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Published 20 hours ago • verified publisher icon crestalnetwork

Skill: Deribit API Integration

Open marouen19 opened this issue 6 months ago • 5 comments

Feature: Deribit API Integration Skill

Overview

This issue proposes the development of a new IntentKit skill to integrate with Deribit’s public API. The objective is to enable AI agents to retrieve and analyze crypto options trading data to surface high-quality trading opportunities and generate intelligent reports for users.

Use Cases

This skill will support AI agents in:

  • Fetching real-time and historical options market data.
  • Performing analysis on implied volatility, historical volatility, funding rates, and option pricing behavior.
  • Identifying high-potential trades based on expiry, strike, and volatility anomalies.
  • Generating structured trading reports or insights.
  • Comparing pricing across different expiries for the same underlying asset.

Core API Endpoints to Integrate

Market Summary and Instrument Discovery

  • /public/get_instruments – Full list of instruments (including strikes, expiries, types).
  • /public/get_expirations – Clean access to all expiry dates for a given currency.
  • /public/get_book_summary_by_instrument – Core pricing/IV data for individual options.
  • /public/get_book_summary_by_currency – Batch summary of all option instruments under a currency (e.g. BTC, ETH).

Trade and Pricing Data

  • /public/get_last_trades_by_instrument – Last trades for individual instruments.
  • /public/get_last_trades_by_currency_and_time – Grouped trades across instruments (e.g. all options expiring next Friday).
  • /public/get_order_book – Full order depth for an instrument.
  • /public/get_order_book_by_instrument_id – More targeted version of above.

Volatility and Reference Data

  • /public/get_index_price – Reference price for the underlying asset.
  • /public/get_volatility_index_data – Market-wide IV benchmark.
  • /public/get_historical_volatility – Historical realized vol for backtesting IV-HV spreads.
  • /public/get_mark_price_history – Time series data for fair pricing behavior.
  • /public/get_funding_rate_value – Additional context for perpetual vs options bias.

🧠 Example Agent Flow: Surfacing Expiry-Based Trade Opportunities

  1. Discover all option instruments using /public/get_instruments
  2. Filter relevant expiries using /public/get_expirations or instrument metadata
  3. Batch fetch summaries with /public/get_book_summary_by_currency to analyze pricing across expiries
  4. Compare IV vs HV using /public/get_volatility_index_data and /public/get_historical_volatility
  5. Analyze trade activity using /public/get_last_trades_by_currency_and_time
  6. Drill into specific opportunities using /public/get_order_book_by_instrument_id
  7. Generate report summarizing:
    • Best IV discounts or spikes
    • Unusual volume clusters by expiry
    • Mispricing relative to mark/index price

Skill Output Expectations

  • JSON-formatted structured responses for all API queries
  • Helper functions to:
    • Filter instruments by type, expiry, and strike
    • Normalize trade and IV data
    • Generate rankings or summaries for agents
  • Optional: Prompt templates for reports like:
    • “Top 3 underpriced BTC call options expiring next week”
    • “Options volume spikes by expiry”

Additional Resource

📘 Deribit Institutional Setup Guide (PDF) 📘 API Doc

Priority

Medium – Valuable for financial and analytics agents. Adds deep support for volatility trading and DeFi quant logic.

marouen19 avatar Apr 24 '25 04:04 marouen19