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faster api requ

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This commit is contained in:
MuslemRahimi 2025-01-23 15:23:14 +01:00
parent 0d58a83a51
commit 83a35d7055
1 changed files with 7 additions and 15 deletions
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18
app/cron_options_oi.py
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@ -20,8 +20,8 @@ intrinio.ApiClient().set_api_key(api_key)
intrinio.ApiClient().allow_retries(True) intrinio.ApiClient().allow_retries(True)
# Configuration # Configuration
MAX_CONCURRENT_REQUESTS = 50 MAX_CONCURRENT_REQUESTS = 100
BATCH_SIZE = 1500 BATCH_SIZE = 4000
include_related_symbols = False include_related_symbols = False
def save_json(data, symbol, category="strike"): def save_json(data, symbol, category="strike"):
@ -108,17 +108,9 @@ async def process_contracts(symbol, contract_list):
start_idx = batch_num * BATCH_SIZE start_idx = batch_num * BATCH_SIZE
batch = contract_list[start_idx:start_idx + BATCH_SIZE] batch = contract_list[start_idx:start_idx + BATCH_SIZE]
print(f"\nProcessing batch {batch_num + 1}/{total_batches} ({len(batch)} contracts)")
batch_start_time = time.time()
batch_results = await process_batch(symbol, batch, semaphore, pbar) batch_results = await process_batch(symbol, batch, semaphore, pbar)
results.extend(batch_results) results.extend(batch_results)
batch_time = time.time() - batch_start_time
if batch_num < total_batches - 1:
print(f"Sleeping for 30 seconds before next batch...")
await asyncio.sleep(30)
return results return results
def aggregate_open_interest(symbol, results): def aggregate_open_interest(symbol, results):
@ -142,8 +134,8 @@ def aggregate_open_interest(symbol, results):
elif option_type == 'put': elif option_type == 'put':
strike_data[strike]['put_open_interest'] += open_interest strike_data[strike]['put_open_interest'] += open_interest
expiration_data[expiration]['put_open_interest'] += open_interest expiration_data[expiration]['put_open_interest'] += open_interest
except Exception as e: except:
print(f"Error processing contract: {e}") pass
# Convert to sortable list format # Convert to sortable list format
strike_data = sorted(strike_data.items(), key=lambda x: x[0], reverse=True) strike_data = sorted(strike_data.items(), key=lambda x: x[0], reverse=True)
@ -178,7 +170,7 @@ async def main():
total_symbols = get_tickers_from_directory() total_symbols = get_tickers_from_directory()
print(f"Number of tickers: {len(total_symbols)}") print(f"Number of tickers: {len(total_symbols)}")
total_symbols = ['AA'] total_symbols = ['TSLA']
for symbol in total_symbols: for symbol in total_symbols:
try: try: