Expand description
Deribit Volatility Oracle implementation.
TODO(clients): Move Deribit HTTP transport and wire models into a dedicated client crate.
Polls Deribitβs public API for option book summaries and populates a
volatility surface with exchange-computed mark_iv values. No API key
required - uses only public endpoints.
Follows the same HTTP polling pattern as PolygonVolOracle.
StructsΒ§
- Book
Summary π - Deribit
Instrument π - Deribit
Instruments πResponse - Deribit instruments response (for fetching expiry timestamps).
- Deribit
Response π - Deribit book summary response.
- Deribit
Surface πState - Deribit
VolOracle - Deribit
VolOracle Config