From 1ac643018aad41115a05f24fdbe7e5eb7fb38039 Mon Sep 17 00:00:00 2001
From: Nelson Torres <nelson.torres.alvarado1@gmail.com>
Date: Sun, 8 Dec 2024 13:34:58 -0300
Subject: [PATCH] added aux method for update and check if completed

---
 max_pain.py | 56 ++++++++++++++++++++++++++++-------------------------
 1 file changed, 30 insertions(+), 26 deletions(-)

diff --git a/max_pain.py b/max_pain.py
index e8b0f933..aef67944 100644
--- a/max_pain.py
+++ b/max_pain.py
@@ -11,6 +11,15 @@ from piker.brokers.deribit.api import (
     maybe_open_oi_feed,
 )
 
+def check_if_complete(
+        oi: dict[str, dict[str, Decimal | None]]
+    ) -> bool:
+    return all(
+        oi[strike]['C'] is not None 
+        and
+        oi[strike]['P'] is not None for strike in oi
+    )
+
 
 async def max_pain_daemon(
 ) -> None:
@@ -18,19 +27,17 @@ async def max_pain_daemon(
     instruments: list[Symbol] = []
     oi_by_strikes: dict[str, dict[str, Decimal]]
 
-    def check_if_complete(
-        oi: dict[str, dict[str, Decimal | None]],
-    
-        ) -> bool:
-            for strike in oi:
-                if (
-                    oi[strike]['C'] == None 
-                    or
-                    oi[strike]['P'] == None
-                ):
-                    return False
-    
-            return True
+    def update_oi_by_strikes(msg: tuple):
+        nonlocal oi_by_strikes
+        if 'oi' == msg[0]:
+            strike_price = msg[1]['strike_price']
+            option_type = msg[1]['option_type']
+            open_interest = msg[1]['open_interest']
+            oi_by_strikes.setdefault(
+                strike_price, {}
+            ).update(
+                {option_type: open_interest}
+            )
 
     def get_max_pain(
         oi_by_strikes: dict[str, dict[str, Decimal]]
@@ -92,21 +99,18 @@ async def max_pain_daemon(
         instruments,
     ) as oi_feed:
         async for msg in oi_feed:
-            if 'oi' == msg[0]:
-                timestamp = msg[1]['timestamp']
-                strike_price = msg[1]['strike_price']
-                option_type = msg[1]['option_type']
-                open_interest = msg[1]['open_interest']
-                oi_by_strikes[f'{strike_price}'][f'{option_type}'] = open_interest
 
+            update_oi_by_strikes(msg)
             if check_if_complete(oi_by_strikes):
-                max_pain = get_max_pain(oi_by_strikes)
-                print('-----------------------------------------------')
-                print(f'timestamp:             {datetime.fromtimestamp(max_pain['timestamp'])}')
-                print(f'expiry_date:           {max_pain['expiry_date']}')
-                print(f'max_pain:              {max_pain['max_pain']}')
-                print(f'total intrinsic value: {max_pain['total_intrinsic_value']}')
-                print('-----------------------------------------------')
+                if 'oi' == msg[0]:
+                    timestamp = msg[1]['timestamp']
+                    max_pain = get_max_pain(oi_by_strikes)
+                    print('-----------------------------------------------')
+                    print(f'timestamp:             {datetime.fromtimestamp(max_pain['timestamp'])}')
+                    print(f'expiry_date:           {max_pain['expiry_date']}')
+                    print(f'max_pain:              {max_pain['max_pain']}')
+                    print(f'total intrinsic value: {max_pain['total_intrinsic_value']}')
+                    print('-----------------------------------------------')
 
 
 async def main():