Crypto Derivative Markets

crypto-derivative-markets is a zero-runtime-dependency Python library for venue-neutral crypto-derivative economics. Install the distribution from PyPI and import the cdm namespace:

python -m pip install crypto-derivative-markets

The package supplies:

• versioned JSON Schemas and immutable Python values;
• incomplete instrument descriptors with capability-specific assessment;
• amount-independent instrument scenario keys;
• optional protocol-scoped native identity references with ambiguity-safe selection;
• payoff and maturity classification;
• canonical market-datapoint meanings and ordered calculation lineage;
• context-independent open-interest conversions with exact ratios, structured missing inputs, and explicit unmodeled outcomes;
• funding-rate and interval semantics that preserve missing source evidence;
• deterministic JSON codecs and portable conformance vectors.

It intentionally contains no provider adapters, provider-specific identity definitions or mappings, catalog identifiers, network access, configuration, persistence, scheduling, or service policy. Opaque native values may be carried through the typed identity-reference contract but are never interpreted as economic evidence.

Quick start

from cdm import (
    AssetRelationship,
    ContractValueDescriptorV1,
    ContractValueUnit,
    InstrumentCapability,
    InstrumentDescriptorV1,
    InstrumentKind,
    SettlementDescriptorV1,
    assess_instrument_descriptor,
    instrument_scenario,
)

descriptor = InstrumentDescriptorV1(
    instrument_kind=InstrumentKind.PERPETUAL_SWAP,
    contract_value=ContractValueDescriptorV1(unit=ContractValueUnit.BASE),
    settlement=SettlementDescriptorV1(asset_relationship=AssetRelationship.QUOTE),
)

assessment = assess_instrument_descriptor(
    descriptor,
    InstrumentCapability.CLASSIFICATION,
)
scenario = instrument_scenario(descriptor)

Classification succeeds without contract amount, settlement method, margin, or funding metadata because those attributes do not affect payoff or maturity. A conversion assessment can require a different minimal set from the same descriptor.

Contracts and documentation

• Normative requirements
• Antora documentation component
• Versioned schemas
• Conformance vectors
• Compatibility policy
• Contribution guide

The project is in an initial public-contract release. Schema identifiers are versioned independently from the Python distribution and are never inferred during decoding.