update option cron jobs

app/cron_options_hottest_contracts.py

@@ -100,58 +100,53 @@ def safe_round(value, decimals=2):
         return value
 
 
-def prepare_data(contract_list, symbol):
+def process_contract(item, symbol):
-
+    """Process a single contract and return its processed data."""
-
-    res_list = []
-
-    
-    for item in contract_list:
-        new_item = {}
     try:
         with open(f"json/all-options-contracts/{symbol}/{item['contract_id']}.json", "r") as file:
             data = orjson.loads(file.read())
         
-            latest_entry = data['history'][-1]
+        history = data['history']
-            previous_open_interest = data['history'][-2]['open_interest']
+        latest_entry = history[-1]
-            open_interest = latest_entry['open_interest']
-            close = latest_entry['close']
-            low = latest_entry['low']
-            high = latest_entry['high']
-            implied_volatility = round(latest_entry['implied_volatility'],2)
-
-            total_premium = int(latest_entry['mark'] * latest_entry['open_interest'] * 100)
-
-            strike_price = data['strike']
-            date_expiration = data['expiration']
-            option_type = data['optionType'].replace('call','C').replace('put','P')
-            volume = item['peak_volume']
-                
-            new_item['date_expiration'] = date_expiration
-            new_item['option_type'] = option_type
-            new_item['strike_price'] = strike_price
-            new_item['volume'] = volume
-            new_item['open_interest'] = open_interest
-            new_item['changeOI'] = open_interest -previous_open_interest
-            new_item['total_premium'] = total_premium
-            new_item['iv'] = implied_volatility
-            new_item['last'] = close
-            new_item['low'] = low
-            new_item['high'] = high
-
-
-            res_list.append(new_item)
         
+        return {
+            'option_symbol': item['contract_id'],
+            'date_expiration': data['expiration'],
+            'option_type': data['optionType'].replace('call', 'C').replace('put', 'P'),
+            'strike_price': data['strike'],
+            'volume': item['peak_volume'],
+            'open_interest': latest_entry['open_interest'],
+            'changeOI': latest_entry['open_interest'] - history[-2]['open_interest'],
+            'total_premium': int(latest_entry['mark'] * latest_entry['open_interest'] * 100),
+            'iv': round(latest_entry['implied_volatility'] * 100, 2),
+            'last': latest_entry['close'],
+            'low': latest_entry['low'],
+            'high': latest_entry['high']
+        }
     except Exception as e:
         print(e)
-    print(res_list)
+        return None
-    '''
+
-    if res_list:
+def prepare_data(highest_volume_list, highest_oi_list, symbol):
-        highest_volume = sorted(res_list, key=lambda x: x['volume'], reverse=True)[:10]
+    """Prepare and save options data for highest volume and open interest contracts."""
-        highest_open_interest = sorted(res_list, key=lambda x: x['open_interest'], reverse=True)[:10]
+    # Process both lists in parallel using list comprehension
-        res_dict = {'volume': highest_volume, 'openInterest': highest_open_interest}
+    highest_volume = [
+        result for item in highest_volume_list 
+        if (result := process_contract(item, symbol)) is not None
+    ]
+    
+    highest_oi = [
+        result for item in highest_oi_list 
+        if (result := process_contract(item, symbol)) is not None
+    ]
+    
+    res_dict = {'volume': highest_volume, 'openInterest': highest_oi}
+    
+    if res_dict:
         save_json(res_dict, symbol, "json/hottest-contracts/companies")
-    '''
+    
+    return res_dict
+
 
 
 def get_hottest_contracts(base_dir="json/all-options-contracts"):
@@ -247,7 +242,7 @@ def get_hottest_contracts(base_dir="json/all-options-contracts"):
         top_by_volume_contracts = [contract_info for _, contract_info in top_by_volume]
         top_by_open_interest_contracts = [contract_info for _, contract_info in top_by_open_interest]
 
-        prepare_data(top_by_volume_contracts, symbol)
+        prepare_data(top_by_volume_contracts, top_by_open_interest_contracts, symbol)
         
 # Example usage
 if __name__ == "__main__":

app/main.py

@@ -265,6 +265,10 @@ class TickerData(BaseModel):
 class GeneralData(BaseModel):
     params: str
 
+class OptionContract(BaseModel):
+    ticker: str
+    contract: str
+
 class ParamsData(BaseModel):
     params: str
     category: str
@@ -2668,9 +2672,12 @@ async def get_pre_post_quote(data:TickerData, api_key: str = Security(get_api_ke
 
 
 @app.post("/options-contract-history")
-async def get_data(data:GeneralData, api_key: str = Security(get_api_key)):
+async def get_data(data:OptionContract, api_key: str = Security(get_api_key)):
-    contract_id = data.params
+    contract_id = data.contract
-    cache_key = f"options-contract-history-{contract_id}"
+    ticker = data.ticker
+    print(ticker, contract_id)
+
+    cache_key = f"options-contract-history-{ticker}-{contract_id}"
     cached_result = redis_client.get(cache_key)
     if cached_result:
         return StreamingResponse(
@@ -2679,10 +2686,11 @@ async def get_data(data:GeneralData, api_key: str = Security(get_api_key)):
         headers={"Content-Encoding": "gzip"})
 
     try:
-        with open(f"json/hottest-contracts/contracts/{contract_id}.json", 'rb') as file:
+        with open(f"json/all-options-contracts/{ticker}/{contract_id}.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)