Market
GET
all
GET
allGET
/v1/market/all
Fetch all market data used in Moby.
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/all \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"market": {
"BTC": {
"expiries": [...],
"options": {...}
},
"ETH": {
"expiries": [...],
"options": {...}
}
},
"futuresIndices": {...},
"riskFreeRates": {...},
"olpStats": {...},
"options": {...},
"olpGreeks": {...},
"olpAssetAmounts": {...},
"olpUtilityRatio": {...}
}
Properties in the Response
market
Object
Contains market data for various cryptocurrencies.
market.BTC
Object
Contains data related to Bitcoin (BTC) market.
market.BTC.expiries
Array
An array of expiry dates for BTC options.
market.BTC.options
Object
Contains BTC options data.
market.ETH
Object
Contains data related to Ethereum (ETH) market. Structure of object is same as BTC.
futuresIndices
Object
The value of futures index regarding underlying assets.
riskFreeRates
Object
Risk-free rates corresponding all active options' each underlying asset and its expiry
olpStats
Object
Contains OLP (Option Liquidity Pool) statistics: greeks, assetAmounts, and utilityRatio for each vault.
options
Object
Contains all active and inactive instrument data.
olpGreeks
Object
Contains Greek metrics (e.g., delta, gamma) for each OLP.
olpAssetAmounts
Object
Contains the utilizedAmount, availableAmount, depositedAmount of all underlying assets and vault in OLP.
olpUtilityRatio
Object
Calculate the sum of all utilizedAsset and depositedAsset amounts in USD to display utilizedUsd and depositedUsd for each OLP
GET
Spot Price
GET
Spot PriceGET
/v1/market/spotPrice
Fetch spot prices of all supported underlying asset in Moby.
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/spotPrice \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"BTC": 59185.00333333333,
"btc": 59185.00333333333,
"ETH": 3110.6466666666665,
"eth": 3110.6466666666665,
"USDC": 1.0000666666666667,
"usdc": 1.0000666666666667
}
GET
instrumentList
GET
instrumentListGET
/v1/market/instrumentList
Fetch the name of all active and inactive instruments.
Path Parameters
instrument_name*
String
The name of instrument which is active. You can query the list of instrument_name via here.
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/instrumentList \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"instruments": {
"active": [...],
"inactive": [...]
},
"updatedAt": 1720575152781
}
GET
instrument
GET
instrumentGET
/v1/market/instrument/{instrument_name}
Fetch the information of certain instrument by its name.
Path Parameters
instrument_name*
String
The name of instrument which is active. You can query the list of instrument_name via here.
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/instrument/BTC-10JUL24-57500-P \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"optionId": "0x000100668e3f8000000000e09c00000000000000000000000000000000000000",
"strikePrice": 57500,
"markIv": 0.4763663587432049,
"markPrice": 133.64147670623424,
"riskPremiumRateForBuy": 0.00030108891800288804,
"riskPremiumRateForSell": 0.013620006349789781,
"delta": -0.2851112950414407,
"gamma": 0.0004545865894053803,
"vega": 5.324574907963104,
"theta": -474.02275519292436,
"isActive": true
}
GET
Forecast Execution Price for Buy Position
GET
Forecast Execution Price for Buy PositionGET
/v1/market/forecastExecutionPrice/buy
Keep in mind that the forecasted value is dynamic, so the actual value may differ at the time of trade.
Estimate the execution price for a specific instrument and option contract size for buying position.
Query Parameters
instrument*
String
The name of instrument which is active. You can query the list of instrument_name via here.
size*
number
The amount of option contracts that you want to buy
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/forecastExecutionPrice/buy?instrument=BTC-19JUL24-66000-P&size=3 \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
You can estimate the risk premium(RP) and total execution prices through the response.
