diff --git a/app/cron_options_stats.py b/app/cron_options_stats.py index 0d97ee7..4878fcd 100644 --- a/app/cron_options_stats.py +++ b/app/cron_options_stats.py @@ -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']