Welcome to Sparrow's API.
This documentation will list all available API endpoints for Sparrow users to interact with the platform.
Change Log
30th October 2020
- v1.2 Updated Authentication and ApiKeys
1st July 2020
- v1.1 Added WebSocket for Pricing Data
Sparrow Environments
Sparrow have two API environments, Sparrow Sandbox and Sparrow Production. Sparrow Sandbox can be used for users to test their API before deploying the application to Sparrow Production.
| Environment | URL |
|---|---|
| Sandbox | https://sparrowsandbox.com/ |
| Production | https://sparrowexchange.com/ |
Note:
- Each platform will have separate API keys for each environment.
- Data created or modified in each environment will not affect the other.
- Please DO NOT deposit any digital asset to Sparrow Sandbox environment. You may contact [email protected] if you need testing fund in your Sandbox account.
API Keys
| Environment | URL |
|---|---|
| Sandbox | https://api.sparrowsandbox.com/ |
| Production | https://api.sparrowexchange.com/ |
Before you start using Sparrow API, you will need to enable your API access by creating API Key ID and save your API Secret Key.
In order to do so, you will need to login with your account and go to API Management > New API to submit your API Key request with the necessary privileges.
Once your API Key request has been submitted, you will receive an API Key Request confirmation email for you to confirm and save the API Secret Key. For security purposes, your API Secret Key will only be displayed once at the point of confirmation. If you lose this key, you will need to delete your API and set up a new one.
Think of your API Secret Key like a password:
- Store it securely
- Don't share it with anyone
- Don't put it in any code that is publicly accessible
You will also need API Key ID and API Secret Key, which can be found in API Management > API Key ID. This will also be used to generate and sign access token for your application.
Authentication
All requests to Sparrow Private API and WebSocket endpoints are required to be signed with an API Key and JWT token.
This section will provide you how to use the API Key ID and Secret Key to generate and sign JWT token for your application.
To generate a signed JWT token, you will need:
- Your User ID (can be found under your Sparrow Dashboard Account tab)
- Your API Key ID (can be found under your Sparrow Dashboard API Management tab)
- Your API Secret Key
You can sign and generate the token with any programming languages such as Python and Go. Below are some samples for your reference.
Python
Step 1: Import dependencies
import jwt
from datetime import datetime, timedelta
Step 2: Initialize the required variables
user_id = Your User ID
api_key_id = Your API Key ID
secret_key = Your API Secret Key
expiry_sec = Token expiry in seconds (max 5 minutes)
Step 3: Sign jwt and generate token
expiry_time = int((datetime.now() + timedelta(seconds=expiry_sec)).timestamp())
current_time = int((datetime.now().timestamp()))
token_payload = {'userId': user_id, 'exp': expiry_time, 'iat': current_time}
signed_jwt = jwt.encode(token_payload, secret_key, algorithm='HS256')
# The value you obtained from `signedJwt` will be {{auth_token}}
# for each API request to Sparrow Private API and WebSocket endpoints.
# Below is a sample of the Authorization token for your reference:
eyJhbGciOiJSUzI1NiIsInR5cCI6
... ...
... ...
thjybpTcmmoalGz_9EHG048pCBCA
Step 4: Construct Your API Request Headers**
"Content-Type": "application/json",
"Authorization": signed_jwt,
"api-key": {{api_key_id}}
Go
Step 1: Import dependencies
import {
jwt "github.com/dgrijalva/jwt-go"
"time"
}
Step 2: Initialize the required variables
userId = Your User ID
apiKeyId = Your API Key ID
secret = Your API Secret Key
expSec = Token expiry in seconds (max 5 minutes)
Step 3: Sign jwt and generate token
func newAuth(userID string, secret string, expSec int64) string {
token := jwt.New(jwt.SigningMethodHS256)
var payload = jwt.MapClaims{"exp": time.Now().Add(time.Second * time.Duration(expSec)).Unix(),
"userId": userID, "iat": time.Now().Unix()}
token.Claims = payload
tokenString, err := token.SignedString([]byte(secret))
if err != nil {
utils.GeneralLogger.Errorln(err)
return ""
}
return tokenString
}
// The value you obtained from `tokenString` will be {{auth_token}}
// for each API request to Sparrow Private API and WebSocket endpoints. Below is a sample of the Authorization token for your reference:
eyJhbGciOiJSUzI1NiIsInR5cCI6
... ...
thjybpTcmmoalGz_9EHG048pCBCA
Step 4: Construct Your API Request Headers
"Content-Type": "application/json",
"Authorization": tokenString,
"api-key": Your API Key ID
Making Your First Call
Test that you have the headers setup by making a GET request to "wallets/balance" with the above API Request Headers obtained from the Authentication session. You should get a HTTP 200 OK response if your keys are correct.
NOTE:
You'll need to have the API Request Headers with Authorization token in all API requests to Sparrow Private API and WebSocket endpoints, except Public API endpoints where Authorization token is not required.
Wallet
Wallet Balance
curl --location --request GET 'https://api.sparrowexchange.com/wallets/balance' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--header 'Content-Type: application/json'
Example Response
[
{
"coin": "BTC",
"coinName": "Bitcoin",
"available": "2.35415896",
"on_trade": "0",
"total": "2.35415896",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "SP$",
"coinName": "Sparrow Dollar",
"available": "1.99",
"on_trade": "0",
"total": "1.999",
"withdrawable": false,
"depositable": false,
"market": "CASH"
},
{
"coin": "SPO",
"coinName": "Sparrow Token",
"available": "666.038320158102766833",
"on_trade": "0",
"total": "666.038320158102766833",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "ETH",
"coinName": "Ethereum",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "USDT",
"coinName": "Tether",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "PAX",
"coinName": "Paxos Standard",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "TUSD",
"coinName": "TrueUSD",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "USDC",
"coinName": "USD Coin",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "XRP",
"coinName": "Ripple",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "XLM",
"coinName": "Stellar",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
}
]
URL Endpoint
GET https://api.sparrowexchange.com/wallets/balance
HEADERS
| Parameter | Default |
|---|---|
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
| Content-Type | application/json |
Wallet Balance (Options Trading Pairs Only)
curl --location --request GET 'https://api.sparrowexchange.com/wallets/balance?filter=optionsTrading' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"coin": "BTC",
"coinName": "Bitcoin",
"available": "2.35415896",
"on_trade": "0",
"total": "2.35415896",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "SP$",
"coinName": "Sparrow Dollar",
"available": "1.99",
"on_trade": "0",
"total": "1.99",
"withdrawable": false,
"depositable": false,
"market": "CASH"
},
{
"coin": "SPO",
"coinName": "Sparrow Token",
"available": "666.038320158102766833",
"on_trade": "0",
"total": "666.038320158102766833",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
},
{
"coin": "ETH",
"coinName": "Ethereum",
"available": "0",
"on_trade": "0",
"total": "0",
"withdrawable": true,
"depositable": true,
"market": "CRYPTO"
}
]
URL Endpoint
GET https://api.sparrowexchange.com/wallets/balance?filter=optionsTrading
HEADERS
| Parameter | Default |
|---|---|
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
| Content-Type | application/json |
PARAMS
| Parameter | Default |
|---|---|
| filter | optionsTrading |
Options Trade
Display Options Trading Pairs
curl --location --request GET 'https://api.sparrowexchange.com/trades/pairs' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"pair": "ETH-SP$",
"strikeStep": "10",
"amountStep": "1",
"unitPremiumStep": "0.01"
},
{
"pair": "BTC-SP$",
"strikeStep": "250",
"amountStep": "0.1",
"unitPremiumStep": "0.01"
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/pairs
HEADERS
| Parameter | Default |
|---|---|
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
Create new order with unitPremium
curl --location --request POST 'https://api.sparrowexchange.com/trades/book/create' \
--header 'Content-Type: application/json' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--data-raw '{
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "8000",
"amount": "1",
"totalPremium": "200",
"expiryDate": "2019-10-04T08:00"
}'
Example Body
{
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "8000",
"amount": "1",
"totalPremium": "200",
"expiryDate": "2019-10-04T08:00:00.000Z"
}
Example Response
{
"result": {
"expiry_date": "4/10/2019",
"iv": 1.1939,
"option_price": 0.01,
"quantity": 0.1,
"spot": 7803,
"strike": 80000
},
"status": "success"
}
URL Endpoint
POST https://api.sparrowexchange.com/trades/book/create
HEADERS
| Parameter | Default |
|---|---|
| Content-Type | application/json |
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
Create new order with totalPremium
curl --location --request POST 'https://api.sparrowexchange.com/trades/book/create' \
--header 'Content-Type: application/json' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--data-raw '{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "3",
"totalPremium": "10",
"expiryDate": "2019-04-20T08:00:00.000Z"
}'
Example Body
{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "3",
"totalPremium": "10",
"expiryDate": "2019-10-04T08:00:00.000Z"
}
Example Response
{
"result": {
"expiry_date": "11/10/2019",
"iv": 1.1939,
"option_price": 0.01,
"quantity": 0.1,
"spot": 7803,
