Overview

Welcome to our API documentation.

OREOME provides REST API access to crypto derivatives data.
For the production environment use the following address: api.oreome.com

API methods

API provides functionality for risk analysis based on various price and volatility scenarios for different financial instruments,
such as options, forwards, and perpetual contracts. It supports several well-known cryptocurrency exchanges, including DERIBIT, OKX, and BYBIT,
and covers a range of trading pairs, including BTC/USD, ETH/USD, and others.

Option Valuation /optionValuation
This section provides details on how to value different types of options. It includes specific methods for valuing vanilla options and European barrier options.
/vanilla - Provides current value and corresponding risks for given VANILLA options list
/euBarrier - Provides current value and corresponding risks for given European barrier options list

Scenarios /scenarios
This section allows you to analyze and model risk scenarios
/riskScenarios - Provides Risk scenarios including instruments values and P&Ls for a list of vanilla options, forwards, perps and spots
/advancedRiskScenarios - Provides Advanced Risk scenarios including instruments values and P&Ls for a list of vanilla options, forwards, perps and spots
/volRangeRiskScenarios - Provides Risk scenarios with user defined volatility range including instruments values and P&Ls for a list of vanilla options, forwards, perps and spots

Data /data
This section provides access to various types of market data. It includes information on implied volatility by strike and delta, listed expiries, market objects, volatility summaries, and forward curves.
/forwardCurve - Provides real-time Forward curve for fixed and constant maturities
/iV/byDelta - Provides current implied volatility for target delta
/iV/byStrike - Provides current implied volatility for target strike
/marketObject - Provides real-time market object by source, base currency, quote currency
/iVSummary - Provides real-time implied volatility summary including ATM, 25RR, 10RR, 25BF, 10BF for listed and constant maturities
/listedExpiries - Provides expiry timestamps for listed futures and options
/fundingRate/average - Provides average annualized funding rate for a given time window
/fundingRate/instruments - Provides list of available perpetual swap instrument ids for a given source