sfyll / charm

dashboard to find most profitable call arb on charm

charm

dashboard to find most profitable call arb on charm

steps to follow:

1. Run DeribitExploiter.py to retreive data from deribit (thanks shepal)

2. update CharmData.xlsx with call data for both eth and wbtc using the following page : https://charm.fi/console/markets

3. in the file charmStatDashboard.py, run the function dashBoard whick takes three arguments:

   a. file location of the xlsx file described in step 2

   b. file location of the btc option data downloaded from Deribit in step 1.

   c. file location of the eth option data downloaded from Deribit in step 1.

        output will be a panda dataframe with the max arb opportunity for each strike.