WebSocket API

Block Scholes API covering real-time digital asset data

Connection URL: wss://prod-websocket-api.blockscholes.com/

1. Subscription Feeds Overview

The Block Scholes WebSocket API streams real-time pricing, implied volatility, and derived analytics over a single persistent connection. It is designed for clients that need continuous, low-latency updates and want to consume many datapoints from one socket rather than polling a REST endpoint.

The interface follows the JSON-RPC 2.0 standard. After authenticating, clients send a subscribe request describing one or more batches — groups of related datapoints to receive together — and the server pushes updates back over the same connection whenever the underlying values change. Subscriptions can optionally be EIP-712 signed for on-chain verification, making the same feeds usable as a pull-based oracle source.

At a glance

• One persistent WebSocket connection per client.

• JSON-RPC 2.0 messaging — authenticate, subscribe.

• Subscriptions are organised into batches, each with a configurable publishing rate, formatting options, and an optional client_id for in-place updates.

• Updates carry only changed values; clients should be event-driven, not poll-driven.

• Optional EIP-712 signatures on every update for trustless on-chain consumption.

1.1 Instrument Pricing

Feed Type	Feed Name	Description
Mark Price	mark.px	Mark prices for specified instruments.
Index Price	index.px	Index prices for specified assets.
Settlement Price	settlement.px	Time-weighted spot index price (TWAP) at or before expiry.

1.2 Implied Volatility Surface

Feed Type	Feed Name	Description
IV by Strike	strike.iv	Implied volatility for given strike prices.
IV by Delta	delta.iv	Implied volatility for specified delta levels.
IV by Moneyness	moneyness.iv	Implied volatility for specified moneyness levels.
IV Index	index.iv	Block Scholes Implied Volatility Index (BSIV).

1.3 Market Data

Feed Type	Feed Name	Description
Calibrated Model Parameters	model.params	Calibrated SVI model parameters.
Interest Rates	interest.rate	Forward-implied interest rates.

1.4 Realized Volatility

Feed Type	Feed Name	Description
Realized Volatility	realized.vol	Annualized realized volatility for supported assets.

2. Authentication

Connections must be authenticated before any subscriptions can be made. The API follows the JSON RPC 2.0 standard. Reach out for a free API key

2.1 Using API Key

Description: Authenticates the WebSocket connection using an API key.

Method: authenticate

Request:

{
  "jsonrpc": "2.0",
  "method": "authenticate",
  "params": {
    "api_key": "xxx"
  }
}

Request Explanation:

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		The method name. Must be "authenticate".
params	Object		Parameters object containing authentication credentials.
params.api_key	String		Your API key for authentication.

Response (Success):

{
  "jsonrpc": "2.0",
  "result": "ok"
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	String	Authentication result. "ok" indicates success.

---

3. Subscription Configuration

3.1 Batching

A batch is a group of related subscriptions sent in a single subscribe call and delivered together in a single update message. Each entry in batch[] is its own subscription — its own feed, instrument, and parameters — but they share a publishing cadence (frequency), formatting options, and (optionally) a client_id that lets you address and mutate the whole group as one unit.

Batching is the recommended way to consume multiple related datapoints. It cuts message overhead, keeps related values time-aligned in the same notification, and — via client_id — gives you a stable handle for swapping the batch's contents in place as your needs change (different strikes, new tenors, added or removed items) without tearing the subscription down and rebuilding it.

Batching Rules:

• Updates are sent only if values change. This means different batches may contain different subsets of datapoints of the total subscribed for.

• Batch frequency defines maximum publishing rate. Actual publish rate differs based on underlying datatype calculation frequency.

• Default limit: 10 items per batch (adjustable).

Key Batch Parameters:

Parameter	Type	Mandatory	Description
frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms etc
client_id	String		Optional batch identifier. Re-subscribing with the same client_id overwrites the previous batch in place — this is the canonical way to mutate an existing batch's contents (swap strikes, change tenors, add or remove items) without an explicit unsubscribe. Omit client_id to register an independent batch that cannot be overwritten by later subscriptions and must be torn down explicitly. The subscribe acknowledgement echoes the entire subscription back to you, and client_id is carried on every subsequent update notification's envelope.
batch	Array		Array of subscription entry parameters
batch[i].sid	String		Client-defined label for this batch item. Use it to attach your own context (currency, strike, tenor, internal row key, anything you need on the receiving side). The subscribe acknowledgement echoes the full subscription — so every sid comes back to you — and each subsequent update carries the matching sid under params.data.values[i].sid so you can map updates back to your own data structures
options	Object		Formatting and signature options. Please refer to Formatting Options.

