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
quoteCoin	false	string	報價幣種, USD 或 USDT. 不傳則默認返回quoteCoin=USD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/bybit-exchange/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"
        }
    ]
}