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Author SHA1 Message Date
Nelson Torres a58595fcd7 Max pain daemon:
- To calculate the `max_pain` first we need an expiration date,
get_expiration_dates()` retrieves them and the user then enters one of
the shown, then using the select expiry_date on `get_instruments()` we
are good to build the `oi_by_strikes` important!

- Add `update_oi_by_strikes()`.

- Add `check_if_complete()`.

- `get_max_pain()`: here's where all the action takes place, the
`oi_by_strikes` must be complete to start the calculations,

- Use `maybe_open_oi_feed` for open a oi_feed.

- Add `max_pain_readme.rst`
2025-01-30 03:42:47 -03:00
Nelson Torres 178c4a4673 Deribit api key changes introduce:
- `get_timestamp_int`: added this is the hack, so we can aboid use the custom deribit date format.

- `get_currencies`: added so we could get all deribit's available currencies.

- `get_instruments`: for a especific expiration date, it return a list of criptofeed.Symbol.

- `get_expiration_dates`: expirations dates available for btc's option contracts .

- `get_strikes_dict`: all the strike prices for an especific expiration date.

- `aio_open_interest_feed_relay` `open_oi_feed` `maybe_open_oi_feed`: this three handles all the portal stuff and the cryptofeed callbacks for the open interest and trades, for some reason it need both to work, i need to check that out at some point.

- Also a couple of format fixes.
2025-01-30 03:42:47 -03:00
Nelson Torres fbaaf87d71 uv migration 2025-01-30 03:40:03 -03:00
1 changed files with 0 additions and 57 deletions

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@ -145,60 +145,3 @@ asyncvnc = { git = "https://github.com/pikers/asyncvnc.git", branch = "main" }
tomlkit = { git = "https://github.com/pikers/tomlkit.git", branch ="piker_pin" }
msgspec = { git = "https://github.com/jcrist/msgspec.git" }
tractor = { path = "../tractor" }
# ------ - ------
pyqt6 = "^6.7.0"
[tool.poetry.group.dev]
optional = true
[tool.poetry.group.dev.dependencies]
# testing / CI
pytest = "^6.0.0"
elasticsearch = "^8.9.0"
xonsh = "^0.14.2"
prompt-toolkit = "3.0.40"
cython = "^3.0.0"
greenback = "^1.1.1"
# console ehancements and eventually remote debugging
# extras/helpers.
# TODO: add a toolset that makes debugging a `pikerd` service
# (tree) easy to hack on directly using more or less the local env:
# - xonsh + xxh
# - rsyscall + pdbp
# - actor runtime control console like BEAM/OTP
# ------ - ------
# TODO: add an `--only daemon` group for running non-ui / pikerd
# service tree in distributed mode B)
# https://python-poetry.org/docs/managing-dependencies/#installing-group-dependencies
# [tool.poetry.group.daemon.dependencies]
[tool.poetry.scripts]
piker = 'piker.cli:cli'
pikerd = 'piker.cli:pikerd'
ledger = 'piker.accounting.cli:ledger'
[project]
name="piker"
keywords=[
"async",
"trading",
"finance",
"quant",
"charting",
]
classifiers=[
'Development Status :: 3 - Alpha',
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
'Operating System :: POSIX :: Linux',
"Programming Language :: Python :: Implementation :: CPython",
"Programming Language :: Python :: 3 :: Only",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
'Intended Audience :: Financial and Insurance Industry',
'Intended Audience :: Science/Research',
'Intended Audience :: Developers',
'Intended Audience :: Education',
]