drift/utils/glassnode/derivatives.py

from .utils import *
from .client import GlassnodeClient


class Derivatives:
    """
        Derivatives class.

        Methods
        -------
        __init__(glassnode_client):
            Constructs a Derivatives object.
        futures_perpetual_funding_rate([exchange]):
            Returns the average funding rate (in %) set by exchanges for perpetual futures contracts.
        futures_perpetual_funding_rate_all():
            Returns the average funding rate (in %) set by exchanges for perpetual futures contracts.
        futures_volume([exchange]):
            Returns the total volume traded in futures contracts in the last 24 hours.
        futures_volume_latest_24h():
            Returns the total volume traded in futures contracts per exchange over the last 24 hours.
        futures_volume_stacked():
            Returns the total volume traded in futures contracts in the last 24 hours.
        futures_volume_perpetual([exchange]):
            Returns The total volume traded in perpetual futures contracts in the last 24 hours.
        futures_volume_perpetual_stacked():
            Returns the total volume traded in perpetual futures contracts in the last 24 hours.
        futures_open_interest([exchange]):
            Returns the total amount of funds allocated in open futures contracts.
        futures_open_interest_current():
            Returns the current amount of allocated funds in futures contracts per exchange.
        futures_open_interest_perpetual([exchange]):
            Returns the total amount of funds allocated in open perpetual futures contracts.
        futures_open_interest_perpetual_stacked():
            Returns the total amount of funds allocated in open perpetual futures contracts.
        futures_open_interest_stacked():
            Returns the total amount of funds allocated in open futures contracts.
        futures_long_liquidations([exchange]):
            Returns the sum liquidated volume from long positions in futures contracts.
        futures_long_liquidations_mean([exchange]):
            Returns the mean liquidated volume from long positions in futures contracts.
        futures_short_liquidations([exchange]):
            Returns the sum liquidated volume from short positions in futures contracts.
        futures_short_liquidations_mean([exchange]):
            Returns the mean liquidated volume from short positions in futures contracts.
    """
    def __init__(self, glassnode_client: GlassnodeClient):
        self._gc = glassnode_client

    def futures_perpetual_funding_rate(self, exchange: str = None) -> pd.DataFrame:
        """
        The average funding rate (in %) set by exchanges for perpetual futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesFundingRatePerpetual>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_funding_rate_perpetual'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    @dataframe_with_inner_object
    def futures_perpetual_funding_rate_all(self) -> pd.DataFrame:
        """
        The average funding rate (in %) set by exchanges for perpetual futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesFundingRatePerpetualAll>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_funding_rate_perpetual_all'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint))

    def futures_volume(self, exchange: str = None) -> pd.DataFrame:
        """
        The total volume traded in futures contracts in the last 24 hours.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailySum>`_
        """
        url = '/v1/metrics/derivatives/futures_volume_daily_sum'
        if not is_supported_by_endpoint(self._gc, url):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(url, {'e': exchange}))

    # TODO: Unpack inner object from response
    def futures_volume_latest_24h(self) -> pd.DataFrame:
        """
        The total volume traded in futures contracts per exchange over the last 24 hours.
        Values are updated every 10 min.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyLatest>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_volume_daily_latest'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint))

    @dataframe_with_inner_object
    def futures_volume_stacked(self) -> pd.DataFrame:
        """
        The total volume traded in futures contracts in the last 24 hours.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailySumAll>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_volume_daily_sum_all'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint))

    def futures_volume_perpetual(self, exchange: str = None) -> pd.DataFrame:
        """
        The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyPerpetualSum>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_volume_daily_perpetual_sum'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    @dataframe_with_inner_object
    def futures_volume_perpetual_stacked(self) -> pd.DataFrame:
        """
        The total volume traded in perpetual (non-expiring) futures contracts in the last 24 hours.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesVolumeDailyPerpetualSumAll>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_volume_daily_perpetual_sum_all'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint))

    def futures_open_interest(self, exchange: str = None) -> pd.DataFrame:
        """
        The total amount of funds allocated in open futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestSum>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_open_interest_sum'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    # TODO: Unpack inner object from response
    def futures_open_interest_current(self) -> pd.DataFrame:
        """
        The current amount of allocated funds in futures contracts per exchange.Values are updated every 10 min.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestLatest>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_open_interest_latest'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint))

    def futures_open_interest_perpetual(self, exchange: str = None) -> pd.DataFrame:
        """
        The total amount of funds allocated in open perpetual (non-expiring) futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestPerpetualSum>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_open_interest_perpetual_sum'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    @dataframe_with_inner_object
    def futures_open_interest_perpetual_stacked(self) -> pd.DataFrame:
        """
        The total amount of funds allocated in open perpetual (non-expiring) futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestPerpetualSumAll>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_open_interest_perpetual_sum_all'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint))

    @dataframe_with_inner_object
    def futures_open_interest_stacked(self) -> pd.DataFrame:
        """
        The total amount of funds allocated in open futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesOpenInterestSumAll>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_open_interest_sum_all'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint))

    def futures_long_liquidations(self, exchange: str = None) -> pd.DataFrame:
        """
        The sum liquidated volume from long positions in futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeLongSum>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_long_sum'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    def futures_long_liquidations_mean(self, exchange: str = None) -> pd.DataFrame:
        """
        The mean liquidated volume from long positions in futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeLongMean>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_long_mean'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    def futures_short_liquidations(self, exchange: str = None) -> pd.DataFrame:
        """
        The sum liquidated volume from short positions in futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeShortSum>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_short_sum'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    def futures_short_liquidations_mean(self, exchange: str = None) -> pd.DataFrame:
        """
        The mean liquidated volume from short positions in futures contracts.
        `View in Studio <https://studio.glassnode.com/metrics?a=BTC&m=derivatives.FuturesLiquidatedVolumeShortMean>`_
        """
        endpoint = '/v1/metrics/derivatives/futures_liquidated_volume_short_mean'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))

    def futures_estimated_leverage_ratio(self, exchange: str = None) -> pd.DataFrame:

        endpoint = '/v1/metrics/derivatives/futures_estimated_leverage_ratio'
        if not is_supported_by_endpoint(self._gc, endpoint):
            return pd.DataFrame()

        return response_to_dataframe(self._gc.get(endpoint, {'e': exchange}))