Crate hypercall_vol_oracle 

Volatility Oracle module for fetching implied volatility data.

This module provides real-time volatility surface data from Block Scholes via WebSocket API for use in margin calculations and options pricing.

Example

use hypercall_vol_oracle::{BlockScholesVolOracle, BlockScholesVolOracleConfig};
use std::sync::Arc;

let config = BlockScholesVolOracleConfig {
    symbols: vec!["BTC".to_string(), "ETH".to_string()],
    ..Default::default()
};

let oracle = Arc::new(BlockScholesVolOracle::new(config));
let handle = oracle.start_polling();

// Later, query volatility
if let Some(vol) = oracle.get_vol("BTC", 100000.0, 1735689600).await {
    println!("BTC 100k strike vol: {:.2}%", vol * 100.0);
}

Re-exports

pub use blockscholes_oracle::BlockScholesVolOracle;

pub use blockscholes_oracle::BlockScholesVolOracleConfig;

pub use blockscholes_oracle::DEFAULT_CACHE_TTL_MS;

pub use blockscholes_types::BlockScholesMessage;

pub use blockscholes_types::BlockScholesSubscribe;

pub use blockscholes_types::VolSurfacePoint;

pub use blockscholes_types::VolSurfaceUpdateMessage;

pub use databento_oracle::DatabentoVolOracle;

pub use databento_oracle::DatabentoVolOracleConfig;

pub use deribit_oracle::DeribitVolOracle;

pub use deribit_oracle::DeribitVolOracleConfig;

pub use deribit_oracle::DEFAULT_DERIBIT_BASE_URL;

pub use derive_oracle::DeriveVolOracle;

pub use derive_oracle::DeriveVolOracleConfig;

pub use derive_oracle::DEFAULT_DERIVE_BASE_URL;

pub use fixed_oracle::FixedTestRiskVolOracle;

pub use polygon_oracle::PlatformSpotPrices;

pub use polygon_oracle::PolygonUnderlyingConfig;

pub use polygon_oracle::PolygonVolOracle;

pub use polygon_oracle::PolygonVolOracleConfig;

pub use polygon_oracle::DEFAULT_POLYGON_BASE_URL;

pub use polymarket_oracle::PolymarketVolOracle;

pub use polymarket_oracle::PolymarketVolOracleConfig;

pub use realized_vol_oracle::RealizedVolOracle;

pub use realized_vol_oracle::RealizedVolOracleConfig;

pub use risk_oracle::RiskVolOracle;

pub use risk_oracle::RiskVolOracle as VolOracle;

pub use risk_oracle::SharedRiskVolOracle;

pub use risk_oracle::SharedVolOracle;

pub use risk_oracle::VolLookupError;

pub use risk_oracle::VolOracleStatus;

pub use risk_oracle::VolProviderKind;

pub use risk_oracle::VolSurfaceSnapshot;

pub use routed_oracle::RoutedVolOracle;

pub use sticky_moneyness_oracle::StickyMoneynessVolOracle;

pub use sticky_moneyness_oracle::StickyMoneynessVolOracleConfig;

pub use vol_surface_cache::DeltaCurveExport;

pub use vol_surface_cache::DeltaIvExport;

pub use vol_surface_cache::VolPoint;

pub use vol_surface_cache::VolatilitySurface;

Modules

blockscholes_oracle

Block Scholes Volatility Oracle implementation.

blockscholes_types

Block Scholes WebSocket API types.

databento_oracle

Databento-backed vol oracle for CME products (initially GC gold options).

deribit_oracle

Deribit Volatility Oracle implementation.

derive_oracle

Derive (Lyra) Volatility Oracle implementation.

fixed_oracle

polygon_oracle

polymarket_oracle

Polymarket-derived Volatility Oracle for pre-IPO assets (e.g., SPCX).

realized_vol_oracle

Realized-volatility oracle for assets without live option-market anchors.

risk_oracle

routed_oracle

sticky_moneyness_oracle

vol_surface_cache

Volatility surface cache for storing and querying implied volatility data.

Traits

PollingVolOracle

Provider runtime trait for polling or streaming live volatility data.