/build/rpc / pricing / market

pricing.market.push_vol_surface

pricing.market.push_vol_surface "asset_id" [strike,...] [maturity,...] [[vol,...],...] ( "source" ) Add or update a volatility surface in the pricing cache Arguments: 1. asset_id (string, required) Asset ID 2. strikes_pct (json array, required) Strike grid in moneyness % [ strike, (numeric, required) Strike moneyness (e.g., 1.0 = ATM) ... ] 3. maturities_days (json array, required) Maturity grid in days [ maturity, (numeric, required) Maturity in days ... ] 4. implied_vols (json array, required) Implied vol matrix [strike][maturity] [ [ (json array, required) Vol row for one strike vol, (numeric, required) Implied vol (annualized) ... ], ... ] 5. source (string, optional, default="market") Price source: 'mark' (manual) or 'market' (calibrated) Result: { (json object) "success" : true|false, (boolean) True if vol surface was added successfully "error" : "str" (string, optional) Error message if validation failed } Examples: > bitcoin-cli pricing.market.push_vol_surface "BTC_ID" "[0.9,1.0,1.1]" "[30,90,180]" "[[0.5,0.6,0.7],[0.4,0.5,0.6],[0.3,0.4,0.5]]"

Signature

pricing.market.push_vol_surface(asset_id: string, strikes_pct: array, maturities_days: array, implied_vols: array, source?: string) → any

Code samples

curl --user "$RPC_USER:$RPC_PASS" \
  --data-binary '{"jsonrpc":"1.0","id":"docs","method":"pricing.market.push_vol_surface","params":["\"<asset_id>\"",[],[],[],"market"]}' \
  -H 'content-type: text/plain;' \
  http://127.0.0.1:8332/

bitcoin-cli pricing.market.push_vol_surface "BTC_ID" "[0.9,1.0,1.1]" "[30,90,180]" "[[0.5,0.6,0.7],[0.4,0.5,0.6],[0.3,0.4,0.5]]"

import requests
r = requests.post(
    "http://127.0.0.1:8332/",
    auth=("$RPC_USER", "$RPC_PASS"),
    json={
        "jsonrpc": "1.0",
        "id": "docs",
        "method": "pricing.market.push_vol_surface",
        "params": ["\"<asset_id>\"", [], [], [], "market"],
    },
    timeout=30,
)
print(r.json())

const res = await fetch("http://127.0.0.1:8332/", {
  method: "POST",
  headers: {
    "content-type": "application/json",
    "authorization": "Basic " + btoa(`${process.env.RPC_USER}:${process.env.RPC_PASS}`),
  },
  body: JSON.stringify({
    jsonrpc: "1.0",
    id: "docs",
    method: "pricing.market.push_vol_surface",
    params: ["\"<asset_id>\"",[],[],[],"market"],
  }),
});
console.log(await res.json());

Parameters

Name	Type	Req.	Description
asset_id	`string`	yes	Asset ID
strikes_pct	`any[]`	yes	Strike grid in moneyness % [ strike, (numeric, required) Strike moneyness (e.g., 1.0 = ATM) ... ]
maturities_days	`any[]`	yes	Maturity grid in days [ maturity, (numeric, required) Maturity in days ... ]
implied_vols	`any[]`	yes	Implied vol matrix [strike][maturity] [ [ (json array, required) Vol row for one strike vol, (numeric, required) Implied vol (annualized) ... ], ... ]
source	`string`	—	Price source: 'mark' (manual) or 'market' (calibrated)

Result

Type: any

{ (json object) "success" : true|false, (boolean) True if vol surface was added successfully "error" : "str" (string, optional) Error message if validation failed }

Source: services/core-node/bcore/src/wallet/pricing/rpc/pricing_market.cpp:186

C++ symbol: pricing_market_push_vol_surface

Code samples

curl --user "$RPC_USER:$RPC_PASS" \
  --data-binary '{"jsonrpc":"1.0","id":"docs","method":"pricing.market.push_vol_surface","params":["\"<asset_id>\"",[],[],[],"market"]}' \
  -H 'content-type: text/plain;' \
  http://127.0.0.1:8332/

bitcoin-cli pricing.market.push_vol_surface "BTC_ID" "[0.9,1.0,1.1]" "[30,90,180]" "[[0.5,0.6,0.7],[0.4,0.5,0.6],[0.3,0.4,0.5]]"

import requests
r = requests.post(
    "http://127.0.0.1:8332/",
    auth=("$RPC_USER", "$RPC_PASS"),
    json={
        "jsonrpc": "1.0",
        "id": "docs",
        "method": "pricing.market.push_vol_surface",
        "params": ["\"<asset_id>\"", [], [], [], "market"],
    },
    timeout=30,
)
print(r.json())

const res = await fetch("http://127.0.0.1:8332/", {
  method: "POST",
  headers: {
    "content-type": "application/json",
    "authorization": "Basic " + btoa(`${process.env.RPC_USER}:${process.env.RPC_PASS}`),
  },
  body: JSON.stringify({
    jsonrpc: "1.0",
    id: "docs",
    method: "pricing.market.push_vol_surface",
    params: ["\"<asset_id>\"",[],[],[],"market"],
  }),
});
console.log(await res.json());