Deribit Book Summary
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
DeribitBookSummary | DeribitBookSummaryQueryParams | DeribitBookSummaryData |
Import Statement
from openbb_core.provider.standard_models. import (
DeribitBookSummaryData,
DeribitBookSummaryQueryParams,
)
Parameters
- standard
- deribit
symbol: str | None | list[str | None]
One or more instrument names. When given, the currency and kind are ignored. Multiple items allowed.
currency: str | None
Default: BTC
The settlement currency of the instruments.
kind: str | None
The kind of instrument. Default is all of them.
Data
- standard
- deribit
symbol: str
The name of the instrument.
timestamp: datetime | None
When the summary was published.
base_currency: str | None
The currency the instrument is based on.
quote_currency: str | None
The currency the instrument is quoted in.
last_price: float | None
The price the instrument last traded at.
bid: float | None
The highest price bid.
ask: float | None
The lowest price offered.
mid: float | None
The midpoint of the best bid and offer.
mark_price: float | None
The price the exchange marks positions at.
high: float | None
The highest price of the last 24 hours.
low: float | None
The lowest price of the last 24 hours.
change_percent: float | None
The price change over the last 24 hours.
volume: float | None
The volume of the last 24 hours, in base currency.
volume_notional: float | None
The volume of the last 24 hours, in quote currency.
volume_usd: float | None
The volume of the last 24 hours, in USD.
open_interest: float | None
The contracts left outstanding.
current_funding: float | None
The funding rate a perpetual is paying right now.
funding_8h: float | None
The funding rate a perpetual paid over eight hours.
estimated_delivery_price: float | None
What the instrument would deliver at right now.
interest_rate: float | None
The rate the exchange prices the option's greeks at.
implied_volatility: float | None
The volatility implied by the mark price.
underlying_index: str | None
The future or index the option is priced against.
underlying_price: float | None
The price of the underlying the option is priced against.