3.0.4 • Published 3 years ago

ivolapi v3.0.4

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2
License
Unlicense
Repository
-
Last release
3 years ago

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 /

ClassMethodHTTP requestDescription
IVolApi.APIHealthApigetHeartbeatGET /heartbeatGet Heartbeat
IVolApi.AuthApipostApiUserLoginPOST /loginPost Api User Login
IVolApi.CompositeApigetIvolSummaryCmeGET /ivol/summary/cmeget min, max, std, average and weekly data points for symbols on CME
IVolApi.CompositeApigetIvolSummaryEurexGET /ivol/summary/eurexget min, max, std, average and weekly data points for symbols on EUREX
IVolApi.CompositeApigetIvolSummaryIceGET /ivol/summary/iceget min, max, std, average and weekly data points for sybmols on ICE
IVolApi.CompositeApigetIvolSummarySingleGET /ivol/summary/singleget min, max, std, average and weekly data points
IVolApi.CompositeApigetIvolSummaryUsetfGET /ivol/summary/usetfget min, max, std, average and weekly data points for US ETFs
IVolApi.CompositeApigetRiskReversalGET /ivol/risk-reversalGet the risk reversal of fitted implied volatility data
IVolApi.CompositeApipostDeltaDataPOST /delta-contourPost Delta Data
IVolApi.CompositeApipostTopOiAndVolumePOST /top-oi-and-volumePost Top Oi And Volume
IVolApi.ImpliedVolatilityApigetAtmIvolGET /ivol/atmGet ATM implied volatility data
IVolApi.ImpliedVolatilityApigetInterSpreadGET /ivol/inter-spreadget ivol spread between options with different underlying
IVolApi.ImpliedVolatilityApigetIvolGET /ivolGet implied volatility data for a single delta and single tte
IVolApi.ImpliedVolatilityApigetIvolCalendarGET /ivol/calendarCalculate the spread between different expiries
IVolApi.ImpliedVolatilityApigetIvolSmileGET /ivol/smilesmile
IVolApi.ImpliedVolatilityApigetIvolSummaryCmeGET /ivol/summary/cmeget min, max, std, average and weekly data points for symbols on CME
IVolApi.ImpliedVolatilityApigetIvolSummaryEurexGET /ivol/summary/eurexget min, max, std, average and weekly data points for symbols on EUREX
IVolApi.ImpliedVolatilityApigetIvolSummaryIceGET /ivol/summary/iceget min, max, std, average and weekly data points for sybmols on ICE
IVolApi.ImpliedVolatilityApigetIvolSummarySingleGET /ivol/summary/singleget min, max, std, average and weekly data points
IVolApi.ImpliedVolatilityApigetIvolSummaryUsetfGET /ivol/summary/usetfget min, max, std, average and weekly data points for US ETFs
IVolApi.ImpliedVolatilityApigetRiskReversalGET /ivol/risk-reversalGet the risk reversal of fitted implied volatility data
IVolApi.ImpliedVolatilityApigetSurfaceByDeltaGET /ivol/surfacereturns a surface parameterized by delta and constant time
IVolApi.InfoApigetApiInfoExchangesGET /info/exchangesGet Api Info Exchanges
IVolApi.InfoApigetApiInfoFirstAndLastGET /info/first-and-lastGet Api Info First And Last
IVolApi.InfoApigetApiInfoLtdGET /info/last-trading-daysGet Api Info Ltd
IVolApi.InfoApigetApiInfoOptionMonthAndUnderlyingMonthGET /info/option-month-and-underlying-monthGet Api Info Option Month And Underlying Month
IVolApi.InfoApigetApiInfoSymbolsGET /info/symbolsGet Api Info Symbols
IVolApi.InfoApigetApiInfoUstsGET /info/ustsGet Api Info Usts
IVolApi.InfoApipostApiInfoStrikesPOST /info/strikesPost Api Info Strikes
IVolApi.PriceDataApigetContinuousEodGET /prices/eod/contiGet Conti Eod
IVolApi.PriceDataApigetContinuousEodAsArrayGET /prices/eod/conti/arrayGet Continuous Eod As Array
IVolApi.PriceDataApigetContinuousEodSpreadGET /prices/eod/conti/spreadGet Continuous Eod Spread
IVolApi.PriceDataApigetIntradayPricesGET /prices/intradayGet Intraday Prices
IVolApi.PriceDataApigetPvpIntradayGET /prices/intraday/pvpprice volume profile. histogram of intraday price data
IVolApi.PriceDataApigetRegularFuturesEodGET /prices/eodGet Regular Futures Eod
IVolApi.RawDataApigetAllOptionsSingleUnderlyingSingleDayGET /option-data/single-underlying-single-dayReturns all options for one underlying for one (business)day
IVolApi.RawDataApipostDeltaDataPOST /delta-contourPost Delta Data
IVolApi.RawDataApipostRawOptionDataPOST /option-dataPost Raw Option Data
IVolApi.RawDataApipostTopOiAndVolumePOST /top-oi-and-volumePost Top Oi And Volume
IVolApi.UsersApideleteApiUserDELETE /users/{username}Delete Api User
IVolApi.UsersApideleteUserRoleDELETE /users/{username}/roles/{role}Delete User Role
IVolApi.UsersApigetApiUsersGET /usersGet Api Users
IVolApi.UsersApigetUserRolesGET /users/{username}/rolesGet User Roles
IVolApi.UsersApipostAddNewApiUserPOST /usersPost Add New Api User
IVolApi.UsersApiputAddUserRolePUT /users/{username}/roles/{role}Put Add User Role
IVolApi.UsersApiputChangeUserPwPUT /users/{username}/pwPut Change User Pw

Documentation for Models

Documentation for Authorization

OAuth2PasswordBearer

  • Type: OAuth
  • Flow: password
  • Authorization URL:
  • Scopes:
    • :
3.0.4

3 years ago

3.0.3

3 years ago