minor refactor

cleaning the code

max_pain.py

@@ -11,6 +11,15 @@ from piker.brokers.deribit.api import (
     maybe_open_oi_feed,
 )
 
+def check_if_complete(
+        oi: dict[str, dict[str, Decimal | None]]
+    ) -> bool:
+    return all(
+        oi[strike]['C'] is not None 
+        and
+        oi[strike]['P'] is not None for strike in oi
+    )
+
 
 async def max_pain_daemon(
 ) -> None:
@@ -18,19 +27,17 @@ async def max_pain_daemon(
     instruments: list[Symbol] = []
     oi_by_strikes: dict[str, dict[str, Decimal]]
 
-    def check_if_complete(
+    def update_oi_by_strikes(msg: tuple):
-        oi: dict[str, dict[str, Decimal | None]],
+        nonlocal oi_by_strikes
-    
+        if 'oi' == msg[0]:
-        ) -> bool:
+            strike_price = msg[1]['strike_price']
-            for strike in oi:
+            option_type = msg[1]['option_type']
-                if (
+            open_interest = msg[1]['open_interest']
-                    oi[strike]['C'] == None 
+            oi_by_strikes.setdefault(
-                    or
+                strike_price, {}
-                    oi[strike]['P'] == None
+            ).update(
-                ):
+                {option_type: open_interest}
-                    return False
+            )
-    
-            return True
 
     def get_max_pain(
         oi_by_strikes: dict[str, dict[str, Decimal]]
@@ -50,17 +57,15 @@ async def max_pain_daemon(
         # an amount greater than zero.
         total_intrinsic_value: Decimal = Decimal('Infinity')
         max_pain: Decimal = Decimal(0)
-
-        intrinsic_values: dict[str, dict[str, Decimal]] = {}
-        closes: list[str] = sorted(oi_by_strikes.keys())
-        for strike in oi_by_strikes:
-            s: Decimal = Decimal(f'{strike}')
         call_cash: Decimal = Decimal(0)
         put_cash: Decimal = Decimal(0)
-            for close in closes:
+        intrinsic_values: dict[str, dict[str, Decimal]] = {}
-                c: Decimal = Decimal(f'{close}')
+        closes: list = sorted(Decimal(close) for close in oi_by_strikes)
-                call_cash += max(0, (s - c) * oi_by_strikes[f'{close}']['C'])
+
-                put_cash += max(0, (c - s) * oi_by_strikes[f'{close}']['P'])
+        for strike, oi in oi_by_strikes.items():
+            s = Decimal(strike)
+            call_cash = sum(max(0, (s - c) * oi_by_strikes[str(c)]['C']) for c in closes)
+            put_cash = sum(max(0, (c - s) * oi_by_strikes[str(c)]['P']) for c in closes)
 
             intrinsic_values[strike] = {
                 'C': call_cash,
@@ -68,10 +73,9 @@ async def max_pain_daemon(
                 'total': call_cash + put_cash,
             }
 
-        for strike in intrinsic_values:
+            if intrinsic_values[strike]['total'] < total_intrinsic_value:
-            if intrinsic_values[f'{strike}']['total'] < total_intrinsic_value:
+                total_intrinsic_value = intrinsic_values[strike]['total']
-                total_intrinsic_value = intrinsic_values[f'{strike}']['total']
+                max_pain = s
-                max_pain = strike\
 
         return {
             'timestamp': timestamp,
@@ -80,7 +84,6 @@ async def max_pain_daemon(
             'max_pain': max_pain,
         }
 
-                
     async with get_client(
     ) as client:
         instruments = await client.get_instruments(
@@ -92,14 +95,11 @@ async def max_pain_daemon(
         instruments,
     ) as oi_feed:
         async for msg in oi_feed:
+
+            update_oi_by_strikes(msg)
+            if check_if_complete(oi_by_strikes):
                 if 'oi' == msg[0]:
                     timestamp = msg[1]['timestamp']
-                strike_price = msg[1]['strike_price']
-                option_type = msg[1]['option_type']
-                open_interest = msg[1]['open_interest']
-                oi_by_strikes[f'{strike_price}'][f'{option_type}'] = open_interest
-
-            if check_if_complete(oi_by_strikes):
                     max_pain = get_max_pain(oi_by_strikes)
                     print('-----------------------------------------------')
                     print(f'timestamp:             {datetime.fromtimestamp(max_pain['timestamp'])}')