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Ticker (Instrument Name) (Interval)

Channel Name Schema

ticker.{instrument_name}.{interval}

Periodically publishes ticker info (best bid / ask, instrument contraints, fees, etc.) for a single instrument.

Channel Parameters

instrument_name string required
Instrument name
interval string required
Interval in milliseconds
enum 100 1000

Notification Data

channel string required
Subscribed channel name
data object required
data.timestamp integer required
Timestamp of the ticker feed snapshot
data.instrument_ticker object required
Instrument of the ticker feed snapshot
data.instrument_ticker.amount_step string required
Minimum valid increment of order amount
data.instrument_ticker.base_asset_address string required
Blockchain address of the base asset
data.instrument_ticker.base_asset_sub_id string required
Sub ID of the specific base asset as defined in Asset.sol
data.instrument_ticker.base_currency string required
Underlying currency of base asset (ETH, BTC, etc)
data.instrument_ticker.base_fee string required
$ base fee added to every taker order
data.instrument_ticker.best_ask_amount string required
Amount of contracts / tokens available at best ask price
data.instrument_ticker.best_ask_price string required
Best ask price
data.instrument_ticker.best_bid_amount string required
Amount of contracts / tokens available at best bid price
data.instrument_ticker.best_bid_price string required
Best bid price
data.instrument_ticker.fifo_min_allocation string required
Minimum number of contracts that get filled using FIFO. Actual number of contracts that gets filled by FIFO will be the max between this value and (1 - pro_rata_fraction) x order_amount, plus any size leftovers due to rounding.
data.instrument_ticker.index_price string required
Index price
data.instrument_ticker.instrument_name string required
Instrument name
data.instrument_ticker.instrument_type string required
erc20, option, or perp
enum erc20 option perp
data.instrument_ticker.is_active boolean required
If True: instrument is tradeable within activation and deactivation timestamps
data.instrument_ticker.maker_fee_rate string required
Percent of spot price fee rate for makers
data.instrument_ticker.mark_price string required
Mark price
data.instrument_ticker.max_price string required
Maximum price at which an agressive buyer can be matched. Any portion of a market order that would execute above this price will be cancelled. A limit buy order with limit price above this value is treated as post only (i.e. it will be rejected if it would cross any existing resting order).
data.instrument_ticker.maximum_amount string required
Maximum valid amount of contracts / tokens per trade
data.instrument_ticker.min_price string required
Minimum price at which an agressive seller can be matched. Any portion of a market order that would execute below this price will be cancelled. A limit sell order with limit price below this value is treated as post only (i.e. it will be rejected if it would cross any existing resting order).
data.instrument_ticker.minimum_amount string required
Minimum valid amount of contracts / tokens per trade
data.instrument_ticker.option_details object or null required
Details of the option asset (if applicable)
data.instrument_ticker.option_details.expiry integer required
Unix timestamp of expiry date (in seconds)
data.instrument_ticker.option_details.index string required
Underlying settlement price index
data.instrument_ticker.option_details.option_type string required

enum C P
data.instrument_ticker.option_details.strike string required
data.instrument_ticker.option_details.settlement_price string or null
Settlement price of the option
data.instrument_ticker.option_pricing object or null required
Greeks, forward price, iv and mark price of the instrument (options only)
data.instrument_ticker.option_pricing.ask_iv string required
Implied volatility of the current best ask
data.instrument_ticker.option_pricing.bid_iv string required
Implied volatility of the current best bid
data.instrument_ticker.option_pricing.delta string required
Delta of the option
data.instrument_ticker.option_pricing.forward_price string required
Forward price used to calculate option premium
data.instrument_ticker.option_pricing.gamma string required
Gamma of the option
data.instrument_ticker.option_pricing.iv string required
Implied volatility of the option
data.instrument_ticker.option_pricing.mark_price string required
Mark price of the option
data.instrument_ticker.option_pricing.rho string required
Rho of the option
data.instrument_ticker.option_pricing.theta string required
Theta of the option
data.instrument_ticker.option_pricing.vega string required
Vega of the option
data.instrument_ticker.perp_details object or null required
Details of the perp asset (if applicable)
data.instrument_ticker.perp_details.aggregate_funding string required
Latest aggregated funding as per PerpAsset.sol
data.instrument_ticker.perp_details.funding_rate string required
Current hourly funding rate as per PerpAsset.sol
data.instrument_ticker.perp_details.index string required
Underlying spot price index for funding rate
data.instrument_ticker.perp_details.max_rate_per_hour string required
Max rate per hour as per PerpAsset.sol
data.instrument_ticker.perp_details.min_rate_per_hour string required
Min rate per hour as per PerpAsset.sol
data.instrument_ticker.perp_details.static_interest_rate string required
Static interest rate as per PerpAsset.sol
data.instrument_ticker.pro_rata_amount_step string required
Pro-rata fill share of every order is rounded down to be a multiple of this number. Leftovers of the order due to rounding are filled FIFO.
data.instrument_ticker.pro_rata_fraction string required
Fraction of order that gets filled using pro-rata matching. If zero, the matching is full FIFO.
data.instrument_ticker.quote_currency string required
Quote currency (USD for perps, USDC for options)
data.instrument_ticker.scheduled_activation integer required
Timestamp at which became or will become active (if applicable)
data.instrument_ticker.scheduled_deactivation integer required
Scheduled deactivation time for instrument (if applicable)
data.instrument_ticker.taker_fee_rate string required
Percent of spot price fee rate for takers
data.instrument_ticker.tick_size string required
Tick size of the instrument, i.e. minimum price increment
data.instrument_ticker.timestamp integer required
Timestamp of the ticker feed snapshot
data.instrument_ticker.stats object required
Aggregate trading stats for the last 24 hours
data.instrument_ticker.stats.contract_volume string required
Number of contracts traded during last 24 hours
data.instrument_ticker.stats.high string required
Highest trade price during last 24h
data.instrument_ticker.stats.low string required
Lowest trade price during last 24h
data.instrument_ticker.stats.num_trades string required
Number of trades during last 24h
data.instrument_ticker.stats.open_interest string required
Current total open interest
data.instrument_ticker.stats.percent_change string required
24-hour price change expressed as a percentage. Options: percent change in vol; Perps: percent change in mark price
data.instrument_ticker.stats.usd_change string required
24-hour price change in USD.
data.instrument_ticker.mark_price_fee_rate_cap string or null
Percent of option price fee cap, e.g. 12.5%, null if not applicable

Example

Subscriptions are only available via websockets.

{request_example_javascript}
{request_example_python}

Notification messages on this channel will look like this:

{response_example_json}