 Nelson Torres
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3526d5d564
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minor refactor
cleaning the code
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2024-12-08 13:38:23 -03:00 |
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Nelson Torres
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1ac643018a
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added aux method for update and check if completed
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2024-12-08 13:34:58 -03:00 |
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Nelson Torres
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f26a42e76f
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datetime for humans
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2024-12-08 10:51:17 -03:00 |
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Nelson Torres
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3295303e37
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More configs refactor
Now in the broker config file are the log configs for cryptofeed.
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2024-12-07 11:15:43 -03:00 |
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Nelson Torres
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f31d868a55
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get_config refactor
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2024-12-07 10:37:34 -03:00 |
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Nelson Torres
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0563b916a3
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major refactor
all the logic now in the max_pain script
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2024-12-07 10:17:27 -03:00 |
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Nelson Torres
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3e613ab2a0
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fix the input values
for acm related to oi
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2024-12-07 10:16:37 -03:00 |
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Nelson Torres
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57059da682
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moved function out of api
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2024-12-07 10:13:12 -03:00 |
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Nelson Torres
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ca5e1b6ed1
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removed unused variable
minor refactor
expiry date changed to 20DEC24
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2024-12-06 11:09:17 +00:00 |
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Nelson Torres
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ec1da6134b
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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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2024-12-05 23:49:02 -03:00 |
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Nelson Torres
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cbc5168b8d
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renaming variable
fixed variable name for better understanding.
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2024-12-05 23:43:13 -03:00 |
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Nelson Torres
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2b70518eb9
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Update poetry.lock
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2024-12-05 23:32:09 -03:00 |
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Nelson Torres
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bf86772d4b
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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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2024-12-05 23:31:36 -03:00 |
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Nelson Torres
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c4600a0392
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auxiliar methods
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2024-12-05 23:29:45 -03:00 |
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Nelson Torres
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ec2123175a
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some refactor
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2024-12-04 19:18:29 -03:00 |
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Nelson Torres
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5de14bc3f9
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added first calcs for max_pain
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2024-12-03 14:35:57 -03:00 |
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Nelson Torres
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6e08c60d53
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deactivate cryptofeed debug log
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2024-12-03 14:29:35 -03:00 |
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Nelson Torres
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a9110b1196
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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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2024-12-02 09:47:20 -03:00 |
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Nelson Torres
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9abbd8ca1e
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Update api.py
open_interest for each strike price and each expiry date
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2024-11-29 10:49:07 -03:00 |
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Nelson Torres
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24bf19c1fb
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Update api.py
get_currencies function
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2024-11-29 10:41:20 -03:00 |
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Nelson Torres
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4ccda643b8
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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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2024-11-29 10:39:48 -03:00 |
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Nelson Torres
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7b02df9b49
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Update api.py
This function receive a date in this format DDMMMYY and returns timestamps int
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2024-11-29 10:38:17 -03:00 |
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Nelson Torres
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f2f7855e54
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max_pain_daemon
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2024-11-26 15:16:21 -03:00 |
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Nelson Torres
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16480bd2d4
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maybe_open_oi_feed
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2024-11-26 15:15:59 -03:00 |
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Nelson Torres
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733b58250f
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open_oi_feed
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2024-11-26 15:15:51 -03:00 |
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Nelson Torres
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564cd63014
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aio_open_interest_feed_relay
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2024-11-26 15:15:38 -03:00 |
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Nelson Torres
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17249205c9
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get_instrumets for cryptofeed.FeedHandler
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2024-11-26 15:15:01 -03:00 |
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Nelson Torres
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b646133ead
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minor get_config fix
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2024-11-26 15:11:04 -03:00 |
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Nelson Torres
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cb436048d2
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OpenInterest imports for cryptofeed
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2024-11-26 15:10:24 -03:00 |