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max_pain: add piker logging, tweak var names, notes and todos

decimal_prices_thru_ems
Tyler Goodlet 2025-04-24 12:15:26 -04:00
parent bc72e3d206
commit d655e81290
1 changed files with 30 additions and 7 deletions
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37
examples/max_pain.py
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@ -2,22 +2,29 @@
from decimal import ( from decimal import (
Decimal, Decimal,
) )
from pathlib import Path
import numpy as np import numpy as np
import polars as pl # import polars as pl
import trio import trio
import tractor import tractor
from datetime import datetime from datetime import datetime
from pprint import pformat # from pprint import pformat
from piker.brokers.deribit.api import ( from piker.brokers.deribit.api import (
get_client, get_client,
maybe_open_oi_feed, maybe_open_oi_feed,
) )
from piker.storage import open_storage_client, StorageClient from piker.storage import open_storage_client, StorageClient
from piker.log import get_logger
import sys import sys
import pyqtgraph as pg import pyqtgraph as pg
from PyQt6 import QtCore from PyQt6 import QtCore
from pyqtgraph import ScatterPlotItem, InfiniteLine from pyqtgraph import ScatterPlotItem, InfiniteLine
from PyQt6.QtWidgets import QApplication from PyQt6.QtWidgets import QApplication
from cryptofeed.symbols import Symbol
log = get_logger(__name__)
# XXX, use 2 newlines between top level LOC (even between these # XXX, use 2 newlines between top level LOC (even between these
# imports and the next function line ;) # imports and the next function line ;)
@ -192,10 +199,13 @@ async def max_pain_daemon(
), ),
], dtype=dtype) ], dtype=dtype)
path = await client.write_oi( path: Path = await client.write_oi(
col_sym_key, col_sym_key,
data, data,
) )
# TODO, use std logging like this throughout for status
# emissions on console!
log.info(f'Wrote OI history to {path}')
def get_max_pain( def get_max_pain(
oi_by_strikes: dict[str, dict[str, Decimal]] oi_by_strikes: dict[str, dict[str, Decimal]]
@ -258,7 +268,7 @@ async def max_pain_daemon(
# hardcoded to something, sorry.) # hardcoded to something, sorry.)
timestamp = msg[1]['timestamp'] timestamp = msg[1]['timestamp']
max_pain = get_max_pain(oi_by_strikes) max_pain = get_max_pain(oi_by_strikes)
intrinsic_values = get_total_intrinsic_values(oi_by_strikes) # intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
# graph here # graph here
plot_graph(oi_by_strikes, plot) plot_graph(oi_by_strikes, plot)
@ -298,14 +308,27 @@ async def max_pain_daemon(
async def main(): async def main():
async with tractor.open_nursery() as n: async with tractor.open_nursery(
debug_mode=True,
loglevel='info',
) as an:
from tractor import log
log.get_console_log(level='info')
p: tractor.Portal = await n.start_actor( ptl: tractor.Portal = await an.start_actor(
'max_pain_daemon', 'max_pain_daemon',
enable_modules=[__name__], enable_modules=[__name__],
infect_asyncio=True, infect_asyncio=True,
# ^TODO, we can actually run this in the root-actor now
# if needed as per 2nd "section" in,
# https://pikers.dev/goodboy/tractor/pulls/2
#
# NOTE, will first require us porting to modern
# `tractor:main` though ofc!
) )
await p.run(max_pain_daemon) await ptl.run(max_pain_daemon)
if __name__ == '__main__': if __name__ == '__main__':
trio.run(main) trio.run(main)