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Open interest storage #42

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ntorres wants to merge 2 commits from max_pain_storage into max_pain_chart
pull from: max_pain_storage
merge into: pikers:max_pain_chart
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ntorres commented 2025-03-05 00:20:28 +00:00
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storage.nativedb implemetation to store open interest data, used for max pain calculations (deribit)

# Define the structured dtype
dtype = np.dtype([
    ('time', int),
    ('oi', float),
    ('oi_calc', float),
])

# Parquet filename
col_sym_key = f'btc-{expiry_date.lower()}-{strike_price}-{option_type}'

So far this script appends the last row on each update for the instruments on separate files for a specifics expiry_date

Add write_oi() and _write_oi() interface and impl for writting in parquet the oi struct in storage.nativedb, also add mk_oi_shm_keyed_filepath() for managing shm file.

`storage.nativedb` implemetation to store open interest data, used for max pain calculations (deribit) # Define the structured dtype dtype = np.dtype([ ('time', int), ('oi', float), ('oi_calc', float), ]) # Parquet filename col_sym_key = f'btc-{expiry_date.lower()}-{strike_price}-{option_type}' So far this script appends the last row on each update for the instruments on separate files for a specifics expiry_date Add `write_oi()` and `_write_oi()` interface and impl for writting in parquet the oi struct in `storage.nativedb`, also add `mk_oi_shm_keyed_filepath()` for managing shm file.
ntorres added 1 commit 2025-03-05 00:20:28 +00:00
8f1e082c91 Add write_oi for open interest 
In storage.nativedb mod is manage the write_parquet file, this is
a rudimentary way to write on file using parquet, meant just for
development purpose.

Add comments in max_pain to track the changes.
ntorres added 1 commit 2025-10-08 21:50:03 +00:00
f756f0fdd8 Deribit's fixes 
- `default.nix`: remove deprecated dep.
- Add `pyqtgraph` to `pyproject.toml`.
- Remove unused var `rfq` from Deribit's OptionPair.
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git checkout -b max_pain_storage max_pain_chart
git pull origin max_pain_storage

Step 2:

Merge the changes and update on Gitea.
git checkout max_pain_chart
git merge --no-ff max_pain_storage
git push origin max_pain_chart
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Reference: pikers/piker#42
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