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Get Tickers

Method Name

public/get_tickers

Get tickers information (best bid / ask, stats, etc.) for a multiple instruments.

For most up to date stream of tickers, use the ticker.<instrument_name>.<interval> channels.

Parameters

currency  string required
Underlying currency of asset (ETH, BTC, etc)

instrument_type  string required
erc20, option, or perp
enum erc20 option perp

expiry_date  string
Expiry date in the form YYYYMMDD. Required for options.

Response

id  string or integer required

result  array of objects required

result[]. A  string required
Amount of contracts / tokens available at best ask price

result[]. B  string required
Amount of contracts / tokens available at best bid price

result[]. I  string required
Index price

result[]. M  string required
Mark price

result[]. a  string required
Best ask price

result[]. b  string required
Best bid price

result[]. f  string or null required
Current hourly funding rate

result[]. maxp  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).

result[]. minp  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).

result[]. option_pricing  object or null required
Greeks, forward price, iv and mark price of the instrument (options only)

result[].option_pricing. ai  string required
Implied volatility of the current best ask

result[].option_pricing. bi  string required
Implied volatility of the current best bid

result[].option_pricing. d  string required
Delta of the option

result[].option_pricing. df  string required
Discount factor used to calculate option premium

result[].option_pricing. f  string required
Forward price used to calculate option premium

result[].option_pricing. g  string required
Gamma of the option

result[].option_pricing. i  string required
Implied volatility of the option

result[].option_pricing. r  string required
Rho of the option

result[].option_pricing. t  string required
Theta of the option

result[].option_pricing. v  string required
Vega of the option

result[]. t  integer required
Creation timestamp of the snapshot in milliseconds

result[]. stats  object required
Aggregate trading stats for the last 24 hours

result[].stats. c  string required
Number of contracts traded during last 24 hours

result[].stats. h  string required
Highest trade price during last 24h

result[].stats. l  string required
Lowest trade price during last 24h

result[].stats. n  integer required
Number of trades during last 24h

result[].stats. oi  string required
Current total open interest

result[].stats. p  string required
Options: 24hr percent change in premium; Perps: 24hr percent change in mark price

result[].stats. pr  string required
Premium volume traded during last 24 hours

result[].stats. v  string required
Notional volume traded during last 24 hours

Example

{request_example_shell}
{request_example_javascript}
{request_example_python}

The above command returns JSON structured like this:

{response_example_json}