mp_fomo_polish: some feat additions, code styling corrections, general fixes #43
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@ -90,6 +90,14 @@ bc why install with `python` when you can faster with `rust` ::
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uv lock
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uv lock
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with all GUI support as well::
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uv lock --extra uis
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AND with all dev (hacking) tools::
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uv lock --dev --extra uis
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hacky install on nixos
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hacky install on nixos
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**********************
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**********************
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@ -18,6 +18,8 @@ import pyqtgraph as pg
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from PyQt6 import QtCore
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from PyQt6 import QtCore
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from pyqtgraph import ScatterPlotItem, InfiniteLine
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from pyqtgraph import ScatterPlotItem, InfiniteLine
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from PyQt6.QtWidgets import QApplication
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from PyQt6.QtWidgets import QApplication
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# XXX, use 2 newlines between top level LOC (even between these
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# imports and the next function line ;)
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def check_if_complete(
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def check_if_complete(
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oi: dict[str, dict[str, Decimal | None]]
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oi: dict[str, dict[str, Decimal | None]]
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@ -50,6 +52,7 @@ async def max_pain_daemon(
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expiry_date = input('Please enter a valid expiration date: ').upper()
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expiry_date = input('Please enter a valid expiration date: ').upper()
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print('Starting little daemon...')
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print('Starting little daemon...')
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# maybe move this type annot down to the assignment line?
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oi_by_strikes: dict[str, dict[str, Decimal]]
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oi_by_strikes: dict[str, dict[str, Decimal]]
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instruments = await client.get_instruments(
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instruments = await client.get_instruments(
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expiry_date=expiry_date,
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expiry_date=expiry_date,
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@ -260,6 +263,28 @@ async def max_pain_daemon(
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# graph here
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# graph here
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plot_graph(oi_by_strikes, plot)
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plot_graph(oi_by_strikes, plot)
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# TODO, use a single multiline string with `()`
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# and drop the multiple `print()` calls (this
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# should be done elsewhere in this file as well!
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#
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# As per the docs,
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# https://docs.python.org/3/reference/lexical_analysis.html#string-literal-concatenation
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# you could instead do,
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# print(
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# '-----------------------------------------------\n'
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# f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}\n'
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# )
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# WHY?
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# |_ less ctx-switches/calls to `print()`
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# |_ the `str` can then be modified / passed
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# around as a variable more easily if needed in
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# the future ;)
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#
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# ALSO, i believe there already is a stdlib
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# module to do "alignment" of text which you
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# could try for doing the right-side alignment,
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# https://docs.python.org/3/library/textwrap.html#textwrap.indent
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#
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print('-----------------------------------------------')
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print('-----------------------------------------------')
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print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
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print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
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print(f'expiry_date: {max_pain['expiry_date']}')
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print(f'expiry_date: {max_pain['expiry_date']}')
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@ -1,19 +1,29 @@
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## Max Pain Calculation for Deribit Options
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## Max Pain Calculation for Deribit Options
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This feature, which calculates the max pain point for options traded on the Deribit exchange using cryptofeed library.
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This feature, which calculates the max pain point for options traded
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on the Deribit exchange using cryptofeed library.
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- Functions in the api module for fetching options data from Deribit. [commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
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- Functions in the api module for fetching options data from Deribit.
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[commit](https://pikers.dev/pikers/piker/commit/da55856dd2876291f55a06eb0561438a912d8241)
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- Compute the max pain point based on open interest data using deribit's api. [commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
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- Compute the max pain point based on open interest data using
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deribit's api.
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[commit](https://pikers.dev/pikers/piker/commit/0d9d6e15ba0edeb662ec97f7599dd66af3046b94)
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### How to test it?
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### How to test it?
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**Before start:** in order to get this working with `uv`, you **must** use my `tractor` [fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons) and this branch: `aio_abandons`, the reason is that I cherry-pick the `uv_migration` that guille made, for some reason that a didn't dive into, in my system y need tractor using `uv` too. quite hacky I guess.
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**Before start:** in order to get this working with `uv`, you
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**must** use my [`tractor` fork](https://pikers.dev/ntorres/tractor/src/branch/aio_abandons)
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and this branch: `aio_abandons`, the reason is that I cherry-pick the
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`uv_migration` that guille made, for some reason that a didn't dive
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into, in my system y need tractor using `uv` too. quite hacky
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I guess.
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1. `uv lock`
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1. `uv lock`
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2. `uv run --no-dev python examples/max_pain.py`
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2. `uv run --no-dev python examples/max_pain.py`
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3. A message should be display, enter one of the expiration date available.
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3. A message should be display, enter one of the expiration date
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available.
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4. The script should be up and running.
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4. The script should be up and running.
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@ -96,6 +96,10 @@ from ._util import (
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get_logger,
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get_logger,
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)
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)
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# ?TODO? this can now be removed since it was originally to extend
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# with a `bar_vwap` field that we removed from the default ohlcv
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# dtype since it's better calculated in an FSP func
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#
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_bar_load_dtype: list[tuple[str, type]] = [
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_bar_load_dtype: list[tuple[str, type]] = [
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# NOTE XXX: only part that's diff
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# NOTE XXX: only part that's diff
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# from our default fields where
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# from our default fields where
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