bottama / Deribit-Option-Data
Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.
☆32Updated 4 years ago
Alternatives and similar repositories for Deribit-Option-Data:
Users that are interested in Deribit-Option-Data are comparing it to the libraries listed below
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆61Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆15Updated 4 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆49Updated 4 years ago
- ☆38Updated 3 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆28Updated last month
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆14Updated 3 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- ☆32Updated 4 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- Repository for market making ideas☆39Updated 10 months ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆14Updated last month
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆32Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- ☆35Updated last year
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Load, build and visualize volatility analytics from Deribit.☆25Updated last year
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆18Updated 2 years ago