diff --git a/app/cron_dark_pool_flow.py b/app/cron_dark_pool_flow.py index 0f026d6..1e12ef3 100644 --- a/app/cron_dark_pool_flow.py +++ b/app/cron_dark_pool_flow.py @@ -82,7 +82,7 @@ def get_data(): sources = ['utp_delayed', 'cta_a_delayed', 'cta_b_delayed'] page_size = 50000 min_size = 2000 - threshold = 1E6 # Define threshold + threshold = 1E5 # Define threshold for source in tqdm(sources): try: diff --git a/app/cron_dark_pool_level.py b/app/cron_dark_pool_level.py index 1002bfe..be4fa66 100644 --- a/app/cron_dark_pool_level.py +++ b/app/cron_dark_pool_level.py @@ -103,18 +103,11 @@ def run(): etf_con.close() total_symbols = stocks_symbols+ etf_symbols - data = [] - weekdays = get_last_N_weekdays() - for date in weekdays: - try: - with open(f"json/dark-pool/historical-flow/{date}.json", "r") as file: - raw_data = orjson.loads(file.read()) - data +=raw_data - except: - pass + with open(f"json/dark-pool/feed/data.json", "r") as file: + raw_data = orjson.loads(file.read()) for symbol in tqdm(total_symbols): try: - res_list = [item for item in data if isinstance(item, dict) and item['ticker'] == symbol] + res_list = [item for item in raw_data if isinstance(item, dict) and item['ticker'] == symbol] dark_pool_levels = analyze_dark_pool_levels( trades=res_list, size_threshold=0.8, # Look for levels with volume in top 20% diff --git a/app/main.py b/app/main.py index be69854..c298178 100755 --- a/app/main.py +++ b/app/main.py @@ -3022,6 +3022,8 @@ async def get_dark_pool_feed(api_key: str = Security(get_api_key)): with open(f"json/dark-pool/feed/data.json", "r") as file: res_list = orjson.loads(file.read()) + res_list = [item for item in res_list if float(item['premium']) >= 1E6] + except: res_list = [] diff --git a/app/primary_cron_job.py b/app/primary_cron_job.py index c27a405..5d99c75 100755 --- a/app/primary_cron_job.py +++ b/app/primary_cron_job.py @@ -81,7 +81,7 @@ def run_dark_pool_level(): now = datetime.now(ny_tz) week = now.weekday() hour = now.hour - if week <= 4 and 8 <= hour < 20: + if week <= 4 and 8 <= hour <= 22: run_command(["python3", "cron_dark_pool_level.py"]) def run_dark_pool_ticker(): @@ -421,8 +421,8 @@ schedule.every(5).minutes.do(run_threaded, run_list).tag('stock_list_job') -#schedule.every(30).minutes.do(run_threaded, run_dark_pool_level).tag('dark_pool_level_job') -schedule.every(5).minutes.do(run_threaded, run_dark_pool_flow).tag('dark_pool_flow_job') +schedule.every(30).minutes.do(run_threaded, run_dark_pool_level).tag('dark_pool_level_job') +schedule.every(10).minutes.do(run_threaded, run_dark_pool_flow).tag('dark_pool_flow_job') schedule.every(2).minutes.do(run_threaded, run_dashboard).tag('dashboard_job')