added bybit vendor

CHANGELOG.md

@@ -5,14 +5,17 @@ All notable changes to **oipd** will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/)
 and the project follows [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
-## [1.0.0] - 2025-09-18
+## [Unreleased]
 ### Added
+- **Cryptocurrency Options Support**: Added Bybit vendor integration for crypto options (BTC, ETH, etc.)
+- New `crypto` installation option: `pip install oipd[crypto]`
+- Bybit API integration via `pybit` library
+- Crypto-specific examples and documentation
 - overhauled user API interface. Now, users interface using the RND() class, and input arguments using MarketInputs and ModelParams
     - integrated plotting functionality
     - integrated convenient functions to access results
 - handles dividend yield and schedule 
 - integrated yfinance support for automated options data pulling, and retrieval of dividend info
-- refactored folder structure - seperated RND from options-pricing functionality
 - integrated put-call parity -> finds market-implied forward price, and implied dividend yield, replaced ITM call options with OTM puts converted to synthetic calls to reduce noise
 - integrated Black-76 pricing model compatible with forwards
 - removed KDE and fit_kde() argument

README.md

@@ -47,7 +47,15 @@ est = RND.from_ticker("AAPL", market)
 # 3 ─ access results and plots
 est.prob_at_or_above(120)               # P(price >= $120)
 est.prob_below(100)                     # P(price < $100)
-est.plot()                              # plot probability and cumulative distribution functions 
+est.plot()                              # plot probability and cumulative distribution functions
+
+# For cryptocurrency options (Bybit)
+crypto_market = MarketInputs(
+    valuation_date=date.today(),
+    expiry_date=date(2025, 12, 26),
+    risk_free_rate=0.04,
+)
+crypto_est = RND.from_ticker("BTC", crypto_market, vendor="bybit") 
 ```
 
 OIPD also **supports manual CSV or DataFrame uploads**. 
@@ -85,7 +93,8 @@ Join the [Discord community](https://discord.gg/pWVrmQWk) to share ideas, discus
 # Current Roadmap
 
 Convenience features:
-- integrate other data vendors (Alpaca, Deribit) for automatic stock and crypto options data fetching
+- ✅ integrate crypto options data fetching (Bybit implemented)
+- integrate additional data vendors (Alpaca, Deribit) for more coverage
 
 Algorithmic improvements:
 - implement no-arbitrage checks 

TECHNICAL_README.md

@@ -10,11 +10,12 @@ This document complements the high-level `README.md`. Here you’ll find:
 
 ## 1. Installation flavours
 
-| Use-case                          | Command                     |
-| --------------------------------- | --------------------------- |
-| Full installation (with yfinance) | `pip install oipd`          |
-| Core maths only (no data vendors) | `pip install oipd[minimal]` |
-| Contributor install               | `pip install oipd[dev]`     |
+| Use-case                            | Command                     |
+| ----------------------------------- | --------------------------- |
+| Full installation (all vendors)    | `pip install oipd`          |
+| Core maths only (no data vendors)  | `pip install oipd[minimal]` |
+| Crypto markets only (Bybit)        | `pip install oipd[crypto]`  |
+| Contributor install                 | `pip install oipd[dev]`     |
 
 Requires at minimum **Python 3.10+**.
 
@@ -32,7 +33,8 @@ The `RND` class is the high-level facade that users interact with. It has three
 
 1. **CSV files**: `RND.from_csv(path, market)`
 2. **DataFrames**: `RND.from_dataframe(df, market)`
-3. **Live data**: `RND.from_ticker("AAPL", market)` 
+3. **Live data**: `RND.from_ticker("AAPL", market)` for equity options (Yahoo Finance)
+4. **Crypto options**: `RND.from_ticker("BTC", market, vendor="bybit")` for cryptocurrency options
 
 `RND` takes the mandatory MarketInputs parameter, and an optional ModelParams parameter. 
