max_pain: add piker logging, tweak var names, notes and todos
parent
bc72e3d206
commit
d655e81290
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@ -2,22 +2,29 @@
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from decimal import (
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Decimal,
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)
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from pathlib import Path
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import numpy as np
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import polars as pl
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# import polars as pl
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import trio
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import tractor
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from datetime import datetime
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from pprint import pformat
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# from pprint import pformat
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from piker.brokers.deribit.api import (
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get_client,
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maybe_open_oi_feed,
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)
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from piker.storage import open_storage_client, StorageClient
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from piker.log import get_logger
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import sys
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import pyqtgraph as pg
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from PyQt6 import QtCore
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from pyqtgraph import ScatterPlotItem, InfiniteLine
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from PyQt6.QtWidgets import QApplication
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from cryptofeed.symbols import Symbol
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log = get_logger(__name__)
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# XXX, use 2 newlines between top level LOC (even between these
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# imports and the next function line ;)
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@ -192,10 +199,13 @@ async def max_pain_daemon(
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),
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], dtype=dtype)
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path = await client.write_oi(
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path: Path = await client.write_oi(
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col_sym_key,
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data,
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)
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# TODO, use std logging like this throughout for status
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# emissions on console!
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log.info(f'Wrote OI history to {path}')
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def get_max_pain(
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oi_by_strikes: dict[str, dict[str, Decimal]]
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@ -258,7 +268,7 @@ async def max_pain_daemon(
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# hardcoded to something, sorry.)
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timestamp = msg[1]['timestamp']
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max_pain = get_max_pain(oi_by_strikes)
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intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
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# intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
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# graph here
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plot_graph(oi_by_strikes, plot)
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@ -298,14 +308,27 @@ async def max_pain_daemon(
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async def main():
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async with tractor.open_nursery() as n:
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async with tractor.open_nursery(
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debug_mode=True,
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loglevel='info',
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) as an:
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from tractor import log
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log.get_console_log(level='info')
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p: tractor.Portal = await n.start_actor(
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ptl: tractor.Portal = await an.start_actor(
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'max_pain_daemon',
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enable_modules=[__name__],
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infect_asyncio=True,
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# ^TODO, we can actually run this in the root-actor now
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# if needed as per 2nd "section" in,
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# https://pikers.dev/goodboy/tractor/pulls/2
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#
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# NOTE, will first require us porting to modern
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# `tractor:main` though ofc!
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)
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await p.run(max_pain_daemon)
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await ptl.run(max_pain_daemon)
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if __name__ == '__main__':
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trio.run(main)
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