REST API - OCX

Every endpoint is served through the gateway at https://api.ocx.global, written below as {API_BASE}. Bodies are JSON; prices and sizes are decimal strings. Public endpoints need no credentials; Session endpoints need a signed-in session (cookie or Authorization: Bearer) — see Authentication.

Enums used throughout: side = buy | sell; order type = limit | market (default limit); timeInForce = gtc | ioc | fok. Quantities are whole contracts.

Futures endpoints live under /fut/*. The same handlers also answer under the legacy /perps/* prefix; use /fut/* in new code. “perp” in a path, field, or bucket name refers to the futures venue — OCX lists no perpetual contracts.

Market data

Public — no credentials required.

Futures markets

GET /fut/markets (alias GET /markets/linear) — every tradable dated future. Halted and expired markets are excluded.

array

Show market

string

Market id, e.g. NDX-USDC-2026-12-18. Also returned as symbol.

string

future.

string

Underlying and quote asset (USDC).

string

Expiry timestamp (ISO 8601).

string

Units of the underlying per contract. Notional = quantity × contractSize × price.

string

Minimum price increment. Limit prices must sit on the tick.

number

Display precision.

string

Current reference mark and when it was last updated.

string

active for every market in this list.

string

The underlying the contract references.

curl -s "https://api.ocx.global/fut/markets"

const markets = await fetch("https://api.ocx.global/fut/markets").then(r => r.json());

Response

[
  {
    "id": "NDX-USDC-2026-12-18",
    "symbol": "NDX-USDC-2026-12-18",
    "marketType": "future",
    "baseSymbol": "NDX",
    "quoteSymbol": "USDC",
    "markPrice": "31128.25",
    "markUpdatedAt": "2026-10-01T06:09:52Z",
    "priceDecimals": 2,
    "sizeDecimals": 0,
    "tickSize": "0.25",
    "contractSize": "2",
    "tradingStatus": "active",
    "expiry": "2026-12-18T00:00:00Z",
    "indexMarketId": "NDX-USDC-SPOT"
  }
]

Futures order book

GET /fut/orderbook/{marketId} — aggregated book snapshot. Optional depth (levels per side). Unknown markets return 404.

Response

{ "marketId": "NDX-USDC-2026-12-18",
  "bids": [{ "price": "31056.5", "size": "1", "total": "1" }],
  "asks": [{ "price": "31088", "size": "1", "total": "1" }] }

size is the quantity at that price; total is the cumulative quantity from the top of the book.

Futures stats, tape, and candles

Endpoint	Returns
`GET /fut/market-stats?marketId=`	`{ marketId, baseSymbol, quoteSymbol, markPrice, change24hPct, volume24hUsd, openInterestUsd }`. Change and volume are `null` when there was no activity.
`GET /fut/trades/recent?marketId=&limit=`	Public tape: `[{ marketId, side, price, quantity, createdAt }]`. `limit` defaults to 50, max 200.
`GET /fut/ohlc?symbol=&resolution=&from=&to=`	TradingView-shaped candles `{ s, t, o, h, l, c, v }`. `resolution` = `1 \| 5 \| 15 \| 30 \| 60 \| 240 \| D` (default `15`); `from`/`to` in Unix seconds, defaulting to the last hour; range capped at 90 days.

Option board

GET /markets/board?underlying=SPX — the full option chain for one underlying: every strike and expiry with its reference mark, implied volatility, and delta. Always pass underlying (live underlyings include SPX and NDX).

string

The underlying and its current reference price.

string[]

Listed expiry dates.

object

Per-expiry { forwardPrice, atmIv, settlementUtc, … } — each expiry is priced off its own forward.

array

Show option

string

Instrument id, e.g. SPX-2026-10-06-7780-P. Rows with tradable: false are reference-only strikes and cannot be ordered.

string

call | put

string

Best bid and offer on the OCX order book.

string

OCX reference mark.

string

Implied volatility, in percent.

string

Board mark, iv, and delta are OCX reference values, published for pricing and risk. The tradable prices are always the order book. See Options methodology.

Option order book and product specs

Endpoint	Returns
`GET /orderbook/{marketId}`	Option book `{ marketId, bids, asks }` with `{ price, size, total }` levels. Optional `depth`.
`GET /markets/products`	One row per live product class: `{ id, type, baseAsset, quoteAsset, multiplier, tickSize, priceScale, quantityScale, settlementType, … }`. SPX options have a multiplier of 50, NDX options 20.

Fees and insurance fund

Endpoint	Returns
`GET /fut/fees`	Futures fee schedule.
`GET /markets/options/fees`	Options fee schedule.
`GET /fut/insurance-fund`	Insurance-fund balance, recent ledger, and the liquidation waterfall stages.

Both fee schedules are per-lot-tiers: a schedule of { min30dLots, makerPerLot, takerPerLot } rows in USDC per contract, keyed on your combined 30-day futures and options volume in lots. See Fees.

