mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-27 18:57:55 +00:00
Mark Aron Szulyovszky
241 lines
11 KiB
Python
241 lines
11 KiB
Python
from .utils import *
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from .client import GlassnodeClient
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class Derivatives:
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"""
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Derivatives class.
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Methods
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-------
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__init__(glassnode_client):
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Constructs a Derivatives object.
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futures_perpetual_funding_rate([exchange]):
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Returns the average funding rate (in %) set by exchanges for perpetual futures contracts.
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futures_perpetual_funding_rate_all():
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Returns the average funding rate (in %) set by exchanges for perpetual futures contracts.
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futures_volume([exchange]):
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Returns the total volume traded in futures contracts in the last 24 hours.
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futures_volume_latest_24h():
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Returns the total volume traded in futures contracts per exchange over the last 24 hours.
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futures_volume_stacked():
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Returns the total volume traded in futures contracts in the last 24 hours.
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futures_volume_perpetual([exchange]):
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Returns The total volume traded in perpetual futures contracts in the last 24 hours.
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futures_volume_perpetual_stacked():
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Returns the total volume traded in perpetual futures contracts in the last 24 hours.
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futures_open_interest([exchange]):
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Returns the total amount of funds allocated in open futures contracts.
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futures_open_interest_current():
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Returns the current amount of allocated funds in futures contracts per exchange.
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futures_open_interest_perpetual([exchange]):
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Returns the total amount of funds allocated in open perpetual futures contracts.
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futures_open_interest_perpetual_stacked():
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Returns the total amount of funds allocated in open perpetual futures contracts.
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futures_open_interest_stacked():
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Returns the total amount of funds allocated in open futures contracts.
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futures_long_liquidations([exchange]):
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Returns the sum liquidated volume from long positions in futures contracts.
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futures_long_liquidations_mean([exchange]):
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Returns the mean liquidated volume from long positions in futures contracts.
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futures_short_liquidations([exchange]):
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Returns the sum liquidated volume from short positions in futures contracts.
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futures_short_liquidations_mean([exchange]):
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Returns the mean liquidated volume from short positions in futures contracts.
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"""
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def __init__(self, glassnode_client: GlassnodeClient):
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self._gc = glassnode_client
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def futures_perpetual_funding_rate(self, exchange: str = None) -> pd.DataFrame:
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"""
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The average funding rate (in %) set by exchanges for perpetual futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesFundingRatePerpetual>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_funding_rate_perpetual"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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@dataframe_with_inner_object
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def futures_perpetual_funding_rate_all(self) -> pd.DataFrame:
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"""
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The average funding rate (in %) set by exchanges for perpetual futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesFundingRatePerpetualAll>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_funding_rate_perpetual_all"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint))
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def futures_volume(self, exchange: str = None) -> pd.DataFrame:
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"""
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The total volume traded in futures contracts in the last 24 hours.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailySum>`_
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"""
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url = "/v1/metrics/derivatives/futures_volume_daily_sum"
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if not is_supported_by_endpoint(self._gc, url):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(url, {"e": exchange}))
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# TODO: Unpack inner object from response
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def futures_volume_latest_24h(self) -> pd.DataFrame:
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"""
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The total volume traded in futures contracts per exchange over the last 24 hours.
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Values are updated every 10 min.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyLatest>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_volume_daily_latest"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint))
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@dataframe_with_inner_object
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def futures_volume_stacked(self) -> pd.DataFrame:
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"""
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The total volume traded in futures contracts in the last 24 hours.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailySumAll>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_volume_daily_sum_all"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint))
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def futures_volume_perpetual(self, exchange: str = None) -> pd.DataFrame:
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"""
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The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyPerpetualSum>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_volume_daily_perpetual_sum"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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@dataframe_with_inner_object
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def futures_volume_perpetual_stacked(self) -> pd.DataFrame:
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"""
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The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyPerpetualSumAll>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_volume_daily_perpetual_sum_all"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint))
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def futures_open_interest(self, exchange: str = None) -> pd.DataFrame:
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"""
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The total amount of funds allocated in open futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestSum>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_open_interest_sum"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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# TODO: Unpack inner object from response
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def futures_open_interest_current(self) -> pd.DataFrame:
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"""
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The current amount of allocated funds in futures contracts per exchange.Values are updated every 10 min.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestLatest>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_open_interest_latest"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint))
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def futures_open_interest_perpetual(self, exchange: str = None) -> pd.DataFrame:
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"""
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The total amount of funds allocated in open perpetual (non-expiring) futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestPerpetualSum>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_open_interest_perpetual_sum"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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@dataframe_with_inner_object
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def futures_open_interest_perpetual_stacked(self) -> pd.DataFrame:
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"""
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The total amount of funds allocated in open perpetual (non-expiring) futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestPerpetualSumAll>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_open_interest_perpetual_sum_all"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint))
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@dataframe_with_inner_object
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def futures_open_interest_stacked(self) -> pd.DataFrame:
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"""
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The total amount of funds allocated in open futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestSumAll>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_open_interest_sum_all"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint))
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def futures_long_liquidations(self, exchange: str = None) -> pd.DataFrame:
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"""
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The sum liquidated volume from long positions in futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeLongSum>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_liquidated_volume_long_sum"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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def futures_long_liquidations_mean(self, exchange: str = None) -> pd.DataFrame:
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"""
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The mean liquidated volume from long positions in futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeLongMean>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_liquidated_volume_long_mean"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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def futures_short_liquidations(self, exchange: str = None) -> pd.DataFrame:
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"""
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The sum liquidated volume from short positions in futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeShortSum>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_liquidated_volume_short_sum"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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def futures_short_liquidations_mean(self, exchange: str = None) -> pd.DataFrame:
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"""
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The mean liquidated volume from short positions in futures contracts.
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`View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeShortMean>`_
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"""
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endpoint = "/v1/metrics/derivatives/futures_liquidated_volume_short_mean"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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def futures_estimated_leverage_ratio(self, exchange: str = None) -> pd.DataFrame:
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endpoint = "/v1/metrics/derivatives/futures_estimated_leverage_ratio"
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if not is_supported_by_endpoint(self._gc, endpoint):
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return pd.DataFrame()
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return response_to_dataframe(self._gc.get(endpoint, {"e": exchange}))
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