SDK-Laevitas-test 1.4.1

SDK

API-SDK

test version which includes 13 endpoints:

Requirements.

Python 3.7+

Installation & Usage

pip install

pip install SDK-Laevitas-test

Then import the package:

from Laevitas import SDK 

Getting Started

Please follow the procedure and then run the following:

from Laevitas import SDK

# create an instance of the API class
sdk = SDK.api()

# Configure your api key
sdk.configure('your-api-key')

response = sdk.historical.move.total_oi(currency="btc", start="2022-06-07", end="2022-06-14", limit="10", page="2")
for i in response.items:
    print(i.v)
                                     

Documentation for available API Endpoints

Class	Sub-class	Method	Description
realtime	options	get_atm(market, currency)	At the money Implied Volatility Term Structure
realtime	options	gex_date_all(market, currency)	Gamma Exposure All Expirations
realtime	options	maturities(market, currency)	Active Expirations
realtime	options	oi_expiry(market, currency)	Open Interest By Expiration
realtime	options	oi_strike_all(market, currency)	Open Interest By Strike All Expirations
realtime	options	oi_type(market, currency)	Open Interest By Type
realtime	options	top_traded_option(market, currency)	Top Traded Instrument
realtime	options	v_expiry(market, currency,)	Volume By Expiry
realtime	options	v_strike_all(market, currency,)	Volume By Strike All Expirations
realtime	options	volume_buy_sell_all(market, currency,)	Buy/Sell Volume Last 24h All Expirations
realtime	options	iv_strike(market, currency,strike)	IV Term Structure By Strike
realtime	options	oi_strike(market, currency,maturity)	Open Interest By Strike
realtime	options	oi_net_change_all(market, currency,hours)	Open Interest Change All Expirations
realtime	options	top_instrument_oi_change(market, currency,hours)	Top Instrument OI Change
realtime	options	volume_buy_sell(market, currency,maturity)	Buy/Sell Volume Last 24h
realtime	options	v_strike(market, currency,maturity)	Volume By Strike
realtime	options	summary_trades(market, currency,hours)	Summary trades
realtime	options	v_strike(market, currency,maturity)	Volume By Strike
realtime	options	oi_net_change_all(market, currency,hours)	Open Interest Change All Expirations
realtime	options	gex_date(market, currency, maturity)	Gamma Exposure by Expiration
realtime	options	greeks(market, currency, maturity, optiontype)	Greeks
realtime	options	iv_all(market, currency, maturity, type)	Implied Volatility Skew
realtime	options	iv_table(market, currency)	Implied volatility table
realtime	options	oi_net_change(market, currency, maturity, hour)	Open Interest Change By Expiration
realtime	options	snapshot(market, currency)	Snapshot
realtime	futures	instruments()	Instruments
realtime	futures	perpetual_funding(currency)	Perpetual Funding
realtime	futures	futures_yield(currency)	Futures Yield
realtime	futures	futures_basis(currency)	Futures Basis
realtime	futures	volume_breakdown(currency)	Volume Breakdown
realtime	futures	oi_breakdown(currency)	Open Interest Breakdown
realtime	futures	markets_oi_gainers_and_losers(currency, option, hour)	Futures OI Change
realtime	futures	snapshot(market)	snapshot
realtime	derivs	oi_gainers(market, oitype, period)	oi gainers
historical	options	option(market, instrument, start(opt), end(opt), limit(opt), page(opt)	options
historical	options	iv(market, instrument, start(opt), end(opt), limit(opt), page(opt)	Instrument Historical Implied Volatility
historical	options	price(market, instrument, start(opt), end(opt), limit(opt), page(opt)	Instrument Historical Price
historical	options	oi_volume(market, instrument, start(opt), end(opt), limit(opt), page(opt)	Instrument Historical Open Interest & Volume
historical	options	underlying_price(market, instrument, start(opt), end(opt), limit(opt), page(opt)	Instrument Historical Underlying Price
historical	options	oi_strike(market,currency, maturity ,date)	Historical Open Interest By Strike
historical	options	volume_strike(market,currency, maturity ,date)	Historical Volume By Strike
historical	options	volume_pc_ratio(market, currency, start(opt), end(opt), limit(opt), page(opt)	Volume Put/Call Ratio
historical	options	gex_index(market, currency, start(opt), end(opt), limit(opt), page(opt)	Gamma Exposure Index
historical	options	max_pain(market, currency, start(opt), end(opt), limit(opt), page(opt)	Max Pain Monthly Expiration
historical	options	atm_iv(market, currency, start(opt), end(opt), limit(opt), page(opt)	At the money Implied Volatility (Rolling Maturity)
historical	options	volume_total(market, currency, start(opt), end(opt), limit(opt), page(opt)	Volume total
historical	options	oi_pc_ratio(market, currency, start(opt), end(opt), limit(opt), page(opt)	Open Interest Put/Call Ratio
historical	options	oi_total(market, currency, start(opt), end(opt), limit(opt), page(opt)	Instrument Historical Implied Volatility
historical	options	realized_vol(market, currency, start(opt), end(opt), limit(opt), page(opt)	Realized Volatility
historical	options	vix(market, currency, start(opt), end(opt), limit(opt), page(opt)	Vol Index
historical	options	dvol(market, currency, start(opt), end(opt), limit(opt), page(opt)	Deribit Volatility Index (DVOL)
historical	options	atm_iv_model(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	At the money Implied Volatility model
historical	options	butterfly(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	Butterfly
historical	options	butterfly_model(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	Butterfly model
historical	options	realized_vol(market, currency, start(opt), end(opt), limit(opt), page(opt)	realized vol
historical	options	skew(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	Skew
historical	options	skew_model(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	Skew model
historical	options	risk_reversal(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	Risk Reversal
historical	options	risk_reversal_model(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	Risk Reversal model
historical	options	gamma_bands(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	Gamma Bands
historical	options	total_oi(market, currency, maturiy, start(opt), end(opt), limit(opt), page(opt)	Total open interest
historical	options	iv_bid_ask(market, currency, type, start(opt), end(opt), limit(opt), page(opt)	iv bid/ask
historical	options	total_volume(market, currency, maturity, start(opt), end(opt), limit(opt), page(opt)	total volume
historical	options	volumeOiByExchange(currency, maturity, start(opt), end(opt), limit(opt), page(opt)	Volume open interest exchange
historical	move	total_oi(currency, start(opt), end(opt), limit(opt), page(opt)	total oi