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Update api.py 

This function receive a date in this format DDMMMYY and returns timestamps int
max_pain_deribit
Nelson Torres 2024-11-29 10:38:17 -03:00
parent f2f7855e54
commit 7b02df9b49
1 changed files with 9 additions and 3 deletions
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12
piker/brokers/deribit/api.py
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@ -112,6 +112,10 @@ def deribit_timestamp(when: datetime) -> int:
) )
def get_timestamp_int(expiry_date: str) -> int:
return int(time.mktime(time.strptime(expiry_date, '%d%b%y')))
def str_to_cb_sym(name: str) -> Symbol: def str_to_cb_sym(name: str) -> Symbol:
base, strike_price, expiry_date, option_type = name.split('-') base, strike_price, expiry_date, option_type = name.split('-')
@ -124,8 +128,9 @@ def str_to_cb_sym(name: str) -> Symbol:
else: else:
raise Exception("Couldn\'t parse option type") raise Exception("Couldn\'t parse option type")
new_expiry_date = get_values_from_cb_normalized_date(expiry_date) new_expiry_date: int = get_timestamp_int(
get_values_from_cb_normalized_date(expiry_date)
)
return Symbol( return Symbol(
base=base, base=base,
quote=quote, quote=quote,
@ -145,6 +150,7 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
)= tuple( )= tuple(
name.upper().split('-')) name.upper().split('-'))
new_expiry_date = get_timestamp_int(expiry_date)
quote: str = base quote: str = base
if option_type == 'P': if option_type == 'P':
@ -160,7 +166,7 @@ def piker_sym_to_cb_sym(name: str) -> Symbol:
type=OPTION, type=OPTION,
strike_price=strike_price, strike_price=strike_price,
option_type=option_type, option_type=option_type,
expiry_date=expiry_date expiry_date=new_expiry_date
) )