Identifying batches and items

The API exposes two identifier hooks that serve different purposes. The subscribe acknowledgement echoes your entire subscription back — including client_id and every sid — so you can confirm the server registered exactly what you sent. Both identifiers are then carried on every subsequent update for that subscription.

sid is per item. Whatever you put on batch[i].sid comes back unchanged on every update for that entry under params.data.values[i].sid. The intent is to let you stash whatever context the receiving side needs — the instrument symbol, a row index, a tag like "BTC-100000-C-26DEC26", a downstream destination key — so your handler can demultiplex incoming values without re-deriving them from the feed name and request parameters.

client_id is per batch. Every update notification for that batch carries it on the parent envelope. Its load-bearing property is that re-subscribing with the same client_id replaces the existing batch in place: the previous contents are dropped and the new batch array becomes active, with no need to send unsubscribe first. This is how clients should update a live subscription. Subscriptions sent without a client_id are independent — they cannot be overwritten by later subscriptions and must be torn down explicitly via unsubscribe.

In practice, a typical client keeps a stable client_id per logical subscription group and a meaningful sid per item; updates can then be dispatched purely from those two echoed identifiers, with no parsing of the feed payload required.

---

3.2 EIP-712 Signing

Signing with EIP-712 signatures is supported for update messages as an optional feature, allowing integrity & provenance verification on-chain.

To enable, include the signature configuration along with domain information in the subscription request.

For type definitions and detailed verification schema, refer to the Pull Oracle documentation section.

Example with EIP-712 Signature:

{
  "jsonrpc": "2.0",
  "method": "subscribe",
  "params": [
    {
      "frequency": "1000ms",
      "batch": [ ... ],
      "options": {
        "format": {
          "timestamp": "ms",
          "hexify": true,
          "decimals": 9
        },
        "signature": {
          "domain": {
            "name": "TRIAL",
            "version": "1",
            "chain_id": "50000",
            "verifying_contract": "0x1111111111111111111111111111111111111111"
          }
        }
      }
    }
  ]
}

---

3.3 Formatting Options

The options.format object allows customization of data formatting in subscription responses.

Option	Type	Mandatory	Description
timestamp	String		Timestamp precision. Valid values: s (seconds), ms (milliseconds), ns (nanoseconds)
hexify	Boolean		If enabled, all numeric values will be transmitted as hex strings.
decimals	Integer or Object		Number of decimals to support for numerical types in the data. When signing is requested, numerical values will be scaled by 10decimals. When no signing is requested, numerical values will be rounded to the specified number of decimals. Integer applies to entire batch. Object allows per-sid precision (e.g., {"0x1": 9, "0x2": 5})

3.4 Retries and rate limits

3.4 Retries and rate limits

Subscribe operations are rate-limited via a per-API-key token bucket: each item added by a subscribe request consumes tokens, and the bucket refills over time up to a maximum burst size. The bucket is shared across every connection on your API key, so opening additional connections does not give you a larger bucket, and multiple in-flight subscribes compete for the same pool of tokens. Burst size and refill rate vary per plan and are not exposed by the API — contact your Block Scholes representative if you need your specific limits.

When a subscribe is rejected with a rate-limit error, retry only the specific subscribe that was rejected. Do not replay other batches you have in flight, and do not open new connections to re-send the same items — they all spend from the same bucket, so reissuing them just extends the throttle.

Recommended retry policy:

1. On the first rate-limit rejection of a subscribe, wait a few seconds before retrying that same subscribe.

2. If it's rejected again, double the wait, with a small amount of random jitter to avoid synchronised retries from multiple clients sharing your key.

3. Cap the wait at a sensible upper bound (e.g. one minute) — waiting longer than a fully-refilled bucket buys you nothing.

4. Reset the wait once the subscribe succeeds.

Larger batches need proportionally longer waits than smaller ones because every item consumes its own tokens.

Non-rate-limit errors are not retried with backoff. Permission denials, invalid parameters, unsupported instruments and the like will not succeed on retry — they need the request fixed. Resend the corrected subscribe immediately. On a partial failure where the response surfaces per-sid errors, resend only the failed items, not the whole batch.

Sanity check for client implementations:

• Treat rate-limit errors and validation errors as two distinct paths. Backoff applies to the first, never the second.

• The token bucket is per API key, not per connection — extra connections share the same bucket.

• On reconnect, re-issue your subscriptions in the same batches; previously-registered subscriptions do not survive a dropped connection. Stagger reconnect-time resubscribes if you have many, rather than firing them all at once.

• If you consistently hit the rate limit under normal operation, the answer is a plan adjustment so please reach out or fewer items per second — not more aggressive retry logic.

---

4. Subscription Feeds

4.1 Mark Price

Description: Streams live mark prices for specified instruments. Futures and options support any expiry of choice, and options support any strike of choice as well, allowing user to price any instrument.

