add options flow to discord bot

app/cron_discord_bot.py

@@ -1,26 +1,30 @@
 import requests
 import time
 import orjson
-from datetime import datetime, timedelta, timezone
+from datetime import datetime, timedelta, timezone, date
+import pytz
 import os
 from dotenv import load_dotenv
 
 
 load_dotenv()
+
+ny_tz = pytz.timezone("America/New_York")
+
 today = datetime.utcnow().date()
 now = datetime.now(timezone.utc)
+now_ny = datetime.now(ny_tz)
 N_minutes_ago = now - timedelta(minutes=30)
 
-WEBHOOK_URL = os.getenv("DISCORD_DARK_POOL_WEBHOOK")
+DARK_POOL_WEBHOOK_URL = os.getenv("DISCORD_DARK_POOL_WEBHOOK")
+OPTIONS_FLOW_WEBHOOK_URL = os.getenv("DISCORD_OPTIONS_FLOW_WEBHOOK")
+
 
 def save_json(data):
     directory = "json/discord"
-    try:
     os.makedirs(directory, exist_ok=True)
     with open(directory+"/dark_pool.json", 'wb') as file:
         file.write(orjson.dumps(data))
-    except Exception as e:
-        print(f"An error occurred while saving data: {e}")
     
 
 def format_number(num, decimal=False):
@@ -118,7 +122,7 @@ def dark_pool_flow():
                 "embeds": [embed]
             }
 
-            response = requests.post(WEBHOOK_URL, json=payload)
+            response = requests.post(DARK_POOL_WEBHOOK_URL, json=payload)
 
             if response.status_code in (200, 204):
                 seen_list.append({'date': result['date'], 'trackingID': result['trackingID']})
@@ -133,5 +137,126 @@ def dark_pool_flow():
         else:
             print("Dark pool already sent!")
 
+
+def options_flow():
+    now_ny = datetime.now(ny_tz)
+    N_minutes_ago = now_ny - timedelta(minutes=5)
+    today = now_ny.date()
+
+    # Load seen entries
+    try:
+        with open("json/discord/options_flow.json", "rb") as file:
+            seen_list = orjson.loads(file.read())
+            today_iso = today.isoformat()
+            seen_list = [item for item in seen_list if item['date'] == today_iso]
+    except FileNotFoundError:
+        seen_list = []
+    except Exception as e:
+        print(f"Error loading seen list: {e}")
+        seen_list = []
+
+    # Load current data
+    try:
+        with open("json/options-flow/feed/data.json", "rb") as file:
+            res_list = orjson.loads(file.read())
+    except Exception as e:
+        print(f"Error loading data.json: {e}")
+        res_list = []
+
+    # Process and filter entries
+    filtered = []
+    for item in res_list:
+        try:
+            # Validate required fields
+            if float(item.get('cost_basis', 0)) < 1E5:
+                continue
+                
+            item_date = datetime.fromisoformat(item['date']).date()
+            if item_date != today:
+                continue
+            
+            item_time = datetime.strptime(item['time'], "%H:%M:%S").time()
+            item_dt = ny_tz.localize(datetime.combine(item_date, item_time))
+            if item_dt < N_minutes_ago:
+                filtered.append(item)
+        except Exception as e:
+            print(f"Error processing item {item.get('id')}: {e}")
+            continue
+
+    if not filtered:
+        print("No recent valid entries found")
+        return
+
+    # Find best order
+    best_order = max(filtered, key=lambda x: float(x['cost_basis']))
+    result = {
+        k: best_order[k] for k in [
+            'date', 'sentiment', 'option_activity_type', 'ticker', 'id',
+            'strike_price', 'date_expiration', 'size', 'cost_basis',
+            'execution_estimate', 'volume', 'open_interest', 'put_call'
+        ]
+    }
+
+    # Check duplicates
+    seen_ids = {item['id'] for item in seen_list}
+    if result['id'] in seen_ids:
+        print("Options Flow data already sent!")
+        return
+
+    # Prepare message
+    try:
+        symbol = result['ticker']
+        size = format_number(result['size'])
+        premium = format_number(result['cost_basis'])
+        strike = result['strike_price']
+        side = result['execution_estimate']
+        volume = format_number(result['volume'])
+        open_interest = format_number(result['open_interest'])
+        put_call = result['put_call'].replace('Calls', 'Call').replace('Puts', 'Put')
+        option_activity_type = result['option_activity_type']
+        sentiment = result['sentiment']
+
+        date_expiration = datetime.strptime(result['date_expiration'], "%Y-%m-%d").strftime("%d/%m/%Y")
+        message_timestamp = int(now_ny.timestamp())
+
+        color = 0x39FF14 if sentiment == 'Bullish' else 0xFF0000 if sentiment == 'Bearish' else 0xFFA500
+
+        embed = {
+            "color": color,
+            "thumbnail": {"url": "https://stocknear.com/pwa-64x64.png"},
+            "description": f"{put_call} {option_activity_type} ({sentiment})",
+            "fields": [
+                {"name": "Symbol", "value": symbol, "inline": True},
+                {"name": "Strike", "value": str(strike), "inline": True},
+                {"name": "Expiration", "value": date_expiration, "inline": True},
+                {"name": "Call/Put", "value": put_call, "inline": True},
+                {"name": "Side", "value": str(side), "inline": True},
+                {"name": "Size", "value": str(size), "inline": True},
+                {"name": "Premium", "value": f"${premium}", "inline": True},
+                {"name": "Volume", "value": str(volume), "inline": True},
+                {"name": "OI", "value": str(open_interest), "inline": True},
+                {"name": f"Data by Stocknear - <t:{message_timestamp}:R> - Delayed by 5 min", 
+                 "value": "", "inline": False}
+            ],
+            "footer": {"text": ""}
+        }
+
+        payload = {"content": "", "embeds": [embed]}
+
+        # Send to Discord
+        response = requests.post(OPTIONS_FLOW_WEBHOOK_URL, json=payload)
+        response.raise_for_status()
+
+        # Update seen list
+        seen_list.append({'date': result['date'], 'id': result['id']})
+        with open("json/discord/options_flow.json", "wb") as file:
+            file.write(orjson.dumps(seen_list))
+        print("Embed sent successfully!")
+
+    except Exception as e:
+        print(f"Error sending message: {e}")
+
+
 if __name__ == "__main__":
+    options_flow()
     dark_pool_flow()