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decrease loading time of watchlist options

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This commit is contained in:
MuslemRahimi 2024-09-24 00:08:15 +02:00
parent 0464760142
commit 000219599c
1 changed files with 48 additions and 22 deletions
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70
app/main.py
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@ -15,6 +15,7 @@ import redis
from dotenv import load_dotenv from dotenv import load_dotenv
from pydantic import BaseModel, Field from pydantic import BaseModel, Field
import requests import requests
from pathlib import Path
# Database related imports # Database related imports
import sqlite3 import sqlite3
@ -41,6 +42,8 @@ ETF_DB = 'etf'
CRYPTO_DB = 'crypto' CRYPTO_DB = 'crypto'
INSTITUTE_DB = 'institute' INSTITUTE_DB = 'institute'
OPTIONS_WATCHLIST_DIR = Path("json/options-historical-data/watchlist")
@contextmanager @contextmanager
def db_connection(db_name): def db_connection(db_name):
conn = sqlite3.connect(f'{db_name}.db') conn = sqlite3.connect(f'{db_name}.db')
@ -1149,35 +1152,58 @@ async def get_watchlist(data: GetWatchList, api_key: str = Security(get_api_key)
res = [combined_results, combined_news] res = [combined_results, combined_news]
return res return res
def process_option_activity(item):
item['put_call'] = 'Calls' if item['put_call'] == 'CALL' else 'Puts'
item['underlying_type'] = item['underlying_type'].lower()
item['price'] = round(float(item['price']), 2)
item['strike_price'] = round(float(item['strike_price']), 2)
item['cost_basis'] = round(float(item['cost_basis']), 2)
item['underlying_price'] = round(float(item['underlying_price']), 2)
item['option_activity_type'] = item['option_activity_type'].capitalize()
item['sentiment'] = item['sentiment'].capitalize()
item['execution_estimate'] = item['execution_estimate'].replace('_', ' ').title()
item['tradeCount'] = item.get('trade_count', 0)
return item
@app.post("/get-options-watchlist") async def fetch_option_data(option_id: str):
async def get_watchlist(data: OptionsWatchList, api_key: str = Security(get_api_key)):
url = "https://api.benzinga.com/api/v1/signal/option_activity" url = "https://api.benzinga.com/api/v1/signal/option_activity"
headers = {"accept": "application/json"} headers = {"accept": "application/json"}
options_id_list = data.optionsIdList querystring = {"token": Benzinga_API_KEY, "parameters[id]": option_id}
try: try:
querystring = {"token":Benzinga_API_KEY,"parameters[id]": ','.join(options_id_list)} response = requests.get(url, headers=headers, params=querystring)
response = requests.request("GET", url, headers=headers, params=querystring) response.raise_for_status()
result = orjson.loads(response.text)['option_activity'] data = orjson.loads(response.text)
for item in result: option_activity = data.get('option_activity', [])
if isinstance(option_activity, list):
return [process_option_activity(item) for item in option_activity]
else:
print(f"Unexpected response format for {option_id}: {option_activity}")
return []
except Exception as e:
print(f"Error fetching data for {option_id}: {e}")
return []
put_call = 'Calls' if item['put_call'] == 'CALL' else 'Puts' @app.post("/get-options-watchlist")
item['underlying_type'] = item['underlying_type'].lower() async def get_options_watchlist(data: OptionsWatchList, api_key: str = Security(get_api_key)):
item['put_call'] = put_call result = []
item['price'] = round(float(item['price']), 2)
item['strike_price'] = round(float(item['strike_price']), 2)
item['cost_basis'] = round(float(item['cost_basis']), 2)
item['underlying_price'] = round(float(item['underlying_price']), 2)
item['option_activity_type'] = item['option_activity_type'].capitalize()
item['sentiment'] = item['sentiment'].capitalize()
item['execution_estimate'] = item['execution_estimate'].replace('_', ' ').title()
item['tradeCount'] = item['trade_count']
except:
result = []
res = orjson.dumps(result) for option_id in data.optionsIdList:
compressed_data = gzip.compress(res) file_path = OPTIONS_WATCHLIST_DIR / f"{option_id}.json"
if file_path.exists():
with open(file_path, 'rb') as json_file:
option_data = orjson.loads(json_file.read())
result.extend(option_data)
else:
option_activity = await fetch_option_data(option_id)
if option_activity:
with open(file_path, 'wb') as file:
file.write(orjson.dumps(option_activity))
result.extend(option_activity)
compressed_data = gzip.compress(orjson.dumps(result))
return StreamingResponse( return StreamingResponse(
io.BytesIO(compressed_data), io.BytesIO(compressed_data),
media_type="application/json", media_type="application/json",