1.0.7

Remove deprecated endpoints:

• get_decorated_trades(...)
• get_delta_surfaces_constant(...)
• get_delta_surfaces_floating(...)
• get_instrument_information(...)
• get_level_1_quotes(...)
• get_term_structures_constant(...)
• get_term_structures_floating(...)
• get_term_structures_richness(...)
• get_volatility_cones(...)

Changelog

Full Changelog: 1.0.6...1.0.7

1.0.6

Added Jupyter notebook with examples on how to use the SDK

• implied volatility
• open interest
• options flow
• realized volatility

More unit/integration tests have been added to the project, more to come in the next release.

Changelog

Full Changelog: 1.0.5...1.0.6

1.0.5

Added new Futures functions

• get_futures_perpetuals_apr_basis_constant_maturities(...)
• get_futures_perpetuals_apr_basis_live_term_structures(...)
• get_futures_perpetuals_open_interest(...)
• get_futures_perpetuals_realized_funding_rates_cumulated(...)
• get_futures_perpetuals_volumes(...)

More unit/integration tests have been added to the project, more to come in the next release.

Changelog

Full Changelog: 1.0.4...1.0.5

1.0.4

Functions have been grouped by namespace:

• instruments
• realized_volatility
• trades_flow
• volatility

As such, the following functions have been deprecated and will be removed in the next release. They have been replaced by equivalent functions in their own respective namespace:

• get_decorated_trades(...) --> get_trades_flow_decorated_trades(...)
• get_delta_surfaces_constant(...)--> get_volatility_delta_surfaces_constant(...)
• get_delta_surfaces_floating(...) --> get_volatility_delta_surfaces_floating(...)
• get_instrument_information(...) --> get_instruments_information(...)
• get_level_1_quotes(...) --> get_volatility_level_1_quotes(...)
• get_term_structures_constant(...) --> get_volatility_term_structures_constant(...)
• get_term_structures_floating(...) --> get_volatility_term_structures_floating(...)
• get_term_structures_richness(...) --> get_volatility_term_structures_richness(...)
• get_volatility_cones(...) --> get_realized_volatility_cones(...)

More unit/integration tests have been added to the project, more to come in the next release.

Changelog

Full Changelog: 1.0.3...1.0.4

1.0.3

Notes

The following deprecated functions have been removed:

• get_term_structure_constant(...)
• get_term_structure_floating(...)
• get_tickers(...)

Changelog

Full Changelog: 1.0.2...1.0.3

1.0.2

Notes

Functions

• get_term_structure_constant(...) is deprecated in favor of get_term_structures_constant(...)
• get_term_structure_floating(...) is deprecated in favor of get_term_structures_floating(...)

These deprecated functions will be removed in the next release:

• get_term_structure_constant(...)
• get_term_structure_floating(...)
• get_tickers(...)

The response payload for endpoint get_level_1_quotes(...) now has an additional field called volumeUSD which represents the volume in notional value.

A more comprehensive unit test suite was added to the project, covering all the supported endpoints and different parameters.

Changelog

Full Changelog: 1.0.1...1.0.2

1.0.1

Notes

Function get_tickers(...) is deprecated in favor of get_level_1_quotes(...)

Changelog

Full Changelog: 1.0.0...1.0.1

1.0.0

Notes

First official release of the Amberdata Derivatives SDK - see README.md for more details

What's Changed

• First by @gravity5ucks in #1
• First by @gravity5ucks in #2
• DER-0000: added unit tests by @joanesespanol in #3

New Contributors

• @gravity5ucks made their first contribution in #1
• @joanesespanol made their first contribution in #3

Changelog

Full Changelog: https://github.com/amberdata/amberdata-derivatives-sdk/commits/1.0.1