Bourse.VolatilityHistory (bourse v0.1.0)

Unified historical volatility (DVOL) entry.

Represents a single historical volatility sample as returned by fetch_volatility_history (Deribit public/get_historical_volatility).

Wire shape is array-of-pairs [[unix_ms, value], ...] inside the venue envelope — not a field-mapped object. Parsed fields mirror Bourse's volatility structure (timestamp, datetime, volatility, info).

Fields

timestamp - Sample time in milliseconds
datetime - ISO 8601 datetime string
volatility - Historical volatility value (numeric)
info - Raw exchange row ([unix_ms, value])

Summary

Types

t()

Functions

schema()

JSON Schema for the VolatilityHistory unified type.

Types

t()

@type t() :: %Bourse.VolatilityHistory{
  datetime: String.t() | nil,
  info: [number()] | nil,
  timestamp: integer() | nil,
  volatility: number() | nil
}

Functions

schema()

@spec schema() :: map()

JSON Schema for the VolatilityHistory unified type.