Module blockscholes_types 

Block Scholes WebSocket API types.

This module contains request/response types for the Block Scholes WebSocket API. Uses JSON-RPC 2.0 format as required by the prod-websocket-api endpoint.

Structs

AtmVolPoint

ATM volatility for a specific expiry.

AtmVolUpdateMessage

ATM volatility update message.

AuthParams

Authentication parameters for Block Scholes WebSocket.

BatchItem

A single subscription batch item.

BlockScholesAuth

Authentication message for Block Scholes WebSocket (JSON-RPC 2.0 format).

BlockScholesSubscribe

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

FormatOptions

Format options for subscription data.

JsonRpcError

JSON-RPC error object

JsonRpcRequest

JSON-RPC 2.0 request wrapper

JsonRpcResponse

JSON-RPC 2.0 response from Block Scholes.

SubscriptionConfig

Subscription configuration for Block Scholes WebSocket.

SubscriptionOptions

Subscription formatting options.

VolSurfacePoint

A single point on the volatility surface.

VolSurfaceUpdateMessage

Volatility surface update message.

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.

Statics

REQUEST_ID 🔒

Global request ID counter for JSON-RPC requests

Functions

next_request_id 🔒