Feed Name: mark.px Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "1000ms",
            "client_id": "mark_subscription_1",
            "batch": [{
                    "sid": "0x1",
                    "feed": "mark.px",
                    "asset": "option",
                    "base_asset": "BTC",
                    "quote_asset": "USD",
                    "model": "SVI",
                    "strike": 100000,
                    "type": "C",
                    "expiry": "2025-12-26T08:00:00Z"
                }, {
                    "sid": "0x2",
                    "feed": "mark.px",
                    "asset": "perpetual",
                    "base_asset": "BTC",
                    "quote_asset": "USDC"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 4
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be mark.px.
params.batch.asset	String		Asset type. Valid values: option, future, perpetual, spot.
params.batch.base_asset	String		The currency to be added to the provided feed. Please check the table for the Supported base assets.
params.batch.quote_asset	String		Quote asset (e.g. USD, USDT, USDC). Default: USD.
params.batch.model	String		The mathematical model used to fit market quotes and interpolate or extrapolate values. Allowed values: SVI Spline Default: SVI. Required for "options".
params.batch.strike	Integer/Float		Strike price. Required if asset is option.
params.batch.moneyness	Array		List of moneyness (strike / forward) values. Range: greater than 0, up to 4. Supply either strike or moneyness for options
params.batch.type	String		Option type. Valid values: C (Call), P (Put). Required if asset is option.
params.batch.expiry	ISO 8601 string		Expiry date/time. Required if asset is option or future.
params.options	Object		Formatting and signature options. See Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "client_id": "mark_subscription_1",
                "batch": [{
                        "sid": "0x1",
                        "feed": "mark.px",
                        "asset": "option",
                        "base_asset": "BTC",
                        "quote_asset": "USD",
                        "model": "SVI",
                        "strike": 100000,
                        "type": "C",
                        "expiry": "2025-12-26T08:00:00Z"
                    }, {
                        "sid": "0x2",
                        "feed": "mark.px",
                        "asset": "perpetual",
                        "base_asset": "BTC",
                        "quote_asset": "USDC"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 4
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "0x1",
                        "v": 9561.1178
                    }, {
                        "sid": "0x2",
                        "v": 103928.0873
                    }
                ],
                "timestamp": 1762261424000
            },
            "client_id": "mark_subscription_1"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The mark price value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.2 Option Greeks

Description: Streams option greeks — delta, gamma, vega, theta, volga, vanna — alongside the option's mark price. Greeks do not have a feed name of their own: they are an extension of the mark.px feed, requested by adding a greeks array to a mark.px batch item whose asset is option. Each requested greek is returned as its own field on the same value object as the mark price, on the same notification cadence.

Feed Name: mark.px (with greeks field set) Method: subscribe Applies to: options only — greeks are rejected for future, perpetual, or spot assets.

Request:

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "client_id": "greeks_subscription_1",
                "batch": [{
                        "sid": "0x1",
                        "feed": "mark.px",
                        "asset": "option",
                        "base_asset": "BTC",
                        "quote_asset": "USD",
                        "model": "SVI",
                        "strike": 100000,
                        "type": "C",
                        "expiry": "2025-12-26T08:00:00Z",
                        "greeks": ["delta", "gamma", "vega", "theta", "volga", "vanna"]
                    },
                    {
                        "sid": "0x2",
                        "feed": "mark.px",
                        "asset": "option",
                        "base_asset": "BTC",
                        "quote_asset": "USD",
                        "model": "SVI",
                        "moneyness": [0.95, 1.00, 1.05],
                        "type": "C",
                        "expiry": "2026-12-26T08:00:00Z",
                        "greeks": ["delta"]
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 4
                    }
                }
            }
        }
    ]
}

All fields match 4.1 Mark Price; the additional field is:

Field	Type	Mandatory	Description
params.batch.asset	String		Valid values: option
params.batch.greeks	Array		Greeks to compute and return alongside the mark price. Valid values: delta, gamma, vega, theta, volga, vanna
params.batch.greeks

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "0x1",
                        "v": 9561.1178,
                        "delta": 0.5217,
                        "gamma": 0.0001,
                        "vega": 142.3401,
                        "theta": -18.5621,
                        "volga": 22.7104,
                        "vanna": -3.0822
                    },
                    {
                        "sid": "0x2",
                        "moneyness": [0.95, 1.00, 1.05],
                        "v": [9561, 9400, 9300],
                        "delta": [0.6231, 0.5042, 0.3811]
                    }
                ],
                "timestamp": 1762261424000
            },
            "client_id": "greeks_subscription_1"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The mark price value.
params.data.values.delta	Float	Returned if delta was requested.
params.data.values.gamma	Float	Returned if gamma was requested.
params.data.values.vega	Float	Returned if vega was requested.
params.data.values.theta	Float	Returned if theta was requested.
params.data.values.volga	Float	Returned if volga was requested.
params.data.values.vanna	Float	Returned if vanna was requested.
params.data.timestamp	Integer	Timestamp when the data was recorded.

