market:options:liquidations

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.

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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:liquidations", { "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.
period	`string`	'minutely' 'hourly' 'daily'

Response

"result": {
  "exchange": "deribit",
  "instrument": "ETH-30SEP22-9000-P",
  "timestamp": 1637916913907,
  "originalQuantity": 2.0,
  "price": 0.001,
  "side": "BUY",
  "status": null,
  "type": null,
  "timeInForce": null,
  "action": null,
  "orderId": "ETH-104154743"
}

Field	Type	Description
exchange	`string`	The exchange.
timestamp	`number`	The time at which the liquidation took place.
originalQuantity	`number`	The original quantity before the liquidation occurred.
price	`number`	The price of the instrument at the time of the liquidation.
side	`string`	The direction of the trade.
status	`string`	The status of the liquidation.
type	`string`	The type of liquidation.
timeInForce	`string`	How long the order is to remain active before it is executed or expires, for example: IOC: immediate-or-cancel FOK: fill-or-kill GTC: good-'till-canceled etc
action	`string`	The type of action taken during the liquidation process (for example: delete, insert, update, etc).
orderId	`string`	The order identifier.

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

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

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Request

Response

Example

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Note: