Cryptocurrency Options

Use the exchange.SetContractType() function to set the options contract. The format of options contract codes varies across different exchanges. The cryptocurrency options exchanges supported by the FMZ Quant Trading Platform are as follows:

• Futures_Deribit
  For the Deribit exchange, you only need to call the exchange.SetContractType() function to set the contract to an options contract. After setting the options contract, when you call market data interfaces such as GetTicker(), the data obtained will be the market data of that options contract.
  Use the exchange.Sell() and exchange.Buy() functions to place orders. Pay attention to the trade direction when placing orders; you can use the exchange.SetDirection() function to set the trade direction.
  Use the exchange.CancelOrder() function to cancel orders, and the exchange.GetPositions() function to query positions.

  Reference strategy code: Deribit Options Test Strategy
  Examples of options contract codes: BTC-13SEP24-60000-C, XRP_USDC-27SEP24-1-C, BTC-CS-6SEP24-57000_57500, BTC-PCAL-20SEP24_13SEP24-55000, etc.

• Futures_OKX
  Setting contracts, placing orders, canceling orders, querying orders, obtaining market data, and other operations are the same as with Deribit. The contract code format is BTC-USD-200626-4500-C.
  You can query contract-related information via the https://www.okx.com/api/v5/public/instruments interface.

  For example, to query the information of BTC options contracts:

  • Javascript
  • Python
  • Rust
  • C++

  
              javascript
              
              
  function main() {
      Log(HttpQuery("https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD"))
  }
  

  
              python
              
              
  import json
  import urllib.request
  def main():
      ret = json.loads(urllib.request.urlopen("https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD").read().decode('utf-8'))
      Log(ret)
  

  
              rust
              
              
  fn main() {
      let body: String = HttpQuery("https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD", None);
      Log!(body);
  }
  

  
              c++
              
              
  void main() {
      Log(HttpQuery("https://www.okx.com/api/v5/public/instruments?instType=OPTION&uly=BTC-USD"));
  }
  

• Futures_HuobiDM
  Example of a Huobi options contract code: BTC-USDT-201225-P-13000, where the underlying asset is BTC, the exercise date is December 25, 2020, the option type is a put option (PUT), and the strike price is 13,000 USD.
  Call options: the premium paid by the buyer is in USDT, using the USDT in the account assets; the seller's margin is in coin, using the coin in the account assets as collateral.
  Put options: the premium paid by the buyer is in USDT, using the USDT in the account assets; the seller's margin is in USDT, using the USDT in the account assets as collateral.

• Futures_Bybit
  Supports USDC options on the Bybit exchange. Set the trading pair to ETH_USDC and call the exchange.SetContractType() function to set the contract to an options contract.
  Example of an options contract code: ETH-25NOV22-1375-P.

• Futures_Aevo
  Supports USDC options on the Aevo exchange. Example of an options contract code: ETH-30JUN23-1600-C.

• Futures_GateIO
  Supports USDT options on the GATE.IO exchange. Example of an options contract code: BTC_USDT-20211130-65000-C