max_pain.py

@@ -10,20 +10,6 @@ async def max_pain_daemon(
 ) -> None:
     async with maybe_open_oi_feed() as oi_feed:
         print('Im in...')
-    def check_if_complete(
-        oi: dict[str, dict[str, Decimal | None]],
-
-        ) -> bool:
-            for strike in oi:
-                if (
-                    oi[strike]['C'] == None 
-                    or
-                    oi[strike]['P'] == None
-                ):
-                    return False
-    
-            return True
-
 
 
 async def main():

piker/brokers/deribit/api.py

@@ -246,6 +246,20 @@ def get_config() -> dict[str, Any]:
 
     return section
 
+def check_if_complete(
+    oi: dict[str, dict[str, Decimal | None]],
+
+    ) -> bool:
+        for strike in oi:
+            if (
+                oi[strike]['C'] == None
+                or
+                oi[strike]['P'] == None
+            ):
+                return False
+
+        return True
+
 
 class Client:
     '''
@@ -872,7 +886,7 @@ async def aio_open_interest_feed_relay(
                     c: Decimal = Decimal(f'{close}')
                     call_cash += max(0, (s - c) * oi_by_strikes[f'{close}']['C'])
                     put_cash += max(0, (c - s) * oi_by_strikes[f'{close}']['P'])
-
+    
                 intrinsic_values[f'{strike}'] = {}
                 intrinsic_values[f'{strike}']['C'] = call_cash
                 intrinsic_values[f'{strike}']['P'] = put_cash