Amberdata Derivatives SDK

amberdata-derivatives is a Python library to access the Amberdata Derivatives API.

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Documentation: https://docs.amberdata.io/reference/derivatives-information

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Installation

To install the latest version:

pip install git+https://github.com/amberdata/amberdata-derivatives-sdk.git

To install a specific version:

pip install git+https://github.com/amberdata/[email protected]

Integration

from amberdata_derivatives import AmberdataDerivatives

amberdata_client = AmberdataDerivatives(api_key='<Enter your API key here>')
amberdata_client.get_volatility_term_structures_constant(currency='BTC', exchange='deribit')

Rather than hardcoding the API key, it can be stored in an environment file and loaded dynamically at runtime.

$ cat .env
API_KEY=<Enter your API key here>

from amberdata_derivatives import AmberdataDerivatives

from dotenv import load_dotenv
load_dotenv()

amberdata_client = AmberdataDerivatives(api_key=os.getenv('API_KEY'))
amberdata_client.get_volatility_term_structures_constant(currency='BTC', exchange='deribit')

The default time format for timestamp fields can also be configured globally (so it does not have to be specified with each call).

from amberdata_derivatives import AmberdataDerivatives

from dotenv import load_dotenv
load_dotenv()

amberdata_client = AmberdataDerivatives(api_key=os.getenv('API_KEY'), time_format='iso')
amberdata_client.get_volatility_term_structures_constant(currency='BTC', exchange='deribit')

Unit tests

python3 -m unittest -v tests/*.py

Linting

pylint --generate-rcfile > .pylintrc
pylint $(git ls-files '*.py')