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4 Commits
17aebf44a9
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0f3754ca56
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0f3754ca56 | |
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dc8bfcccd8 | |
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b18b5a7592 | |
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08488a9098 |
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@ -2,22 +2,29 @@
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from decimal import (
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from decimal import (
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Decimal,
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Decimal,
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)
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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 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 trio
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import tractor
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import tractor
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from datetime import datetime
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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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from piker.brokers.deribit.api import (
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get_client,
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get_client,
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maybe_open_oi_feed,
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maybe_open_oi_feed,
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)
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)
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from piker.storage import open_storage_client, StorageClient
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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 sys
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import pyqtgraph as pg
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import pyqtgraph as pg
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from PyQt6 import QtCore
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from PyQt6 import QtCore
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from pyqtgraph import ScatterPlotItem, InfiniteLine
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from pyqtgraph import ScatterPlotItem, InfiniteLine
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from PyQt6.QtWidgets import QApplication
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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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# 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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# imports and the next function line ;)
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@ -47,9 +54,13 @@ async def max_pain_daemon(
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kind=kind
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kind=kind
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)
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)
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print(f'Available expiration dates for {currency}-{kind}:')
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log.info(
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print(f'{expiry_dates}')
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f'Available expiries for {currency!r}-{kind}:\n'
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expiry_date = input('Please enter a valid expiration date: ').upper()
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f'{expiry_dates}\n'
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)
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expiry_date: str = input(
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'Please enter a valid expiration date: '
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).upper()
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print('Starting little daemon...')
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print('Starting little daemon...')
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# maybe move this type annot down to the assignment line?
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# maybe move this type annot down to the assignment line?
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@ -192,10 +203,13 @@ async def max_pain_daemon(
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),
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),
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], dtype=dtype)
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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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col_sym_key,
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data,
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data,
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)
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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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def get_max_pain(
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oi_by_strikes: dict[str, dict[str, Decimal]]
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oi_by_strikes: dict[str, dict[str, Decimal]]
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@ -258,7 +272,7 @@ async def max_pain_daemon(
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# hardcoded to something, sorry.)
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# hardcoded to something, sorry.)
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timestamp = msg[1]['timestamp']
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timestamp = msg[1]['timestamp']
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max_pain = get_max_pain(oi_by_strikes)
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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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# graph here
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plot_graph(oi_by_strikes, plot)
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plot_graph(oi_by_strikes, plot)
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@ -298,14 +312,27 @@ async def max_pain_daemon(
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async def main():
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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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'max_pain_daemon',
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enable_modules=[__name__],
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enable_modules=[__name__],
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infect_asyncio=True,
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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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)
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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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if __name__ == '__main__':
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trio.run(main)
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trio.run(main)
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@ -1,5 +1,5 @@
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# piker: trading gear for hackers
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# piker: trading gear for hackers
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# Copyright (C) Guillermo Rodriguez (in stewardship for piker0)
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# Copyright (C) Guillermo Rodriguez (in stewardship for pikers)
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# This program is free software: you can redistribute it and/or modify
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# it under the terms of the GNU Affero General Public License as published by
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@ -80,7 +80,6 @@ from piker.accounting import (
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from piker.data import (
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from piker.data import (
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def_iohlcv_fields,
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def_iohlcv_fields,
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match_from_pairs,
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match_from_pairs,
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# Struct,
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)
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)
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from piker.data._web_bs import (
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from piker.data._web_bs import (
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open_jsonrpc_session
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open_jsonrpc_session
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@ -195,7 +194,11 @@ def cb_sym_to_deribit_inst(sym: Symbol) -> str:
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def get_values_from_cb_normalized_date(expiry_date: str) -> str:
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def get_values_from_cb_normalized_date(expiry_date: str) -> str:
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# deribit specific
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'''
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Convert the `cryptofeed` (expiry) datetime format to our own,
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a simple 3 token `str: f'{day}{month}{year}'.
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'''
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cb_norm = [
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cb_norm = [
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'F', 'G', 'H', 'J',
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'F', 'G', 'H', 'J',
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'K', 'M', 'N', 'Q',
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'K', 'M', 'N', 'Q',
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@ -328,7 +331,6 @@ class Client:
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'''
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'''
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Return the set of currencies for deribit.
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Return the set of currencies for deribit.
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'''
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'''
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assets = {}
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resp = await self._json_rpc_auth_wrapper(
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resp = await self._json_rpc_auth_wrapper(
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'public/get_currencies',
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'public/get_currencies',
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params={}
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params={}
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