Module expiry_times
Expand description
Per-underlying expiry time-of-day configuration.
Option symbols encode expiry as a YYYYMMDD date only; the time of day an instrument expires is policy. This module is the single authority for resolving that policy: a global default (08:00 UTC, the Deribit convention) plus per-underlying overrides (e.g. SPCX expires 20:00 UTC, 4 PM ET).
The resolved expiry timestamp is consensus-critical: it is embedded in the
Create2 salt of on-chain option tokens (see option_token_address).
Changing an underlying’s expiry time while it has listed instruments
changes those instruments’ derived timestamps and token addresses. Treat
the configured value as immutable once instruments exist.
The process-wide configuration is installed once at startup via
install_expiry_times. Binaries that never install (tools, tests)
resolve everything to the 08:00 UTC default.
Structs§
- Expiry
Time - A UTC time of day at which instruments expire.
- Expiry
Times - Process-wide expiry time policy: a default plus per-underlying overrides.
- Expiry
Times Install Error - Error returned when installing the process-wide expiry times fails.
Enums§
- Expiry
Time Parse Error - Error returned when parsing an expiry time string.
Constants§
- DEFAULT_
EXPIRY_ TIME - Default expiry time of day: 08:00 UTC (Deribit convention).
Functions§
- expiry_
times - The active expiry time policy: the installed configuration, or the all-defaults policy (08:00 UTC) if none was installed.
- install_
expiry_ times - Install the process-wide expiry time policy. Call once at startup, before any component derives expiry timestamps.