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

View File

@ -827,12 +827,12 @@ async def maybe_open_price_feed(
async def aio_open_interest_feed_relay(
fh: FeedHandler,
instruments: list,
intrinsic_values: dict[str, Decimal],
oi_by_strikes: dict[str, dict[str, Decimal]],
from_trio: asyncio.Queue,
to_trio: trio.abc.SendChannel,
) -> None:
intrinsic_values: dict[str, dict[str, Decimal]] = {}
total_intrinsic_value: Decimal = Decimal('Infinity')
max_pain: Decimal = Decimal(0)
@ -933,7 +933,6 @@ async def open_oi_feed(
) -> to_asyncio.LinkedTaskChannel:
expiry_date: str = '6DEC24'
instruments: list[Symbol] = []
intrinsic_values: dict[str, dict[str, Decimal]] = {}
oi_by_strikes: dict[str, dict[str, Decimal]]
async with get_client(
@ -953,7 +952,6 @@ async def open_oi_feed(
aio_open_interest_feed_relay,
fh,
instruments,
intrinsic_values,
oi_by_strikes,
)
) as (first, chan)