OPEN-SOURCE SCRIPT
Futures & GBTC Premium
Calculates current Okcoin futures index price, and plots the current premiums for weekly and quarterly contracts. Also plots the GBTC premium divided by 10 based on the same index price. For reference, the calculated index price divided by 100 is also shown (the white line).
Note:
The index price is an estimate, and not entirely accurate because of the following limitations:
The index price in this script has been within $2 of the actual index the past day.
Note:
The index price is an estimate, and not entirely accurate because of the following limitations:
- GDAX, one of the six exchanges that makes up the index, is not available on TW. Coinbase is used instead, as their prices are usually within $2 of GDAX
- CNYUSD rate in the index is usually calculated every Friday, but follows some special rules that are impossible to replicate in this script. The current CNYUSD rate is used instead
The index price in this script has been within $2 of the actual index the past day.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
For quick access on a chart, add this script to your favorites — learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.