"strike": 80000
},
"status": "success"
}
URL Endpoint
POST https://api.sparrowexchange.com/trades/book/create
HEADERS
| Parameter | Default |
|---|---|
| Content-Type | application/json |
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
Create new order with tradeUnitPremium
curl --location --request POST 'https://api.sparrowexchange.com/trades/book/create' \
--header 'Content-Type: application/json' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--data-raw '{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "10",
"tradeUnitPremium": "0.2",
"expiryDate": "2019-03-01T08:00:00.000Z"
}'
Example Body
{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "10",
"tradeUnitPremium": "0.2",
"expiryDate": "2019-10-04T08:00:00.000Z"
}
Example Response
{
"result": {
"expiry_date": "11/10/2019",
"iv": 1.1939,
"option_price": 0.01,
"quantity": 0.1,
"spot": 7803,
"strike": 80000
},
"status": "success"
}
URL Endpoint
POST https://api.sparrowexchange.com/trades/book/create
HEADERS
| Parameter | Default |
|---|---|
| Content-Type | application/json |
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
Create new order without matching process
curl --location --request POST 'https://api.sparrowexchange.com/trades/book/create' \
--header 'Content-Type: application/json' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--data-raw '{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "0.8",
"unitPremium": "1",
"expiryDate": "2019-03-10T08:00:00.000Z",
"skipBidding": true
}'
Example Body
{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "0.8",
"unitPremium": "1",
"expiryDate": "2019-10-04T08:00:00.000Z",
"skipBidding": true
}
Example Response
{
"result": {
"expiry_date": "11/10/2019",
"iv": 1.1939,
"option_price": 0.01,
"quantity": 0.1,
"spot": 7803,
"strike": 80000
},
"status": "success"
}
URL Endpoint
POST https://api.sparrowexchange.com/trades/book/create
HEADERS
| Parameter | Default |
|---|---|
| Content-Type | application/json |
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
Create new bulk order with unitPremium
curl --location --request POST 'https://api.sparrowexchange.com/trades/book/bulkCreate' \
--header 'Content-Type: application/json' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--data-raw '[
{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "1",
"unitPremium": "2",
"expiryDate": "2019-10-04T08:00:00.000Z"
},
{
"action": "SELL",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SPO",
"pair": "BTC-SP$",
"strike": "6000",
"amount": "2",
"unitPremium": "2.5",
"expiryDate": "2019-12-01T08:00:00.000Z"
}
]'
Example Body
[
{
"action": "BUY",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SP$",
"pair": "BTC-SP$",
"strike": "7000",
"amount": "1",
"unitPremium": "2",
"expiryDate": "2019-10-04T08:00:00.000Z"
},
{
"action": "SELL",
"type": "PUT",
"lifetime": "GTD",
"txFeeCoin": "SPO",
"pair": "BTC-SP$",
"strike": "6000",
"amount": "2",
"unitPremium": "2.5",
"expiryDate": "2019-12-01T08:00:00.000Z"
}
]
URL Endpoint
POST https://api.sparrowexchange.com/trades/book/bulkCreate
HEADERS
| Parameter | Default |
|---|---|
| Content-Type | application/json |
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
Display Order Book
curl --location --request GET 'https://api.sparrowexchange.com/trades/book'
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
URL Endpoint
GET - https://api.sparrowexchange.com/trades/book
HEADERS
| Parameter | Default |
|---|---|
| Authorization | Your Authorization Token |
| api-key | Your API KEY ID |
Display Order Book By Pair
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/BTC-SP$'
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/BTC-SP$
Display Order Book - Filter By Type
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/BTC-SP$?type=call'
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
URL Endpoint
GET - https://api.sparrowexchange.com/trades/book/:pair?type={{type}}
PARAMS
| Parameter | type |
|---|---|
| type | {{type}} CALL/PUT |
PATH VARIABLE
| Parameter | value |
|---|---|
| pair | BTC/SP$ |
Display Order Book - Filter By Strike
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/BTC-SP$?minStrike=8000&maxStrike=10000'
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
URL Endpoint
GET - https://api.sparrowexchange.com/trades/book/:pair?minStrike=8000&maxStrike=10000
PARAMS
| Parameter | value |
|---|---|
| minStrike | 8000 |
| maxStrike | 10000 |
PATH VARIABLE
| Parameter | value |
|---|---|
| pair | BTC/SP$ |
Display Order Book - Filter By Expiry
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/BTC-SP$?minExpiry=2019-10-02T02:00:00.000Z&maxExpiry=2019-11-11T08:00:00.000Z'
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/:pair?minStrike=8000&maxStrike=10000
PARAMS
| Parameter | value |
|---|---|
| minExpiry | 2019-10-02T02:00:00.000Z <- date in ISO String |
| maxExpiry | 2019-11-11T08:00:00.000Z <- date in ISO String |
