 Nelson Torres
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11f11e077b
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. Update uv docs in pyproject.toml
. Format fixes
. Add uv docs
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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41b334dfbf
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Restore missing data at pyproject.toml
Restore keywords and classifiers for the project
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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40c61a88b5
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uv migration
Migrate to uv, use msgspec from git due to python 3.13 compatibility
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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34956b7e43
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minor refactor
cleaning the code
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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cbb2ca619d
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added aux method for update and check if completed
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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9547a90d93
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datetime for humans
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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56f52f887b
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More configs refactor
Now in the broker config file are the log configs for cryptofeed.
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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92e1238d93
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get_config refactor
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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a8eb8d90eb
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major refactor
all the logic now in the max_pain script
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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990b065fa4
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fix the input values
for acm related to oi
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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266e37f966
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moved function out of api
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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4c8bdb77b9
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removed unused variable
minor refactor
expiry date changed to 20DEC24
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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efec1f7f08
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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.
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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d3a23c9f33
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renaming variable
fixed variable name for better understanding.
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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754364bfb2
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Update poetry.lock
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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f63308ee50
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oi max_pain major refactor
Now the max_pain is calculated taking into account all strike prices and all close prices to find the intrinsic value as deribit.
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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2ef5305533
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auxiliar methods
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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49a49373d4
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some refactor
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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6d8e503fd7
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added first calcs for max_pain
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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4f08d591d7
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deactivate cryptofeed debug log
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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addfeb9c85
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Update api.py
Now we get the data for an e specific expiration date if and expiry_date is passed, or for all expiration if expiry_date is None
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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28911afa79
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Update api.py
open_interest for each strike price and each expiry date
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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8667dab2f4
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Update api.py
get_currencies function
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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3fdffcd39d
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Update api.py
covers cases when option_type comes as PUT or P, same with calls CALL or C
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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c30c48ff5c
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Update api.py
This function receive a date in this format DDMMMYY and returns timestamps int
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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325748931f
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max_pain_daemon
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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bc1a815066
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maybe_open_oi_feed
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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6035565171
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open_oi_feed
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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b42be0d98e
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aio_open_interest_feed_relay
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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a805c41f0e
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get_instrumets for cryptofeed.FeedHandler
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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faa64f1fab
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minor get_config fix
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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06caeb6dc7
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OpenInterest imports for cryptofeed
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2025-01-28 13:15:07 -03:00 |
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Nelson Torres
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5e0085d7c5
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clean up
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2025-01-28 13:00:32 -03:00 |
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Nelson Torres
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33cc0a5bc4
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add qtbase to ld library path
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2025-01-28 13:00:32 -03:00 |
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Nelson Torres
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41e9b016b9
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necessary libraries for qt6
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2025-01-28 13:00:32 -03:00 |