First version:
Python 3.7+
pip install laevitas-sdkThen import the package:
from laevitas import sdk Please follow the procedure and then run the following:
from laevitas import sdk
# create an instance of the API class
resp = sdk.api()
# Configure your api key
resp.configure('your-api-key')
response = resp.historical.move.total_oi(currency="btc", start="2022-06-07", end="2022-06-14", limit="10", page="2")
print(response)
| 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 | options | oi_breakdown() | Open Interest breakdown |
| realtime | options | volume_breakdown() | Volume breakdown |
| realtime | options | oi_breakdown_by_currency() | Open Interest breakdown by currency |
| realtime | options | volume_breakdown_by_currency() | Volume breakdown by currency |
| realtime | futures | instruments() | available futures instruments |
| realtime | futures | alt_currency () | available futures currency |
| 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 | futures_curve(currency, market(opt)) | futures term structure |
| realtime | futures | markets_oi_gainers_and_losers(currency, option, hour) | Futures Open interest Change |
| realtime | futures | snapshot(market) | snapshot |
| realtime | move | oi_group() | Open Interest group |
| realtime | move | oi_expiry() | Open Interest expiry |
| realtime | move | volume_expiry() | Volume expiry |
| realtime | move | volume_group() | Volume group |
| realtime | move | volume_expiry_buy_sell() | Volume expiry buy sell |
| realtime | move | volume_contract_buy_sell() | Volume contract buy sell |
| realtime | move | volume_top_contract() | volume top contract |
| realtime | move | volume_type_buy_sell () | volume type buy/sell |
| realtime | move | oi_top_contract() | Open Interest top contract |
| realtime | move | big_trades() | Big trades |
| realtime | move | contract_name() | Contract names |
| realtime | move | expirations() | Expirations |
| realtime | move | ftx_vs_deribit() | Ftx vs deribit |
| realtime | move | live() | Live |
| realtime | defi | dovs() | dovs |
| realtime | defi | ribbon() | ribbon |
| realtime | defi | friktion() | friktion |
| realtime | defi | squeeth() | squeeth |
| realtime | defi | thetanuts() | thetanuts |
| realtime | derivs | futures(market, currency, maturity) | futures |
| realtime | derivs | perpetuals(market, currency) | perpetuals |
| realtime | derivs | summary(currency) | summary |
| realtime | derivs | oi_gainers(market, oitype, period) | oi gainers |
| realtime | derivs | price_gainers(market, oitype, period) | price gainers |
| realtime | derivs | top_funding(market ) | top_funding |
| realtime | derivs | top_gainers_losers(change, type) | top gainers losers |
| 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 | oi_by_market(market) | Open interest by exchange |
| historical | options | volume_by_market(market) | volume by exchange |
| historical | options | oi_by_currency(market,currency, maturity ,date) | Open interest by currency |
| historical | options | volume_by_currency(market,currency, maturity ,date) | volume by currency |
| historical | options | iv_rv(market,currency) | Implied Volatility Vs Realised Volatility |
| 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) | Total Open Interest |
| 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 | futures | oi_weighted_funding(currency, start(opt), end(opt), limit(opt), page(opt) | Open interest weighted funding |
| historical | futures | oi_weighted_volume_funding(currency, start(opt), end(opt), limit(opt), page(opt) | Open interest weighted volume |
| historical | futures | oi_weighted_basis(currency, start(opt), end(opt), limit(opt), page(opt) | Open interest weighted basis |
| historical | futures | total_oi(currency, start(opt), end(opt), limit(opt), page(opt) | Total open interest |
| historical | futures | total_oi_by_margin(currency, start(opt), end(opt), limit(opt), page(opt) | Total open interest by margin |
| historical | futures | total_volume(currency, start(opt), end(opt), limit(opt), page(opt) | Total volume |
| historical | futures | total_volume_by_margin(currency, start(opt), end(opt), limit(opt), page(opt) | Total volume by margin |
| historical | futures | realized_volatility(currency, start(opt), end(opt), limit(opt), page(opt) | Realized volatility |
| historical | futures | alt_summary(currency, start(opt), end(opt), limit(opt), page(opt) | Alt summary |
| historical | futures | alt_markets(currency, start(opt), end(opt), limit(opt), page(opt) | Alt markets |
| historical | futures | market_index(currency, start(opt), end(opt), limit(opt), page(opt) | Market index |
| historical | futures | indices_price(currency, start(opt), end(opt), limit(opt), page(opt) | Indices price |
| historical | futures | futures_annualized_basis(currency, option, start(opt), end(opt), limit(opt), page(opt) | Futures annualized basis |
| historical | futures | perpetual_funding_exchange(currency,option, start(opt), end(opt), limit(opt), page(opt) | Perpetual funding exchange |
| historical | futures | total_oi_by_exchange(currency, option, start(opt), end(opt), limit(opt), page(opt) | Total oi by exchange |
| historical | futures | total_volume_by_exchange(currency, option, start(opt), end(opt), limit(opt), page(opt) | Total volume by exchange |
| historical | futures | perpetual_yield(market, currency, start(opt), end(opt), limit(opt), page(opt) | Perpetual yield |
| historical | futures | perpetual_funding(market, currency, start(opt), end(opt), limit(opt), page(opt) | Perpetual funding |
| historical | move | total_oi(market, currency, start(opt), end(opt), limit(opt), page(opt) | total open interests |
| historical | move | volume_buy_sell(market, currency, start(opt), end(opt), limit(opt), page(opt) | volume buy sell |
| historical | move | iv_type(market, currency, type, start(opt), end(opt), limit(opt), page(opt) | iv type |
| historical | move | iv_historical_open_future(market, currency, is_open, start(opt), end(opt), limit(opt), page(opt) | iv historical open future |
| historical | move | total_volume(market, currency, start(opt), end(opt), limit(opt), page(opt) | total volume |
| historical | move | historical_iv(contract_name, market, start(opt), end(opt), limit(opt), page(opt) | historical iv |
| historical | move | historical_oi(contract_name, market, start(opt), end(opt), limit(opt), page(opt) | historical oi |
| historical | move | historical_price(contract_name, market, start(opt), end(opt), limit(opt), page(opt) | historical price |
| historical | move | historical_volume(contract_name, market, start(opt), end(opt), limit(opt), page(opt) | historical volume |
| historical | move | open_future(contract_type) | open future |
| historical | defi | dovs_auctions(protocol, start(opt), end(opt), currency(opt), limit(opt), page(opt)) | dov auctions |
| historical | derivs | perpetuals(market, symbol, start(opt), end(opt), limit(opt), page(opt) ) | perpetuals |
| historical | derivs | futures(market, symbol, date) | futures |
| historical | derivs | summary(currency, start(opt), end(opt), limit(opt), page(opt) ) | summary |