PATH VARIABLE
| Parameter | value |
|---|---|
| pair | BTC/SP$ |
Display Order Book Depth
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/depth/:pair?type=call&strike=8000&expiry=2019-10-11T08:00:00.000Z'
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/depth/:pair?type=call&strike=8000&expiry=2019-10-11T08:00:00.000Z
PARAMS
| Parameter | value |
|---|---|
| type | Call |
| strike | 8000 |
| expiry | 2019-10-11T08:00:00.000Z |
PATH VARIABLE
| Parameter | value |
|---|---|
| pair | BTC/SP$ |
Display Order Book Depth - Filter By Action
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/BTC-SP$?action=BUY'
Example Response
[
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8000",
"call": {
"totalQuantity": "3",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "307.44",
"tradeUnitPremium": "30.744",
"totalPremium": "307.44"
},
"impliedVolatility": "119.586292",
"greeks": {
"delta": "0.44551539755575087",
"gamma": "0.0004513544127329389",
"theta": "-17421.057502665175",
"vega": "3.2623289499362587"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "8250",
"call": {
"totalQuantity": "1",
"maxBid": {
"quantity": "1",
"price": {
"unitPremium": "214.17",
"tradeUnitPremium": "21.417",
"totalPremium": "214.17"
},
"impliedVolatility": "117.992588",
"greeks": {
"delta": "0.3493781039763387",
"gamma": "0.0003587379573724116",
"theta": "-16101.110834773377",
"vega": "3.0558761453717715"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-11T08:00:00.000Z",
"strike": "8500",
"call": {
"totalQuantity": "0.1",
"maxBid": {
"quantity": "0.1",
"price": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"impliedVolatility": "92.162149",
"greeks": {
"delta": "0.3245546194179445",
"gamma": "0.00025903867958489233",
"theta": "-7420.420798469983",
"vega": "4.89130212111081"
}
},
"minAsk": null,
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "19.5",
"maxBid": null,
"minAsk": {
"quantity": "19.5",
"price": {
"unitPremium": "17.5",
"tradeUnitPremium": "1.75",
"totalPremium": "341.25"
},
"impliedVolatility": "84.591524",
"greeks": {
"delta": "0.06021156730496735",
"gamma": "0.0000862361693246329",
"theta": "-3721.4394036662957",
"vega": "0.985187148023525"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "9750",
"call": {
"totalQuantity": "0.1",
"maxBid": null,
"minAsk": {
"quantity": "0.1",
"price": {
"unitPremium": "16.63",
"tradeUnitPremium": "1.663",
"totalPremium": "1.663"
},
"impliedVolatility": "118.826486",
"greeks": {
"delta": "0.04344833423026628",
"gamma": "0.00004429923758647504",
"theta": "-4039.034919879933",
"vega": "0.7612003697120275"
}
},
"openInterest": "3"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0.8",
"maxBid": {
"quantity": "0.8",
"price": {
"unitPremium": "17.14",
"tradeUnitPremium": "1.714",
"totalPremium": "13.712"
},
"impliedVolatility": "130.182542",
"greeks": {
"delta": "0.04145904158414915",
"gamma": "0.000038583612420825715",
"theta": "-4253.108332603115",
"vega": "0.73162465870199"
}
},
"minAsk": null,
"openInterest": "0.2"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-10-04T08:00:00.000Z",
"strike": "11500",
"call": {
"totalQuantity": "1",
"maxBid": null,
"minAsk": {
"quantity": "1",
"price": {
"unitPremium": "221.65",
"tradeUnitPremium": "22.165",
"totalPremium": "221.65"
},
"impliedVolatility": "331.432859",
"greeks": {
"delta": "0.17566826271590297",
"gamma": "0.00006421464969136541",
"theta": "-31580.401043302005",
"vega": "2.1338147539141272"
}
},
"openInterest": "0"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2019-12-27T08:00:00.000Z",
"strike": "9250",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "0.8"
},
"put": null
},
{
"pair": "BTC-SP$",
"expiry": "2020-03-27T08:00:00.000Z",
"strike": "10000",
"call": {
"totalQuantity": "0",
"maxBid": null,
"minAsk": null,
"openInterest": "1"
},
"put": null
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/:pair?action=BUY
PARAMS
| Parameter | value |
|---|---|
| action | Buy |
PATH VARIABLE
| Parameter | value |
|---|---|
| pair | BTC/SP$ |
Display user trades history
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.92693938"
},
{
"id": "73148dac-ebb7-4c65-85a2-cb37e2e88679",
"action": "SELL",
"type": "PUT",
"lifetime": "GTC",
"strike": "8000",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "365.24",
"tradeUnitPremium": "36.524",
"totalPremium": "36.524"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-25T07:27:28.936Z",
"expiry": "2019-10-04T08:00:00.000Z",
"status": "CANCELED",
"locked": {
"txFee": null,
"tradeLock": null,
"premium": null
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "1.078306"
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Display user trades history - custom
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?orderby=expiry&order=asc' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.92686728"
},
...
