Using Deribit API Data to Monitor Crypto Portfolio Risk
Summary
This article describes pulling Deribit account and market data into spreadsheet dashboards through an API integration. Examples include tracking balances across subaccounts, open orders and positions, trades, profit and loss, margin, options Greeks, implied volatility, and counterparty exposure. It presents these fields as inputs for monitoring portfolio behavior and assessing how delta and theta exposure relate to market moves.
The suggested workflow combines current and historical account data with market analytics, then refreshes formulas on a chosen schedule. The examples also mention grouping premium into call and put exposure to help characterize strategies such as overwriting or collars. These are portfolio monitoring and analysis use cases, rather than a defined trading strategy or tested risk model. The article is largely a platform walkthrough; it does not provide a quantitative evaluation of dashboard accuracy, API data limitations, or whether the displayed metrics improve investment outcomes.
Key ideas
- Exchange account data can be organized in spreadsheets to monitor balances, orders, positions, trades, and profit and loss.
- Tracking historical delta and theta can help explain how portfolio exposure changed around market moves.
- Options Greeks, implied volatility, and premium by option type can add context to portfolio risk dashboards.
- Subaccount data can be combined to provide a broader view of balances and exposures.
- The article describes data access and monitoring examples but does not test a trading or risk management model.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.