Deribit#

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

Deribit API client

Fetch market and static data from Deribit.

Methods:

volatility_surface_loader

Create a VolSurfaceLoader for a given crypto-currency

async volatility_surface_loader(currency: str) VolSurfaceLoader#

Create a VolSurfaceLoader for a given crypto-currency