voly 0.0.203__tar.gz → 0.0.204__tar.gz

{voly-0.0.203/src/voly.egg-info → voly-0.0.204}/PKG-INFO

@@ -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 → voly-0.0.204}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.203"
+version = "0.0.204"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.203"
+python_version = "0.0.204"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.203 → voly-0.0.204}/src/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-0.0.203 → voly-0.0.204}/src/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 → voly-0.0.204/src/voly.egg-info}/PKG-INFO

@@ -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