Deribit Ticker
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
DeribitTicker | DeribitTickerQueryParams | DeribitTickerData |
Import Statement
from openbb_core.provider.standard_models. import (
DeribitTickerData,
DeribitTickerQueryParams,
)
Parameters
- standard
- deribit
symbol: str | list[str]
One or more instrument names. A perpetual can also be given by its shortened root, such as 'SOLUSDC'. Multiple items allowed.
Data
- standard
- deribit
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.