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API Reference

Get Perp Impact Twap

Method Name

public/get_perp_impact_twap

Get the TWAPs for the perp mid price, ask impact price, and bid impact price

Parameters

currencystringrequired
Currency
end_timeintegerrequired
End time
start_timeintegerrequired
Start time

Response

idstring or integerrequired
resultobjectrequired
result.ask_impact_diff_twapstringrequired
TWAP of the difference of ask impact price and spot price
result.bid_impact_diff_twapstringrequired
TWAP of the difference of bid impact price and spot price
result.currencystringrequired
Currency
result.mid_price_diff_twapstringrequired
TWAP of the difference of mid price and spot price

Example

{request_example_shell}
{request_example_javascript}
{request_example_python}

The above command returns JSON structured like this:

{response_example_json}