voly 0.0.203__py3-none-any.whl → 0.0.204__py3-none-any.whl

voly/core/charts.py

@@ -68,7 +68,7 @@ def plot_volatility_smile(x_array: np.ndarray,
 
         if not maturity_data.empty:
             # Add bid and ask IVs if available
-            for iv_type in ['mark_iv', 'bid_iv', 'ask_iv']:
+            for iv_type in ['bid_iv', 'ask_iv']:
                 if iv_type in maturity_data.columns:
                     fig.add_trace(
                         go.Scatter(

voly/core/data.py

@@ -198,9 +198,11 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
 
     # Apply extraction to create new columns
     splits = df['instrument_name'].str.split('-')
-    df['currency'] = splits.str[0]
     df['maturity_name'] = splits.str[1]
-    df['strikes'] = splits.str[2].astype(float)
+    if currency == 'XRP':
+        df['strikes'] = splits.str[2].str.replace('d', '.', regex=False).astype(float)
+    else:
+        df['strikes'] = splits.str[2].astype(float)
     df['option_type'] = splits.str[3]
 
     # Create maturity date at 8:00 AM UTC
@@ -356,7 +358,14 @@ async def fetch_option_chain(exchange: str = 'deribit',
         raise VolyError(f"Exchange '{exchange}' is not supported. Currently only 'deribit' is available.")
 
     # Get raw data
-    raw_data = await get_deribit_data(currency=currency)
+    if currency not in ['BTC', 'ETH']:
+        new_currency = 'USDC'
+        raw_data = await get_deribit_data(currency=new_currency)
+        raw_data['currency'] = raw_data['instrument_name'].str.split('-').str[0].str.split('_').str[0]
+        raw_data = raw_data[raw_data['currency'] == currency]
+    else:
+        raw_data = await get_deribit_data(currency=currency)
+        raw_data['currency'] = currency
 
     # Process data
     processed_data = process_option_chain(raw_data, currency)

{voly-0.0.203.dist-info → voly-0.0.204.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.203
+Version: 0.0.204
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.203.dist-info → voly-0.0.204.dist-info}/RECORD

@@ -4,8 +4,8 @@ voly/exceptions.py,sha256=PBsbn1vNMvKcCJwwJ4lBO6glD85jo1h2qiEmD7ArAjs,92
 voly/formulas.py,sha256=JnEs6G0wlfRNH6X_YEJMe2RtLH-ryhzufjsim73Bj3c,11176
 voly/models.py,sha256=Wop6gZbvAOXSmI0JpYapjVSeJub_i8RLif2PzxRsfFE,7185
 voly/core/__init__.py,sha256=bu6fS2I1Pj9fPPnl-zY3L7NqrZSY5Zy6NY2uMUvdhKs,183
-voly/core/charts.py,sha256=TS3Q3rmKClakoeBOLYEyAipWotn_vLLSqtlU8iKb4V8,12746
-voly/core/data.py,sha256=9v9iuE2XdIIlzoRAB7q1ol7YghBzBsPGAiwZ11oDuis,13650
+voly/core/charts.py,sha256=2S-BfCo30aj1_xlNLqF-za5rQWxF_mWKIdtdOe5bgbw,12735
+voly/core/data.py,sha256=s2XzV72YC19QJjZAng_G2QZ0_FJvg9E2I-dV4Of3EK8,14095
 voly/core/fit.py,sha256=Ya2g8tNHw_5QFqD66_U4b7z18iWYSF-q_SBeRqBSjU8,17443
 voly/core/hd.py,sha256=UFAyLncNUHivpPAcko6IK1bC55mudVtdlRFfXp63HXE,14771
 voly/core/interpolate.py,sha256=JkK172-FXyhesW3hY4pEeuJWG3Bugq7QZXbeKoRpLuo,5305
@@ -13,8 +13,8 @@ voly/core/rnd.py,sha256=GoC3m1Q46Wnk5tV_mstr-3_aktHeue6BBLh4DQTciW0,13307
 voly/utils/__init__.py,sha256=E05mWatyC-PDOsCxQV1p5Xi1IgpOomxrNURyCx_gB-w,200
 voly/utils/density.py,sha256=q0fX4im9TGwMCZ32Hzdv8CNh56KnJo8bmG5w0gVWZH8,5879
 voly/utils/logger.py,sha256=4-_2bVJmq17Q0d7Rd2mPg1AeR8gxv6EPvcmBDMFWcSM,1744
-voly-0.0.203.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
-voly-0.0.203.dist-info/METADATA,sha256=tB9H2ZF4-LqFTOHFDzRIBLKSQFPvZXUlN110wsOAMMo,4115
-voly-0.0.203.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
-voly-0.0.203.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
-voly-0.0.203.dist-info/RECORD,,
+voly-0.0.204.dist-info/licenses/LICENSE,sha256=wcHIVbE12jfcBOai_wqBKY6xvNQU5E909xL1zZNq_2Q,1065
+voly-0.0.204.dist-info/METADATA,sha256=NryL9Zo0j6JzL6VYoM_Zb7GQjWTCs5UAcd9W7IOvUAk,4115
+voly-0.0.204.dist-info/WHEEL,sha256=pxyMxgL8-pra_rKaQ4drOZAegBVuX-G_4nRHjjgWbmo,91
+voly-0.0.204.dist-info/top_level.txt,sha256=ZfLw2sSxF-LrKAkgGjOmeTcw6_gD-30zvtdEY5W4B7c,5
+voly-0.0.204.dist-info/RECORD,,