HALOWERKMarktwerk
basis
Reads the dated futures of Deribit for BTC or ETH and compares each expiry with a spot price whose source is always named in the answer, because a basis computed against a different venue than the future is a different number. By default the Deribit index is used, which sits on the same venue as the contract; choosing a spot venue instead is possible and is then flagged, including the case where that venue quotes in USDT while the contract settles in USD. Annualization only happens above one.
POST https://markt.halowerk.com/basisEingaben
| Feld | Typ | Pflicht | Beschreibung |
|---|---|---|---|
| symbol | string | Ja | Underlying as BASE/USD, so BTC/USD or ETH/USD. Deribit settles its dated futures in USD. |
| venue | string | Nein | Futures venue. Only Deribit is connected here. |
| expiries | string | Nein | alle for every open expiry, naechste for the nearest one, or an exact date as YYYY-MM-DD. |
| spot_source | string | Nein | Where the spot price comes from. deribit_index sits on the same venue as the contract; anything else is flagged as a cross venue basis. |
Vollständiges Eingabeschema anzeigen
{
"type": "object",
"required": [
"symbol"
],
"additionalProperties": false,
"properties": {
"symbol": {
"type": "string",
"pattern": "^(BTC|ETH|btc|eth)/(USD|usd)$",
"description": "Underlying as BASE/USD, so BTC/USD or ETH/USD. Deribit settles its dated futures in USD."
},
"venue": {
"type": "string",
"enum": [
"deribit"
],
"default": "deribit",
"description": "Futures venue. Only Deribit is connected here."
},
"expiries": {
"type": "string",
"default": "alle",
"description": "alle for every open expiry, naechste for the nearest one, or an exact date as YYYY-MM-DD."
},
"spot_source": {
"type": "string",
"enum": [
"deribit_index",
"binance",
"coinbase",
"kraken",
"okx",
"bybit"
],
"default": "deribit_index",
"description": "Where the spot price comes from. deribit_index sits on the same venue as the contract; anything else is flagged as a cross venue basis."
}
}
}Veröffentlichtes Eingabebeispiel
{
"symbol": "BTC/USD",
"venue": "deribit",
"expiries": "alle",
"spot_source": "deribit_index"
}Ergebnis & Dokumentation
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Quelle dieser Seite: der veröffentlichte HALOWERK-Katalog. Stand: 2026-11-01, 15:19 UTC.
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