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

Merged
merged 12 commits into from
Dec 31, 2024
Original file line number Diff line number Diff line change
Expand Up @@ -150,10 +150,13 @@ class OptionsChainsData(OptionsChainsProperties):
json_schema_extra={"x-unit_measurement": "currency"},
)
option_type: List[str] = Field(description="Call or Put.")
open_interest: List[Union[int, None]] = Field(
contract_size: List[Union[int, float, None]] = Field(
default_factory=list, description="Number of underlying units per contract."
)
open_interest: List[Union[int, float, None]] = Field(
default_factory=list, description="Open interest on the contract."
)
volume: List[Union[int, None]] = Field(
volume: List[Union[int, float, None]] = Field(
default_factory=list, description=DATA_DESCRIPTIONS.get("volume", "")
)
theoretical_price: List[Union[float, None]] = Field(
Expand All @@ -166,7 +169,7 @@ class OptionsChainsData(OptionsChainsProperties):
description="Last trade price of the option.",
json_schema_extra={"x-unit_measurement": "currency"},
)
last_trade_size: List[Union[int, None]] = Field(
last_trade_size: List[Union[int, float, None]] = Field(
default_factory=list, description="Last trade size of the option."
)
last_trade_time: List[Union[datetime, None]] = Field(
Expand All @@ -182,7 +185,7 @@ class OptionsChainsData(OptionsChainsProperties):
description="Current bid price for the option.",
json_schema_extra={"x-unit_measurement": "currency"},
)
bid_size: List[Union[int, None]] = Field(
bid_size: List[Union[int, float, None]] = Field(
default_factory=list, description="Bid size for the option."
)
bid_time: List[Union[datetime, None]] = Field(
Expand All @@ -197,7 +200,7 @@ class OptionsChainsData(OptionsChainsProperties):
description="Current ask price for the option.",
json_schema_extra={"x-unit_measurement": "currency"},
)
ask_size: List[Union[int, None]] = Field(
ask_size: List[Union[int, float, None]] = Field(
default_factory=list, description="Ask size for the option."
)
ask_time: List[Union[datetime, None]] = Field(
Expand Down Expand Up @@ -262,7 +265,7 @@ class OptionsChainsData(OptionsChainsProperties):
description=DATA_DESCRIPTIONS.get("close", ""),
json_schema_extra={"x-unit_measurement": "currency"},
)
close_size: List[Union[int, None]] = Field(
close_size: List[Union[int, float, None]] = Field(
default_factory=list,
description="The closing trade size for the option that day.",
)
Expand All @@ -275,7 +278,7 @@ class OptionsChainsData(OptionsChainsProperties):
description="The closing bid price for the option that day.",
json_schema_extra={"x-unit_measurement": "currency"},
)
close_bid_size: List[Union[int, None]] = Field(
close_bid_size: List[Union[int, float, None]] = Field(
default_factory=list,
description="The closing bid size for the option that day.",
)
Expand All @@ -287,7 +290,7 @@ class OptionsChainsData(OptionsChainsProperties):
default_factory=list,
description="The closing ask price for the option that day.",
)
close_ask_size: List[Union[int, None]] = Field(
close_ask_size: List[Union[int, float, None]] = Field(
default_factory=list,
description="The closing ask size for the option that day.",
)
Expand Down
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