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