Don't display greeks besides delta for now
parent
201919eef7
commit
01c0551a7f
|
@ -25,7 +25,10 @@ log = get_logger(__name__)
|
||||||
|
|
||||||
_refresh_token_ep = 'https://login.questrade.com/oauth2/'
|
_refresh_token_ep = 'https://login.questrade.com/oauth2/'
|
||||||
_version = 'v1'
|
_version = 'v1'
|
||||||
_rate_limit = 4 # queries/sec
|
|
||||||
|
# stock queries/sec
|
||||||
|
# it seems 4 rps is best we can do total
|
||||||
|
_rate_limit = 4
|
||||||
|
|
||||||
|
|
||||||
class QuestradeError(Exception):
|
class QuestradeError(Exception):
|
||||||
|
@ -414,8 +417,10 @@ async def get_client() -> Client:
|
||||||
try:
|
try:
|
||||||
log.debug("Check time to ensure access token is valid")
|
log.debug("Check time to ensure access token is valid")
|
||||||
try:
|
try:
|
||||||
await client.api.time()
|
# await client.api.time()
|
||||||
except Exception:
|
quote = await client.quote(['RY.TO'])
|
||||||
|
except Exception as err:
|
||||||
|
# import pdb; pdb.set_trace()
|
||||||
# access token is likely no good
|
# access token is likely no good
|
||||||
log.warn(f"Access token {client.access_data['access_token']} seems"
|
log.warn(f"Access token {client.access_data['access_token']} seems"
|
||||||
f" expired, forcing refresh")
|
f" expired, forcing refresh")
|
||||||
|
@ -642,10 +647,10 @@ _qt_option_keys = {
|
||||||
# "expiry": "expiry",
|
# "expiry": "expiry",
|
||||||
# "delay": 0,
|
# "delay": 0,
|
||||||
"delta": ('delta', partial(round, ndigits=3)),
|
"delta": ('delta', partial(round, ndigits=3)),
|
||||||
"gamma": ('gama', partial(round, ndigits=3)),
|
# "gamma": ('gama', partial(round, ndigits=3)),
|
||||||
"rho": ('rho', partial(round, ndigits=3)),
|
# "rho": ('rho', partial(round, ndigits=3)),
|
||||||
"theta": ('theta', partial(round, ndigits=3)),
|
# "theta": ('theta', partial(round, ndigits=3)),
|
||||||
"vega": ('vega', partial(round, ndigits=3)),
|
# "vega": ('vega', partial(round, ndigits=3)),
|
||||||
'$ vol': ('$ vol', humanize),
|
'$ vol': ('$ vol', humanize),
|
||||||
'volume': ('vol', humanize),
|
'volume': ('vol', humanize),
|
||||||
# "2021-01-15T00:00:00.000000-05:00",
|
# "2021-01-15T00:00:00.000000-05:00",
|
||||||
|
@ -666,7 +671,10 @@ _qt_option_keys = {
|
||||||
# "underlyingId": 8297492,
|
# "underlyingId": 8297492,
|
||||||
"symbol": 'symbol',
|
"symbol": 'symbol',
|
||||||
"contract_type": 'contract_type',
|
"contract_type": 'contract_type',
|
||||||
"volatility": ('volatility', partial(round, ndigits=3)),
|
"volatility": (
|
||||||
|
'volatility',
|
||||||
|
lambda v: '{}%'.format(round(v, ndigits=2))
|
||||||
|
),
|
||||||
"strike": 'strike',
|
"strike": 'strike',
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue