Expand description
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
- Candle
Snapshot ๐ - Candle
Snapshot ๐Request - Candle
Snapshot ๐Request Body - Realized
VolOracle - Realized
VolOracle Config - Realized
VolOracle ๐State - Realized
VolState ๐
Functionsยง
- realized_
vol_ ๐from_ closes - synthetic_
expiries ๐