historical deribit data

contango_and_cash · Post by **contango_and_cash** » Mon May 04, 2020 2:25 am

hope everyone is well. holed up burning some time on projects I've had on the list.

I am looking to source some historical deribit (BTC/ETH expires options) data. I know the vendors who'll sell this stuff to me.

my remote access blew up to a home box but i can trade some historical etf option or futures data (although my end of the bargain would be delivered with a delay).

hoping there's a friendly in this community.

thanks

nikol · Post by **nikol** » Mon May 04, 2020 8:02 am

Deribit Api / Tradingview 1 min over 1 year data is ok?

I'm not sure about options though. Especially about strikes, maturities.

contango_and_cash · Post by **contango_and_cash** » Mon May 04, 2020 8:03 pm

Thanks for the reply. Specifically looking for options (strikes, mats/ttm, etc). I don't need the data to be super clean.

nikol · Post by **nikol** » Mon May 04, 2020 9:14 pm

hm. i managed to get all you need. you can try as well

this runs from cmd

curl -X GET "https://www.deribit.com/api/v2/public/get_tradingview_chart_data?instrument_name=BTC-29MAY20-8000-P&resolution=1&start_timestamp=1585702800000&end_timestamp=1588208400000" -H "Content-Type: application/json"

for the list of options, in browser:

https://www.deribit.com/api/v2/public/getsummary?instrument=options

Wrap it into something more algorithmic.

contango_and_cash · Post by **contango_and_cash** » Thu May 21, 2020 9:25 pm

Thanks Nikol.

Generally, I audibled and solved the same problem via ledgerX.

yoneda · Post by **yoneda** » Sun May 31, 2020 6:03 pm

What would the option pricing of this new asset class differs from conventional stocks?

nikol · Post by **nikol** » Sun May 31, 2020 7:40 pm

No big difference. All same components. Except:

- It is similar not to stocks, but to currencies. A bit thought is needed about what is interest rate in crypto.

- I would see some issue on how to integrate airdrop of coins. Perhaps, in the same way as mining (inflation or dividends?). There are many crypto-options now: BTC/USD, BTC/USDT, ETH/USD, XMR/USD, XRP/USD etc. OTC can be any.