new endpoints 3

genesis-volatility · Jan 19, 2023 · 502534f · 502534f
1 parent 469bab9
commit 502534f
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Showing 2 changed files with 63 additions and 2 deletions.
diff --git a/gvol/client.py b/gvol/client.py
@@ -1440,4 +1440,41 @@ def options_atm_skew_spot(
         return self._client.execute(
             gql(queries.options_atm_skew_spot),
             variable_values={"symbol":symbol, "dateStart":dateStart, "dateEnd":dateEnd},
+        )
+
+    def options_deribit_volume_detailed_daily(
+        self, exchange: types.ExchangeEnumType, dateStart: types.String, dateEnd: types.String, 
+    ) -> Dict:
+        """This query will return the Deribit daily volumes detailed and open interest with putcall ratio.
+
+        Args:
+            {
+            "exchange": "deribit",
+            "dateStart": "2016-01-01",
+            "dateEnd": "2023-01-19"
+            }
+            
+        Returns:
+            {
+            "date": "1673395200000",
+            "year": "2023",
+            "month": "1",
+            "blockTrade": "Block",
+            "currency": "BTC",
+            "typeOfTrade": "trade",
+            "putCall": "C",
+            "volume": 8670,
+            "premium": 223,
+            "notional": 151547850,
+            "premiumDollar": 3902913,
+            "avgIv": 48.3,
+            "avgIndexPrice": 17480.4,
+            "countTrades": 117,
+            "oiNotional": 3404269477,
+            "oiPcRatio": 0.47
+            }
+        """
+        return self._client.execute(
+            gql(queries.options_deribit_volume_detailed_daily),
+            variable_values={"exchange":exchange, "dateStart":dateStart, "dateEnd":dateEnd},
         )
diff --git a/gvol/queries.py b/gvol/queries.py
@@ -1288,8 +1288,8 @@
 
 
 options_atm_skew_spot = """
-query HourlyFixedDeltaSurface($symbol: SymbolEnumType, $dateStart: String, $dateEnd: String) {  
-  HourlyFixedDeltaSurface: HourlyFixedDeltaSurface(symbol: $symbol, dateStart:$dateStart,dateEnd:$dateEnd) {
+  query HourlyFixedDeltaSurface($symbol: SymbolEnumType, $dateStart: String, $dateEnd: String) {  
+    HourlyFixedDeltaSurface: HourlyFixedDeltaSurface(symbol: $symbol, dateStart:$dateStart,dateEnd:$dateEnd) {
       ts
       currency
       indexPrice
@@ -1340,4 +1340,28 @@
       FiveDelta180Call
     }
   }
+"""
+
+
+options_deribit_volume_detailed_daily = """
+  query DeribitDetailedDaily($exchange: ExchangeEnumType, $dateStart: String,$dateEnd: String) {  
+    DeribitDetailedDaily: DeribitDetailedDaily(exchange: $exchange, dateStart: $dateStart, dateEnd: $dateEnd) {
+      date
+      year
+      month
+      blockTrade
+      currency
+      typeOfTrade
+      putCall
+      volume
+      premium
+      notional
+      premiumDollar
+      avgIv
+      avgIndexPrice
+      countTrades
+      oiNotional
+      oiPcRatio
+    }
+  }
 """