 
@@ -85,9 +87,23 @@ Main class that fits risk-neutral density models from options data and provides
 ```python
 RND.from_csv(path, market, model, column_mapping={"YourHeader": "oipd_field"})  # Maps CSV headers to OIPD fields
 RND.from_dataframe(df, market, model, column_mapping={"YourHeader": "oipd_field"})  # Maps DataFrame columns to OIPD fields
-RND.from_ticker("AAPL", market, vendor="yfinance", ...)  # (auto-fetches from vendors, only YFinance currently integrated)
+RND.from_ticker("AAPL", market, vendor="yfinance", ...)  # Equity options via Yahoo Finance
+RND.from_ticker("BTC", market, vendor="bybit", ...)      # Crypto options via Bybit API
 ```
 
+### 2.5 Supported Data Vendors
+
+| Vendor    | Market Type      | Supported Assets     | Installation          |
+|-----------|------------------|----------------------|----------------------|
+| yfinance  | Equity Options   | US stocks, ETFs      | Default              |
+| bybit     | Crypto Options   | BTC, ETH, SOL, etc.  | Requires `pybit`     |
+
+**Crypto Options Notes:**
+- Cryptocurrency options don't have dividends (dividend_yield defaults to 0)
+- Uses spot price from crypto exchanges as underlying price
+- Risk-free rate should reflect the funding cost in crypto markets
+- Expiry dates follow exchange-specific formats (Bybit: "30DEC22")
+
 #### Expected Data Format
 
 OIPD expects the following columns in your data:

examples/crypto_options_example.py

@@ -0,0 +1,129 @@
+"""
+Example: Analyzing Bitcoin Options Implied Probability Distribution using Bybit
+
+This example demonstrates how to use OIPD with cryptocurrency options data
+from Bybit to extract risk-neutral probability distributions.
+"""
+
+from datetime import date, timedelta
+import matplotlib.pyplot as plt
+
+from oipd import RND, MarketInputs
+
+def main():
+    """Main example function."""
+
+    print("🚀 OIPD Crypto Options Example - Bitcoin via Bybit")
+    print("=" * 60)
+
+    # Step 1: Define market parameters for Bitcoin options
+    # Note: For crypto, risk-free rate should reflect funding costs in crypto markets
+    market = MarketInputs(
+        valuation_date=date.today(),
+        expiry_date=date.today() + timedelta(days=30),  # 30 days from now
+        risk_free_rate=0.05,  # 5% annual rate (adjust based on crypto funding rates)
+    )
+
+    print(f"📅 Analysis Date: {market.valuation_date}")
+    print(f"📅 Expiry Date: {market.expiry_date}")
+    print(f"💰 Risk-free Rate: {market.risk_free_rate:.1%}")
+    print()
+
+    try:
+        # Step 2: List available expiry dates for Bitcoin options
+        print("📋 Available Bitcoin option expiry dates:")
+        expiry_dates = RND.list_expiry_dates("BTCUSDT", vendor="bybit")
+        for i, expiry in enumerate(expiry_dates[:10]):  # Show first 10
+            print(f"   {i+1:2d}. {expiry}")
+        if len(expiry_dates) > 10:
+            print(f"   ... and {len(expiry_dates) - 10} more")
+        print()
+
+        # Step 3: Use the first available expiry date
+        if expiry_dates:
+            target_expiry = expiry_dates[0]
+            market = MarketInputs(
+                valuation_date=date.today(),
+                expiry_date=date.fromisoformat(target_expiry),
+                risk_free_rate=0.05,
+            )
+
+            print(f"🎯 Analyzing Bitcoin options expiring on {target_expiry}")
+            print("⏳ Fetching data from Bybit...")
+
+            # Step 4: Fetch Bitcoin options data and estimate RND
+            est = RND.from_ticker("BTC", market, vendor="bybit")
+
+            print("✅ Data fetched successfully!")
