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historical deribit data
Posted: Mon May 04, 2020 2:25 am
by contango_and_cash
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
historical deribit data
Posted: Mon May 04, 2020 8:02 am
by nikol
Deribit Api / Tradingview 1 min over 1 year data is ok?
I'm not sure about options though. Especially about strikes, maturities.
historical deribit data
Posted: Mon May 04, 2020 8:03 pm
by contango_and_cash
Thanks for the reply. Specifically looking for options (strikes, mats/ttm, etc). I don't need the data to be super clean.
historical deribit data
Posted: Mon May 04, 2020 9:14 pm
by nikol
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.
historical deribit data
Posted: Thu May 21, 2020 9:25 pm
by contango_and_cash
Thanks Nikol.
Generally, I audibled and solved the same problem via ledgerX.
historical deribit data
Posted: Sun May 31, 2020 6:03 pm
by yoneda
What would the option pricing of this new asset class differs from conventional stocks?
historical deribit data
Posted: Sun May 31, 2020 7:40 pm
by nikol
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.