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OCX presents a single public entry point — the API gateway at https://api.ocx.global — in front of the matching engines and market-data services. You always call the gateway; it authenticates your request and routes it to the right engine. This keeps one base URL, one auth model, and one streaming contract across both products.

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System overview

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The pieces

API gateway

The single public endpoint. Verifies your session, applies rate limits, and proxies REST calls and long-lived streams to the engines.

Matching engines

A futures engine and an options engine. Each runs a central limit order book per market with price–time priority and supports GTC, IOC, and FOK.

Market data

Real-time reference data from the underlying exchange-traded futures and options markets feeds the futures marks, the per-expiry forwards, and the option board.

Marks & risk

OCX publishes reference marks, implied volatility, and delta, and runs margin and liquidation server-side. See Methodology.
The futures engine is still named “perp” in some paths and identifiers (for example the perps balance bucket and the legacy /perps/* API alias). OCX lists no perpetual contracts; these names refer to the futures venue.

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Order books and matching

Orders rest on a central limit order book per market and match on price–time priority. Every order supports a time-in-force: postOnly rejects an order that would take liquidity (keeping you on the maker side); reduceOnly prevents an order from increasing your position. Multi-leg option strategies sent to /orders/strategy execute all-or-none.

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Market data and pricing

OCX prices every listed product against institutional-grade reference data from the underlying derivatives markets. Futures marks follow the live price of the matching reference contract. Option marks follow the reference option market, and OCX computes implied volatility and delta from them against each expiry’s forward. These are OCX’s published marks — used for reference and risk. The tradable prices are always the live OCX order book.
Marks and IV are informational; you always trade against the order book. For a conceptual walk-through of each pricing pipeline, see the Methodology section.

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The API surface

Two request styles cover everything you do:
Request/response over HTTPS with JSON bodies. Used for market-data reads, placing and cancelling orders, quoting, and account queries.
Public market data needs no credentials. Trading and account endpoints require an authenticated session — see Authentication.