Schemas

Price

Data Type

Name	Type	Description
timestamp	number	The timestamp at pair's price.
symbol	string	The pair's symbol.
price	string	The pair's price.
changed	number	The pair's price change percent (n per thousand).
source	string	The source of price.

Example

{
  "timestamp": 1655258160,
  "symbol": "WETHUSDC",
  "price": "1226.40748958",
  "changed": 102.5,
  "source": "uniswap"
}

Product

Data Type

Name	Type	Description
productHash	string	The product hash.
isPut	boolean	The product is put when true, or the product is call when false.
symbol	string	The product symbol.
underlying	ERC20	The underlying detail.
strike	ERC20	The strike detail.
collateral	ERC20	The collateral detail.
underlyingPrice	Price	The underlying price.

Example

{
  "productHash": "0x80a8d7960659492318a6b8fb019245475394320bfedd143e792b1c95e51683d7",
  "isPut": false,
  "symbol": "WETH/USDC",
  "underlying": {
    "address": "0xf11c7e4ce4846c7cc0669105f8358612d0e1f593",
    "name": "Wrapped Ether",
    "symbol": "WETH",
    "logo": "https://www.mtpelerin.com/images/ethereum-coin.svg",
    "decimals": 18,
    "totalSupply": "1000000000000000000000000000000"
  },
  "strike": {
    "address": "0x1ad483798422423e3471d2fa8a7ef6eb83bd4926",
    "name": "USD Coin",
    "symbol": "USDC",
    "logo": "https://www.mtpelerin.com/images/usdc-coin.svg",
    "decimals": 6,
    "totalSupply": "10000000000000000000000000000000000000000"
  },
  "collateral": {
    "address": "0xf11c7e4ce4846c7cc0669105f8358612d0e1f593",
    "name": "Wrapped Ether",
    "symbol": "WETH",
    "logo": "https://www.mtpelerin.com/images/ethereum-coin.svg",
    "decimals": 18,
    "totalSupply": "1000000000000000000000000000000"
  },
  "underlyingPrice": {
    "timestamp": 1655372040,
    "symbol": "WETHUSDC",
    "price": "1133.46101189",
    "changed": 97.3,
    "source": "uniswap"
  }
}

VToken

Data Type

Name	Type	Description
address	string	The vToken address.
name	string	The vToken name.
symbol	string	The vToken symbol.
underlying	string	The underlying address.
strike	string	The strike address.
collateral	string	The collateral address.
strikePrice	string	The vToken strike price.
isPut	boolean	The vToken is put when true, or the vToken is call when false.
expiry	number	The timestamp at which this vToken will expiry.
decimals	number	The vToken decimals.
features	Array<string>	The vToken features
creator	string	The vToken creator address.
productHash	string	The product hash.
position	VTokenPosition	The vToken's position.
market	VTokenMarket	The vToken's market data.
stat	VTokenStat	The vToken's stat.

Example

{
  "address": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "name": "WETHUSDC 24-June-2022 1500 Call WETH Collateral",
  "symbol": "vWETHUSDC/WETH-24JUN22-1500C",
  "underlying": "0xf11c7e4ce4846c7cc0669105f8358612d0e1f593",
  "strike": "0x1ad483798422423e3471d2fa8a7ef6eb83bd4926",
  "collateral": "0xf11c7e4ce4846c7cc0669105f8358612d0e1f593",
  "strikePrice": "150000000000",
  "isPut": false,
  "expiry": 1656057600,
  "decimals": 8,
  "features": ["0x00", "0x01"],
  "creator": "0xa8241fdfac07beaa5cc7e8f32f8e9b7f0525017e",
  "productHash": "0x80a8d7960659492318a6b8fb019245475394320bfedd143e792b1c95e51683d7",
  "position": {
    "amount": "97900000000"
  }
  "market": {
    "timestamp": 1655370823,
    "ask1": "31000000",
    "bid1": "37000000",
    "volume": "18680000000"
  },
  "stat": {
    "timestamp": 1655370762,
    "totalSupply": "520300000000",
    "holder": 11
  }
}

VTokeMarket

Data Type

Name	Type	Description
vTokenAddress	string	The vToken address.
timestamp	number	The timestamp.
ask1	string	The vToken ask1.
bid1	string	The vToken bid1.
volume	string	The vToken volume.

Example

{
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "timestamp": 1655370823,
  "ask1": "31000000",
  "bid1": "37000000",
  "volume": "18680000000"
}

VTokenStat

Data Type

Name	Type	Description
vTokenAddress	string	The vToken address.
timestamp	number	The timestamp.
totalSupply	string	The vToken totalSupply.
holder	number	The number of users that have held the vToken.

