SUBSCRIBE Ticker

UPDATE TIME

Real Time

Request

Field	Type	Required	Description
data	array of strings	Yes	Channel name in the format ticker:ASSET:INSTRUMENT_TYPE or ticker:INSTRUMENT_NAME. Example: ticker:ETH:OPTION or ticker:ETH-31MAR23-1350-C.
op	string	Yes	Operation code allowed values: subscribe unsubscribe

• ASSET allowed values: ETH

• INSTRUMENT_TYPE allowed values : OPTION PERPETUAL

Example

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

Response

Field	Type	Required	Description
data.timestamp	string	Yes	Update timestamp in UNIX timestamp in nanoseconds. Example: 1680249600000000000
data.tickers	array of objects	Yes	Ticker information.
data.tickers[].instrument_id	string	Yes	Instrument ID number. Example: 12
data.tickers[].instrument_name	string	Yes	Instrument name. Example: ETH-24DEC22-1250-C
data.tickers[].instrument_type	string	Yes	Type of instrument. Allowed values: OPTION PERPETUAL
data.tickers[].funding_rate	string	No	Funding rate of the last epoch
data.tickers[].next_funding_rate	string	No	Estimated funding rate of the next epoch
data.tickers[].mark	object	Yes	Mark price details in price object format.
data.tickers[].mark.price	string	Yes	Price in USD.
data.tickers[].mark.delta	string	Yes	Option's Delta.
data.tickers[].mark.theta	string	Yes	Option's Theta.
data.tickers[].mark.gamma	string	Yes	Option's Rho.
data.tickers[].mark.rho	string	Yes	Option's Rho.
data.tickers[].mark.vega	string	Yes	Option's Vega.
data.tickers[].mark.iv	string	Yes	Implied volatility.
data.tickers[].mark.amount	string	No	Amount of contracts.
data.tickers[].bid	object	Yes	Top bid details in ticker object format.
data.tickers[].ask	object	Yes	Top ask details in ticker object format.
channel	string	Yes	Channel name in the format ticker:ASSET:INSTRUMENT_TYPE or ticker:INSTRUMENT_NAME. Example: ticker:ETH:OPTION or ticker:ETH-31MAR23-1350-C.

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"
                }
            }
        ]
    }
}