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f9018670b9
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f9018670b9 |
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@ -12,7 +12,7 @@ async def max_pain_daemon(
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print('Im in...')
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print('Im in...')
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def check_if_complete(
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def check_if_complete(
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oi: dict[str, dict[str, Decimal | None]],
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oi: dict[str, dict[str, Decimal | None]],
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) -> bool:
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) -> bool:
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for strike in oi:
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for strike in oi:
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if (
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if (
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@ -872,7 +872,7 @@ async def aio_open_interest_feed_relay(
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c: Decimal = Decimal(f'{close}')
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c: Decimal = Decimal(f'{close}')
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call_cash += max(0, (s - c) * oi_by_strikes[f'{close}']['C'])
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call_cash += max(0, (s - c) * oi_by_strikes[f'{close}']['C'])
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put_cash += max(0, (c - s) * oi_by_strikes[f'{close}']['P'])
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put_cash += max(0, (c - s) * oi_by_strikes[f'{close}']['P'])
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intrinsic_values[f'{strike}'] = {}
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intrinsic_values[f'{strike}'] = {}
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intrinsic_values[f'{strike}']['C'] = call_cash
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intrinsic_values[f'{strike}']['C'] = call_cash
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intrinsic_values[f'{strike}']['P'] = put_cash
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intrinsic_values[f'{strike}']['P'] = put_cash
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