Example

{
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "timestamp": 1655370762,
  "totalSupply": "520300000000",
  "holder": 0
}

VTokenPosition

Data Type

Name	Type	Description
vTokenAddress	string	The vToken address.
amount	string	The number of positions held by the 'owner'.

Example

{
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "amount": "97900000000"
}

Order

Data Type

Name	Type	Description
vTokenAddress	string	The vToken address.
orderHash	string	The order hash.
side	number	This is a ask order when 1, or is a bid order when 2.
type	number	This is a limit order when 1, or is a market order when 2.
price	string	The price of an option.
priceScaled	number	The price after scaled (number type for easy sorting).
amount	string	The number of options.
filled	string	The number of filled options.
size	string	The number of unfilled options.
fee	string	The transaction fees.
expiry	number	The timestamp when this order expired.
ctime	number	The created timestamp.
mtime	number	The updated timestamp.
limitOrder	LimitOrder	The limit order detail.
signature	Signature	The order signature.

Example

{
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "orderHash": "0xb9843e5947a9e2b066f7e0952aa55ada66aefef65cb2181848cc3f8605d4bf4a",
  "side": 1,
  "type": 1,
  "price": "49000000",
  "priceScaled": 49,
  "amount": "40000000",
  "filled": "0",
  "size": "40000000",
  "fee": "0",
  "expiry": 1655380336,
  "ctime": 1655358737,
  "mtime": 1655358737,
  "limitOrder": {
    "makerToken": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
    "takerToken": "0x1ad483798422423e3471d2fa8a7ef6eb83bd4926",
    "makerAmount": "40000000",
    "takerAmount": "19600000",
    "maker": "0x5b3988233ecaaa9a8997d16476169490a0e450ad",
    "taker": "0x0000000000000000000000000000000000000000",
    "chainId": 43113,
    "verifyingContract": "0xc325452c274aa4b298e1cb028c1636bc9b5db639",
    "takerTokenFeeAmount": "0",
    "sender": "0x0000000000000000000000000000000000000000",
    "feeRecipient": "0x0000000000000000000000000000000000000000",
    "pool": "0x0000000000000000000000000000000000000000000000000000000000000000",
    "salt": "1655358737313",
    "expiry": "1655380336"
  },
  "signature": {
    "v": 27,
    "r": "0x70451409e70f592c150dbfb1f376f374ce2ac70acf8ae3f6553f7fa256460a95",
    "s": "0x7055f0d4204864a4d33be250c9fa6fcc7d2a965c21b9dc071113f6b164502e4b",
    "signatureType": 2
  }
}

LimitOrder

Data Type

Name	Type	Description
makerToken	string	The ERC20 token the maker is selling and the maker is selling to the taker.
takerToken	string	The ERC20 token the taker is selling and the taker is selling to the maker.
makerAmount	string	The amount of makerToken being sold by the maker.
takerAmount	string	The amount of takerToken being sold by the taker.
maker	string	The address of the maker, and signer, of this order.
taker	string	Allowed taker address. Set to zero to allow any taker.
chainId	number	The chain ID.
verifyingContract	string	The verifying contract
takerTokenFeeAmount	string	Amount of takerToken paid by the taker to the feeRecipient.
sender	string	Allowed address to call 'fillLimitOrder()' ('msg.sender').
feeRecipient	string	Recipient of maker token or taker token fees (if non-zero).
pool	string	The staking pool to attribute the 0x protocol fee from this order.
salt	string	Arbitrary number to enforce uniqueness of the order hash.
expiry	string	The timestamp when this order expired.

Example

{
  "makerToken": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "takerToken": "0x1ad483798422423e3471d2fa8a7ef6eb83bd4926",
  "makerAmount": "40000000",
  "takerAmount": "19600000",
  "maker": "0x5b3988233ecaaa9a8997d16476169490a0e450ad",
  "taker": "0x0000000000000000000000000000000000000000",
  "chainId": 43113,
  "verifyingContract": "0xc325452c274aa4b298e1cb028c1636bc9b5db639",
  "takerTokenFeeAmount": "0",
  "sender": "0x0000000000000000000000000000000000000000",
  "feeRecipient": "0x0000000000000000000000000000000000000000",
  "pool": "0x0000000000000000000000000000000000000000000000000000000000000000",
  "salt": "1655358737313",
  "expiry": "1655380336"
}

