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Module deribit_oracle

Module deribit_oracle 

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Deribit Volatility Oracle implementation.

TODO(clients): Move Deribit HTTP transport and wire models into a dedicated client crate.

Polls Deribit’s 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§

BookSummary πŸ”’
DeribitInstrument πŸ”’
DeribitInstrumentsResponse πŸ”’
Deribit instruments response (for fetching expiry timestamps).
DeribitResponse πŸ”’
Deribit book summary response.
DeribitSurfaceState πŸ”’
DeribitVolOracle
DeribitVolOracleConfig

ConstantsΒ§

DEFAULT_DERIBIT_BASE_URL