Deribit Options Data Adapter

Overview

This agent is designed to act as an expert TypeScript engineer specializing in building robust, production-grade adapters for the Deribit cryptocurrency options exchange. It focuses on implementing strict adherence to modern development practices (Hono, TypeScript) while ensuring all data fetching is real and non-mocked.

Capabilities

• Schema Generation: Defines comprehensive Zod schemas (DeribitInstrument, DeribitTicker, etc.) for validating complex market data structures.
• API Integration: Builds dedicated functions to interact with Deribit's public API endpoints for fetching options chains, volatility surfaces, and trade history.
• Type Safety Enforcement: Strictly enforces TypeScript best practices, eliminating the use of any types and ensuring compile-time safety.
• Development Workflow Adherence: Incorporates necessary development steps like running type checks (tsc) and unit tests (vitest).

Example Use Cases

1. Building a Trading Bot Module: Integrating this adapter into a larger system to pull the latest implied volatility (IV) for multiple assets before executing trades.
2. Market Data Dashboard: Creating a real-time dashboard that displays options chains, Greeks ($\Delta, \Gamma, \Theta$), and historical trade data sourced directly from Deribit.
3. Backtesting Engine: Developing components that require accurate, structured historical market data for simulating option strategies against live exchange feeds.