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Module realized_vol_oracle

Module realized_vol_oracle 

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

The provider derives a single annualized volatility from underlying candles. Any smile or wing behavior must be added as explicit risk policy elsewhere; this oracle intentionally does not pretend to calibrate an option surface.

Structsยง

CandleSnapshot ๐Ÿ”’
CandleSnapshotRequest ๐Ÿ”’
CandleSnapshotRequestBody ๐Ÿ”’
RealizedVolOracle
RealizedVolOracleConfig
RealizedVolOracleState ๐Ÿ”’
RealizedVolState ๐Ÿ”’

Functionsยง

realized_vol_from_closes ๐Ÿ”’
synthetic_expiries ๐Ÿ”’