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?orderby=expiry&order=asc
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| orderby | expiry |
| order | asc |
Display user's bidding and processing trade orders
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?status=open' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.93049904"
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?status=open
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| status | open |
Display user's bidding and processing trade orders - custom
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?status=open&orderby=expiry&order=asc' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.93049904"
}
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?status=open&orderby=expiry&order=asc
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| status | open |
| orderby | expiry |
| order | asc |
Display user's canceled & expired trade orders
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?status=closed' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "73148dac-ebb7-4c65-85a2-cb37e2e88679",
"action": "SELL",
"type": "PUT",
"lifetime": "GTC",
"strike": "8000",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "365.24",
"tradeUnitPremium": "36.524",
"totalPremium": "36.524"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-25T07:27:28.936Z",
"expiry": "2019-10-04T08:00:00.000Z",
"status": "CANCELED",
"locked": {
"txFee": null,
"tradeLock": null,
"premium": null
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "1.078306"
},
...
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?status=closed
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| status | closed |
Display user's canceled & expired trade orders - custom
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?status=closed&orderby=expiry&order=asc' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "49c95251-6182-436e-9631-d39bf93ae225",
"action": "BUY",
"type": "CALL",
"lifetime": "GTC",
"strike": "11000",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "46.72",
"tradeUnitPremium": "4.672",
"totalPremium": "4.672"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-24T16:19:48.520Z",
"expiry": "2019-10-04T08:00:00.000Z",
"status": "CANCELED",
"locked": {
"txFee": null,
"tradeLock": null,
"premium": null
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.66075075"
},
...
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?status=closed&orderby=expiry&order=asc
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| status | closed |
| orderby | expiry |
| order | asc |
Display user's buy trade orders
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?filter=buy' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.93382661"
},
...
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?filter=buy
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| filter | buy |
Display user's buy trade orders - custom
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?filter=buy&status=closed&orderby=expiry&order=asc' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.93382661"
},
...
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?filter=buy&status=closed&orderby=expiry&order=asc
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| filter | buy |
| status | closed |
| orderby | expiry |
| order | asc |
Display user's sell trade orders
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?filter=sell' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID''
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.94471709"
},
...
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?filter=sell
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| filter | sell |
Display user's buy trade orders - custom
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own?filter=sell&orderby=expiry&order=asc' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
[
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.94471709"
},
...
