trades_option

Taker executions on option instruments. Same wire format as perp trades. History TTL is 120 days (vs 30 days for perps) since options can trade infrequently between expiries.

Channel: trades_option:{instrument} Example: trades_option:BTC_USDC-31OCT25-130000-C

Payload

["150.00", "-10", 1704067200000]

Index	Type	Description
0	string	Price (premium, always positive)
1	string	Signed size — positive = taker bought, negative = taker sold
2	integer	Trade execution timestamp (ms)

Subscribe — Protobuf SDK

import { Centrifuge } from "centrifuge/build/protobuf";

const client = new Centrifuge("wss://staging.kyan.sh/stream/websocket?format=protobuf");
const sub = client.newSubscription("trades_option:BTC_USDC-31OCT25-130000-C");

sub.on("publication", (ctx) => {
  const data = ctx.data instanceof Uint8Array
    ? JSON.parse(new TextDecoder().decode(ctx.data))
    : ctx.data;

  const [price, signedSize, timestamp] = data;
  const side = Number(signedSize) >= 0 ? "buy" : "sell";
});

sub.subscribe();
client.connect();

History

Last 100 trades available via the history API on bidirectional transports (120-day TTL). See Transports & Connection for subscribe examples with history fetch.

On reconnect, the SDK automatically recovers missed trades using the last known stream position.

Related channels

Channels providing related data.

Channel	Why
Options BBO	Current top-of-book with `mark_price`, `edge_bid`/`edge_ask`, and Greeks.
Options L2	Full depth context for the book these trades executed against.
Index Price	Underlying spot price at time of trade. Needed to compute moneyness.
SVI Surface	Vol surface parameters at time of trade.
Order Lifecycle	Your private fills with fee breakdown, liquidity indicator, and index price at fill.