+            print()
+
+            # Step 5: Display summary
+            print("📊 Market Summary:")
+            print(est.summary())
+            print()
+
+            # Step 6: Calculate key probabilities
+            current_price = est.market.underlying_price
+
+            # Calculate probability ranges
+            prob_above_current = est.prob_at_or_above(current_price * 1.1)  # +10%
+            prob_below_current = est.prob_below(current_price * 0.9)        # -10%
+            prob_stable = 1 - prob_above_current - prob_below_current       # ±10%
+
+            print("🎲 Probability Analysis:")
+            print(f"   P(BTC ≥ ${current_price * 1.1:,.0f}) = {prob_above_current:.1%}")
+            print(f"   P(BTC ≤ ${current_price * 0.9:,.0f}) = {prob_below_current:.1%}")
+            print(f"   P(${current_price * 0.9:,.0f} < BTC < ${current_price * 1.1:,.0f}) = {prob_stable:.1%}")
+            print()
+
+            # Step 7: Generate probability distribution plot
+            print("📈 Generating probability distribution plot...")
+
+            fig = est.plot(
+                kind="both",
+                figsize=(12, 6),
+                title=f"Bitcoin Options Implied Probability Distribution\nExpiry: {target_expiry}",
+                source="Data: Bybit API via OIPD",
+                show_current_price=True
+            )
+
+            # Save the plot
+            plt.tight_layout()
+            plt.savefig("bitcoin_probability_distribution.png", dpi=300, bbox_inches='tight')
+            print("💾 Plot saved as 'bitcoin_probability_distribution.png'")
+
+            # Step 8: Export results to CSV
+            est.to_csv("bitcoin_rnd_results.csv")
+            print("💾 Results exported to 'bitcoin_rnd_results.csv'")
+            print()
+
+            # Step 9: Advanced analysis - quartiles
+            df_results = est.to_frame()
+
+            # Find quartile prices
+            q25_price = est.prices[est.cdf >= 0.25][0] if any(est.cdf >= 0.25) else est.prices[-1]
+            q50_price = est.prices[est.cdf >= 0.50][0] if any(est.cdf >= 0.50) else est.prices[-1]
+            q75_price = est.prices[est.cdf >= 0.75][0] if any(est.cdf >= 0.75) else est.prices[-1]
+
+            print("📊 Price Quartiles (Market Expectations):")
+            print(f"   25th percentile: ${q25_price:,.0f}")
+            print(f"   50th percentile: ${q50_price:,.0f} (median)")
+            print(f"   75th percentile: ${q75_price:,.0f}")
+            print()
+
+            print("✨ Analysis complete! Check the generated files for detailed results.")
+
+        else:
+            print("❌ No Bitcoin options expiry dates found on Bybit")
+
+    except Exception as e:
+        print(f"❌ Error occurred: {e}")
+        print("\n💡 Troubleshooting tips:")
+        print("   1. Ensure you have pybit installed: pip install pybit")
+        print("   2. Check your internet connection")
+        print("   3. Verify Bybit API is accessible")
+        print("   4. Try a different expiry date")
+
+
+if __name__ == "__main__":
+    main()

main.py

@@ -0,0 +1,17 @@
+from oipd import RND, MarketInputs
+from datetime import date
+
+# 1 ─ point to a ticker and provide market info
+crypto_market = MarketInputs(
+    valuation_date=date.today(),
+    expiry_date=date(2025, 12, 26),
+    risk_free_rate=0.04,
+)
+crypto_est = RND.from_ticker("ETH", crypto_market, vendor="bybit") 
+# 2 - run estimator, auto fetching data from Yahoo Finance
+# est = RND.from_ticker("AAPL", market)   
+
+# 3 ─ access results and plots
+est.prob_at_or_above(4500)               # P(price >= $120)
+est.prob_below(4700)                     # P(price < $100)
+est.plot()                              # plot probability and cumulative distribution functions

oipd/__init__.py

@@ -20,7 +20,7 @@
     FillMode, resolve_market
 )
 
-__version__ = "0.1.0"
+__version__ = "1.0.3"
 
 __all__ = [
     # Core functions

oipd/vendor/__init__.py

@@ -33,3 +33,4 @@ def get_reader(name: str):
 # Pre-register built-in vendors
 # ------------------------------------------------------------------
 register("yfinance", "oipd.vendor.yfinance.reader")
+register("bybit", "oipd.vendor.bybit.reader")

oipd/vendor/bybit/__init__.py

@@ -0,0 +1,3 @@
+"""Bybit vendor module for OIPD."""
+
+__all__ = ["Reader", "BybitError"]