Messages
{
"id": 42,
"jsonrpc": "2.0",
"method": "public/subscribe",
"params": {
"channels": [
"markprice.options.btc_usd"
]
}
}{
"data": [
{
"instrument_name": "BTC-2JUN21-37000-P",
"iv": 0.9,
"mark_price": 0.0333,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-4JUN21-40500-P",
"iv": 0.9,
"mark_price": 0.117,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-4JUN21-38250-C",
"iv": 0.9,
"mark_price": 0.0177,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-1JUN21-37000-C",
"iv": 0.9,
"mark_price": 0.0098,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-4JUN21-36500-P",
"iv": 0.9,
"mark_price": 0.0371,
"timestamp": 1622470378005
}
]
}Market Data
markprice.options.(index_name)
Options mark price updates for the given index_name.
Use this channel to receive mark prices for options under the given index, useful for valuation, risk monitoring, and P&L calculations.
WSS
markprice.options.(index_name)
Messages
{
"id": 42,
"jsonrpc": "2.0",
"method": "public/subscribe",
"params": {
"channels": [
"markprice.options.btc_usd"
]
}
}{
"data": [
{
"instrument_name": "BTC-2JUN21-37000-P",
"iv": 0.9,
"mark_price": 0.0333,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-4JUN21-40500-P",
"iv": 0.9,
"mark_price": 0.117,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-4JUN21-38250-C",
"iv": 0.9,
"mark_price": 0.0177,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-1JUN21-37000-C",
"iv": 0.9,
"mark_price": 0.0098,
"timestamp": 1622470378005
},
{
"instrument_name": "BTC-4JUN21-36500-P",
"iv": 0.9,
"mark_price": 0.0371,
"timestamp": 1622470378005
}
]
}Subscription Request
type:object
Client sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.
Subscription Notification Data
type:object
Server sends subscription notification data
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