Data

Signals & Surfaces

Fitted implied probability surfaces derived from multi-strike order books. Updated every 5 minutes. Three types: survival, density, and barrier.

GET/surfaces

sdkclient.signals.surfaces(**params)

Latest surface for each (series, event) pair.

Parameters

underlyingstr

Filter by underlying (e.g., "BTC").

surface_typestr

"survival", "density", or "barrier".

limitint= 100

Results per page.

Surface types: survival — P(X > strike), monotonically decreasing. density — P(lower < X < upper), probability density across buckets. barrier — P(X hits strike before expiry).

surfaces = client.signals.surfaces(
    underlying="BTC",
    surface_type="survival",
)
for s in surfaces:
    print(s.series_id, s.event_id, s.n_strikes)

jsonResponse

{
  "data": [{
    "series_id": "btc-multi-strikes-weekly",
    "event_id": "252326",
    "surface_type": "survival",
    "underlying": "BTC",
    "computed_at": 1710400200000,
    "implied_mean": "84250.00",
    "implied_cv": "0.032",
    "implied_skew": "-0.18",
    "n_strikes": 162
  }],
  "meta": { "cursor": "...", "has_more": true }
}

GET/surfaces/{series_id}/{event_id}

sdkclient.signals.surface(series_id, event_id)

Get the latest fitted surface for a specific series and event.

surface = client.signals.surface(
    "btc-multi-strikes-weekly", "252326"
)
print(surface.implied_mean, surface.implied_cv)

jsonResponse

{
  "data": {
    "series_id": "btc-multi-strikes-weekly",
    "event_id": "252326",
    "surface_type": "survival",
    "underlying": "BTC",
    "computed_at": 1710400200000,
    "implied_mean": "84250.00",
    "implied_cv": "0.032",
    "implied_skew": "-0.18",
    "n_strikes": 162,
    "strikes": [
      { "strike": "80000", "raw_prob": "0.9120", "fitted_prob": "0.9085" },
      { "strike": "84000", "raw_prob": "0.5810", "fitted_prob": "0.5775" },
      { "strike": "88000", "raw_prob": "0.0890", "fitted_prob": "0.0862" }
    ]
  }
}

GET/surfaces/{series_id}/{event_id}/history

sdkclient.signals.history(series_id, event_id, **params)

Historical surface snapshots, ordered by computation time.

Parameters

afterint

Surfaces computed after this timestamp (ms).

beforeint

Surfaces computed before this timestamp (ms).

orderstr= "desc"

Sort order.

history = client.signals.history(
    "btc-multi-strikes-weekly", "252326",
    after="2024-03-10",
)
for surface in history:
    print(surface.computed_at, surface.implied_mean)

jsonResponse

{
  "data": [{
    "series_id": "btc-multi-strikes-weekly",
    "event_id": "252326",
    "surface_type": "survival",
    "underlying": "BTC",
    "computed_at": 1710400200000,
    "implied_mean": "84250.00",
    "implied_cv": "0.032",
    "implied_skew": "-0.18",
    "n_strikes": 162,
    "strikes": [
      { "strike": "80000", "raw_prob": "0.9120", "fitted_prob": "0.9085" },
      { "strike": "84000", "raw_prob": "0.5810", "fitted_prob": "0.5775" },
      { "strike": "88000", "raw_prob": "0.0890", "fitted_prob": "0.0862" }
    ]
  }],
  "meta": { "cursor": "eyJ0IjoxNzEwNDAwMjAwfQ", "has_more": true }
}