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Interface InjectiveDerivativeExchangeRPC

InjectiveDerivativeExchangeRPC defines gRPC API of Derivative Markets provider.

Hierarchy

  • InjectiveDerivativeExchangeRPC

Implemented by

Index

Methods

Methods

BinaryOptionsMarket

  • BinaryOptionMarket gets details of a single binary options market

    Parameters

    • request: { marketId?: string }
      • Optional marketId?: string

        MarketId of the market we want to fetch

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.BinaryOptionsMarketResponse>

BinaryOptionsMarkets

  • BinaryOptionsMarkets gets a list of Binary Options Markets

    Parameters

    • request: { limit?: number; marketStatus?: string; quoteDenom?: string; skip?: string }
      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned.

      • Optional marketStatus?: string

        Filter by market status

      • Optional quoteDenom?: string

        Filter by the Coin denomination of the quote currency

      • Optional skip?: string

        Skip will skip the first n item from the result

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.BinaryOptionsMarketsResponse>

FundingPayments

  • FundingPayments gets the funding payments for a trader.

    Parameters

    • request: { endTime?: string; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; subaccountId?: string }
      • Optional endTime?: string

        Upper bound of funding payment updatedAt

      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned.

      • Optional marketId?: string

        MarketIds of the funding payment we want to fetch. Using this for only one market id. This field is prioritized

      • Optional marketIds?: string[]

        Filter by market ids. Using this field for fetching funding payments from multiple market ids

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional subaccountId?: string

        SubaccountId of the trader we want to get the positions from

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.FundingPaymentsResponse>

FundingRates

  • FundingRates gets the historical funding rates for a market.

    Parameters

    • request: { endTime?: string; limit?: number; marketId?: string; skip?: string }
      • Optional endTime?: string

        Upper bound of funding timestamp

      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned.

      • Optional marketId?: string

        MarketId of the position we want to fetch

      • Optional skip?: string

        Skip will skip the first n item from the result

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.FundingRatesResponse>

LiquidablePositions

  • LiquidablePositions gets all the liquidable positions.

    Parameters

    • request: { limit?: number; marketId?: string; skip?: string }
      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned.

      • Optional marketId?: string

        Market ID to filter orders for specific market

      • Optional skip?: string

        Skip will skip the first n item from the result

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.LiquidablePositionsResponse>

Market

  • Market gets details of a single derivative market

    Parameters

    • request: { marketId?: string }
      • Optional marketId?: string

        MarketId of the market we want to fetch

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.MarketResponse>

Markets

  • Markets gets a list of Derivative Markets

    Parameters

    • request: { marketStatus?: string; quoteDenom?: string }
      • Optional marketStatus?: string

        Filter by market status

      • Optional quoteDenom?: string

        Filter by the Coin denomination of the quote currency

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.MarketsResponse>

Orderbook

  • Orderbook gets the Orderbook of a Derivative Market

    Parameters

    • request: { marketId?: string }
      • Optional marketId?: string

        MarketId of the market's orderbook we want to fetch

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.OrderbookResponse>

OrderbookV2

  • Orderbook gets the Orderbook of a Derivative Market

    Parameters

    • request: { marketId?: string }
      • Optional marketId?: string

        MarketId of the market's orderbook we want to fetch

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.OrderbookV2Response>

Orderbooks

  • Orderbooks gets the Orderbooks of requested derivative markets

    Parameters

    • request: { marketIds?: string[] }
      • Optional marketIds?: string[]

        MarketIds of the markets

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.OrderbooksResponse>

OrderbooksV2

  • Orderbooks gets the Orderbooks of requested derivative markets

    Parameters

    • request: { marketIds?: string[] }
      • Optional marketIds?: string[]

        MarketIds of the markets

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.OrderbooksV2Response>

Orders

  • Orders(request: { endTime?: string; includeInactive?: boolean; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderSide?: string; orderType?: string; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalOrders?: boolean }, metadata?: BrowserHeaders): internal.Promise<internal.OrdersResponse>

  • DerivativeLimitOrders gets the limit orders of a derivative Market.

