SUBSCRIBE Ticker (DEPRECATING SOON)

SUB wss://ws.aevo.xyz

Returns instrument ticker information when its top of the book changes.

UPDATE TIME

Real Time

REQUEST

  • *op** string required
    Operation code allowed values: subscribe unsubscribe
  • *data** array of strings required
    Channel name in the format ticker:ASSET:INSTRUMENT_TYPE or ticker:INSTRUMENT_NAME.
    Eg. ticker:ETH:OPTION or ticker:ETH-31MAR23-1350-C.
  • ASSET allowed values: ETH
  • INSTRUMENT_TYPE allowed values : OPTION PERPETUAL

<details>

Example
{
	"op":"subscribe", 
	"data": ["ticker:ETH:OPTION"]
}

RESPONSE

  • *channel** string required
    Channel name in the format ticker:ASSET:INSTRUMENT_TYPE or ticker:INSTRUMENT_NAME.
    Eg. ticker:ETH:OPTION or ticker:ETH-31MAR23-1350-C.
data.timestampstringrequired
Update timestamp in UNIX timestamp in nanoseconds. Eg. 1680249600000000000
data.tickersarray of objectsrequired
Ticker information.
TICKER OBJECT
instrument_idstringrequired
Instrument ID number. Eg. 12
instrument_namestringrequired
Instrument name. Eg. ETH-24DEC22-1250-C
instrument_typestringrequired
Type of instrument. Allowed values: OPTIONPERPETUAL
funding_ratestring
Funding rate of the last epoch
next_funding_ratestring
Estimated funding rate of the next epoch

mark object required


Mark price details in price object format.

PRICE LEVEL OBJECT
pricestringrequired
Price in USD.
deltastringrequired
Option's Delta.
thetastringrequired
Option's Theta.
gammastringrequired
Option's Rho.
rhostringrequired
Option's Rho.
vegastringrequired
Option's Vega.
ivstringrequired
Implied volatility.
amountstring
Amount of contracts.

bid object required


Top bid details in ticker object format.

PRICE LEVEL OBJECT

ask object required


Top ask details in ticker object format.

PRICE LEVEL OBJECT

<details>

Example
{
    "channel": "ticker:ETH:OPTION",
    "data": {
        "timestamp": "1673436965238291661",
        "tickers": [
            {
                "instrument_id": 165,
                "instrument_name": "ETH-31MAR23-1350-C",
                "instrument_type": "OPTION",
              	"funding_rate": "0.000026",
                "next_funding_rate": "0.00002",
                "mark": {
                    "price": "140.007862",
                    "delta": "0.540531375408708",
                    "theta": "-0.9224266733203602",
                    "gamma": "0.0010828257944813621",
                    "rho": "1.2586305929021393",
                    "vega": "2.466304065911212",
                    "iv": "0.5898161402416873"
                },
                "bid": {
                    "price": "2",
                    "delta": "0.2159147503564693",
                    "theta": "-0.03033364841496897",
                    "gamma": "0.017935537671398397",
                    "rho": "0.6193026765188775",
                    "vega": "2.466304065911212",
                    "iv": "0.026280592178461275",
                    "amount": "10"
                },
                "ask": {
                    "price": "10",
                    "delta": "0.3756922766741976",
                    "theta": "-0.09391922572782523",
                    "gamma": "0.009719490995099413",
                    "rho": "1.063503444637495",
                    "vega": "2.466304065911212",
                    "iv": "0.06281820373274899",
                    "amount": "1"
                }
            }
        ]
    }
}