block_rfq_trades
Get the Deribit block requests that traded, one row per leg.
Examples
from openbb import obb
# The block requests that most recently traded.
obb.deribit.market.block_rfq_trades(provider='deribit')
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.
Returns
results: DeribitBlockRfqTrades
Serializable results.
provider: str | None
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
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.