End-to-end integration steps

I. Interacting with DBOE Relayer

1) Download DBOE Order Book Configurations such as minimum order notional for LMT orders, maximum time in effect and etc.

https://dboe.exchange:8443/api/query/clobSpecsdboe.exchange

2) Download the details of the price spread: how many levels, and the spread value for each level.

https://dboe.exchange:8443/api/query/fixedSpreadsdboe.exchange

For example, the current spread settings are as below:

	Level 1	Level 2	Level 3	Level 4	Level 5	Level 6	Level 7
Spread	0%	0.5%	1.0%	2.0%	5.0%	10.0%	25.0%

3) Download all Options instruments including its Order Book Smart Contract Address.

https://dboe.exchange:8443/api/query/listInstrument?chain=Polygondboe.exchange

Sample data returned

{
       "collateral_group": "20%",
"chain": "Polygon",
"cond_strike": 2170,
"kind": "Call",
"multiplier": 1,
"strike": 2070,
"currency_address": "0xc2132D05D31c914a87C6611C10748AEb04B58e8F",
"option_factory_address": "0x45c0bc8d80c64bdd676a9e7cc3099d40344a5ce6",
"underlying": "ETH",
"fsp_address": "0x731b70b86d494d6e6c3860ad4ef6fce04f25ba12",
"ltt": 150000,
"clearing_address": "0x8595df13f5dfdb89fa90464132478b1f31482820",
"instr_id": "E2070C1126",
"ob_address": "0xe68e5Ba4c4Af8D64296040484dbDCc775e6C6cB7",
"currency": "USDT",
"long_contract_address": "0x1c2a7ebfe814dedbef72e63eabd0a3a442b82605",
"expiry": 20231126,
"short_contract_address": "0xa1dd0c686837767204a0821ea6bdb42689cb3c8c",
"underlying_px_scale": 10000
  }

4) Pull Order Book data from DBOE Relayer (can do via Smart Contract alternatively)

• To pull Level 1 Order Book for the whole expiry:

https://dboe.exchange:8443/api/query/optionChainMarket?chain=Polygon&underlying=ETH&expiry=20231125&collateralGroup=20%dboe.exchange

• To pull Order Book for one particular Option Series:

https://dboe.exchange:8443/api/query/orderbook?chain=Polygon&instrId=E2100C1125dboe.exchange

II. Interacting with DBOE Smart Contract

With DBOE Smart Contract addresses found in step 3 above (e.g. clearing_house or ob_address)

5) Granting Spending Limit (both USDT and Long & Short Option) to Clearing House in order to start trading

• Usual approve() on USDT

• For Options, Users can either do one by one as regular ERC20 tokens or call function enableTrading(bytes32 _und, uint256 _exp) on the clearing house smart contract. Two input parameters are underlying and expiry.

6) To submit prices, there are two methods, one for MKT order and one for LMT orders:

• LMT order: toPrice(bytes32 optionSeries, bool buySell, uint256 amount, uint256 priceLevel, uint256 validPeriodSecs). Please note: parameter priceLevel starting with 1 as the lowest level rather than 0.

• MKT order:

i) toTrade(bytes32 optionSeries, bool buySell, uint256 notional)

ii) toTradeByQty(bytes32 optionSeries, bool buySell, uint256 amount)

7) To cancel order: toCancel(bytes32 optionSeries, bool buySell, uint256 priceLevel, uint256 orderSubmissionTime)

8) Pull order book from DBOE Order Book Smart Contract (address with property name ob_address): obDepth(bytes32 optionSeries, bool buySell)

9) To get the reference price of a given Option: refInfo(bytes32 optionSeries)