Module derive_oracle 

Derive (Lyra) Volatility Oracle implementation.

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

Polls Derive’s public API for option tickers and populates a volatility surface with exchange-computed IV values. No API key required.

API pattern:

1. GET /public/get_instruments?currency=X&instrument_type=option&expired=false -> list of instruments with expiry timestamps
2. POST /public/get_tickers {currency, instrument_type, expiry_date} -> bulk ticker data per expiry with IV in option_pricing.i

Structs

DeriveInstrument 🔒

DeriveInstrumentsResponse 🔒

DeriveOptionDetails 🔒

DeriveOptionPricing 🔒

DeriveSurfaceState 🔒

DeriveTicker 🔒

DeriveTickersResponse 🔒

Bulk tickers response. Keyed by instrument name with abbreviated fields.

DeriveTickersResult 🔒

DeriveVolOracle

DeriveVolOracleConfig

Constants

DEFAULT_DERIVE_BASE_URL

Functions

parse_strike_from_instrument 🔒

Parse strike price from a Derive instrument name.