Trading — futures

Place an order

POST /fut/orders — Session.

string

required

string

required

buy | sell

string

required

Whole number of contracts.

string

limit (default) | market

string

Required for limit. Must sit on the market’s tickSize.

string

gtc | ioc | fok. Defaults to gtc for limit orders and ioc for market orders.

boolean

Reject instead of taking liquidity.

boolean

Reject if the order would increase your position.

string

Idempotency key. A retry with the same id and parameters returns the original result; the same id with different parameters is rejected (IDEMPOTENCY_CONFLICT).

string

isolated (default) | cross.

string

Make the order conditional: it is held and submitted once the OCX book mid (or the only side present) reaches the trigger. stopPrice and stopLossPrice fire a buy at or above the trigger and a sell at or below it; takeProfitPrice fires a buy at or below and a sell at or above.

Returns { order, trades, position } — the order, any fills it produced, and your resulting position.

curl -s -X POST "https://api.ocx.global/fut/orders" \
  -H "Authorization: Bearer $OCX_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{
    "marketId": "NDX-USDC-2026-12-18", "side": "buy", "type": "limit",
    "price": "31000", "quantity": "1", "timeInForce": "gtc", "postOnly": true
  }'

await fetch("https://api.ocx.global/fut/orders", {
  method: "POST",
  headers: { "Content-Type": "application/json", Authorization: `Bearer ${token}` },
  body: JSON.stringify({
    marketId: "NDX-USDC-2026-12-18", side: "buy", type: "limit",
    price: "31000", quantity: "1", timeInForce: "gtc", postOnly: true,
  }),
});

A limit order priced too far through the mark and the opposite side of the book is rejected with PRICE_OUT_OF_BAND; a market order sweeps only to the edge of that band.

Preview an order

POST /fut/orders/preview — Session. Dry-run an order with no side effects. Same body as a live order.

string

quantity × contractSize × price.

string

Estimated fee and the per-contract rate at your tier.

string

maker for postOnly orders, otherwise taker.

string

Your 30-day volume in lots, which sets your fee tier.

boolean

Whether the order passes the margin check.

string

Present when approved is false.

Amend, cancel, and close

Endpoint	Description
`POST /fut/orders/{id}/amend`	Session. Change a resting limit order’s `price` and/or total `quantity`. Implemented as validate → cancel → replace, so the order loses queue priority. If the order fills before the cancel, nothing is replaced (`409`, `AMEND_RACED_FILL`).
`POST /fut/orders/{id}/cancel`	Session. Cancel one resting order. A fill that lands first wins.
`POST /fut/orders/cancel-all`	Session. Body `{ marketId?, quoteId?, clientOrderId?, marginMode? }`; send `{}` to cancel every open futures order. Returns `{ cancelled: [order…] }`.
`POST /fut/positions/close`	Session. Body `{ marketId, quantity?, marginMode?, type?, price?, timeInForce? }`. Defaults to a market close (`ioc`) of the full position; a `limit` close requires `price`.

POST /fut/quotes and POST /fut/quotes/bulk are reserved for OCX’s designated market maker and return 403 QUOTES_MARKET_MAKER_ONLY for other accounts. To make markets in futures, rest postOnly limit orders with POST /fut/orders.

Trading — options

Single order

POST /orders — Session. (POST /options/orders is an alias without the automatic collateral top-up.)

string

required

An option id from the board, e.g. SPX-2026-10-06-7780-P.

string

required

buy | sell

string

required

Whole number of contracts.

string

Premium per unit of the underlying. Required for limit.

string

limit (default) | market. Market orders always run ioc.

string

gtc (default) | ioc | fok

boolean

string

Idempotency key, as for futures.

POST /orders

{ "marketId": "SPX-2026-10-06-7780-P", "side": "buy", "type": "limit",
  "price": "12.5", "quantity": "1", "timeInForce": "gtc" }

The premium you pay or receive is price × quantity × the product’s multiplier (50 for SPX).

Endpoint	Description
`POST /options/orders/preview`	Session. Dry-run: `notional`, `marginRequired`, `marginDelta`, `estFee`, `feePerLot`, `feeRole`, `buyingPower`, `approved`, `reason`.
`POST /options/orders/{id}/modify`	Session. Change a resting order’s `price` and/or `quantity`.
`POST /orders/{id}/cancel`	Session. Cancel one resting order.
`POST /orders/cancel-all`	Session. Body `{ "marketId": "<id>" }` cancels your open option orders in that market; `{ "marketId": "" }` cancels them in every market.

Multi-leg strategy

POST /orders/strategy — Session. Place a combo (spread, straddle, …) of 2–8 legs. Combos are all-or-none and immediate: every leg must fully fill against the book or nothing executes.

array

required

Each { market, side, quantity, price }, with quantity and price as strings.

string

Optional label.

string

POST /orders/strategy

{
  "strategyName": "put-spread",
  "legs": [
    { "market": "SPX-2026-10-06-7780-P", "side": "buy",  "quantity": "1", "price": "12.5" },
    { "market": "SPX-2026-10-06-7700-P", "side": "sell", "quantity": "1", "price": "6.1" }
  ]
}

Returns { strategyId, legs: [{ orderId, fills }], fullyFilled }. A combo that cannot fill every leg is rejected with 422 and { "error": "leg_match_failed", "failedLegIndex", "reason" }.