{
"RP_rate": 0.0030122401844937335,
"G0_delta": -3.076047014405784,
"G0_vega": 146.31805031870834,
"G0_theta": -444.33322715213035,
"G1_delta": -1.4449699935214169,
"G1_vega": 87.62053705108039,
"G1_theta": 398.74707515601676,
"UG_delta": 33.59971322022118,
"UG_vega": 0.3987695145573606,
"UG_theta": 0.8506829912102671,
"forecast": {
"markPrice": 1374.5565772454065,
"size": 3,
"RP": 4.140494557838778,
"singleOptionPrice": 1378.6970718032453,
"totalOptionPrice": 4136.091215409736,
"tradeFee": 59.007534,
"totalExecutionPrice": 4195.098749409736
}
}
Properties in the Response
Additional Context
G0 (Original Greeks):
Represents the initial Greeks (
delta
,vega
,theta
) of the existing OLP before any new trade is factored in.These values are critical for understanding the baseline risk parameters.
G1 (Updated Greeks):
Represents the updated Greeks after accounting for the new trade.
These values reflect the adjusted risk parameters post-trade, showing the immediate impact of the new position.
UG (Unit Greeks):
Scaled and adjusted values of the updated Greeks (
G1
).These normalized values are used for calculating the risk premium rate, taking into account the size of the OLP and other scaling factors.
RP_rate
number
The risk premium rate applied to the forecast execution price.
G0_delta
number
The initial delta value of the OLP Greeks before the new trade.
G0_vega
number
The initial vega value of the OLP Greeks before the new trade.
G0_theta
number
The initial theta value of the OLP Greeks before the new trade.
G1_delta
number
The updated delta value of the OLP Greeks after the new trade.
G1_vega
number
The updated vega value of the OLP Greeks after the new trade.
G1_theta
number
The updated theta value of the OLP Greeks after the new trade.
UG_delta
number
The scaled and adjusted (Unit) delta value for calculating the risk premium.
UG_vega
number
The scaled and adjusted (Unit) vega value for calculating the risk premium.
UG_theta
number
The scaled and adjusted (Unit) theta value for calculating the risk premium.
forecast
object
Contains detailed forecast data for the execution price.
forecast.markPrice
number
The current mark price of the instrument.
forecast.size
number
The size of the position for which the execution price is forecasted.
forecast.RP
number
The risk premium (RP) of a single option.
forecast.singleOptionPrice
number
The price of a single option including the risk premium.
forecast.totalOptionPrice
number
The total price for the specified size of options.
forecast.tradeFee
number
The fee for executing the trade.
forecast.totalExecutionPrice
number
The total execution price including trade fees and risk premiums.
GET
Forecast Execution Price for Sell Position
GET
Forecast Execution Price for Sell PositionGET
/v1/market/forecastExecutionPrice/sell
Keep in mind that the forecasted value is dynamic, so the actual value may differ at the time of trade.
Estimate the execution price for a specific instrument and option contract size for selling position.
Query Parameters
instrument*
String
The name of instrument which is active. You can query the list of instrument_name via here.
size*
number
The amount of option contracts that you want to sell
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/forecastExecutionPrice/sell?instrument=BTC-19JUL24-66000-P&size=3 \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"RP_rate": 0.03792843087288748,
"G0_delta": -3.0365582425903628,
"G0_vega": 150.48604291046834,
"G0_theta": -455.133828188879,
"G1_delta": -4.5994947568479,
"G1_vega": 209.77247541582796,
"G1_theta": -1303.9947987846938,
"UG_delta": 90.8652681843935,
"UG_vega": 0.858533916923668,
"UG_theta": 3.071134592865212,
"forecast": {
"markPrice": 1292.3400473676884,
"size": 3,
"RP": 49.016430150849494,
"singleOptionPrice": 1243.3236172168388,
"totalOptionPrice": 3729.970851650516,
"tradeFee": 59.145684,
"totalExecutionPrice": 3789.116535650516
}
}
Response Properties
RP_rate
number
The risk premium rate applied to the forecast execution price.
G0_delta
number
The initial delta value of the OLP Greeks before the new trade.
G0_vega
number
The initial vega value of the OLP Greeks before the new trade.