]
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own?filter=sell&orderby=expiry&order=asc
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| filter | sell |
| orderby | expiry |
| order | asc |
Display user's single trade order with detail
curl --location --request GET 'https://api.sparrowexchange.com/trades/book/own/bd3335ea-90a4-4958-86a0-5ac800b2f767' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
Example Response
{
"id": "bd3335ea-90a4-4958-86a0-5ac800b2f767",
"action": "BUY",
"type": "CALL",
"lifetime": "GTD",
"strike": "8500",
"amount": {
"coin": "BTC",
"amount": "0.1"
},
"unfilled": {
"coin": "BTC",
"amount": "0.1"
},
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
},
"asset": "BTC",
"currency": "SP$",
"createdAt": "2019-09-30T05:54:04.687Z",
"expiry": "2019-10-11T08:00:00.000Z",
"status": "BOOKED",
"locked": {
"txFee": {
"coin": "SP$",
"amount": "0.780946",
"sp$Equivalent": "0.780946"
},
"tradeLock": null,
"premium": {
"unitPremium": "244.3",
"tradeUnitPremium": "24.43",
"totalPremium": "24.43"
}
},
"matched": {
"amount": null,
"payoff": null,
"tradeLock": null,
"tradeRelease": null,
"premium": null
},
"contracts": [],
"orderType": "PREMIUM",
"impliedVolatility": "0.92780481"
}
URL Endpoint
GET https://api.sparrowexchange.com/trades/book/own/:tradeOrderId
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| tradeOrderId | bd3335ea-90a4-4958-86a0-5ac800b2f767 |
Cancel an order
curl --location --request POST 'https://api.sparrowexchange.com/trades/book/cancel/c7f68417-839c-4c60-abdf-162e66327e48' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--data-raw ''
URL Endpoint
POST https://api.sparrowexchange.com/trades/book/cancel/:trade
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| trade | c7f68417-839c-4c60-abdf-162e66327e48 |
Bulk Cancel Order
curl --location --request POST 'https://api.sparrowexchange.com/trades/book/bulkCancel' \
--header 'Content-Type: application/json' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID' \
--data-raw '{
"tradeIds": [
"80bc25a6-25a3-4424-9c1f-d46cbc88998f",
"c74498aa-69ab-42f3-b3ef-1e930cdc7167"
]
}'
Example Body
{
"tradeIds": [
"80bc25a6-25a3-4424-9c1f-d46cbc88998f",
"c74498aa-69ab-42f3-b3ef-1e930cdc7167"
]
}
URL Endpoint
POST https://api.sparrowexchange.com/trades/book/bulkCancel
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Display user's trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts/own' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts/own
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Display user's active trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts/own?status=active' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts/own?status=active
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Params
| Parameter | value |
|---|---|
| status | active |
Display user's settled trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts/own?status=settled' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts/own?status=settled
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Params
| Parameter | value |
|---|---|
| status | settled |
Display user's buy trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts/own?filter=buy' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts/own?filter=buy
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Params
| Parameter | value |
|---|---|
| filter | buy |
Display user's sell trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts/own?filter=sell' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts/own?filter=sell
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Params
| Parameter | value |
|---|---|
| filter | sell |
Display user's trade contracts - custom
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts/own?filter=sell&status=settled' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts/own?filter=sell&status=settled
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Params
| Parameter | value |
|---|---|
| filter | sell |
| status | settled |
Display user's trade contracts (group by market)
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts/own?format=grouped' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts/own?format=grouped
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Params
| Parameter | value |
|---|---|
| format | grouped (list / grouped (default is list) refer to TRD-CN-1a) |
Display all trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
By default, sorted by createdAt and status is ACTIVE
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
Display all settled trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts?status=settled' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts?status=settled
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| status | settled |
Display all put trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts?type=put' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts?type=put
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| type | put |
Display all call trade contracts
curl --location --request GET 'https://api.sparrowexchange.com/trades/contracts?type=call' \
--header 'Authorization: Your Authorization Token' \
--header 'api-key: Your API Key ID'
URL Endpoint
GET https://api.sparrowexchange.com/trades/contracts?type=put
HEADERS
| Parameter | value |
|---|---|
| Authorization | Your authorization key |
| api-key | Your API Key ID |
PARAMS
| Parameter | value |
|---|---|
| type | put |
Private WebSocket
| Environment | URL |
|---|---|
| Sandbox | https://ws.sparrowsandbox.com/ |
| Production | https://ws.sparrowexchange.com/ |
HEAD - Streaming URL
curl --location --head 'https://ws.sparrowsandbox.com/stream?api-key=Your%20API%20Key%20ID&authorization=Your%20Authorization%20Token'
This is the URL of websocket to connect to. stream?api-key={{apiKeyId}}&authorization={{token}} api-key is user's api key authorization is the token signed with private key See API key section for details on how to generate authorization
URL Endpoint
https://ws.sparrowsandbox.com/stream?api-key=Your API Key ID&authorization=Your Authorization Token
HEADERS
| Parameter | Default |
|---|---|
| Content-Type | application/json |
| Authorization | Your Authorization Token |
Pricing Data (API)
| Environment | URL |
|---|---|
| Sandbox | https://pricing.sparrowsandbox.com/v1/ |
| Production | https://pricing.sparrowexchange.com/v1/ |
Ticker - Check system heartbeat
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/heartbeat'
Example Response
{
"message": {
"connection": true
},
"status": "success"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/heartbeat
Return system status
Ticker - Check system timestamp
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/time'
Example Response
{
"message": {
"serverTime": 1569549768803
},
"status": "success"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/time
Return the current timestamp in millseconds on server
Ticker - List of symbols
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/symbols'
Example Response
{
"result": {
"symbols": [
"BTC-SP$",
"ETH-SP$"
]
},
"status": "success"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/tick/:symbol
Retrieves available trading symbols. This method can be used to see which symbols are available for trading.
