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Update api.py 

Now intrinsic values list is initialize in the aio_open_interest_feed_relay instead in the scope above.
max_pain_deribit
Nelson Torres 2024-12-05 23:49:02 -03:00
parent cbc5168b8d
commit ec1da6134b
1 changed files with 1 additions and 3 deletions
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4
piker/brokers/deribit/api.py
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@ -827,12 +827,12 @@ async def maybe_open_price_feed(
async def aio_open_interest_feed_relay( async def aio_open_interest_feed_relay(
fh: FeedHandler, fh: FeedHandler,
instruments: list, instruments: list,
intrinsic_values: dict[str, Decimal],
oi_by_strikes: dict[str, dict[str, Decimal]], oi_by_strikes: dict[str, dict[str, Decimal]],
from_trio: asyncio.Queue, from_trio: asyncio.Queue,
to_trio: trio.abc.SendChannel, to_trio: trio.abc.SendChannel,
) -> None: ) -> None:
intrinsic_values: dict[str, dict[str, Decimal]] = {}
total_intrinsic_value: Decimal = Decimal('Infinity') total_intrinsic_value: Decimal = Decimal('Infinity')
max_pain: Decimal = Decimal(0) max_pain: Decimal = Decimal(0)
@ -933,7 +933,6 @@ async def open_oi_feed(
) -> to_asyncio.LinkedTaskChannel: ) -> to_asyncio.LinkedTaskChannel:
expiry_date: str = '6DEC24' expiry_date: str = '6DEC24'
instruments: list[Symbol] = [] instruments: list[Symbol] = []
intrinsic_values: dict[str, dict[str, Decimal]] = {}
oi_by_strikes: dict[str, dict[str, Decimal]] oi_by_strikes: dict[str, dict[str, Decimal]]
async with get_client( async with get_client(
@ -953,7 +952,6 @@ async def open_oi_feed(
aio_open_interest_feed_relay, aio_open_interest_feed_relay,
fh, fh,
instruments, instruments,
intrinsic_values,
oi_by_strikes, oi_by_strikes,
) )
) as (first, chan) ) as (first, chan)