optionchain_simulator

OptionChain-Simulator

OptionChain-Simulator: RESTful Option Chain Time Simulator

Introduction
Features
Project Structure
Setup Instructions
API Usage
Development
Contribution and Contact

Introduction

OptionChain-Simulator is a lightweight REST API service that simulates an evolving option chain with every request. It is designed for developers building or testing trading systems, backtesters, and visual tools that depend on option data streams but want to avoid relying on live data feeds.

Features

📡 REST API to fetch a simulated option chain.
⏱ Each API request advances the simulation one time step.
🧮 Option pricing using Black-Scholes or configurable models.
🔄 Internal state memory with market evolution.
⚙️ Easily configurable initial parameters (IV, strikes, steps).
📦 JSON output for easy integration with other tools.
📁 Static data support (CSV/JSON-based initial chains).

Setup Instructions

Clone the repository:

git clone https://github.com/joaquinbejar/OptionChain-Simulator.git
cd OptionChain-Simulator

Build the project:

cargo build --release

Run the API server:

cargo run

Access the API:

GET http://localhost:8080/chain

API Usage

`GET /chain`

Returns the current option chain and advances the simulation.

Response Example:

{
  "underlying_price": 102.5,
  "options": [
    {
      "strike": 100,
      "type": "Call",
      "expiration_days": 30,
      "implied_volatility": 0.2,
      "price": 4.32
    }
  ]
}

Development

Run the server with:

cargo run

Run tests:

cargo test

Run formatting and linting:

cargo fmt
cargo clippy

Contribution and Contact

Contributions are welcome! Please submit pull requests, issues, or suggestions.

Maintainer: Joaquín Béjar García 📧 jb@taunais.com 🔗 GitHub Profile

License: MIT

optionchain_simulator 0.0.0