20 lines
1.0 KiB
ReStructuredText
20 lines
1.0 KiB
ReStructuredText
## 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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- Functions in the api module for fetching options data from Deribit. [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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### 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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1. `uv lock`
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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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4. The script should be up and running.
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