v1.9.0 - 2025-09-29

Added

• Future settlement projections in risk calculations (POST /calculate_user_risk)

  • New field: future_settlement_projections object containing risk metrics for future expiration dates
  • Benefits: Evaluate how portfolio risk evolves as options approach expiration, better risk planning for future scenarios
  • Capabilities: Each settlement date includes projected margin requirements (im, mm), risk components (matrix_risk, delta_risk, roll_risk), and complete Greeks

  Example response:

  JSON

  {
    "status": "success",
    "data": {
      "pair": "ETH_USDC",
      "im": 1200.00,
      "mm": 1000.00,
      "greeks": { /* current greeks */ },
      "future_settlement_projections": {
        "2025-10-31": {
          "im": 1440.00,
          "mm": 1200.00,
          "matrix_risk": 960.00,
          "delta_risk": 180.00,
          "roll_risk": 60.00,
          "greeks": {
            "delta": 1.8,
            "gamma": 0.008,
            "vega": 90.0,
            "theta": -12.0,
            "rho": 4.5
          }
        }
      }
    }
  }

• New orderbook_maker WebSocket channel for market makers

  • Purpose: Dedicated channel for market makers to monitor their own orders efficiently
  • Benefits: Initial snapshot of all maker's active orders, real-time updates for only that maker's activity, reduced bandwidth and processing overhead
  • Migration: Replaces the maker filter previously available in orderbook_options and orderbook_perps channels

  Example subscription:

  JSON

  {
    "channel": "orderbook_maker",
    "query": {
      "maker": "0x1234567890abcdef1234567890abcdef12345678",
      "pair": "BTC_USDC"  // optional
    }
  }

  Events received:

  • Initial: ob_maker_orders event with all active orders
  • Ongoing: post_order and cancel_order events for that maker only

• Session revocation enhancements (DELETE /session)

  • New capability: Delete all one-click trading sessions for an API key by omitting the x-one-click header
  • Benefits: Bulk session cleanup, simplified session management for applications with multiple sessions
  • Response: Returns count of revoked sessions

  Example - Revoke all sessions:

  TypeScript

  // Without x-one-click header - revokes ALL sessions
  const response = await fetch('/session', {
    method: 'DELETE',
    headers: {
      'x-apikey': 'your-api-key'
      // No x-one-click header
    }
  });
  // Response: { "revokedSessions": 5 }

• User tracking field in market order responses

  • New field: user_id added to POST market order responses for analytics and tracking
  • Benefits: Better order attribution, enhanced analytics capabilities, improved debugging
  • Location: Returned in response body after successful market order submission

Changed

• Breaking Change: WebSocket maker filtering moved to dedicated channel

  • Removed: maker parameter no longer available in orderbook_options and orderbook_perps channels
  • Replacement: Use the new orderbook_maker channel for maker-specific filtering

  Before (deprecated):

  JSON

  {
    "channel": "orderbook_options",
    "query": {
      "pair": "BTC_USDC",
      "maker": "0x1234..."  // No longer supported
    }
  }

  After (required):

  JSON

  {
    "channel": "orderbook_maker",
    "query": {
      "maker": "0x1234...",  // Now in dedicated channel
      "pair": "BTC_USDC"
    }
  }

  Benefits: Better performance isolation, cleaner API design, optimized for market maker use cases

Updated

• RFQ response requirements clarified
  • Clarification: RFQ responses must contain either all option orders OR exactly one perpetual order
  • Validation: Cannot mix options and perpetuals in the same RFQ response
  • Documentation: Enhanced examples and constraints in RFQ documentation