From f9018670b96f61b7ce90d3d05ad39e5aefcb4af5 Mon Sep 17 00:00:00 2001 From: Nelson Torres Date: Sat, 7 Dec 2024 10:13:12 -0300 Subject: [PATCH] moved function out of api --- max_pain.py | 14 ++++++++++++++ piker/brokers/deribit/api.py | 16 +--------------- 2 files changed, 15 insertions(+), 15 deletions(-) diff --git a/max_pain.py b/max_pain.py index 64fba933..405031b6 100644 --- a/max_pain.py +++ b/max_pain.py @@ -10,6 +10,20 @@ async def max_pain_daemon( ) -> None: async with maybe_open_oi_feed() as oi_feed: print('Im in...') + def check_if_complete( + oi: dict[str, dict[str, Decimal | None]], + + ) -> bool: + for strike in oi: + if ( + oi[strike]['C'] == None + or + oi[strike]['P'] == None + ): + return False + + return True + async def main(): diff --git a/piker/brokers/deribit/api.py b/piker/brokers/deribit/api.py index c642b0df..2585ef4b 100644 --- a/piker/brokers/deribit/api.py +++ b/piker/brokers/deribit/api.py @@ -246,20 +246,6 @@ def get_config() -> dict[str, Any]: return section -def check_if_complete( - oi: dict[str, dict[str, Decimal | None]], - - ) -> bool: - for strike in oi: - if ( - oi[strike]['C'] == None - or - oi[strike]['P'] == None - ): - return False - - return True - class Client: ''' @@ -886,7 +872,7 @@ async def aio_open_interest_feed_relay( c: Decimal = Decimal(f'{close}') call_cash += max(0, (s - c) * oi_by_strikes[f'{close}']['C']) put_cash += max(0, (c - s) * oi_by_strikes[f'{close}']['P']) - + intrinsic_values[f'{strike}'] = {} intrinsic_values[f'{strike}']['C'] = call_cash intrinsic_values[f'{strike}']['P'] = put_cash