Option quotes

Endpoint	Description
`POST /quotes`	Session. One two-sided quote: `{ marketId, bid?: { price, quantity, clientOrderId? }, ask?: { … }, quoteId? }`.
`POST /quotes/bulk`	Session. Replace a ladder in one call: `{ marketId, quoteId?, cancelAll?, quotes: [{ side, price, quantity, clientOrderId? }] }`. `cancelAll` defaults to `true` and cancels your open orders in that market first.

Both have /options/… aliases. Every quote is a gtc limit order and is not post-only — a quote priced through the book executes as a taker. Returns { marketId, results: [{ side, response }] }.

Account

Read your own orders, positions, fills, and portfolio. Session.

Endpoint	Returns
`GET /fut/orders`	Your futures orders. Query `limit` (1–1000, default 250), `marketId`, `marginMode`.
`GET /fut/orders/open`	Your resting futures orders (same query).
`GET /fut/positions`	Futures positions: `side, quantity, entryPrice, markPrice, unrealizedPnl, realizedPnl, liquidationPrice, effectiveLeverage, contractSize, marginMode, status`. Query `openOnly`, `marginMode`.
`GET /fut/trades`	Your futures fills. Query `marketId`.
`GET /fut/balances`	Balance view from the futures engine (same buckets as `/wallet/balance`).
`GET /orders/me`	Your 50 most recent option orders.
`GET /positions/me`	Option positions: `marketId, quantity, avgPrice, unrealizedPnl, realizedPnl, status`.
`GET /options/trades/me`	Your option fills. Query `since` (RFC 3339); up to 500.
`GET /options/fees/me`	Your 30-day lots, fee tier, and per-lot rates.
`GET /portfolio/me`	Unified portfolio across futures and options: `{ summary, margin, pnlSeries, positions, transactions }`.
`GET /portfolio/balances`	Unified balance summary: `{ summary, margin }`.

For live account state, use the streams — GET /fut/stream/user, GET /fut/stream/events, and GET /portfolio/balances/stream — documented in Streaming.

Wallet

All Session. See Balances & transfers for how the buckets work.

Balances

endpoint

{ onchainDepositTotal, walletBalance, tradableBalance, perpsBalance, optionsBalance, pendingWithdrawalTotal } — decimal strings. perpsBalance is futures collateral; tradableBalance equals walletBalance.

Transfer between buckets

string

required

wallet | perps | options

string

required

A different bucket.

string

required

Positive; cannot exceed the source balance.

POST /wallet/transfer — atomic and ledgered. A move between perps and options is refused if it would leave the source venue under-margined. A move from perps or options back to wallet is refused with 409 while you have any open positions or open orders.

POST /wallet/transfer

{ "from": "wallet", "to": "perps", "amount": "500" }
→ { "walletBalance": "1500", "perpsBalance": "500", "optionsBalance": "0" }

Withdraw

string

required

Positive amount of USDC.

POST /wallet/withdraw → { "withdrawalId": "…" }. If wallet is short, OCX first tries to move collateral back from options and perps (subject to the transfer rules above). The amount is then debited from wallet into pendingWithdrawalTotal, and the on-chain payout to your signed-in wallet address proceeds asynchronously. While you have an open loan on OCX’s funding books, a withdrawal must leave enough in the account to cover it; the rejection message states the most you can withdraw.

History & settlements

Endpoint	Returns
`GET /wallet/history`	Your 100 most recent ledger entries `{ id, type, amount, txHash, createdAt }`, newest first.
`GET /wallet/settlements`	Deposits and withdrawals; filter `kind` (`deposit`/`withdraw`), `status`, `limit` (1–200, default 100).
`GET /wallet/settlements/{id}`	One settlement record.

Settlement status values: pending, processing, sent, confirmed, failed, insufficient_liquidity.

​Market data

​Futures markets

​Futures order book

​Futures stats, tape, and candles

​Option board

​Option order book and product specs

​Fees and insurance fund

​Trading — futures

​Place an order

​Preview an order

​Amend, cancel, and close

​Trading — options

​Single order

​Multi-leg strategy

​Option quotes

​Account

​Wallet

​Balances

​Transfer between buckets

​Withdraw

​History & settlements

Market data

Futures markets

Futures order book

Futures stats, tape, and candles

Option board

Option order book and product specs

Fees and insurance fund

Trading — futures

Place an order

Preview an order

Amend, cancel, and close

Trading — options

Single order

Multi-leg strategy

Option quotes

Account

Wallet

Balances

Transfer between buckets

Withdraw

History & settlements