BTC Trading Dashboard

Live BTC options vol surface, futures curve, portfolio risk analytics, and trade execution — all in one Python app.

Features

Tab	Description
Vol Smile	SVI model calibrated to OTM option mark IVs. Displays 5 parameters, RMSE, ATMF vol, and Black-76 call/put premiums in BTC.
Futures Curve	Short-rate model fitted to inverse futures. Interpolates forward prices for any maturity.
Risk	Portfolio greeks (BS delta, smile delta, gamma 1%, vega $, theta $) per position and total. Scenario analysis across spot bumps.
Hedge	Compute delta/gamma/vega hedges. Execute suggested trades directly. Close individual or all positions.
P&L	Live equity, balance, unrealised P&L, and spot/perp price charts. Persists to CSV across restarts.
Recon	Transaction reconciliation — all trades, settlements, funding payments. Verifies calculated equity matches Deribit API.

Quick Start

# Install dependencies
pip install flask requests websocket-client numpy scipy

# Run (opens login page at http://localhost:5050)
python3 svi_ui.py

Enter your Deribit API credentials on the login page. Choose Testnet or Production.

Get API keys from Deribit Testnet or Deribit Production.

Environment Variables (optional)

Skip the login page by setting env vars:

export DERIBIT_CLIENT_ID="your_id"
export DERIBIT_CLIENT_SECRET="your_secret"
export DERIBIT_NETWORK="testnet"  # or "mainnet"
python3 svi_ui.py

Browser-Only Version

The index.html file is a standalone client-side version (Vol Smile + Futures Curve only, no private API needed). Open it directly or visit mustafa-os.github.io/BTC-Trading-Project.

How It Works

• Real-time data via Deribit WebSocket API (.agg2 channels)
• SVI calibration using L-BFGS-B with multiple starting points
• Black-76 pricing with r=0 (BTC as base asset, inverse contracts)
• OTM options only: puts below forward, calls above — moneyness filter |k| < 0.25
• Short-rate model (cubic spline) fitted to BTC/USD inverse futures
• Portfolio greeks computed via finite differences with proper inverse option conventions
• Smile delta: IV stays sticky to delta (not strike) when bumping spot
• Orders executed via authenticated WebSocket for low latency

Tech Stack

• Backend: Python, Flask, NumPy, SciPy
• Data: Deribit REST + WebSocket API
• Charts: Plotly.js
• Models: SVI, Black-76, short-rate interpolation