided id of the trade.
tradeSequencenumber
tickDirectionnumber
markPricenumber
ivnumberThe implied volatility of the instrument.
indexPricenumberThe price of the underlying asset.

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:trades', {'instrument': 'BTC-16JUN23-26000-P', 'exchange': 'deribit'}],
      id: 1,
    }));
});

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