Cryptocurrency Options

Use the exchange.SetContractType() function to set option contracts. Different exchanges have different option contract code formats. FMZ Quant Trading Platform supports the following cryptocurrency options exchanges:

• Futures_Deribit
  For Deribit exchange, simply call the exchange.SetContractType() function to set the option contract. After setting the option contract, when calling market data interfaces like GetTicker(), all retrieved data will be for that option contract.
  For order placement, use exchange.Sell() and exchange.Buy() functions. When placing orders, pay attention to the trading direction and use exchange.SetDirection() to set the trading direction.
  For order cancellation, use exchange.CancelOrder() function. To query positions, use exchange.GetPositions() function.

  Reference strategy code: Deribit Options Test Strategy
  Option contract code examples: 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, and getting market data operations are the same as Deribit. The contract code format is BTC-USD-200626-4500-C.
  Contract-related information can be queried through the https://www.okx.com/api/v5/public/instruments interface.

  For example, to query BTC option contract information:

  • Javascript
  • Python
  • 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)
  

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

• Futures_HuobiDM
  Huobi option contract code example: BTC-USDT-201225-P-13000, representing a BTC contract with expiration date of December 25, 2020, option type PUT, and strike price of 13000 USD.
  Call options: Buyer pays premium in USDT, using USDT from account assets; seller's margin is in coin, using coin from assets as collateral.
  Put options: Buyer pays premium in USDT, using USDT from account assets; seller's margin is in USDT, using USDT from assets as collateral.

• Futures_Bybit
  Supports Bybit exchange's USDC options. Set the trading pair to ETH_USDC and call the exchange.SetContractType() function to set the option contract.
  Option contract code example: ETH-25NOV22-1375-P.

• Futures_Aevo
  Supports Aevo exchange's USDC options. Option contract code example: ETH-30JUN23-1600-C.

• Futures_GateIO
  Supports GATE.IO exchange's USDT options. Option contract code example: BTC_USDT-20211130-65000-C.