查詢期權波動率

獲取期權的歷史波動率數據

覆蓋範圍: 期權

信息

• 數據為每小時數據.
• 若沒有入参時間，則默認返回最近1小時的數據，即最近的一條數據.
• starTime 和 endTime 要麼都傳，要麼都不傳
• 接口支持查詢過去2年的數據, 但確保[endTime - startTime] 小於等於30天.

HTTP請求

GET /v5/market/historical-volatility

請求參數

參數	是否必需	類型	說明
category	true	string	產品類型. option
baseCoin	false	string	交易幣種. 不傳則默認返回BTC數據
period	false	string	週期. 不傳則默認返回7天加權的數據
startTime	false	integer	開始時間戳 (毫秒)
endTime	false	integer	結束時間戳 (毫秒)

響應參數

參數	類型	說明
category	string	產品類型
list	array	Object
> period	string	週期
> value	string	波動率
> time	string	數據生成時間戳 (毫秒)

---

請求示例

HTTP

GET /v5/market/historical-volatility?category=option&baseCoin=ETH&period=30 HTTP/1.1
Host: api-testnet.bybit.com

Python

from pybit.unified_trading import HTTP
session = HTTP(testnet=True)
print(session.get_historical_volatility(
    category="option",
    baseCoin="ETH",
    period=30,
))

GO

import (
    "context"
    "fmt"
    bybit "github.com/wuhewuhe/bybit.go.api"
)
client := bybit.NewBybitHttpClient("", "", bybit.WithBaseURL(bybit.TESTNET))
params := map[string]interface{}{"category": "option", "baseCoin": "BTC"}
client.NewUtaBybitServiceWithParams(params).GetHistoryVolatility(context.Background())

Java

import com.bybit.api.client.domain.CategoryType;
import com.bybit.api.client.domain.market.*;
import com.bybit.api.client.domain.market.request.MarketDataRequest;
import com.bybit.api.client.service.BybitApiClientFactory;
var client = BybitApiClientFactory.newInstance().newAsyncMarketDataRestClient();
var historicalVolatilityRequest = MarketDataRequest.builder().category(CategoryType.OPTION).optionPeriod(7).build();
client.getHistoricalVolatility(historicalVolatilityRequest, System.out::println);

Node.js

const { RestClientV5 } = require('bybit-api');

const client = new RestClientV5({
    testnet: true,
});

client
    .getHistoricalVolatility({
        category: 'option',
        baseCoin: 'ETH',
        period: 30,
    })
    .then((response) => {
        console.log(response);
    })
    .catch((error) => {
        console.error(error);
    });

響應示例

{
    "retCode": 0,
    "retMsg": "SUCCESS",
    "category": "option",
    "result": [
        {
            "period": 7,
            "value": "0.27545620",
            "time": "1672232400000"
        }
    ]
}