Signature

Data Type

Name	Type	Description
v	number
r	string
s	string
signatureType	number

Example

{
  "v": 27,
  "r": "0x70451409e70f592c150dbfb1f376f374ce2ac70acf8ae3f6553f7fa256460a95",
  "s": "0x7055f0d4204864a4d33be250c9fa6fcc7d2a965c21b9dc071113f6b164502e4b",
  "signatureType": 2
}

Long

Data Type

Name	Type	Description
address	string	The owner address.
vTokenAddress	string	The vToken address.
isPut	boolean	The vToken is put when true, or the vToken is call when false.
expiry	number	The timestamp when this vToken expiried.
amount	string	The amount of options minted by the owner.
strikePrice	string	The strike price (denominated in strike asset).
expiryPrice	string	The expiry price (denominated in strike asset).
payout	string	The payout (denominated in collateral asset).
roe	number	Return on equity (n per thousand).
fee	string	The fee at which the remaining collateral is withdrawn (denominated in collateral asset).
state	number	The long position state.
ctime	number	The first timestamp at which mint options.
mtime	number	The timestamp when the amount changed.
underlyingSymbol	string	The underlying symbol.

Example

{
  "address": "0xd894cf83f2f8d1d795b4c0ddc7f86e2baedef3b1",
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "isPut": false,
  "expiry": 1656057600,
  "amount": "200000000",
  "strikePrice": "150000000000",
  "expiryPrice": "160000000000",
  "payout": "12500000",
  "roe": 62.5,
  "fee": "12500",
  "state": 1,
  "ctime": 1655289127,
  "mtime": 1655289127,
  "underlyingSymbol": "WETH"
}

LongPnL

Data Type

Name	Type	Description
timestamp	number	The updated timestamp.
address	string	The owner address.
vTokenAddress	string	The vToken address.
amount	string	The amount of options minted by the owner.
expiryPrice	string	The expiry price (denominated in strike asset).
payout	string	The payout (denominated in collateral asset).
roe	number	Return on equity (n per thousand).

Example

{
  "timestamp": 1655289127,
  "address": "0xd894cf83f2f8d1d795b4c0ddc7f86e2baedef3b1",
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "amount": "200000000",
  "expiryPrice": "160000000000",
  "payout": "12500000",
  "roe": 62.5
}

Product In Long Filter

Data Type

Name	Type	Description
productSymbol	string	The product symbol.
underlyingSymbol	string	The underlying symbol.

Example

{
  "productSymbol": "WETH/USDC",
  "underlyingSymbol": "WETH"
}

Short

Data Type

Name	Type	Description
address	string	The owner address.
vaultId	number	The vault ID.
index	number	The index in vault.
vTokenAddress	string	The vToken address.
isPut	boolean	The vToken is put when true, or the vToken is call when false.
expiry	number	The timestamp when this vToken expiried.
amount	string	The amount of options minted by the owner.
strikePrice	string	The strike price (denominated in strike asset).
expiryPrice	string	The expiry price (denominated in strike asset).
payout	string	The payout (denominated in collateral asset).
roe	number	Return on equity (n per thousand).
fee	string	The fee at which the remaining collateral is withdrawn (denominated in collateral asset).
state	number	The short position state.
ctime	number	The first timestamp at which mint options.
mtime	number	The timestamp when the amount changed.

Example

{
  "address": "0xd894cf83f2f8d1d795b4c0ddc7f86e2baedef3b1",
  "vaultId": 1,
  "index": 0,
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "isPut": false,
  "expiry": 1656057600,
  "amount": "300000000",
  "strikePrice": "150000000000",
  "expiryPrice": "160000000000",
  "payout": "293750000",
  "roe": -62.5,
  "fee": "293750",
  "state": 1,
  "ctime": 1655289127,
  "mtime": 1655289127
}

Collateral

Data Type

Name	Type	Description
address	string	The owner address.
vaultId	number	The vault ID.
index	number	The index in vault.
collateral	string	The collateral address.
amount	string	The collateral amount.
ctime	number	The first timestamp at which deposited collateral.
mtime	number	The timestamp when the amount changed.

