Amberdata Blog

Fresh New Features: Deribit Option Flow Heatmap

Written by Amberdata | Mar 24, 2023

Welcome to Amberdata Derivatives Fresh New Features where we go in-depth on features that have recently been built for our ADD customers. Analyzing Deribit's Option Flows!

We are always trying to build fresh actionable features for Amberdata’s customers to use. We do this in a pre-packaged, easy-to-consume way.

Below are two extremely valuable features: Net Volumes and Net Positioning.

With the help of Tony Stewart and Euan Sinclair, we were able to build 25+ proprietary rules to analyze the true aggressors of Deribit’s flow.

This enables us to ACCURATELY tag trade aggressors and see the type of flow and resulting positioning in the market.

This feature, like many others, is too valuable to be put into our General GUI.

Amberdata-Derivatives customers can access these pre-built features through our many PRE-BUILT Python notebooks, by providing their API key.

Click Here for the Notebook.

For more information on becoming an API customer, you can contact an Amberdata sales representative at [hello@amberdata.io]