Deribit Trades
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
DeribitTrades | DeribitTradesQueryParams | DeribitTradesData |
Import Statement
from openbb_core.provider.standard_models. import (
DeribitTradesData,
DeribitTradesQueryParams,
)
Parameters
- standard
- deribit
symbol: str | None | list[str | None]
One or more instrument names. When given, the currency is ignored. Multiple items allowed.
currency: str | None
Default: BTC
The settlement currency of the instruments.
kind: str | None
Default: future
The kind of instrument. Only used when reading by currency, where the exchange rejects a request that leaves it out, and where spot is not offered at all. Read spot trades by symbol instead.
start_date: Any | None | str
Return trades from this date onwards.
end_date: Any | None | str
Return trades up to this date.
limit: int | None
Default: 100
The number of trades to return, at most 1000.
sorting: str | None
Default: desc
The order the trades are returned in.
Data
- standard
- deribit
timestamp: datetime
When the trade printed.
symbol: str
The name of the instrument.
direction: str | None
Which side the aggressor was on.
price: float
The price the trade printed at.
amount: float | None
The size of the trade, in base currency.
contracts: float | None
The size of the trade, in contracts.
iv: float | None
The volatility the option trade implies.
mark_price: float | None
The price the exchange marked the instrument at.
index_price: float | None
The price of the index at the time of the trade.
tick_direction: int | None
How the price moved against the previous trade. 0 and 1 are upticks, 2 and 3 are downticks.
trade_id: str | None
The identifier of the trade.
trade_seq: int | None
The sequence number of the trade.
block_trade_id: str | None
The block trade the print belongs to.
liquidation: str | None
Which side of the trade was liquidated.
starbase_match_id: int | None
The matching engine's identifier for the fill.
starbase_timestamp: int | None
When the matching engine recorded the fill, in nanoseconds since the epoch.