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Velo

client.termStructure

Fetches the latest BTC or ETH implied-volatility term structure.

Imports

const velo = require('velo-node')

Example

const velo = require('velo-node')
 
async function main() {
  const client = new velo.Client('api_key')
  const points = await client.termStructure({
    coins: ['BTC', 'ETH']
  })
 
  console.log(points)
}
 
main()

Definition

termStructure(params): Promise<Object[]>

Parameters

params

  • Type: Object

params.coins

  • Type: string[]

One or both supported coins: "BTC" and "ETH".

Return Type

  • Type: Promise<Object[]>

Resolves to the latest matching term-structure points.

PropertyTypeDescription
coinstringThe underlying coin: BTC or ETH.
timenumberSnapshot timestamp in milliseconds.
at_the_money_ivnumberAt-the-money implied volatility.
dtenumberDays to expiration.
fwd_ivnumberForward implied volatility.

Historical term-structure values are not returned by this method.