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Claude
3a29553495
Live BTC/ETH positioning from Deribit open interest: Black-76 Greeks on each expiry's forward, dealer gamma exposure per 1% move under switchable dealer conventions, gamma profile and flip level, call/put walls, vanna and charm exposure, per-expiry max pain, ATM IV and implied moves. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE
18 lines
996 B
Python
18 lines
996 B
Python
from fastapi import FastAPI
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from fastapi.middleware.cors import CORSMiddleware
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from .routers import greeks, surface, market, montecarlo, scenarios, strategies, export, forex, institutional, news, livedata, smile, vol, hedge, xasset, jumps, exotics, eventvol, risk, tarf, deephedge, positioning
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app = FastAPI(title="QuantRisk FX Terminal API",
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description="Forex options risk analytics — Garman-Kohlhagen model.",
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version="3.0.0")
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app.add_middleware(CORSMiddleware, allow_origins=["*"],
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allow_credentials=True, allow_methods=["*"], allow_headers=["*"])
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for router in [greeks, surface, market, montecarlo, scenarios, strategies, export, forex, institutional, news, livedata, smile, vol, hedge, xasset, jumps, exotics, eventvol, risk, tarf, deephedge, positioning]:
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app.include_router(router.router, prefix="/api")
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@app.get("/")
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def root():
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return {"status": "ok", "version": "3.0.0", "model": "Garman-Kohlhagen (1983)", "docs": "/docs"}
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