G0_theta
number
The initial theta value of the OLP Greeks before the new trade.
G1_delta
number
The updated delta value of the OLP Greeks after the new trade.
G1_vega
number
The updated vega value of the OLP Greeks after the new trade.
G1_theta
number
The updated theta value of the OLP Greeks after the new trade.
UG_delta
number
The scaled and adjusted (Unit) delta value for calculating the risk premium.
UG_vega
number
The scaled and adjusted (Unit) vega value for calculating the risk premium.
UG_theta
number
The scaled and adjusted (Unit) theta value for calculating the risk premium.
forecast
object
Contains detailed forecast data for the execution price.
forecast.markPrice
number
The current mark price of the instrument.
forecast.size
number
The size of the position for which the execution price is forecasted.
forecast.RP
number
The risk premium (RP) of a single option.
forecast.singleOptionPrice
number
The price of a single option including the risk premium.
forecast.totalOptionPrice
number
The total price for the specified size of options.
forecast.tradeFee
number
The fee for executing the trade.
forecast.totalExecutionPrice
number
The total execution price including trade fees and risk premiums.
GET
Option ID by Instrument
GET
Option ID by InstrumentGET
/v1/market/optionIdByInstrument/{instrument}
The concepts of optionId and optionTokenId may cause confusion as they are different. Please refer to Appendix 2 for more details.
Fetch the optionId by querying with instrument name.
Path Parameters
instrument*
String
The name of instrument which is active. You can query the list of instrument_name via here.
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/optionIdByInstrument/BTC-10JUL24-57500-P \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"instrument": "BTC-10JUL24-57500-P",
"optionId": "0x000100668e3f8000000000e09c"
}
GET
A list of Instruments by Option ID
GET
A list of Instruments by Option IDGET
/v1/market/instrumentsByOptionId/{instrument}
The concepts of optionId and optionTokenId may cause confusion as they are different. Please refer to Appendix 2 for more details.
Fetch the instrument list related with optionId.
Path Parameters
optionId*
String(hex)
The encoded type of instrument information.
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/instrumentsByOptionId/0x000100668e3f8000000000e09c \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"optionId": "0x000100668e3f8000000000e09c",
"instruments": [
"BTC-10JUL24-57500-C",
"BTC-10JUL24-57500-P"
]
}
GET
optionTokenId by Instrument Name
GET
optionTokenId by Instrument NameGET
/v1/market/optionTokenIdByInstrument/{instrument}/{buyOrSell}
The concepts of optionId and optionTokenId may cause confusion as they are different. Please refer to Appendix 2 for more details.
Fetch the instrument list related with optionId.
Path Parameters
instrument*
String
The name of instrument.
buyOrSell*
String
The direction of the position.
option: ["buy
", "sell
"]
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/optionTokenIdByInstrument/BTC-10JUL24-57500-P/buy \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"optionTokenId": "0x1769611959806549332523790152232844486013328925062407377440073165073022976",
"instrument": "BTC-10JUL24-57500-P",
"buyOrSell": "buy",
"vaultType": "sVault"
}
GET
A list of Instruments by optionTokenId
GET
A list of Instruments by optionTokenId GET
/v1/market/instrumentsByOptionTokenId/{optionTokenId}
The concepts of optionId and optionTokenId may cause confusion as they are different. Please refer to Appendix 2 for more details.
Fetch all composed instruments given an optionTokenId.
Path Parameters
optionTokenId*
String(bytes)
ID of ERC-1155 option token
Query Examples
curl --request GET \
--url https://api.moby.trade/v1/market/instrumentsByOptionTokenId/0x1769611959806549332523790152232844486013328925062407377440073165073022976 \
--header 'accept: application/json' \
--header 'content-type: application/json'
Response Examples
{
"optionTokenId": "0x1769611959806549332523790152232844486013328925062407377440073165073022976",
"instruments": ["BTC-10JUL24-57500-P"],
"isBuys": [true],
"strategy": "BuyPut"
}
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