Downloading real time Cryptocurrency Option Data from Deribit

Last Update February 21, 2021

Matteo Bottacini, matteo.bottacini@usi.ch

Project description

This project is to download cryptocurrency option data available on Deribit via a public API. The project is run on an Ubuntu remote server with the implementation of Python 3, Shell and SQLite.

The scripts do the following:

• Connects with Deribit via a public API and json queries;
• Setups Ubuntu remote server;
• Stores data in .csv files;
• Adds cron-jobs to run Python scripts;
• Stores data in a SQLite database;
• Adds .log file for traceback.

1. test

test

Folder structure:

Deribit-Option-Data/
    csv_files/
        btc_option_data.csv
        eth_option_data.csv
    deliverable/
        option-data-download.py
        server-setup.sh
    README.md
    SQLite-database-management.md
    ubuntu-server-setup.md

Deliverable

The script option-data-download.py:

• downloads available data of Bitcoin and Ethereum Options;
• appends new data to existing .csv files in ../csv_files/..;
• connects to the SQLite databse option-data.db on the Ubuntu remote server;
• creates/updates btc_option_data and eth_option_data tables in the database.

The script server-setup.sh:

• Bash setup script for Ubuntu servers;
• speicific documentation at ../ubuntu-server-setup.md.

csv_files

Data stroed in this directory are for local purposes. These files are not in the Ubuntu server.

The .csv files are:

• Bitcoin Option data are stored in btc_option_data.csv;
• Ethereum Option data are stored in eth_option_data.csv.

References

Deribit API: https://docs.deribit.com/?python#deribit-api-v2-0-1