Structs§
- AtmVol
Point - ATM volatility for a specific expiry.
- AtmVol
Update Message - ATM volatility update message.
- Auth
Params - Authentication parameters for Block Scholes WebSocket.
- Batch
Item - A single subscription batch item.
- Block
Scholes Auth - Authentication message for Block Scholes WebSocket (JSON-RPC 2.0 format).
- Block
Scholes Subscribe - Subscribe message to Block Scholes WebSocket (JSON-RPC 2.0 format).
- Format
Options - Format options for subscription data.
- Json
RpcError - JSON-RPC error object
- Json
RpcRequest - JSON-RPC 2.0 request wrapper
- Json
RpcResponse - JSON-RPC 2.0 response from Block Scholes.
- Subscription
Config - Subscription configuration for Block Scholes WebSocket.
- Subscription
Options - Subscription formatting options.
- VolSurface
Point - A single point on the volatility surface.
- VolSurface
Update Message - Volatility surface update message.
Enums§
- Block
Scholes Message - Incoming WebSocket message types from Block Scholes. NOTE: The exact subscription data format is unknown without API documentation. Contact Block Scholes at support@blockscholes.com for API docs.