Deribit Futures Info

---

Implementation details

Class names

Model name	Parameters class	Data class
DeribitFuturesInfo	DeribitFuturesInfoQueryParams	DeribitFuturesInfoData

Import Statement

from openbb_core.provider.standard_models. import (
DeribitFuturesInfoData,
DeribitFuturesInfoQueryParams,
)

Parameters

• standard
• deribit

symbol: str | list[str]
Symbol to get data for. A perpetual can be given by its currency pair - SOLUSDC - or by its full instrument name - SOL_USDC-PERPETUAL. Multiple items allowed.

Data

• standard
• deribit

symbol: str
Symbol representing the entity requested in the data.

symbol: str
The name of the instrument.

timestamp: datetime | None
When the quote was published.

state: str | None
Whether the instrument's book is open.

combo_state: str | None
Whether the combo is still tradeable.

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.

bid_size: float | None
The size resting at the best bid.

ask_size: float | None
The size resting at the best offer.

implied_bid: float | None
The bid implied by the legs of a combo.

implied_ask: float | None
The offer implied by the legs of a combo.

mark_price: float | None
The price the exchange marks positions at.

index_price: float | None
The price of the index the instrument is priced against.

settlement_price: float | None
The price the instrument last settled at.

delivery_price: float | None
The price an expired instrument was delivered at.

estimated_delivery_price: float | None
What the instrument would deliver at right now.

min_price: float | None
The lowest price an order will be accepted at.

max_price: float | None
The highest price an order will be accepted 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.

interest_value: float | None
The value realized funding on a perpetual is derived from.

interest_rate: float | None
The rate the exchange prices the option's greeks at.

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.

implied_volatility: float | None
The volatility implied by the mark price.

bid_iv: float | None
The volatility implied by the best bid.

ask_iv: float | None
The volatility implied by the best offer.

delta: float | None
The sensitivity to the underlying's price.

gamma: float | None
The sensitivity of delta to the underlying's price.

vega: float | None
The sensitivity to implied volatility.

theta: float | None
The sensitivity to the passage of time.

rho: float | None
The sensitivity to the interest rate.