02QueryingIndexerDerivatives - InjectiveLabs/injective-ts GitHub Wiki

:warning: The Docs have been moved to https://docs.ts.injective.network/querying/querying-api/querying-indexer-derivatives :warning:

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

Using gRPC

  • fetch markets
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const markets = await indexerGrpcDerivativesApi.fetchMarkets();

console.log(markets);
  • fetch market based on a market id
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketId = "0x...";

const market = await indexerGrpcDerivativesApi.fetchMarket(marketId);

console.log(market);
  • fetch binary options markets
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const binaryOptionsMarket =
  await indexerGrpcDerivativesApi.fetchBinaryOptionsMarkets();

console.log(binaryOptionsMarket);
  • fetch binary options market based on market id
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
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 { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketId = "0x...";

const orderbook = await indexerGrpcDerivativesApi.fetchOrderbook(marketId);

console.log(orderbook);
  • fetch a market's orders
import { PaginationOption, IndexerGrpcDerivativesApi } from '@injectivelabs/sdk-ts'
import { OrderSide } from '@injectivelabs/ts-types'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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 {
  TradeDirection,
  PaginationOption,
  TradeExecutionType,
  IndexerGrpcDerivativesApi
} from '@injectivelabs/sdk-ts'
import { OrderSide } from '@injectivelabs/ts-types'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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 {
  TradeDirection,
  PaginationOption,
  IndexerGrpcDerivativesApi
} from '@injectivelabs/sdk-ts'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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 {
  TradeDirection,
  PaginationOption,
  TradeExecutionType,
  IndexerGrpcDerivativesApi
} from '@injectivelabs/sdk-ts'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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)
  • get funding payments for a market
import {
  PaginationOption,
  IndexerGrpcDerivativesApi
} from '@injectivelabs/sdk-ts'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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)
  • get funding rates for a market
import {
  PaginationOption,
  IndexerGrpcDerivativesApi
} from '@injectivelabs/sdk-ts'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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)
  • get a list of subaccount orders
import {
  PaginationOption,
  IndexerGrpcDerivativesApi
} from '@injectivelabs/sdk-ts'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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)
  • get a list of subaccount trades
import {
  TradeDirection,
  TradeExecutionType,
  PaginationOption,
  IndexerGrpcDerivativesApi
} from '@injectivelabs/sdk-ts'
import { getNetworkEndpoints, Network } from '@injectivelabs/networks'

const endpoints = getNetworkEndpoints(Network.TestnetK8s)
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)
  • get orderbooks for multiple markets
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

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

const orderbooks = await indexerGrpcDerivativesApi.fetchOrderbooksV2(marketIds);

console.log(orderbooks);
  • get orderbook for a market
import { IndexerGrpcDerivativesApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerGrpcDerivativesApi = new IndexerGrpcDerivativesApi(
  endpoints.indexer
);

const marketId = "0x...";

const orderbook = await indexerGrpcDerivativesApi.fetchOrderbookV2(marketId);

console.log(orderbook);

Using HTTP REST

  • get market summary, such as a history of prices and 24 hr volume
import { IndexerRestDerivativesChronosApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerRestDerivativesChronosApi = new IndexerRestDerivativesChronosApi(
  `${endpoints.chronos}/api/chronos/v1/derivative`
);

const marketId = "0x...";

const marketSummary = await indexerRestDerivativesChronosApi.fetchMarketSummary(
  marketId
);

console.log(marketSummary);
  • get all markets' summaries, such as a history of prices and 24 hr volume
import { IndexerRestDerivativesChronosApi } from "@injectivelabs/sdk-ts";
import { getNetworkEndpoints, Network } from "@injectivelabs/networks";

const endpoints = getNetworkEndpoints(Network.TestnetK8s);
const indexerRestDerivativesChronosApi = new IndexerRestDerivativesChronosApi(
  `${endpoints.chronos}/api/chronos/v1/derivative`
);

const marketSummaries =
  await indexerRestDerivativesChronosApi.fetchMarketsSummary(marketId);

console.log(marketSummaries);