disentpy 0.0.15

Disent API caller

disentpy

Python client for Disent's API framework.

Installation

Install using pip

pip install disentpy

Usage

import disent

# get AAPL vol surface (list of dicts)
model="DEMO_EQD_VOLS"
ticker = 'AAPL'
model_args = {'ticker':ticker}
df = disent.hub(model,model_args,env='disent-cloud')
print(df)

# get AAPL vol surface (pivoted on K)
model_args = {'ticker':ticker,'pivot':'T_DATE,K,IV'}
df = disent.hub(model,model_args,env='disent-cloud')

print(df)

# lambdify disent call for any ticker

f_vols = lambda i: disent.hub(model,{'ticker':i},env='disent-cloud')
print(f_vols('SPX'))
print(f_vols('RTY'))

Documentation

Latest documentation is hosted on read the docs.

Requirements

Using disentpy requires the following packages:

• pandas>=1.0
• requests>=2.19.0

Install latest development version

pip install git+http://github.com/disentcorp/disent_pip.git

or

git clone pip install https://github.com/disentcorp/disent_pip.git
cd disentpy
python setup.py install