Skip to content

Commit 86f481c

Browse files
committed
Merge remote-tracking branch 'origin/master'
2 parents 0a887a7 + bdf182a commit 86f481c

File tree

3 files changed

+3
-2
lines changed

3 files changed

+3
-2
lines changed

README.md

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -53,6 +53,7 @@ our [release_note](https://github.com/zelos-alpha/demeter/blob/master/release_no
5353
* Medium: https://medium.com/zelos-research
5454
* Pypi: https://pypi.org/project/zelos-demeter
5555
* demeter-fetch: https://github.com/zelos-alpha/demeter-fetch
56+
* Deribit option data(ETH): https://www.dropbox.com/scl/fo/kwk5kgiseu5rvccjscd0f/ANswtRLzpCxOc6cMTH0oRlE?rlkey=ai071f9695uz287lt8k0bci5e&e=1&st=ntbog1sr&dl=0
5657

5758
Please go to the [website](https://zelos-demeter.readthedocs.io/) for a full description
5859

demeter/deribit/helper.py

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -93,7 +93,7 @@ def load_deribit_option_data(start_date: date, end_date: date, data_path: str) -
9393
"""
9494
Load data from folder set in data_path. Those data file should be downloaded by demeter, and meet name rule.
9595
Deribit-option-book-{token}-{day.strftime('%Y%m%d')}.csv
96-
data can be downloaded from dropbox: https://www.dropbox.com/scl/fo/kwk5kgiseu5rvccjscd0f/ANswtRLzpCxOc6cMTH0oRlE?rlkey=ai071f9695uz287lt8k0bci5e&dl=0
96+
data can be downloaded from dropbox: https://www.dropbox.com/scl/fo/kwk5kgiseu5rvccjscd0f/ANswtRLzpCxOc6cMTH0oRlE?rlkey=ai071f9695uz287lt8k0bci5e&e=1&st=ntbog1sr&dl=0
9797
9898
:param start_date: start day
9999
:type start_date: date

docs/source/market_deribit_option.md

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -12,7 +12,7 @@ Therefore, we set up a service to record orderbooks via [Deribit api](https://do
1212

1313
To save resources, we collect data once per hour. The data collection is limited to ETH.
1414

15-
The collected data has been uploaded to [Dropbox](https://www.dropbox.com/scl/fo/kwk5kgiseu5rvccjscd0f/ANswtRLzpCxOc6cMTH0oRlE?rlkey=ai071f9695uz287lt8k0bci5e&dl=0). If you need to conduct options backtesting, you'll need to download historical order books first.
15+
The collected data has been uploaded to https://www.dropbox.com/scl/fo/kwk5kgiseu5rvccjscd0f/ANswtRLzpCxOc6cMTH0oRlE?rlkey=ai071f9695uz287lt8k0bci5e&e=1&st=ntbog1sr&dl=0. If you need to conduct options backtesting, you'll need to download historical order books first.
1616

1717
During backtesting, you can select the desired orders from the current order book and then purchase them directly or buy them at specific prices. Transaction fees for buying and selling options will also be calculated.
1818

0 commit comments

Comments
 (0)