venues for deribit
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# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for pikers)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Per market data-type definitions and schemas types.
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"""
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from __future__ import annotations
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from typing import (
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Literal,
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)
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from decimal import Decimal
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from msgspec import field
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from piker.types import Struct
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# API endpoint paths by venue / sub-API
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_domain: str = 'deribit.com'
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_url = f'https://www.{_domain}'
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# WEBsocketz
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_ws_url: str = f'wss://www.{_domain}/ws/api/v2'
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# test nets
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_testnet_ws_url: str = f'wss://test.{_domain}/ws/api/v2'
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MarketType = Literal[
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'option'
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]
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def get_api_eps(venue: MarketType) -> tuple[str, str]:
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'''
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Return API ep root paths per venue.
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'''
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return {
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'option': (
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_ws_url,
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),
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}[venue]
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class OptionPair(Struct, frozen=True, kw_only=True):
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symbol: str
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venue: str
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# src
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quote_currency: str
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# dst
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base_currency: str
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tick_size: float # 0.0001
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tick_size_steps: list[dict] # [{'above_price': 0.005, 'tick_size': 0.0005}]
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taker_commission: float # 0.0003
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strike: float # 5000.0
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settlement_period: str # 'day'
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settlement_currency: str # "BTC",
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rfq: bool # false
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quote_currency: str # 'BTC'
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price_index: str # 'btc_usd'
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option_type: str # 'call'
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min_trade_amount: float # 0.1
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maker_commission: float # 0.0003
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kind: str # 'option'
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is_active: bool # true
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instrument_type: str # 'reversed'
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instrument_name: str # 'BTC-1SEP24-55000-C'
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instrument_id: int # 364671
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expiration_timestamp: int # 1725177600000
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creation_timestamp: int # 1724918461000
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counter_currency: str # 'USD'
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contract_size: float # '1.0'
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block_trade_tick_size: float # '0.0001'
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block_trade_min_trade_amount: int # '25'
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block_trade_commission: float # '0.003'
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# NOTE: see `.data._symcache.SymbologyCache.load()` for why
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ns_path: str = 'piker.brokers.deribit:OptionPair'
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@property
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def venue(self) -> str:
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return 'OPTION'
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@property
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def bs_fqme(self) -> str:
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return f'{self.symbol}.OPTION'
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@property
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def bs_src_asset(self) -> str:
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return f'{self.quote_currency}'
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@property
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def bs_dst_asset(self) -> str:
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return f'{self.base_currency}'
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@property
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def bs_mktid(self) -> str:
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return f'{self.symbol}.{self.venue}'
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