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Claude
e768be9ec9
- core/rv_scanner.py: futures basis curve and perp funding; options-implied forward vs listed
future; raw-SVI residuals per option netted against half the bid/ask in vol (Black-76 coin
inversion) and ranked by USD edge; coin-settled put-call parity with executable edge; vertical
and butterfly static-arbitrage checks on marks and at the touch; VRP vs 30d realised.
- routers/rvscan.py: GET /api/rvscan/{BTC|ETH}, Deribit public API with 60 s cache, 503 on failure.
- RV Scanner tab: carry chart, smile-residual scatter with spread bars, trade ideas, expiry ladder,
parity and static-arbitrage panel.
- Tests on a synthetic Black-76 book: parity/inversion, carry, clean book, planted mispricings.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE
React + Vite
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Currently, two official plugins are available:
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- @vitejs/plugin-react-swc uses SWC
React Compiler
The React Compiler is not enabled on this template because of its impact on dev & build performances. To add it, see this documentation.
Expanding the ESLint configuration
If you are developing a production application, we recommend using TypeScript with type-aware lint rules enabled. Check out the TS template for information on how to integrate TypeScript and typescript-eslint in your project.