Ticker - Price range within last 24 hours
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/tick/price_range'
Example Response
{
"result": [
{
"high": 8462.76,
"low": 7731.83,
"symbol": "BTC-SP$"
},
{
"high": 170.98,
"low": 152.37,
"symbol": "ETH-SP$"
}
],
"status": "success"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/tick/price_range
Return ticker price and change comparing to price at 24 hour ago by number and percentage
Options - Last Settlement Price
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/settlement'
Example Response
{
"pricings": {
"BTC-SP$": 7802.57,
"ETH-SP$": 166.88
},
"settlementTime": "2019-09-30T08:00:00Z",
"signature": "iQEcBAABAgAGBQJdkwD6AAoJEOhpe7MWsGgSrtcH/2s3n7BZUDzTLSwCz4EDk7c265pzciDJKMpxZSIFQfLTpQ52xTmbt+MSfvWlnrVBXlJWF5zTN7egjDrZCqqLiT6EXOg+xGdlJY51exoi9cJoI0VJatWA5sjANLje3QCl8xbpXWluwVeZqw159NM42U0Z01uH94DcidzkxXr4JL5WCmVbVN/RU9TmrZXS7F7FQ+IblMPEPYRCwsOYbAts4+FJ5B/Fxk3zXNOLEBxQrNatrSbTpxY/JxucXP/bxkT4s3RqOV1p2S0DSm0x9cA3gg5RpmWwFaX109lo5y9BEuzn0/zzCZ/tRI9lSH/gZr9MjcM84kqOjHOAhq0KiarOMFE==5wq6"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/settlement
Return last settlement price. It refreshes on fixed time(currently 8AM UTC) on daily basis.
Options - Historical settlement prices
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/settlement_hist/:days'
Example Response
[
{
"settlement_time": "2019-09-26T08:00:00Z",
"price": {
"BTC-USD": 8376.68,
"ETH-USD": 169.15
}
},
{
"settlement_time": "2019-09-25T08:00:00Z",
"price": {
"BTC-USD": 8357.81,
"ETH-USD": 164.96
}
},
{
"settlement_time": "2019-09-24T08:00:00Z",
"price": {
"BTC-USD": 9736.85,
"ETH-USD": 198.74
}
},
{
"settlement_time": "2019-09-23T08:00:00Z",
"price": {
"BTC-USD": 9894.95,
"ETH-USD": 208.5
}
},
{
"settlement_time": "2019-09-22T08:00:00Z",
"price": {
"BTC-USD": 10001.7,
"ETH-USD": 212.17
}
}
]
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/settlement_hist/:days
Retrieve historical settlement prices up to 31 days
PARAMS
| Parameter | value |
|---|---|
| days | 1 (up to 31) |
Options - Upcoming settlement dates
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/settlement_dates'
Example Response
{
"result": {
"settlement_dates": [
"27/09/2019",
"04/10/2019",
"11/10/2019",
"18/10/2019"
],
"settlement_time": [
"2019-09-27T08:00",
"2019-10-04T08:00",
"2019-10-11T08:00",
"2019-10-18T08:00"
]
},
"status": "success"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/settlement_dates
Return upcoming settlement datetime
Options - Options Price
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/option/price?symbol=BTC-SP$&strike=8500&expiry_date=11/10/2019&quantity=1.1&action=buy&type=call' \
--header 'Content-Type: application/json'
Example Response
{
"result": {
"expiry_date": "11/10/2019",
"iv": 1.0393,
"option_price": 505.93,
"quantity": 1.1,
"spot": 8018.15,
"strike": 8500
},
"status": "success"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/option/price?symbol=:symbol&strike=:strike&expiry_date=:expiry_date&quantity=:quantity&action=:action&type=:type
Return option price. The strike and quantity should follow step size which vary from time and time.The unit for option price is SP$.iv is implied volatility at which price is calculated.
