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d6fd646402
* refactor openbb-deribit for v5 * restructure the optimizer around the published combos data and add integration test suites
108 lines
4.1 KiB
Python
108 lines
4.1 KiB
Python
"""The Deribit commands and parameters both consumption surfaces are exercised with."""
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SHARED = {
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("futures", "curve"),
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("futures", "historical"),
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("futures", "info"),
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("futures", "instruments"),
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("options", "chains"),
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}
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MODELS = [
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("futures", "curve", {"symbol": "BTC"}),
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(
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"futures",
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"historical",
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{
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"symbol": "BTC-PERPETUAL",
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"start_date": "2026-01-01",
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"end_date": "2026-02-01",
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},
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),
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("futures", "info", {"symbol": "BTC-PERPETUAL"}),
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("futures", "instruments", {}),
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("index", "delivery_prices", {"index_name": "btc_usd", "limit": 5}),
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("index", "historical", {"index_name": "btc_usd", "span": "1h"}),
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("index", "price", {"index_name": "btc_usd,eth_usd"}),
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("market", "block_rfq_trades", {"limit": 10}),
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("market", "book_summary", {"currency": "BTC", "kind": "future"}),
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("market", "order_book", {"symbol": "BTC-PERPETUAL", "depth": 5}),
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("market", "settlements", {"currency": "BTC", "limit": 5}),
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("market", "ticker", {"symbol": "BTC-PERPETUAL"}),
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("market", "trade_volumes", {}),
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("market", "trades", {"symbol": "BTC-PERPETUAL", "limit": 5}),
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("options", "chains", {"symbol": "BTC"}),
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("rates", "apr_history", {"currency": "usde", "limit": 5}),
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("rates", "funding_chart", {"symbol": "BTC-PERPETUAL"}),
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("rates", "funding_history", {"symbol": "BTC-PERPETUAL"}),
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("reference", "announcements", {"limit": 3}),
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("reference", "combos", {"currency": "BTC"}),
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("reference", "currencies", {}),
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("reference", "expirations", {"currency": "BTC", "kind": "any"}),
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("reference", "instruments", {"currency": "BTC", "kind": "future"}),
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("volatility", "index", {"currency": "BTC", "interval": "1d"}),
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("volatility", "realized", {"currency": "BTC"}),
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]
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FEEDS = [
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("futures", "curve_choices", {}),
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("futures", "perpetual_choices", {}),
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("options", "underlying_choices", {}),
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("options", "expiration_choices", {"symbol": "BTC"}),
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("options", "strike_choices", {"symbol": "BTC"}),
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("options", "strategy_choices", {"symbol": "BTC"}),
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("rates", "funding_value", {"symbol": "BTC-PERPETUAL"}),
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("reference", "combo_choices", {"currency": "BTC"}),
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("reference", "contract_size", {"symbol": "BTC-PERPETUAL"}),
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("reference", "currency_choices", {}),
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("reference", "index_choices", {}),
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("reference", "index_choices", {"supported": True}),
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("reference", "instrument_choices", {"kind": "future"}),
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("reference", "server_time", {}),
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("reference", "status", {}),
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]
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TABLES = [
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("optimizer", {"symbol": "BTC", "target_price": 100000, "limit": 5}),
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("straddle", {"symbol": "BTC"}),
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("strangle", {"symbol": "BTC", "moneyness": 5}),
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("spreads", {"symbol": "BTC", "moneyness": 5}),
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("straddle", {"symbol": "ETH"}),
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]
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CHARTS = [
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("smile", {"symbol": "BTC"}),
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("smile", {"symbol": "BTC", "otm": True, "skew": True}),
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("smile", {"symbol": "ETH"}),
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("stats", {"symbol": "BTC"}),
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("stats", {"symbol": "BTC", "metric": "volume", "unit": "pcr"}),
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("stats", {"symbol": "BTC", "by": "strike", "unit": "percent"}),
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("stats", {"symbol": "SOL_USDC"}),
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("surface", {"symbol": "BTC"}),
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("surface", {"symbol": "BTC", "metric": "gex", "option_type": "calls"}),
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("surface", {"symbol": "BTC", "dte_min": 7, "dte_max": 90, "oi": True}),
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("term_structure", {"symbol": "BTC"}),
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("term_structure", {"symbol": "BTC", "metric": "price", "moneyness": 5}),
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("payoff", {"symbol": "BTC"}),
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("payoff", {"symbol": "BTC", "target_price": 100000, "budget": 1000}),
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]
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def namespace(router: str, name: str) -> str:
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"""Return where a command is served: its own namespace or the shared one."""
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from openbb_deribit import DERIVATIVES_INSTALLED
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return (
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"derivatives"
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if DERIVATIVES_INSTALLED and (router, name) in SHARED
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else "deribit"
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)
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def case_id(case: tuple) -> str:
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"""Name a parametrized case by its command and parameters."""
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*path, params = case
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written = ",".join(f"{key}={value}" for key, value in params.items())
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return ".".join(path) + (f"[{written}]" if written else "")
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