    Parameters

    • request: { endTime?: string; includeInactive?: boolean; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderSide?: string; orderType?: string; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalOrders?: boolean }
      • Optional endTime?: string

        The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

      • Optional includeInactive?: boolean

        Should include inactive orders

      • Optional isConditional?: string

        Only search for conditional/non-conditional orders

      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned

      • Optional marketId?: string

        MarketId of market we want to fetch orders from. Using this field for one single marketId

      • Optional marketIds?: string[]

        MarketIds of the markets of which we want to get order from, use this field for fetching orders from multiple markets

      • Optional orderSide?: string

        Look for specific order side

      • Optional orderType?: string

        Search for specific order type

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional startTime?: string

        The starting timestamp in UNIX milliseconds that the trades must be equal or older than

      • Optional subaccountId?: string

        Look for specific subaccountId of an order

      • Optional subaccountTotalOrders?: boolean

        Choose to return subaccount total orders

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.OrdersResponse>

OrdersHistory

  • OrdersHistory(request: { direction?: string; endTime?: string; executionTypes?: string[]; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderType?: string; orderTypes?: string[]; skip?: string; startTime?: string; state?: string; subaccountId?: string }, metadata?: BrowserHeaders): internal.Promise<internal.OrdersHistoryResponse>

  • Lists history orders posted from a subaccount

    Parameters

    • request: { direction?: string; endTime?: string; executionTypes?: string[]; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderType?: string; orderTypes?: string[]; skip?: string; startTime?: string; state?: string; subaccountId?: string }
      • Optional direction?: string

        order side filter

      • Optional endTime?: string

        Search for orders which createdAt <= endTime, time in millisecond

      • Optional executionTypes?: string[]
      • Optional isConditional?: string

        Only search for conditional/non-conditional orders

      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned

      • Optional marketId?: string

        Market ID to filter orders for specific market

      • Optional marketIds?: string[]
      • Optional orderType?: string

        filter by order type

      • Optional orderTypes?: string[]

        filter by order types

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional startTime?: string

        Search for orders which createdAt >= startTime, time in millisecond

      • Optional state?: string

        Filter by order state

      • Optional subaccountId?: string

        subaccount ID to filter orders for specific subaccount

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.OrdersHistoryResponse>

Positions

  • Positions(request: { direction?: string; endTime?: string; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalPositions?: boolean }, metadata?: BrowserHeaders): internal.Promise<internal.PositionsResponse>

  • Positions gets the positions for a trader.

    Parameters

    • request: { direction?: string; endTime?: string; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalPositions?: boolean }
      • Optional direction?: string

        filter by direction of the position

      • Optional endTime?: string

        The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned

      • Optional marketId?: string

        MarketId of the position we want to fetch. Use this field for fetching from single market

      • Optional marketIds?: string[]

        MarketIds of the markets we want to filter. Use this field for fetching from multiple markets

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional startTime?: string

        The starting timestamp in UNIX milliseconds that the trades must be equal or older than

      • Optional subaccountId?: string

        SubaccountId of the trader we want to get the positions from

      • Optional subaccountTotalPositions?: boolean

        set to True to return subaccount total positions

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.PositionsResponse>

StreamMarket

  • StreamMarket streams live updates of selected derivative markets

    Parameters

    • request: { marketIds?: string[] }
      • Optional marketIds?: string[]

        List of market IDs for updates streaming, empty means 'ALL' derivative markets

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamMarketResponse>

StreamOrderbook

  • Stream live snapshot updates of selected derivative market orderbook

    Parameters

    • request: { marketIds?: string[] }
      • Optional marketIds?: string[]

        List of market IDs for orderbook streaming, empty means 'ALL' derivative markets

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamOrderbookResponse>

StreamOrderbookUpdate

  • Stream live level updates of selected derivative market orderbook

    Parameters

    • request: { marketIds?: string[] }
      • Optional marketIds?: string[]

        List of market IDs for orderbook streaming, empty means 'ALL' derivative markets

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamOrderbookUpdateResponse>

StreamOrderbookV2

  • Stream live snapshot updates of selected derivative market orderbook

    Parameters

    • request: { marketIds?: string[] }
      • Optional marketIds?: string[]

        List of market IDs for orderbook streaming, empty means 'ALL' derivative markets

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamOrderbookV2Response>

StreamOrders

  • StreamOrders(request: { endTime?: string; includeInactive?: boolean; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderSide?: string; orderType?: string; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalOrders?: boolean }, metadata?: BrowserHeaders): Observable<internal.StreamOrdersResponse>

  • StreamOrders streams updates to individual orders of a Derivative Market.

    Parameters

    • request: { endTime?: string; includeInactive?: boolean; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderSide?: string; orderType?: string; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalOrders?: boolean }
      • Optional endTime?: string

        The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

      • Optional includeInactive?: boolean

        Should include inactive orders

      • Optional isConditional?: string

        Only search for conditional/non-conditional orders

      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned

      • Optional marketId?: string

        MarketId of market we want to fetch orders from. Using this field for one single marketId

      • Optional marketIds?: string[]

        MarketIds of the markets of which we want to get order from, use this field for fetching orders from multiple markets

      • Optional orderSide?: string

        Look for specific order side

      • Optional orderType?: string

        Search for specific order type

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional startTime?: string

        The starting timestamp in UNIX milliseconds that the trades must be equal or older than