HEADERS
| Parameter | value |
|---|---|
| Content-Type | application/json |
PARAMS
| Parameter | value |
|---|---|
| symbol | :symbol (symbol for option trading. symbol supported can be retrieved from /symbols) |
| strike | :strike (strike price) |
| expiry_date | :expiry_date (option expiry date in DD/MM/YYYY format) |
| quantity | :quantity (option size) |
| action | :action (buy or sell) |
| type | :type (call or put) |
Options - Current market iv
curl --location --request GET 'https://pricing.sparrowexchange.com/v1/option/iv?symbol=BTC-SP$&strike=8500&expiry_days=4&action=buy&type=call' \
--header 'Content-Type: application/json'
Example Response
{
"action": "buy",
"expiry_days": 4,
"iv": 1.6643,
"strike": 8500,
"symbol": "BTC-SP$",
"type": "call"
}
URL Endpoint
GET https://pricing.sparrowexchange.com/v1/option/iv?symbol=:symbol&strike=:strike&expiry_days=:expiry_days&action=:action&type=:type
Return current implied volatility
HEADERS
| Parameter | value |
|---|---|
| Content-Type | application/json |
PARAMS
| Parameter | value |
|---|---|
| symbol | :symbol (symbol for option trading. symbol supported can be retrieved from /symbols) |
| strike | :strike (strike price) |
| expiry_days | :expiry_days (number of days from now to expiry date) |
| quantity | :quantity (option size) |
| action | :action (buy or sell) |
| type | :type (call or put) |
Pricing Data (Websocket)
The base endpoint is:
Production : https://pricing.sparrowexchange.com/v1/ws
Sandbox : https://pricing.sparrowsandbox.com/v1/ws
All symbols for streams are uppercase
Please find sample scripts below with socket.io client library
Sample Scripts with socket.io client library
<!DOCTYPE HTML>
<html>
<head>
<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script>
<script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/socket.io/2.2.0/socket.io.js"></script>
<script type="text/javascript" charset="utf-8">
$(document).ready(function() {
var host = "https://pricing.sparrowexchange.com";
// tick price and price change
var ws_tick = host+"/v1/ws/tick"
var tick_socket = io.connect(ws_tick,{transports:["websocket"]});
tick_socket.on('tick_change',function(message1) {
console.log(message1);
});
// all OHLC data with identifier 'interval': 1T 5T 15T 30T 1H 4H 1D
// ohlc_BTC-SP$ received messages for BTC.
// ohlc_ETH-SP$ eceived messages for ETH
tick_socket.on('ohlc_BTC-SP$',function(message1) {
console.log('ohlc')
console.log(message1);
// // filter message by interval for further prcocess
});
tick_socket.on('settlement_datetime',function(message1) {
console.log('settlement_datetime')
console.log(message1);
});
tick_socket.emit('get_server_time',function(message1) {
console.log("get_server_time");
console.log(message1)
});
ohlc_hist_req = {"symbol":"BTC-SP$","candle_no":100,"period":"1D","base_timestamp":1584682466823}
tick_socket.emit('load_ohlc_hist',ohlc_hist_req,function(message1) {
console.log("load_ohlc_hist");
console.log(message1)
});
// Get options premium
var ws_option = host+"/v1/ws/premium"
var option_socket = io.connect(ws_option,{transports:["websocket"]});
var strike = 10000
req_json = {"symbol": "BTC-SP$", "strike":strike,"expiry_date": "01/08/2020", "quantity": 2, "action": "BUY", "type": "CALL"};
option_socket.emit('get_premium', req_json,function(message1) {
console.log("premium_update");
console.log(message1)
});
});
</script>
</head>
<body>
</body>
</html>
Options Pricing
get_premium
Channel url : /premium
Events : get_premium
Update frequency: when emit get_premium event
Calculate premium for options with specific symbol, strike, expiry date, quantity, buy/sell and call/put
Example Request
{
"symbol":"BTC-SP$",
"strike":10000,
"expiry_date":"06/03/2020",
"quantity":2,
"action":"BUY",
"type":"CALL"
}
Spot Pricing
tick_change
Channel url : /tick
Events : tick_change
Socket pushes tick price updates to clients
Update frequency: push updates every 3 seconds
settlement_datetime
Channel url : /tick
Events : settlement_datetime
Socket pushes all available settlement date and time to clients
Update frequency: once a week after weekly settlement
OHLC_withSymbol
Channel url : /tick
Events: ohlc_<symbol> following by symbol. Eg. ohlc_BTC-SP$
Socket pushes Kline/Candlestick ohlc updates to clients
Supported intervals: 1T, 5T, 15T, 30T, 1H, 4H, 1D
Example Request
{
"symbol" : "BTC-SP$",
"candle_no" : 100,
"period" : "1D",
"base_timestamp":1584682466823
}
get_server_time
Channel url : /tick
Socket pushes server time to clients
Update frequency: when emit get_server_time event
Questions/Comments
If you have any questions or comments, please let us know at [email protected].