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[Feature] Add Deribit Provider Extension For Crypto Options Data #6985

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@deeleeramone deeleeramone commented Dec 7, 2024

  1. Why?:

    • Expand the coverage and to start introducing more crypto-related items.
  2. What?:

    • Adds deribit as a provider to: obb.derivatives.options.chains
    • Adds support for:
      • BTC
      • ETH
      • BNB
      • SOL
      • XRP
      • PAXG
  3. Impact:

    • It's a little weird because the data is being fetched via a short-lived, async, websocket connections.
    • Improves Python performance when working with the OptionsChainsData class methods and properties by decorating dataframe as a functools.cached_property
    • Adds a field in OptionsChainsData - contract_size - to accommodate for a contract size of 1, instead of 100.
    • Lot size and volume need to allow float
    • Some processes need to be refactored to allow for the concept of options on futures.
      • Underlying price, where used, was assuming it was all the same. Updated to consider each expiry when finding the underlying price.
  4. Testing Done:

    • Unit test differs from other providers because of the websocket, it is constructed from mock data so no actual connections are made.

@deeleeramone deeleeramone added enhancement Enhancement do not merge Label to prevent pull request merge platform OpenBB Platform v4 PRs for v4 labels Dec 7, 2024
@deeleeramone deeleeramone marked this pull request as draft December 7, 2024 02:16
@deeleeramone deeleeramone removed the do not merge Label to prevent pull request merge label Dec 7, 2024
@deeleeramone deeleeramone marked this pull request as ready for review December 16, 2024 16:18
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