Module blockscholes_oracle 

Block Scholes Volatility Oracle implementation.

This module provides a WebSocket-based oracle for fetching real-time implied volatility data from the Block Scholes API.

Structs

BlockScholesVolOracle

Block Scholes Volatility Oracle implementation.

BlockScholesVolOracleConfig

Configuration for the Block Scholes Volatility Oracle.

MockVolOracle

Mock polling oracle for unit testing margin calculations.

OracleState 🔒

Internal state for the volatility oracle.

Constants

DEFAULT_CACHE_TTL_MS

Default cache TTL in milliseconds

DEFAULT_HEARTBEAT_INTERVAL_MS

Default heartbeat interval in milliseconds

DEFAULT_RECONNECT_DELAY_MS

Default reconnection delay in milliseconds

DEFAULT_WS_URL

Default WebSocket URL for Block Scholes API