Derivatives - Injective Docs

Example code snippets to query the indexer for derivative module related data.

Using gRPC

Fetch markets

import { getNetworkEndpoints, Network } from "@injectivelabs/networks";
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts/client/indexer";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const markets = await indexerGrpcDerivativesApi.fetchMarkets();

console.log(markets);

Fetch market based on a market id

import { getNetworkEndpoints, Network } from "@injectivelabs/networks";
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts/client/indexer";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketId = "0x...";

const market = await indexerGrpcDerivativesApi.fetchMarket(marketId);

console.log(market);

Fetch binary options markets

import { getNetworkEndpoints, Network } from "@injectivelabs/networks";
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts/client/indexer";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const binaryOptionsMarket =
  await indexerGrpcDerivativesApi.fetchBinaryOptionsMarkets();

console.log(binaryOptionsMarket);

Fetch binary options market based on market id

import { getNetworkEndpoints, Network } from "@injectivelabs/networks";
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts/client/indexer";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketId = "0x...";

const binaryOptionsMarket =
  await indexerGrpcDerivativesApi.fetchBinaryOptionsMarket(marketId);

console.log(binaryOptionsMarket);

Fetch a market’s orderbook based on market id

import { getNetworkEndpoints, Network } from "@injectivelabs/networks";
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts/client/indexer";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketId = "0x...";

const orderbook = await indexerGrpcDerivativesApi.fetchOrderbookV2(marketId);

console.log(orderbook);

Fetch a market’s orders

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { OrderSide } from '@injectivelabs/sdk-ts/types'
import { PaginationOption } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketId = '0x...' /* optional param */
const orderSide = OrderSide.Buy /* optional param */
const subaccountId = '0x...' /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const orders = await indexerGrpcDerivativesApi.fetchOrders({
  marketId,
  orderSide,
  subaccountId,
  pagination
})

console.log(orders)

Fetch a market’s order history

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { OrderSide, TradeDirection, PaginationOption, TradeExecutionType } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketIds = ['0x...'] /* optional param */
const executionTypes = [TradeExecutionType.Market] /* optional param */
const orderTypes = OrderSide.StopBuy /* optional param */
const direction = TradeDirection.Buy /* optional param */
const subaccountId = '0x...' /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const orderHistory = await indexerGrpcDerivativesApi.fetchOrderHistory({
  marketIds,
  executionTypes,
  orderTypes,
  direction,
  subaccountId,
  pagination
})

console.log(orderHistory)

Fetch a market’s positions

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { TradeDirection, PaginationOption } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketIds = ['0x...'] /* optional param */
const direction = TradeDirection.Buy /* optional param */
const subaccountId = '0x...' /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const positions = await indexerGrpcDerivativesApi.fetchPositions({
  marketIds,
  direction,
  subaccountId,
  pagination
})

console.log(positions)

Fetch a market’s trades

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { TradeDirection, PaginationOption, TradeExecutionType } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketId = '0x...' /* optional param */
const executionTypes = [TradeExecutionType.Market] /* optional param */
const direction = TradeDirection.Buy /* optional param */
const subaccountId = '0x...'/* optional param */
const pagination = {...} as PaginationOption /* optional param */

const trades = await indexerGrpcDerivativesApi.fetchTrades({
  marketId,
  executionTypes,
  direction,
  subaccountId,
  pagination
})

console.log(trades)

Fetch funding payments for a market

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { PaginationOption } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketIds = ['0x...'] /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const fundingPayments = await indexerGrpcDerivativesApi.fetchFundingPayments({
  marketIds,
  pagination
})

console.log(fundingPayments)

Fetch funding rates for a market

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { PaginationOption } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketId = '0x...' /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const fundingRates = await indexerGrpcDerivativesApi.fetchFundingRates({
  marketId,
  pagination
})

console.log(fundingRates)

