event_time
et |
string |
False
None |
Time at which the event was emitted in unix nanoseconds |
instrument
i |
string |
False
None |
The readable instrument name:- Perpetual:
ETH_USDT_Perp - Future:
BTC_USDT_Fut_20Oct23 - Call:
ETH_USDT_Call_20Oct23_2800 - Put:
ETH_USDT_Put_20Oct23_2800
|
mark_price
mp |
string |
False
None |
The mark price of the instrument, expressed in 9 decimals |
index_price
ip |
string |
False
None |
The index price of the instrument, expressed in 9 decimals |
last_price
lp |
string |
False
None |
The last traded price of the instrument (also close price), expressed in 9 decimals |
last_size
ls |
string |
False
None |
The number of assets traded in the last trade, expressed in base asset decimal units |
mid_price
mp1 |
string |
False
None |
The mid price of the instrument, expressed in 9 decimals |
best_bid_price
bb |
string |
False
None |
The best bid price of the instrument, expressed in 9 decimals |
best_bid_size
bb1 |
string |
False
None |
The number of assets offered on the best bid price of the instrument, expressed in base asset decimal units |
best_ask_price
ba |
string |
False
None |
The best ask price of the instrument, expressed in 9 decimals |
best_ask_size
ba1 |
string |
False
None |
The number of assets offered on the best ask price of the instrument, expressed in base asset decimal units |
funding_rate_8h_curr
fr |
string |
False
None |
The current funding rate of the instrument, expressed in percentage points |
funding_rate_8h_avg
fr1 |
string |
False
None |
The average funding rate of the instrument (over last 8h), expressed in percentage points |
interest_rate
ir |
string |
False
None |
The interest rate of the underlying, expressed in centibeeps (1/100th of a basis point) |
forward_price
fp |
string |
False
None |
[Options] The forward price of the option, expressed in 9 decimals |
buy_volume_24h_b
bv |
string |
False
None |
The 24 hour taker buy volume of the instrument, expressed in base asset decimal units |
sell_volume_24h_b
sv |
string |
False
None |
The 24 hour taker sell volume of the instrument, expressed in base asset decimal units |
buy_volume_24h_q
bv1 |
string |
False
None |
The 24 hour taker buy volume of the instrument, expressed in quote asset decimal units |
sell_volume_24h_q
sv1 |
string |
False
None |
The 24 hour taker sell volume of the instrument, expressed in quote asset decimal units |
high_price
hp |
string |
False
None |
The 24 hour highest traded price of the instrument, expressed in 9 decimals |
low_price
lp1 |
string |
False
None |
The 24 hour lowest traded price of the instrument, expressed in 9 decimals |
open_price
op |
string |
False
None |
The 24 hour first traded price of the instrument, expressed in 9 decimals |
open_interest
oi |
string |
False
None |
The open interest in the instrument, expressed in base asset decimal units |
long_short_ratio
ls1 |
string |
False
None |
The ratio of accounts that are net long vs net short on this instrument |