From 483679619db3a92fbc12c643c9567e00ae6492e7 Mon Sep 17 00:00:00 2001
From: MuslemRahimi <moslem_rahimi@hotmail.de>
Date: Wed, 26 Mar 2025 00:15:43 +0100
Subject: [PATCH] add contract lookup cron job

---
 app/cron_options_contract_lookup.py | 108 ++++++++++++++++++++++++++++
 app/main.py                         |  31 ++++++++
 2 files changed, 139 insertions(+)
 create mode 100644 app/cron_options_contract_lookup.py

diff --git a/app/cron_options_contract_lookup.py b/app/cron_options_contract_lookup.py
new file mode 100644
index 0000000..e46a121
--- /dev/null
+++ b/app/cron_options_contract_lookup.py
@@ -0,0 +1,108 @@
+import requests
+import orjson
+import re
+from datetime import datetime
+from dotenv import load_dotenv
+import os
+import sqlite3
+import time
+from tqdm import tqdm
+from concurrent.futures import ThreadPoolExecutor
+from functools import partial
+import asyncio
+import aiohttp
+
+today = datetime.today().date()
+
+load_dotenv()
+
+directory_path = "json/options-contract-lookup/companies"
+
+def get_contracts_from_directory(symbol):
+    directory = f"json/all-options-contracts/{symbol}/"
+    try:
+        return [file.replace(".json", "") for file in os.listdir(directory) if file.endswith(".json")]
+    except Exception as e:
+        return []
+
+def save_json(data, symbol):
+    os.makedirs(directory_path, exist_ok=True)
+    with open(f"{directory_path}/{symbol}.json", 'wb') as file:
+        file.write(orjson.dumps(data))
+
+def parse_option_symbol(option_symbol):
+    match = re.match(r"(\^?[A-Z]+)(\d{6})([CP])(\d+)", option_symbol)
+    if not match:
+        raise ValueError(f"Invalid option_symbol format: {option_symbol}")
+    ticker, expiration, option_type, strike_price = match.groups()
+    date_expiration = datetime.strptime(expiration, "%y%m%d").date()
+    strike_price = int(strike_price) / 1000
+    return date_expiration, option_type, strike_price
+
+if __name__ == "__main__":
+
+    # Connect to databases and fetch symbols
+    con = sqlite3.connect('stocks.db')
+    etf_con = sqlite3.connect('etf.db')
+
+    cursor = con.cursor()
+    cursor.execute("PRAGMA journal_mode = wal")
+    cursor.execute("SELECT DISTINCT symbol FROM stocks")
+    stocks_symbols = [row[0] for row in cursor.fetchall()]
+
+    etf_cursor = etf_con.cursor()
+    etf_cursor.execute("PRAGMA journal_mode = wal")
+    etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
+    etf_symbols = [row[0] for row in etf_cursor.fetchall()]
+
+    con.close()
+    etf_con.close()
+
+    index_symbols = ['^SPX','^VIX']
+
+    total_symbols = stocks_symbols + etf_symbols + index_symbols
+
+    # For testing
+    #total_symbols = ['NVDA']
+
+
+    for symbol in tqdm(total_symbols):
+        res = {"Call": {}, "Put": {}}
+
+        options_contracts = get_contracts_from_directory(symbol)
+        if options_contracts:
+            for option_symbol in options_contracts:
+                try:
+                    date_expiration, option_type, strike_price = parse_option_symbol(option_symbol)
+                except ValueError as e:
+                    print(e)
+                    continue  # Skip symbols with incorrect format
+
+                # Only include options whose expiration date is today or in the future
+                if date_expiration >= today:
+                    date_str = date_expiration.strftime("%Y-%m-%d")
+                    if option_type == "C":
+                        if date_str not in res["Call"]:
+                            res["Call"][date_str] = []
+                        res["Call"][date_str].append(strike_price)
+                    elif option_type == "P":
+                        if date_str not in res["Put"]:
+                            res["Put"][date_str] = []
+                        res["Put"][date_str].append(strike_price)
+                    else:
+                        print(f"Unknown option type {option_type} for {option_symbol}")
+
+            # Sort the strike prices for each expiration date
+            for option_type in res:
+                for date_str in res[option_type]:
+                    res[option_type][date_str].sort()
+
+            # Sort the dictionary by expiration date
+            res["Call"] = dict(sorted(res["Call"].items()))
+            res["Put"] = dict(sorted(res["Put"].items()))
+
+            if res:
+                save_json(res, symbol)
+
+
+    
diff --git a/app/main.py b/app/main.py
index 105d3a6..fb9c90c 100755
--- a/app/main.py
+++ b/app/main.py
@@ -4284,6 +4284,37 @@ async def get_data(data:TickerData, api_key: str = Security(get_api_key)):
     )
 
 
+@app.post("/contract-lookup-summary")
+async def get_data(data:TickerData, api_key: str = Security(get_api_key)):
+    ticker = data.ticker.upper()
+    cache_key = f"contract-lookup-summary-{ticker}"
+    cached_result = redis_client.get(cache_key)
+    if cached_result:
+        return StreamingResponse(
+            io.BytesIO(cached_result),
+            media_type="application/json",
+            headers={"Content-Encoding": "gzip"}
+        )
+
+    try:
+        with open(f"json/options-contract-lookup/companies/{ticker}.json", 'rb') as file:
+            res = orjson.loads(file.read())
+    except:
+        res = {}
+    
+    data = orjson.dumps(res)
+    compressed_data = gzip.compress(data)
+
+    redis_client.set(cache_key, compressed_data)
+    redis_client.expire(cache_key,15*60)
+
+    return StreamingResponse(
+        io.BytesIO(compressed_data),
+        media_type="application/json",
+        headers={"Content-Encoding": "gzip"}
+    )
+
+
 async def fetch_data(client, endpoint, ticker):
     url = f"{API_URL}{endpoint}"
     try: