Market object
HTTP Request
GET /api/v1/global/data/marketObject
Get real time Market object by source, base currency, quote currency
Supported exchanges and assets (baseCurrency/quoteCurrency)
DERIBIT: BTC/USD, ETH/USD, SOL/USDC, XRP/USDC
OKX: BTC/USD, ETH/USD
BYBIT: BTC/USDC, ETH/USDC, SOL/USDC
Request Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| baseCurrency | String | Yes | Base currency:BTC,ETH,SOL,XRP |
| quoteCurrency | String | Yes | Quote currency:USD,USDC |
| source | String | Yes | Exchange type:DERIBIT,OKX,BYBIT |
Response Parameters
| Parameter | Type | Description |
|---|---|---|
| baseCurrency | String | Base currency ticker |
| quoteCurrency | String | Quote currency ticker |
| source | String | User defined source |
| observationTimestamp | Num | Last observation timestamp (in seconds) |
| spotPrice | Num | Current spot price |
| perpetualPrice | Num | Perpetual price |
| forwardPivots | Dict | key: expiryTimestamp value: dict: askPrice, bidPrice, midPrice, markPrice, kind: "future", "spot", "synthetic" |
| sviCoeffs | Dict | key: expiryTimestamp value: dict: alpha, beta, rho, m, sigma, totalError: average deviation of markPrice vs SVI model |
| sabrCoeffs | Dict | key: expiryTimestamp value: dict: alpha, beta, rho, v, totalError: average deviation of markPrice vs SABR model |
Request Example
GET /api/v1/global/data/marketObject?baseCurrency=BTC"eCurrency=USD&source=DERIBIT
Response Example
{
"baseCurrency": "BTC",
"quoteCurrency": "USD",
"source": "DERIBIT",
"observationTimestamp": 1717710558,
"spotPrice": 70761.51,
"perpetualPrice": 70773.75,
"forwardPivots": {
"1717747200": {
"askPrice": 70810.0,
"bidPrice": 70792.5,
"midPrice": 70801.25,
"markPrice": 70803.51,
"kind": "future"
},
"1721980800": {
"askPrice": 72310.0,
"bidPrice": 72255.0,
"midPrice": 72282.5,
"markPrice": 72279.47,
"kind": "future"
},
"1743148800": {
"askPrice": 78727.5,
"bidPrice": 78722.5,
"midPrice": 78725.0,
"markPrice": 78722.8,
"kind": "future"
},
"1727424000": {
"askPrice": 74017.5,
"bidPrice": 73975.0,
"midPrice": 73996.25,
"markPrice": 73999.56,
"kind": "future"
},
"1718352000": {
"askPrice": 70995.0,
"bidPrice": 70982.5,
"midPrice": 70988.75,
"markPrice": 70994.93,
"kind": "future"
},
"1717710558": {
"askPrice": 0.0,
"bidPrice": 0.0,
"midPrice": 0.0,
"markPrice": 70761.51,
"kind": "spot"
},
"1735286400": {
"askPrice": 76507.5,
"bidPrice": 76442.5,
"midPrice": 76475.0,
"markPrice": 76472.17,
"kind": "future"
},
"1719561600": {
"askPrice": 71377.5,
"bidPrice": 71372.5,
"midPrice": 71375.0,
"markPrice": 71371.6,
"kind": "future"
}
},
"sviCoeffs": {
"1725004800": {
"alpha": 0.025673483602431473,
"beta": 0.11494018051894299,
"rho": -0.36189665930549164,
"m": -0.3042854457337166,
"sigma": 0.4371245069858711,
"totalError": 5.802713742824959E-4
},
"1717747200": {
"alpha": 1.4393603868216332E-4,
"beta": 0.004600178516460884,
"rho": 0.009847247065145809,
"m": 0.0020511111632485514,
"sigma": 0.007785236820197294,
"totalError": 8.828035475413424E-4
},
"1721980800": {
"alpha": 0.016438401396247606,
"beta": 0.07022605760515549,
"rho": -0.33290996833737635,
"m": -0.22009850607302825,
"sigma": 0.3256612705688549,
"totalError": 3.774988174379429E-4
},
"1717833600": {