Greeks fields are only present in the update for the greeks that were listed in the greeks array on the request — fields you didn't request are omitted, not null.

---

4.3 Index Price

Description: Streams real-time index prices for specified assets.

Feed Name: index.px Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "1000ms",
            "client_id": "index_subscription_1",
            "batch": [{
                    "sid": "idx_1",
                    "feed": "index.px",
                    "asset": "spot",
                    "base_asset": "BTC",
                    "quote_asset": "USD",
                    "index_spread": true,
                }, {
                    "sid": "idx_2",
                    "feed": "index.px",
                    "asset": "future",
                    "base_asset": "ETH",
                    "quote_asset": "USDT",
                    "expiry": "2025-12-26T08:00:00Z"
                }, {
                    "sid": "idx_3",
                    "feed": "index.px",
                    "asset": "perpetual",
                    "exchange": "blockscholes",
                    "base_asset": "BTC"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 5
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be index.px.
params.batch.asset	String		Asset type. Valid values: spot, future, perpetual.
params.batch.base_asset	String		The base asset (ie. BTC)
params.batch.quote_asset	String		Quote asset (e.g. USD, USDT, USDC). Default: USD.
params.batch.expiry	ISO 8601 string		Expiry date/time. Required if asset is future.
params.batch.index_spread	bool		If true, includes the index bid/ask spread in the response. Default: false.
params.options	Object		Formatting and signature options. See Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "client_id": "index_subscription_1",
                "batch": [{
                        "sid": "idx_1",
                        "feed": "index.px",
                        "asset": "spot",
                        "base_asset": "BTC",
                        "quote_asset": "USDC,
                        "index_spread": true
                    }, {
                        "sid": "idx_2",
                        "feed": "index.px",
                        "asset": "future",
                        "base_asset": "ETH",
                        "quote_asset": "USDT",
                        "expiry": "2025-12-26T08:00:00Z"
                    }, {
                        "sid": "idx_3",
                        "feed": "index.px",
                        "asset": "perpetual",
                        "exchange": "blockscholes",
                        "base_asset": "BTC"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 5
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "idx_1",
                        "v": 103940.45269,
                        "s": 0.000432
                    }, {
                        "sid": "idx_2",
                        "v": 3518.75082
                    }, {
                        "sid": "idx_3",
                        "v": 103899.29266
                    }
                ],
                "timestamp": 1762261149500
            },
            "client_id": "index_subscription_1"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The index price value.
params.data.values.s	Float	Optional. The spread index value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.4 Settlement Price

Description: Streams real-time time-weighted spot index price at or before the specified expiry. The time weighting of the price is performed on the 31m worth of data leading up to settlement.

Feed Name: settlement.px Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "1000ms",
            "client_id": "settlement_subscription_1",
            "batch": [{
                    "sid": "0x01",
                    "feed": "settlement.px",
                    "expiry": "2025-12-26T20:00:00Z",
                    "base_asset": "AAVE"
                }, {
                    "sid": "0x02",
                    "feed": "settlement.px",
                    "expiry": "2025-12-14T17:55:00Z",
                    "base_asset": "SOL"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 9
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be settlement.px.
params.batch.expiry	ISO 8601 string		Settlement expiry date/time.
params.batch.base_asset	String		The base asset (ie. BTC)
params.options	Object		Formatting and signature options. See Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "client_id": "settlement_subscription_1",
                "batch": [{
                        "sid": "0x01",
                        "feed": "settlement.px",
                        "expiry": "2025-12-26T20:00:00Z",
                        "base_asset": "AAVE"
                    }, {
                        "sid": "0x02",
                        "feed": "settlement.px",
                        "expiry": "2025-12-14T17:55:00Z",
                        "base_asset": "SOL"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 9
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
id	Integer/String	The same identifier from the request.
result	Array	Array containing subscription confirmation objects.
result.batch	Object	Echo of the complete subscription configuration.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "0x01",
                        "v": 115537.32174749
                    }, {
                        "sid": "0x02",
                        "v": 185.432156789,
                    }
                ],
                "timestamp": 1762259941000
            },
            "client_id": "settlement_subscription_1"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The time-weighted average settlement price value.
params.data.values.is_final	Boolean	Indicates whether the settlement price is final. False if the request is made before or in the seconds immediately after the settlement datetime (expiry).
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.5 Implied Volatility by Strike

Description: Streams real-time implied volatility values at specific strike levels. The expiry and strike fields can take arbitrary values, enabling users to pick any point on the underlying volatility surface.

