Class that implements the API methods for the Binance Options API.
Methods
Inherited methods
Method new()
Arguments
testnet(logical) whether to use the testnet. Default is FALSE.
Exchange Information
Current exchange trading rules and symbol information.
Method get_exchange_info()
Usage
BinanceOptions$get_exchange_info()
Returns
(list) a list with option_contract, option_asset, and option_symbol data.
Symbol Price Ticker
Get spot index price for option underlying.
Method price_ticker()
Usage
BinanceOptions$price_ticker(underlying)
Arguments
underlying(character) the underlying symbol.
Returns
(tibble) a tibble with the index price data.
Option Mark Price
Option mark price and greek info.
Method mark_price()
Usage
BinanceOptions$mark_price(symbol = NULL)
Arguments
symbol(character) the trading symbol.
Returns
(tibble) a tibble with the mark price and option greeks data.
Historical Exercise Records
Get historical exercise records.
REALISTIC_VALUE_STRICKEN -> Exercised.
EXTRINSIC_VALUE_EXPIRED -> Expired OTM.
Method excerise_records()
Usage
BinanceOptions$excerise_records(
underlying = NULL,
start_time = NULL,
end_time = NULL,
limit = 100
)
Arguments
underlying(character) the underlying symbol.
start_time(numeric) the start time for the exercise records in epoch milliseconds.
end_time(numeric) the end time for the exercise records in epoch milliseconds.
limit(integer) the number of results to return. Default is 100; max is 100.
Returns
(tibble) a tibble with the exercise records.
Open interest
Get open interest for specific underlying asset on specific expiration date.
Method open_interest()
Usage
BinanceOptions$open_interest(underlying_asset, expiration)
Arguments
underlying_asset(character) the underlying asset.
expiration(character) the expiration date.
Returns
(tibble) a tibble with the open interest data.
Method clone()
The objects of this class are cloneable with this method.
Usage
BinanceOptions$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.