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@inthestatic
inthestatic / delta-hedge.py
Last active January 22, 2023 11:19
Minimalist delta hedging script for Deribit
import requests
import json
from time import sleep
from datetime import datetime
#settings
delta_band = .1 # how far can account delta drift from 0 either up or down
repeat_seconds = 5 # how often should the script loop to check for delta
delta_bias = 1 # 0=no bias, >0 positive price bias ok with additional BTC exposure