Feed Name: strike.iv Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "1000ms",
            "client_id": "strike_iv_1",
            "batch": [{
                    "sid": "s1",
                    "feed": "strike.iv",
                    "exchange": "composite",
                    "base_asset": "BTC",
                    "strike": [100000],
                    "expiry": "2025-12-26T08:00:00Z"
                }, {
                    "sid": "s2",
                    "feed": "strike.iv",
                    "exchange": "composite",
                    "base_asset": "BTC",
                    "strike": [200000],
                    "expiry": "2025-12-14T08:00:00Z"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 5
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be strike.iv.
params.batch.exchange	String		Exchange name (e.g., composite, deribit).
params.batch.base_asset	String		The base asset (ie. BTC)
params.batch.model	String		Model type. Valid values: SVI, Spline. Default: SVI.
params.batch.strike	String, Integer/Float, List[Float]		A list of strikes found on the given exchange (please refer to our catalog endpoint to obtain exchange-specific strikes), or "listed" to include all strikes currently listed on the exchange for the given expiry.
params.batch.expiry	ISO 8601 string		Expiry date/time.
params.options	Object		Formatting and signature options. See Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "client_id": "strike_iv_1",
                "batch": [{
                        "sid": "s1",
                        "feed": "strike.iv",
                        "exchange": "composite",
                        "base_asset": "BTC",
                        "strike": [100000],
                        "expiry": "2025-12-26T08:00:00Z"
                    }, {
                        "sid": "s2",
                        "feed": "strike.iv",
                        "exchange": "composite",
                        "base_asset": "BTC",
                        "strike": [200000],
                        "expiry": "2025-12-14T08:00:00Z"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 5
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "s1",
                        "strike": [100000.0],
                        "v": [0.46222]
                    }, {
                        "sid": "s2",
                        "strike": [200000.0],
                        "v": [0.64501]
                    }
                ],
                "timestamp": 1762259615500
            },
            "client_id": "strike_iv_1"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The implied volatility value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.6 Implied Volatility by Delta

Description: Streams real-time implied volatility values for specified delta levels. The expiry and delta fields can take arbitrary values, enabling users to pick any point on the underlying volatility surface.

Feed Name: delta.iv Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [
        {
            "frequency": "20000ms",
            "client_id": "BS_DELTA_TEST",
            "batch": [
                {
                    "sid": "0x101",
                    "feed": "delta.iv",
                    "exchange": "composite",
                    "base_asset": "BTC",
                    "expiry": "2025-12-26T08:00:00Z",
                    "delta": [0.5, 0.45, 0.1]
                },
                {
                    "sid": "0x102",
                    "feed": "delta.iv",
                    "exchange": "composite",
                    "base_asset": "BTC",
                    "expiry": "2025-12-14T08:00:00Z",
                    "delta": [0.2, 0.3]
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 5
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be delta.iv.
params.batch.exchange	String		Exchange name (e.g., composite, deribit).
params.batch.base_asset	String		The base asset (ie. BTC)
params.batch.model	String		Model type. Valid values: SVI, Spline. Default: SVI.
params.batch.delta	Float		Delta level. Valid values include: 0.5, 0.45, 0.40, 0.35, 0.30, 0.25, 0.20, 0.15, 0.10, 0.05, 0.04, 0.03, 0.02, 0.01 (both positive and negative).
params.batch.expiry	ISO 8601 string		Expiry date/time.
params.options	Object		Formatting and signature options. See Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "20000ms",
                "client_id": "BS_DELTA_TEST",
                "batch": [{
                        "sid": "0x101",
                        "feed": "delta.iv",
                        "exchange": "composite",
                        "base_asset": "BTC",
                        "expiry": "2025-12-26T08:00:00Z",
                        "delta": [0.5, 0.45, 0.1]
                    }, {
                        "sid": "0x102",
                        "feed": "delta.iv",
                        "exchange": "composite",
                        "base_asset": "BTC",
                        "expiry": "2025-12-14T08:00:00Z",
                        "delta": [0.2, 0.3]
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 5
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "0x101",
                        "delta": [0.1, 0.45, 0.5],
                        "v": [0.46448, 0.43855, 0.44285]
                    }, {
                        "sid": "0x102",
                        "delta": [0.2, 0.3],
                        "v": [0.42911, 0.42306]
                    }
                ],
                "timestamp": 1762258729500
            },
            "client_id": "BS_DELTA_TEST"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The implied volatility value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.7 Implied Volatility by Moneyness

Description: Streams real-time implied volatility values at given moneyness ratios (strike/forward). The expiry and moneyness fields can take arbitrary values, enabling users to pick any point on the underlying volatility surface.