Fetch subaccount orders

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { PaginationOption } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketId = '0x...' /* optional param */
const subaccountId = '0x...' /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const subaccountOrders = await indexerGrpcDerivativesApi.fetchSubaccountOrdersList({
  marketId,
  subaccountId,
  pagination
})

console.log(subaccountOrders)

Fetch subaccount trades

import { getNetworkEndpoints, Network } from '@injectivelabs/networks'
import { TradeDirection, TradeExecutionType, PaginationOption } from '@injectivelabs/sdk-ts/types'
import { IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts/client/indexer'

const endpoints = getNetworkEndpoints(Network.Testnet)
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(endpoints.indexer)

const marketId = '0x...' /* optional param */
const subaccountId = '0x...' /* optional param */
const executionType = TradeExecutionType.LimitFill /* optional param */
const direction = TradeDirection.Sell /* optional param */
const pagination = {...} as PaginationOption /* optional param */

const subaccountTrades = await indexerGrpcDerivativesApi.fetchSubaccountTradesList({
  marketId,
  subaccountId,
  executionType,
  direction,
  pagination
})

console.log(subaccountTrades)

Fetch orderbooks for multiple markets

import { getNetworkEndpoints, Network } from "@injectivelabs/networks";
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts/client/indexer";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketIds = ["0x..."];

const orderbooks = await indexerGrpcDerivativesApi.fetchOrderbooksV2(marketIds);

console.log(orderbooks);

Fetch orderbook for a market

import { getNetworkEndpoints, Network } from "@injectivelabs/networks";
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts/client/indexer";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketId = "0x...";

const orderbook = await indexerGrpcDerivativesApi.fetchOrderbookV2(marketId);

console.log(orderbook);

Using HTTP REST

Fetch market summary, such as a history of prices and 24 hr volume

import { IndexerRestDerivativesChronosApi } from "@injectivelabs/sdk-ts/client/indexer";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerRestDerivativesChronosApi = new IndexerRestDerivativesChronosApi(
  `${endpoints.chronos}/api/chronos/v1/derivative`
);

const marketId = "0x...";

const marketSummary = await indexerRestDerivativesChronosApi.fetchMarketSummary(
  marketId
);

console.log(marketSummary);

Fetch all markets’ summaries, such as a history of prices and 24 hr volume

import { IndexerRestDerivativesChronosApi } from "@injectivelabs/sdk-ts/client/indexer";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.Testnet);
const indexerRestDerivativesChronosApi = new IndexerRestDerivativesChronosApi(
  `${endpoints.chronos}/api/chronos/v1/derivative`
);

const marketSummaries =
  await indexerRestDerivativesChronosApi.fetchMarketsSummary(marketId);

console.log(marketSummaries);

​Using gRPC

​Fetch markets

​Fetch market based on a market id

​Fetch binary options markets

​Fetch binary options market based on market id

​Fetch a market’s orderbook based on market id

​Fetch a market’s orders

​Fetch a market’s order history

​Fetch a market’s positions

​Fetch a market’s trades

​Fetch funding payments for a market

​Fetch funding rates for a market

​Fetch subaccount orders

​Fetch subaccount trades

​Fetch orderbooks for multiple markets

​Fetch orderbook for a market

​Using HTTP REST

​Fetch market summary, such as a history of prices and 24 hr volume

​Fetch all markets’ summaries, such as a history of prices and 24 hr volume

Using gRPC

Fetch markets

Fetch market based on a market id

Fetch binary options markets

Fetch binary options market based on market id

Fetch a market’s orderbook based on market id

Fetch a market’s orders

Fetch a market’s order history

Fetch a market’s positions

Fetch a market’s trades

Fetch funding payments for a market

Fetch funding rates for a market

Fetch subaccount orders

Fetch subaccount trades

Fetch orderbooks for multiple markets

Fetch orderbook for a market

Using HTTP REST

Fetch market summary, such as a history of prices and 24 hr volume

Fetch all markets’ summaries, such as a history of prices and 24 hr volume