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update cron job

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This commit is contained in:
MuslemRahimi 2025-01-27 21:25:24 +01:00
parent 495df3666d
commit 35bfbd54d5
1 changed files with 6 additions and 4 deletions
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10
app/cron_options_stats.py
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@ -132,7 +132,7 @@ async def get_price_batch_realtime(symbol, contract_list):
res_dict = {
'total_premium': 0, 'call_premium': 0, 'put_premium': 0,
'volume': 0, 'call_volume': 0, 'put_volume': 0,
'gex': 0, 'dex': 0,
'gex': 0,
'total_open_interest': 0, 'call_open_interest': 0, 'put_open_interest': 0,
'iv_list': [],
'time': None
@ -156,7 +156,6 @@ async def get_price_batch_realtime(symbol, contract_list):
# Update metrics
res_dict['gex'] += gamma * open_interest * 100
res_dict['dex'] += delta * open_interest * 100
res_dict['total_premium'] += premium
res_dict['volume'] += volume
res_dict['total_open_interest'] += open_interest
@ -202,7 +201,7 @@ async def main():
aggregated_results = {
'total_premium': 0, 'call_premium': 0, 'put_premium': 0,
'volume': 0, 'call_volume': 0, 'put_volume': 0,
'gex': 0, 'dex': 0,
'gex': 0,
'total_open_interest': 0, 'call_open_interest': 0, 'put_open_interest': 0,
'iv_list': [],
'time': None
@ -216,7 +215,7 @@ async def main():
# Aggregate results
for key in ['total_premium', 'call_premium', 'put_premium',
'volume', 'call_volume', 'put_volume',
'gex', 'dex',
'gex',
'total_open_interest', 'call_open_interest', 'put_open_interest']:
aggregated_results[key] += batch_results[key]
@ -232,9 +231,12 @@ async def main():
past_data = orjson.loads(file.read())
index = next((i for i, item in enumerate(past_data) if item['date'] == aggregated_results['time']), 0)
previous_open_interest = past_data[index]['total_open_interest']
iv_rank = past_data[index]['iv_rank']
aggregated_results['changesPercentageOI'] = round((aggregated_results['total_open_interest']/previous_open_interest-1)*100, 2)
aggregated_results['changeOI'] = aggregated_results['total_open_interest'] - previous_open_interest
#we don't aggregate this result
aggregated_results['ivRank'] = iv_rank
# Remove the temporary iv_list before saving
del aggregated_results['iv_list']