Feed Name: moneyness.iv Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "20000ms",
            "client_id": "BS_MONEYNESS_TEST",
            "batch": [{
                    "sid": "0x101",
                    "feed": "moneyness.iv",
                    "exchange": "composite",
                    "base_asset": "ETH",
                    "expiry": "2025-12-14T08:00:00Z",
                    "moneyness": [0.5, 2, 1]
                }, {
                    "sid": "0x102",
                    "feed": "moneyness.iv",
                    "exchange": "composite",
                    "base_asset": "BTC",
                    "expiry": "30d",
                    "moneyness": [0.5, 2, 1]
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 5
                }

            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be moneyness.iv.
params.batch.exchange	String		Exchange name (e.g., composite, deribit).
params.batch.base_asset	String		The base asset (ie. BTC)
params.batch.model	String		Model type. Valid values: SVI, Spline. Default: SVI.
params.batch.moneyness	Float		Moneyness level. Valid values range from 0.1 to 3.0.
params.batch.expiry	ISO 8601 string		Expiry date/time.
params.options	Object		Formatting and signature options. See Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "20000ms",
                "client_id": "BS_MONEYNESS_TEST",
                "batch": [{
                        "sid": "0x101",
                        "feed": "moneyness.iv",
                        "exchange": "composite",
                        "base_asset": "ETH",
                        "expiry": "2025-12-14T08:00:00Z",
                        "moneyness": [0.5, 2, 1]
                    }, {
                        "sid": "0x102",
                        "feed": "moneyness.iv",
                        "exchange": "composite",
                        "base_asset": "BTC",
                        "expiry": "30d",
                        "moneyness": [0.5, 2, 1]
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 5
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "0x101",
                        "moneyness": [1.0, 2.0, 0.5],
                        "v": [0.68182, 0.87968, 1.03505]
                    }, {
                        "sid": "0x102",
                        "moneyness": [1.0, 2.0, 0.5],
                        "v": [0.43735, 0.75756, 0.82217]
                    }
                ],
                "timestamp": 1762258013000
            },
            "client_id": "BS_MONEYNESS_TEST"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The implied volatility value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.8 Implied Volatility Index (BSIV)

Description: Streams real-time Block Scholes Implied Volatility Index (BSIV) for constant tenors.

Feed Name: index.iv Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [
        {
            "frequency": "1000ms",
            "client_id": "BS_INDEX_IV_TEST",
            "batch": [
                {
                    "sid": "90d",
                    "feed": "index.iv",
                    "exchange": "composite",
                    "base_asset": "ETH",
                    "expiry": "90d"
                },
                {
                    "sid": "30d",
                    "feed": "index.iv",
                    "exchange": "composite",
                    "base_asset": "ETH",
                    "expiry": "30d"
                },
                {
                    "sid": "7d",
                    "feed": "index.iv",
                    "exchange": "composite",
                    "base_asset": "ETH",
                    "expiry": "7d"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 5
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be index.iv.
params.batch.exchange	String		Exchange name (e.g., composite).
params.batch.base_asset	String		The base asset (ie. BTC)
params.batch.expiry	String		Constant tenor (e.g. 7, 14, 30, 90, 180, 365)
params.options	Object		Formatting and signature options. See Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "client_id": "BS_INDEX_IV_TEST",
                "batch": [{
                        "sid": "90d",
                        "feed": "index.iv",
                        "exchange": "composite",
                        "base_asset": "ETH",
                        "model": "SVI",
                        "expiry": "90d"
                    }, {
                        "sid": "30d",
                        "feed": "index.iv",
                        "exchange": "composite",
                        "base_asset": "ETH",
                        "model": "SVI",
                        "expiry": "30d"
                    }, {
                        "sid": "7d",
                        "feed": "index.iv",
                        "exchange": "composite",
                        "base_asset": "ETH",
                        "model": "SVI",
                        "expiry": "7d"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 5
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "v": 72.37018,
                        "sid": "90d"
                    }, {
                        "v": 74.15651,
                        "sid": "30d"
                    }, {
                        "v": 76.38079,
                        "sid": "7d"
                    }
                ],
                "timestamp": 1762257552500
            },
            "client_id": "BS_INDEX_IV_TEST"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The IV index value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.9 Model Parameters

Description: Streams real-time calibrated model parameters for the given exchange and expiry.

Feed Name: model.params Method: subscribe

Important Notes:

• Model Parameters cannot be mixed with other data types in the same batch.