Example

{
  "address": "0xd894cf83f2f8d1d795b4c0ddc7f86e2baedef3b1",
  "vaultId": 1,
  "index": 0,
  "collateral": "0xf11c7e4ce4846c7cc0669105f8358612d0e1f593",
  "amount": "300000000",
  "ctime": 1655289127,
  "mtime": 1655289127
}

Vault

Data Type

Name	Type	Description
address	string	The owner address.
vaultId	number	The vault ID.
vaultType	string	The vault type.
shortVTokens	Array<string>	The short vTokens array.
shortAmounts	Array<string>	The short amounts array.
shortPayouts	Array<string>	The short payouts array (denominated in collateral asset).
longVTokens	Array<string>	The long vTokens array.
longAmounts	Array<string>	The long amounts array.
longPayouts	Array<string>	The long payouts array (denominated in collateral asset).
collateralAssets	Array<string>	The collateral assets array.
collateralAmounts	Array<string>	The collateral amounts array.
marginRequired	Array<string>	The margin required array (denominated in collateral asset).
roe	number	Return on equity (n per thousand).
fee	string	The fee at which the remaining collateral is withdrawn (denominated in collateral asset).
state	number	The vault state.
underlyingAddress	string	The underlying address.
isPut	boolean	The vault is put when true, or the vault is call when false.
liquidatablePrice	number	The price at which the option can be liquidated (denominated in strike asset).
ctime	number	The first timestamp at which mint options.
mtime	number	The timestamp when the amount changed.

Example

{
  "address": "0xd894cf83f2f8d1d795b4c0ddc7f86e2baedef3b1",
  "vaultId": 1,
  "shortVTokens": ["0xc4129a3d3f495442f3e58e914352eebb84df68c2"],
  "shortAmounts": ["200000000"],
  "shortPayouts": ["100000000"],
  "longVTokens": ["0xb42eab5720f252d7feca51a48724509ff358610f"],
  "longAmounts": ["100000000"],
  "longPayouts": ["100000000"],
  "collateralAssets": ["0xa8241fdfac07beaa5cc7e8f32f8e9b7f0525017e"],
  "collateralAmounts": ["200000000"],
  "marginRequired": ["180000000"],
  "roe": 62.5,
  "fee": "12500",
  "state": 1,
  "underlyingAddress": "0xf11c7e4ce4846c7cc0669105f8358612d0e1f593",
  "isPut": true,
  "liquidatablePrice": 1600,
  "ctime": 1655289127,
  "mtime": 1655289127
}

VaultPnL

Data Type

Name	Type	Description
timestamp	number	The updated timestamp.
address	string	The owner address.
vaultId	number	The vault ID.
shortVTokens	Array<string>	The short vTokens array.
shortAmounts	Array<string>	The short amounts array.
shortExpiryPrices	Array<string>	The short expiry prices array (denominated in strike asset).
longVTokens	Array<string>	The long vTokens array.
longAmounts	Array<string>	The long amounts array.
longExpiryPrices	Array<string>	The long expiry prices array (denominated in strike asset).
collateralAssets	Array<string>	The collateral assets array.
collateralAmounts	Array<string>	The collateral amounts array.
marginRequired	Array<string>	The margin required array (denominated in collateral asset).
roe	number	Return on equity (n per thousand).

Example

{
  "timestamp": 1655289127,
  "address": "0xd894cf83f2f8d1d795b4c0ddc7f86e2baedef3b1",
  "vaultId": 1,
  "shortVTokens": ["0xc4129a3d3f495442f3e58e914352eebb84df68c2"],
  "shortAmounts": ["200000000"],
  "shortExpiryPrices": ["160000000000"],
  "longVTokens": ["0xb42eab5720f252d7feca51a48724509ff358610f"],
  "longAmounts": ["100000000"],
  "longExpiryPrices": ["160000000000"],
  "collateralAssets": ["0xa8241fdfac07beaa5cc7e8f32f8e9b7f0525017e"],
  "collateralAmounts": ["200000000"],
  "marginRequired": ["180000000"],
  "roe": 62.5
}

Log

Data Type

Name	Type	Description
timestamp	number	The timestamp at which the event is emitted.
blockNumber	number	The block number in which the transaction was recorded.
transactionHash	string	The hash of the transaction which generates the current log.
logIndex	number	The log index in the transaction.
address	string	The owner address.
action	string	The action name.
vTokenAddress	string	The vToken address.
vTokenChange	string	The vToken change.

Example

{
  "timestamp": 1655369683,
  "blockNumber": 10733318,
  "transactionHash": "0x0ddacd1952837b0660c684c5c25022c869ba47f5ba4ae7d5187f99d228fa6a56",
  "logIndex": 6,
  "address": "0xd894cf83f2f8d1d795b4c0ddc7f86e2baedef3b1",
  "action": "LimitOrderFilled",
  "vTokenAddress": "0xc4129a3d3f495442f3e58e914352eebb84df68c2",
  "vTokenChange": "25000000"
}