      • Optional subaccountId?: string

        Look for specific subaccountId of an order

      • Optional subaccountTotalOrders?: boolean

        Choose to return subaccount total orders

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamOrdersResponse>

StreamOrdersHistory

  • Stream updates to historical orders of a derivative Market

    Parameters

    • request: { direction?: string; executionTypes?: string[]; marketId?: string; orderTypes?: string[]; state?: string; subaccountId?: string }
      • Optional direction?: string

        order side filter

      • Optional executionTypes?: string[]
      • Optional marketId?: string

        Market ID to filter orders for specific market

      • Optional orderTypes?: string[]

        filter by order types

      • Optional state?: string

        Filter by order state

      • Optional subaccountId?: string

        subaccount ID to filter orders for specific subaccount

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamOrdersHistoryResponse>

StreamPositions

  • StreamPositions streams derivatives position updates.

    Parameters

    • request: { marketId?: string; marketIds?: string[]; subaccountId?: string; subaccountIds?: string[] }
      • Optional marketId?: string

        Backward compat single market ID of position we want to stream

      • Optional marketIds?: string[]

        List of market IDs of the positions we want to stream

      • Optional subaccountId?: string

        SubaccountId of the trader we want to get the positions from

      • Optional subaccountIds?: string[]

        Subaccount ids of traders we want to get positions

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamPositionsResponse>

StreamTrades

  • StreamTrades(request: { direction?: string; endTime?: string; executionSide?: string; executionTypes?: string[]; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountIds?: string[] }, metadata?: BrowserHeaders): Observable<internal.StreamTradesResponse>

  • StreamTrades streams newly executed trades from Derivative Market.

    Parameters

    • request: { direction?: string; endTime?: string; executionSide?: string; executionTypes?: string[]; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountIds?: string[] }
      • Optional direction?: string

        Filter by direction the trade

      • Optional endTime?: string

        The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

      • Optional executionSide?: string

        Filter by execution side of the trade

      • Optional executionTypes?: string[]
      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned.

      • Optional marketId?: string

        MarketId of the market's orderbook we want to fetch

      • Optional marketIds?: string[]

        MarketIds of the markets of which we want to get trades

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional startTime?: string

        The starting timestamp in UNIX milliseconds that the trades must be equal or older than

      • Optional subaccountId?: string

        SubaccountId of the trader we want to get the trades from

      • Optional subaccountIds?: string[]

        Subaccount ids of traders we want to get trades. Use this field for fetching trades from multiple subaccounts

    • Optional metadata: BrowserHeaders

    Returns Observable<internal.StreamTradesResponse>

SubaccountOrdersList

  • SubaccountOrdersList lists orders posted from this subaccount.

    Parameters

    • request: { limit?: number; marketId?: string; skip?: string; subaccountId?: string }
      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned

      • Optional marketId?: string

        Market ID to filter orders for specific market

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional subaccountId?: string

        subaccount ID to filter orders for specific subaccount

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.SubaccountOrdersListResponse>

SubaccountTradesList

  • SubaccountTradesList gets a list of derivatives trades executed by this subaccount.

    Parameters

    • request: { direction?: string; executionType?: string; limit?: number; marketId?: string; skip?: string; subaccountId?: string }
      • Optional direction?: string

        Filter by direction trades

      • Optional executionType?: string

        Filter by execution type of trades

      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned

      • Optional marketId?: string

        Filter trades by market ID

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional subaccountId?: string

        SubaccountId of the trader we want to get the trades from

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.SubaccountTradesListResponse>

Trades

  • Trades(request: { direction?: string; endTime?: string; executionSide?: string; executionTypes?: string[]; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountIds?: string[] }, metadata?: BrowserHeaders): internal.Promise<internal.TradesResponse>

  • Trades gets the trades of a Derivative Market.

    Parameters

    • request: { direction?: string; endTime?: string; executionSide?: string; executionTypes?: string[]; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountIds?: string[] }
      • Optional direction?: string

        Filter by direction the trade

      • Optional endTime?: string

        The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

      • Optional executionSide?: string

        Filter by execution side of the trade

      • Optional executionTypes?: string[]
      • Optional limit?: number

        Limit is used to specify the maximum number of items to be returned.

      • Optional marketId?: string

        MarketId of the market's orderbook we want to fetch

      • Optional marketIds?: string[]

        MarketIds of the markets of which we want to get trades

      • Optional skip?: string

        Skip will skip the first n item from the result

      • Optional startTime?: string

        The starting timestamp in UNIX milliseconds that the trades must be equal or older than

      • Optional subaccountId?: string

        SubaccountId of the trader we want to get the trades from

      • Optional subaccountIds?: string[]

        Subaccount ids of traders we want to get trades. Use this field for fetching trades from multiple subaccounts

    • Optional metadata: BrowserHeaders

    Returns internal.Promise<internal.TradesResponse>

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