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "20000ms",
            "client_id": "model_params_1",
            "batch": [{
                    "sid": "mp_1",
                    "feed": "model.params",
                    "exchange": "composite",
                    "asset": "option",
                    "base_asset": "BTC",
                    "model": "SVI",
                    "expiry": "2025-12-26T08:00:00Z"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 4
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.client_id	String		Optional identifier for this subscription.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be model.params.
params.batch.exchange	String		Exchange name. Eg., "composite"
params.batch.base_asset	String		The base asset (ie. BTC)
params.batch.asset	String		Supports "option" asset
params.batch.model	String		Model type. Default: SVI.
params.batch.expiry	ISO 8601 string		Expiry date/time.
params.options	Object		Formatting and signature options. Please refer Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "20000ms",
                "client_id": "model_params_1",
                "batch": [{
                        "sid": "mp_1",
                        "feed": "model.params",
                        "exchange": "composite",
                        "asset": "option",
                        "base_asset": "BTC",
                        "model": "SVI",
                        "expiry": "2025-12-26T08:00:00Z"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 4
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "mp_1",
                        "alpha": 0.0099,
                        "beta": 0.0864,
                        "rho": -0.0054,
                        "m": 0.0939,
                        "sigma": 0.1935
                    }
                ],
                "timestamp": 1762251931000
            },
            "client_id": "model_params_1"
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.alpha	Float	Controls the overall level of total variance.
params.data.values.beta	Float	Controls the skewness of the variance smile.
params.data.values.rho	Float	Controls the rotation of the smile.
params.data.values.m	Float	Controls the horizontal translation of the smile.
params.data.values.sigma	Float	Controls atm curvature of the smile.
params.data.timestamp	Integer	Timestamp when the data was recorded.

---

4.10 Interest Rates

Description: Streams real-time forward-implied interest rates for supported assets. Supports any expiry of choice, allowing user to pick any point on the forward curve.

Feed Name: interest.rate Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "1000ms",
            "batch": [{
                    "sid": "ir_1",
                    "feed": "interest.rate",
                    "base_asset": "BTC",
                    "expiry": "2025-10-31T08:00:00Z"
                }, {
                    "sid": "ir_2",
                    "feed": "interest.rate",
                    "base_asset": "ETH",
                    "expiry": "2025-12-26T08:00:00Z"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 7
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be interest.rate.
params.batch.base_asset	String		The base asset (ie. BTC)
params.batch.expiry	ISO 8601 string		Expiry date/time.
params.options	Object		Formatting and signature options. Please refer Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "batch": [{
                        "sid": "ir_1",
                        "feed": "interest.rate",
                        "base_asset": "BTC",
                        "expiry": "2025-10-31T08:00:00Z"
                    }, {
                        "sid": "ir_2",
                        "feed": "interest.rate",
                        "base_asset": "ETH",
                        "expiry": "2025-12-26T08:00:00Z"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 7
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "ir_1",
                        "v": 0.0223746
                    }, {
                        "sid": "ir_2",
                        "v": 0.0227152
                    }
                ],
                "timestamp": 1762250026000
            }
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The interest rate value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

4.11 Realized Volatility

Description: Streams real-time annualized realized volatility for supported assets and time windows.

Feed Name: realized.vol Method: subscribe

Request:

{
    "jsonrpc": "2.0",
    "method": "subscribe",
    "params": [{
            "frequency": "1000ms",
            "batch": [{
                    "sid": "rv_1",
                    "feed": "realized.vol",
                    "asset": "spot-fx",
                    "base_asset": "EUR",
                    "lookback": "7d"
                }, {
                    "sid": "rv_2",
                    "feed": "realized.vol",
                    "asset": "spot-fx",
                    "base_asset": "EUR",
                    "lookback": "30d"
                }
            ],
            "options": {
                "format": {
                    "timestamp": "ms",
                    "hexify": false,
                    "decimals": 7
                }
            }
        }
    ]
}

Request Explanation:

Mandatory

Field	Type	Mandatory	Description
jsonrpc	String		JSON-RPC protocol version. Must be "2.0".
method	String		Must be "subscribe".
params	Array		Array containing subscription configuration objects.
params.frequency	String		Max publishing rate. Eg., values: 1000ms, 20000ms.
params.batch	Array		Array of subscription parameter objects.
params.batch.sid	String		Unique identifier for this subscription item.
params.batch.feed	String		Feed type. Must be realized.vol.
params.batch.base_asset	String		The base asset (ie. EUR)
params.batch.asset	String		Asset type. Valid values: spot-fx.
params.batch.lookback	String		Time window of the retrieve realized vol. e.g. 7d
params.options	Object		Formatting and signature options. Please refer Formatting Options.

