API Reference
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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"
                }
            }
        ]
    }
}