Module vol_oracle 

Re-exports

pub use factory::VolOracleFactory;

pub use factory::VolOracleFactoryOutput;

Modules

blockscholes_oracle

blockscholes_types

databento_oracle

deribit_oracle

derive_oracle

factory

fixed_oracle

polygon_oracle

polymarket_oracle

Polymarket-derived Volatility Oracle for pre-IPO assets (e.g., SPCX).

realized_vol_oracle

Realized-volatility oracle for assets without live option-market anchors.

risk_oracle

routed_oracle

sticky_moneyness_oracle

vol_surface_cache

Structs

BlockScholesSubscribe

Subscribe message to Block Scholes WebSocket (JSON-RPC 2.0 format).

BlockScholesVolOracle

Block Scholes Volatility Oracle implementation.

BlockScholesVolOracleConfig

Configuration for the Block Scholes Volatility Oracle.

DatabentoVolOracle

A RiskVolOracle backed by a Databento feed. Owns a DatabentoOrchestrator under an RwLock and a cached VolatilitySurface that is rebuilt on every ingested record.

DatabentoVolOracleConfig

Config for the Databento vol oracle.

DeltaCurveExport

Exported delta curve for a single expiry.

DeltaIvExport

Exported delta-IV pair for API responses.

DeribitVolOracle

DeribitVolOracleConfig

DeriveVolOracle

DeriveVolOracleConfig

FixedTestRiskVolOracle

Deterministic fixed-vol oracle used only by testnet-only startup paths and tests.

PolygonUnderlyingConfig

PolygonVolOracle

PolygonVolOracleConfig

PolymarketVolOracle

PolymarketVolOracleConfig

RealizedVolOracle

RealizedVolOracleConfig

RoutedVolOracle

Router that dispatches get_iv calls to one of several underlying providers, optionally with a fallback chain per underlying.

StickyMoneynessVolOracle

StickyMoneynessVolOracleConfig

VolOracleStatus

VolPoint

A single point on the volatility surface.

VolSurfacePoint

A single point on the volatility surface.

VolSurfaceSnapshot

Full snapshot of a volatility surface for a single underlying, used for persistence and API serialisation.

VolSurfaceUpdateMessage

Volatility surface update message.

VolatilitySurface

Volatility surface for a single underlying.

Enums

BlockScholesMessage

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.

VolLookupError

VolProviderKind

Constants

DEFAULT_CACHE_TTL_MS

Default cache TTL in milliseconds

DEFAULT_DERIBIT_BASE_URL

DEFAULT_DERIVE_BASE_URL

DEFAULT_POLYGON_BASE_URL

Traits

PollingVolOracle

Provider runtime trait for polling or streaming live volatility data.

RiskVolOracle

VolOracle

Type Aliases

PlatformSpotPrices

Shared handle for injecting platform spot prices into the Polygon oracle. The oracle uses these to compute a dynamic strike scale at each refresh.

SharedRiskVolOracle

SharedVolOracle