Response (Subscription Confirmation):

{
    "jsonrpc": "2.0",
    "result": [{
            "batch": {
                "frequency": "1000ms",
                "batch": [{
                        "sid": "rv_1",
                        "feed": "realized.vol",
                        "asset": "spot-fx",
                        "base_asset": "EUR",
                        "lookback": "7d"
                        }, {
                        "sid": "rv_2",
                        "feed": "realized.vol",
                        "asset": "spot-fx",
                        "base_asset": "EUR",
                        "lookback": "30d"
                    }
                ],
                "options": {
                    "format": {
                        "timestamp": "ms",
                        "hexify": false,
                        "decimals": 7
                    }
                }
            }
        }
    ]
}

Response Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
result	Array	Array containing subscription confirmation objects.
result.batch	Array	Echo of the subscribed batch items.

Data Update Example:

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": [{
            "data": {
                "values": [{
                        "sid": "rv_1",
                        "v": 0.4291345
                    }, {
                        "sid": "rv_2",
                        "v": 0.5769210
                    }
                ],
                "timestamp": 1762252826000
            }
        }
    ]
}

Data Update Explanation:

Field	Type	Description
jsonrpc	String	JSON-RPC protocol version. Always "2.0".
method	String	Always "subscription" for data updates.
params	Array	Array containing update data objects.
params.data	Object	Data object containing values and timestamp.
params.data.values	Array	Array of value objects, one per sid.
params.data.values.sid	String	Subscription identifier matching the request.
params.data.values.v	Float	The realized vol value.
params.data.timestamp	Integer	Timestamp when the data was recorded.

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5. Error Handling

Error Messages

WebSocket API errors follow the standard JSON-RPC 2.0 error format.

Error Type	Error Code	Example Response	Description
Invalid API Key	-2610	{ "jsonrpc": "2.0", "error": { "message": "Invalid API Key", "code": -2610 } }	Occurs when an invalid or missing API key is provided. Ensure that a valid api_key is included in the authentication request.
Invalid method	-2610	{ "jsonrpc": "2.0", "id": 1, "error": { "code": -2610, "message": "Invalid method" } }	Triggered when an invalid method name is specified in the request.
Invalid Params	-2610	{ "jsonrpc": "2.0", "id": 1, "error": { "code": -2610, "message": "Invalid parameters: xxxx" } }	Occurs when required parameters are missing or invalid in the request.
Invalid Request	-32600	{ "jsonrpc": "2.0", "id": 2, "error": { "code": -32600, "message": "Invalid Request" } }	The JSON sent is not a valid Request object.

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6. Usage Example

Below is a complete example demonstrating authentication, subscription, receiving updates, and unsubscribing.

Step 1: Authenticate

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "authenticate",
  "params": {
    "api_key": "your_api_key_here"
  }
}

Step 2: Subscribe to Mark Price

{
  "jsonrpc": "2.0",
  "id": 2,
  "method": "subscribe",
  "params": [
    {
      "frequency": "1000ms",
      "client_id": "my_subscription",
      "batch": [
        {
          "sid": "btc_mark",
          "feed": "mark.px",
          "asset": "perpetual",
          "base_asset": "BTC",
          "quote_asset": "USD"
        }
      ],
      "options": {
        "format": {
          "timestamp": "ms",
          "hexify": false,
          "decimals": 2
        }
      }
    }
  ]
}

Step 3: Receive Updates

{
  "jsonrpc": "2.0",
  "method": "subscription",
  "params": [
    {
      "data": {
        "values": [
          { "sid": "btc_mark", "v": 111370.50 }
        ],
        "timestamp": 1761811200000
      }
    }
  ]
}

Step 4: Unsubscribe

{
  "jsonrpc": "2.0",
  "id": 3,
  "method": "unsubscribe",
  "params": {
    "client_id": "my_subscription"
  }
}

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7. Supported Base Assets

feed_type	base_assets
mark.px / index.px	To fetch all the allowed currencies for pricing feeds, please use the catalog API with the following request body to call the Catalog API { "fields": [], "start": "2025-10-06T06:00:00Z", //Use current date "end": "2025-10-06T06:00:00Z", //Use current date "exchanges":["blockscholes"], "asset_types":["option"], // "spot"|"perpetual"|"future" "base_assets":[] }
*.iv / model.params	To fetch all the allowed currencies for IV feeds, please use the catalog API with the following request body to call the Catalog API { "fields": [], "start": "2025-10-06T06:00:00Z", //Use current date "end": "2025-10-06T06:00:00Z", //Use current date "exchanges":["composite"], "asset_types":["option"], "base_assets":[] }
interest.rate	To fetch all the allowed currencies for interest rates, please use the catalog API with the following request body to call the Catalog API { "fields": [], "start": "2025-10-06T06:00:00Z", //Use current date "end": "2025-10-06T06:00:00Z", //Use current date "exchanges":["blockscholes"], "asset_types":["future"], "base_assets":[] }

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