Deribit

class quantflow.data.deribit.Deribit(session: S | None = None, content_type: str = 'application/json', session_owner: bool = False, ResponseError: Type[HttpResponseError] = <class 'fluid.utils.http_client.HttpResponseError'>, ok_status: frozenset = frozenset({200, 201}), default_headers: dict[str, str] = <factory>, url: str = 'https://www.deribit.com/api/v2')

Deribit API client

Fetch market and static data from Deribit API.

Methods:

get_book_summary_by_currency	Get the book summary for a given currency.
get_book_summary_by_instrument	Get the book summary for a given instrument.
get_instruments	Get the list of instruments for a given currency.
get_volatility	Provides information about historical volatility for given cryptocurrency
volatility_surface_loader	Create a VolSurfaceLoader for a given crypto-currency

async get_book_summary_by_currency(currency: str, kind: InstrumentKind | None = None, **kw: Any) → list[dict]

Get the book summary for a given currency.

async get_book_summary_by_instrument(instrument_name: str, **kw: Any) → list[dict]

Get the book summary for a given instrument.

async get_instruments(currency: str, kind: InstrumentKind | None = None, expired: bool | None = None, **kw: Any) → list[dict]

Get the list of instruments for a given currency.

async get_volatility(currency: str, **kw: Any) → DataFrame

Provides information about historical volatility for given cryptocurrency

async volatility_surface_loader(currency: str) → VolSurfaceLoader

Create a VolSurfaceLoader for a given crypto-currency