"alpha": -0.0026953192551477452,
"beta": 0.03408938733968811,
"rho": -0.3011506169851251,
"m": -0.04079494205349954,
"sigma": 0.11077804122847688,
"totalError": 0.0013852640137705587
},
"1717920000": {
"alpha": -5.308302194274587E-4,
"beta": 0.021495677468746633,
"rho": -0.3448056277288593,
"m": -0.04117212481412836,
"sigma": 0.07986282737531966,
"totalError": 7.002938334873618E-4
},
"1718956800": {
"alpha": 0.005623198775831136,
"beta": 0.0431238404274563,
"rho": -0.570269910341639,
"m": -0.10079212279212897,
"sigma": 0.08777817850702871,
"totalError": 0.0011379227339891156
},
"1743148800": {
"alpha": 0.3271771857754393,
"beta": 0.05996135048571632,
"rho": 0.6380837633947264,
"m": -0.07257534734343034,
"sigma": 0.21383800098393618,
"totalError": 0.0015176187895083197
},
"1727424000": {
"alpha": 0.040189121625451595,
"beta": 0.11417177902039384,
"rho": -0.27117312955560063,
"m": -0.35248037054151327,
"sigma": 0.5955385034639195,
"totalError": 9.398954041591455E-4
},
"1718352000": {
"alpha": 0.002749382319602768,
"beta": 0.032882435329195915,
"rho": -0.5785142141816423,
"m": -0.07295062519684911,
"sigma": 0.06244894716726583,
"totalError": 0.0010779444777110996
},
"1735286400": {
"alpha": 0.13374123726152906,
"beta": 0.10729212330188664,
"rho": 0.122486857966273,
"m": -0.18115583968073148,
"sigma": 0.817359241195223,
"totalError": 5.137213131489928E-4
},
"1719561600": {
"alpha": 0.009342161206767079,
"beta": 0.04709297151557383,
"rho": -0.553428140122611,
"m": -0.14073552158900818,
"sigma": 0.12258526500223044,
"totalError": 8.455671384111999E-4
}
},
"sabrCoeffs": {
"1725004800": {
"alpha": 0.5541447315720568,
"beta": 1.0,
"rho": 0.16683312107489234,
"v": 0.9775751271404719,
"totalError": 0.0012551126068416668
},
"1717747200": {
"alpha": 0.37848989009049255,
"beta": 1.0,
"rho": -0.06237639725989793,
"v": 22.37812720143256,
"totalError": 0.001963170421985877
},
"1721980800": {
"alpha": 0.5259189228790185,
"beta": 1.0,
"rho": 0.1659999421043566,
"v": 1.1956580756020772,
"totalError": 8.712405494439104E-4
},
"1717833600": {
"alpha": 0.4652918904920955,
"beta": 1.0,
"rho": 0.06596100673165636,
"v": 10.566693325902566,
"totalError": 0.0016920890905441483
},
"1717920000": {
"alpha": 0.39543579462153544,
"beta": 1.0,
"rho": 0.11696338498714608,
"v": 6.915854772925559,
"totalError": 0.0010302497555584322
},
"1718956800": {
"alpha": 0.4612705975943283,
"beta": 1.0,
"rho": 0.08744802315554091,
"v": 2.809973386518802,
"totalError": 0.0031356502947773035
},
"1743148800": {
"alpha": 0.6397628355889061,
"beta": 1.0,
"rho": 0.20593656174042987,
"v": 0.4366005419926274,
"totalError": 0.002282751645121203
},
"1727424000": {
"alpha": 0.5819512935676516,
"beta": 1.0,
"rho": 0.17903759024694405,
"v": 0.7550764073223472,
"totalError": 0.0011803429978323563
},
"1718352000": {
"alpha": 0.4612634735287701,
"beta": 1.0,
"rho": 0.11121002750017016,
"v": 3.561963130326897,
"totalError": 0.0022718209699558365
},
"1735286400": {
"alpha": 0.6229772567470838,
"beta": 1.0,
"rho": 0.18001954379749494,
"v": 0.5571777873426932,
"totalError": 5.703859687075731E-4
},
"1719561600": {
"alpha": 0.4881694509708276,
"beta": 1.0,
"rho": 0.12359190487085481,
"v": 1.7994715425450707,
"totalError": 0.0020750256049579716
}
}
}