API Reference

SUBSCRIBE Ticker Throttled (NEW)

SUB wss://ws.aevo.xyz
Returns instrument ticker information when its top of the book changes and returns information such as: instrument data, funding rates, bid, asks and mark information.

UPDATE TIME

500ms

REQUEST

op string required
Operation code allowed values: subscribe unsubscribe
data array of strings required
Channel name in the format ticker-500ms:ASSET:INSTRUMENT_TYPE or ticker-500ms:INSTRUMENT_NAME.
Eg. ticker-500ms:ETH:OPTION or ticker-500ms:ETH-31MAR23-1350-C.
  • ASSET allowed values: ETH
  • INSTRUMENT_TYPE allowed values : OPTION PERPETUAL
Example 
{
	"op":"subscribe", 
	"data": ["ticker-500ms:ETH:OPTION"]
}

{
	"op":"subscribe", 
	"data": ["ticker-500ms:ETH-31MAR23-1350-C"]
}

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.timestamp string required
Update timestamp in UNIX timestamp in nanoseconds. Eg. 1680249600000000000
data.tickers array of objects required
Ticker information.

TICKER OBJECT
instrument_id string required
Instrument ID number. Eg. 12
instrument_name string required
Instrument name. Eg. ETH-24DEC22-1250-C
instrument_type string required
Type of instrument. Allowed values: OPTION PERPETUAL
funding_rate string
Funding rate of the last epoch
next_funding_rate string
Estimated funding rate of the next epoch
mark object required
Mark price details in price object format.
PRICE LEVEL OBJECT
price string required
Price in USD.
delta string required
Option's Delta.
theta string required
Option's Theta.
gamma string required
Option's Rho.
rho string required
Option's Rho.
vega string required
Option's Vega.
iv string required
Implied volatility.
amount string
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
Example 
{
    "channel": "ticker-500ms: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"
                }
            }
        ]
    }
}