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Max Pain for Deribit Options #13

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ntorres wants to merge 2 commits from max_pain_deribit into deribit_fix
pull from: max_pain_deribit
merge into: pikers:deribit_fix
Conversation 3 Commits 2 Files Changed 4

2 Commits (310_plus)

Author SHA1 Message Date
Nelson Torres 18e6b8beaa 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`
 2025-02-17 17:04:47 -03:00
Nelson Torres cd592afed8 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.
 2025-02-17 17:04:47 -03:00