npm.io
3.0.4 • Published 5 years ago

ivolapi

Licence
Unlicense
Version
3.0.4
Deps
3
Size
339 kB
Vulns
0
Weekly
0

ivolapi

IVolApi - JavaScript client for ivolapi implied volatility and price data for selected ETFs and futures. Contact: info at volsurf.com This SDK is automatically generated by the Swagger Codegen project:

  • API version: 3.0.3
  • Package version: 3.0.3
  • Build package: io.swagger.codegen.v3.generators.javascript.JavaScriptClientCodegen

Installation

For Node.js

npm

To publish the library as a npm, please follow the procedure in "Publishing npm packages".

Then install it via:

npm install ivolapi --save
git

If the library is hosted at a git repository, e.g. https://github.com/GIT_USER_ID/GIT_REPO_ID then install it via:

    npm install GIT_USER_ID/GIT_REPO_ID --save

For browser

The library also works in the browser environment via npm and browserify. After following the above steps with Node.js and installing browserify with npm install -g browserify, perform the following (assuming main.js is your entry file):

browserify main.js > bundle.js

Then include bundle.js in the HTML pages.

Webpack Configuration

Using Webpack you may encounter the following error: "Module not found: Error: Cannot resolve module", most certainly you should disable AMD loader. Add/merge the following section to your webpack config:

module: {
  rules: [
    {
      parser: {
        amd: false
      }
    }
  ]
}

Getting Started

Please follow the installation instruction and execute the following JS code:

var IVolApi = require('ivolapi');

var api = new IVolApi.APIHealthApi()
var callback = function(error, data, response) {
  if (error) {
    console.error(error);
  } else {
    console.log('API called successfully. Returned data: ' + data);
  }
};
api.getHeartbeat(callback);

Documentation for API Endpoints

All URIs are relative to /

Class Method HTTP request Description
IVolApi.APIHealthApi getHeartbeat GET /heartbeat Get Heartbeat
IVolApi.AuthApi postApiUserLogin POST /login Post Api User Login
IVolApi.CompositeApi getIvolSummaryCme GET /ivol/summary/cme get min, max, std, average and weekly data points for symbols on CME
IVolApi.CompositeApi getIvolSummaryEurex GET /ivol/summary/eurex get min, max, std, average and weekly data points for symbols on EUREX
IVolApi.CompositeApi getIvolSummaryIce GET /ivol/summary/ice get min, max, std, average and weekly data points for sybmols on ICE
IVolApi.CompositeApi getIvolSummarySingle GET /ivol/summary/single get min, max, std, average and weekly data points
IVolApi.CompositeApi getIvolSummaryUsetf GET /ivol/summary/usetf get min, max, std, average and weekly data points for US ETFs
IVolApi.CompositeApi getRiskReversal GET /ivol/risk-reversal Get the risk reversal of fitted implied volatility data
IVolApi.CompositeApi postDeltaData POST /delta-contour Post Delta Data
IVolApi.CompositeApi postTopOiAndVolume POST /top-oi-and-volume Post Top Oi And Volume
IVolApi.ImpliedVolatilityApi getAtmIvol GET /ivol/atm Get ATM implied volatility data
IVolApi.ImpliedVolatilityApi getInterSpread GET /ivol/inter-spread get ivol spread between options with different underlying
IVolApi.ImpliedVolatilityApi getIvol GET /ivol Get implied volatility data for a single delta and single tte
IVolApi.ImpliedVolatilityApi getIvolCalendar GET /ivol/calendar Calculate the spread between different expiries
IVolApi.ImpliedVolatilityApi getIvolSmile GET /ivol/smile smile
IVolApi.ImpliedVolatilityApi getIvolSummaryCme GET /ivol/summary/cme get min, max, std, average and weekly data points for symbols on CME
IVolApi.ImpliedVolatilityApi getIvolSummaryEurex GET /ivol/summary/eurex get min, max, std, average and weekly data points for symbols on EUREX
IVolApi.ImpliedVolatilityApi getIvolSummaryIce GET /ivol/summary/ice get min, max, std, average and weekly data points for sybmols on ICE
IVolApi.ImpliedVolatilityApi getIvolSummarySingle GET /ivol/summary/single get min, max, std, average and weekly data points
IVolApi.ImpliedVolatilityApi getIvolSummaryUsetf GET /ivol/summary/usetf get min, max, std, average and weekly data points for US ETFs
IVolApi.ImpliedVolatilityApi getRiskReversal GET /ivol/risk-reversal Get the risk reversal of fitted implied volatility data
IVolApi.ImpliedVolatilityApi getSurfaceByDelta GET /ivol/surface returns a surface parameterized by delta and constant time
IVolApi.InfoApi getApiInfoExchanges GET /info/exchanges Get Api Info Exchanges
IVolApi.InfoApi getApiInfoFirstAndLast GET /info/first-and-last Get Api Info First And Last
IVolApi.InfoApi getApiInfoLtd GET /info/last-trading-days Get Api Info Ltd
IVolApi.InfoApi getApiInfoOptionMonthAndUnderlyingMonth GET /info/option-month-and-underlying-month Get Api Info Option Month And Underlying Month
IVolApi.InfoApi getApiInfoSymbols GET /info/symbols Get Api Info Symbols
IVolApi.InfoApi getApiInfoUsts GET /info/usts Get Api Info Usts
IVolApi.InfoApi postApiInfoStrikes POST /info/strikes Post Api Info Strikes
IVolApi.PriceDataApi getContinuousEod GET /prices/eod/conti Get Conti Eod
IVolApi.PriceDataApi getContinuousEodAsArray GET /prices/eod/conti/array Get Continuous Eod As Array
IVolApi.PriceDataApi getContinuousEodSpread GET /prices/eod/conti/spread Get Continuous Eod Spread
IVolApi.PriceDataApi getIntradayPrices GET /prices/intraday Get Intraday Prices
IVolApi.PriceDataApi getPvpIntraday GET /prices/intraday/pvp price volume profile. histogram of intraday price data
IVolApi.PriceDataApi getRegularFuturesEod GET /prices/eod Get Regular Futures Eod
IVolApi.RawDataApi getAllOptionsSingleUnderlyingSingleDay GET /option-data/single-underlying-single-day Returns all options for one underlying for one (business)day
IVolApi.RawDataApi postDeltaData POST /delta-contour Post Delta Data
IVolApi.RawDataApi postRawOptionData POST /option-data Post Raw Option Data
IVolApi.RawDataApi postTopOiAndVolume POST /top-oi-and-volume Post Top Oi And Volume
IVolApi.UsersApi deleteApiUser DELETE /users/{username} Delete Api User
IVolApi.UsersApi deleteUserRole DELETE /users/{username}/roles/{role} Delete User Role
IVolApi.UsersApi getApiUsers GET /users Get Api Users
IVolApi.UsersApi getUserRoles GET /users/{username}/roles Get User Roles
IVolApi.UsersApi postAddNewApiUser POST /users Post Add New Api User
IVolApi.UsersApi putAddUserRole PUT /users/{username}/roles/{role} Put Add User Role
IVolApi.UsersApi putChangeUserPw PUT /users/{username}/pw Put Change User Pw

Documentation for Models

Documentation for Authorization

OAuth2PasswordBearer
  • Type: OAuth
  • Flow: password
  • Authorization URL:
  • Scopes:
    • :