Deribit Block Rfq Trades
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
DeribitBlockRfqTrades | DeribitBlockRfqTradesQueryParams | DeribitBlockRfqTradesData |
Import Statement
from openbb_core.provider.standard_models. import (
DeribitBlockRfqTradesData,
DeribitBlockRfqTradesQueryParams,
)
Parameters
- standard
- deribit
currency: str | None
Default: any
The settlement currency of the quoted legs.
limit: int | None
Default: 50
The number of requests to return, between 10 and 50.
Data
- standard
- deribit
timestamp: datetime
When the request traded.
rfq_id: int | None
The identifier of the request.
combo_id: str | None
The combo the request was quoted as.
direction: str | None
Which side the taker was on.
amount: float | None
The size of the request.
mark_price: float | None
The price the exchange marked the structure at.
leg: str | None
The instrument the leg trades.
leg_direction: str | None
Which side the leg was traded on.
leg_price: float | None
The price the leg traded at.
leg_ratio: float | None
How many of the leg one structure holds.
index_prices: dict | None
The index prices the structure was marked against.