From 4e18b43346c9e573fcc19f5776a9690c8877aab5 Mon Sep 17 00:00:00 2001
From: Nelson Torres <nelson.torres.alvarado1@gmail.com>
Date: Tue, 12 Nov 2024 16:06:59 -0300
Subject: [PATCH] Added expiry property for OptionPair
---
piker/brokers/deribit/venues.py | 6 ++++++
1 file changed, 6 insertions(+)
diff --git a/piker/brokers/deribit/venues.py b/piker/brokers/deribit/venues.py
index ef3d5497..3bd134d8 100644
--- a/piker/brokers/deribit/venues.py
+++ b/piker/brokers/deribit/venues.py
@@ -116,6 +116,12 @@ class OptionPair(Pair, frozen=True, kw_only=True):
# NOTE: see `.data._symcache.SymbologyCache.load()` for why
ns_path: str = 'piker.brokers.deribit:OptionPair'
+ @property
+ def expiry(self) -> str:
+ symbol: str = self.instrument_name.lower()
+ pair, expiry, strike_price, otype = symbol.split('-')
+ return f'{expiry}'
+
@property
def venue(self) -> str:
return 'OPTION'