Max pain docs.

examples/max_pain.py

@@ -23,8 +23,22 @@ def check_if_complete(
 
 async def max_pain_daemon(
 ) -> None:
-    expiry_date: str = input('Please enter a valid expiration date (7feb25): ').upper()
-    print('Initializing...')
+    oi_by_strikes: dict[str, dict[str, Decimal | None]]
+    expiry_dates: list[str]
+    currency: str = 'btc'
+    kind: str = 'option'
+
+    async with get_client(
+    ) as client:
+        expiry_dates: list[str] = await client.get_expiration_dates(
+            currency=currency,
+            kind=kind
+        )
+
+    print(f'Available expiration dates for {currency}-{kind}:')
+    print(f'{expiry_dates}')
+    expiry_date: str = input('Please enter a valid expiration date: ').upper()
+    print('Starting little daemon...')
     instruments: list[Symbol] = []
     oi_by_strikes: dict[str, dict[str, Decimal]]
 

examples/max_pain_readme.rst

@@ -0,0 +1,19 @@
+## Max Pain Calculation for Deribit Options
+
+This feature, which calculates the max pain point for options traded on the Deribit exchange using cryptofeed library.
+
+- Functions in the api module for fetching options data from Deribit. [commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
+
+- Compute the max pain point based on open interest data using deribit's api. [commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
+
+### How to test it?
+
+**Before start:** in order to get this working with `uv`,  you **must** use my `tractor` [fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons) and this branch: `aio_abandons`, the reason is that I cherry-pick the `uv_migration` that guille made, for some reason that a didn't dive into, in my system y need tractor using `uv` too. quite hacky I guess.
+
+1. `uv lock`
+
+2. `uv run --no-dev python examples/max_pain.py`
+
+3. A message should be display, enter one of the expiration date available.
+
+4. The script should be up and running.

piker/brokers/deribit/api.py

@@ -425,6 +425,29 @@ class Client:
 
         return response_list
 
+    async def get_expiration_dates(
+        self,
+        currency: str = 'btc',
+        kind: str = 'option',
+
+    ) ->  list[str]:
+        """
+        Get a dict with all expiration dates listed as value and currency as key.
+        """
+        
+        params: dict[str, str] = {
+            'currency': currency.upper(),
+            'kind': kind,
+        }
+
+        r: JSONRPCResult = await self._json_rpc_auth_wrapper(
+            'public/get_expirations',
+            params,
+        )
+        resp = r.result
+
+        return resp[currency][kind]
+
     def get_strikes_dict(
         self,
         instruments: list[Symbol],