SUBSCRIBE Ticker Throttled (NEW)

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.timestampstringrequired
Update timestamp in UNIX timestamp in nanoseconds. Eg. 1680249600000000000

data.tickers array of objects required
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

markobjectrequired
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.

bidobjectrequired
Top bid details in ticker object format.

PRICE LEVEL OBJECT

askobjectrequired
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"
                }
            }
        ]
    }
}