Format numerical option fields
parent
54261ecc4c
commit
20778b02b5
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@ -636,18 +636,18 @@ _qt_option_keys = {
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"lastTradeSize": 'size',
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"lastTradeSize": 'size',
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"bidSize": 'bsize',
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"bidSize": 'bsize',
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"askSize": 'asize',
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"askSize": 'asize',
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"volume": 'vol',
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'VWAP': ('VWAP', partial(round, ndigits=3)),
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"VWAP": 'VWAP',
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"lowPrice": 'low',
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"lowPrice": 'low',
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"highPrice": 'high',
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"highPrice": 'high',
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# "expiry": "expiry",
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# "expiry": "expiry",
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# "delay": 0,
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# "delay": 0,
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"delta": 'delta',
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"delta": ('delta', partial(round, ndigits=3)),
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"gamma": 'gamma',
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"gamma": ('gama', partial(round, ndigits=3)),
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"rho": 'rho',
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"rho": ('rho', partial(round, ndigits=3)),
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"theta": 'theta',
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"theta": ('theta', partial(round, ndigits=3)),
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"vega": 'vega',
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"vega": ('vega', partial(round, ndigits=3)),
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"$ vol": '$ vol',
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'$ vol': ('$ vol', humanize),
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'volume': ('vol', humanize),
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# "2021-01-15T00:00:00.000000-05:00",
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# "2021-01-15T00:00:00.000000-05:00",
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# "isHalted": false,
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# "isHalted": false,
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# "key": [
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# "key": [
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@ -657,7 +657,7 @@ _qt_option_keys = {
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# "lastTradePriceTrHrs": null,
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# "lastTradePriceTrHrs": null,
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# "lastTradeTick": 'tick',
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# "lastTradeTick": 'tick',
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"lastTradeTime": 'time',
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"lastTradeTime": 'time',
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"openInterest": 'open_interest',
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"openInterest": 'oi',
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"openPrice": 'open',
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"openPrice": 'open',
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# "strike": 'strike',
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# "strike": 'strike',
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# "symbol": "APHA15Jan21P8.00.MX",
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# "symbol": "APHA15Jan21P8.00.MX",
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@ -666,7 +666,7 @@ _qt_option_keys = {
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# "underlyingId": 8297492,
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# "underlyingId": 8297492,
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"symbol": 'symbol',
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"symbol": 'symbol',
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"contract_type": 'contract_type',
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"contract_type": 'contract_type',
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"volatility": 'volatility',
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"volatility": ('volatility', partial(round, ndigits=3)),
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"strike": 'strike',
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"strike": 'strike',
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}
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}
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@ -674,7 +674,7 @@ _option_bidasks = {
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'last': ['bid', 'ask'],
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'last': ['bid', 'ask'],
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'size': ['bsize', 'asize'],
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'size': ['bsize', 'asize'],
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'VWAP': ['low', 'high'],
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'VWAP': ['low', 'high'],
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'vol': ['open_interest', '$ vol'],
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'vol': ['oi', '$ vol'],
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}
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}
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