add cron job for gex/dex

app/cron_options_gex_dex.py

@@ -0,0 +1,117 @@
+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
+
+load_dotenv()
+
+api_key = os.getenv('UNUSUAL_WHALES_API_KEY')
+headers = {"Accept": "application/json, text/plain", "Authorization": api_key}
+
+# Connect to the databases
+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 WHERE symbol NOT LIKE '%.%' AND marketCap > 1E9")
+cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
+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 WHERE marketCap > 1E9")
+etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
+etf_symbols = [row[0] for row in etf_cursor.fetchall()]
+
+con.close()
+etf_con.close()
+
+
+def get_tickers_from_directory(directory: str):
+    try:
+        # Ensure the directory exists
+        if not os.path.exists(directory):
+            raise FileNotFoundError(f"The directory '{directory}' does not exist.")
+        
+        # Get all tickers from filenames
+        return [file.replace(".json", "") for file in os.listdir(directory) if file.endswith(".json")]
+    
+    except Exception as e:
+        print(f"An error occurred: {e}")
+        return []
+
+directory_path = "json/gex-dex"
+total_symbols = get_tickers_from_directory(directory_path)
+
+if len(total_symbols) < 100:
+    total_symbols = stocks_symbols+etf_symbols
+
+
+def save_json(data, symbol):
+    os.makedirs(directory_path, exist_ok=True)  # Ensure the directory exists
+    with open(f"{directory_path}/{symbol}.json", 'wb') as file:  # Use binary mode for orjson
+        file.write(orjson.dumps(data))
+
+
+def safe_round(value, decimals=2):
+    try:
+        return round(float(value), decimals)
+    except (ValueError, TypeError):
+        return value
+
+
+def prepare_data(data, symbol):
+    data = [{k: v for k, v in item.items() if "charm" not in k and "vanna" not in k} for item in data]
+    res_list = []
+    for item in data:
+        try:
+            new_item = {
+                key: safe_round(value) if isinstance(value, (int, float, str)) else value
+                for key, value in item.items()
+            }
+
+            res_list.append(new_item)
+        except:
+            pass
+
+    if res_list:
+        res_list = sorted(res_list, key=lambda x: x['date'], reverse=True)
+        save_json(res_list, symbol)
+
+
+def get_data():
+    counter = 0
+    total_symbols = ['GME']
+    for symbol in tqdm(total_symbols):
+        try:
+            url = f"https://api.unusualwhales.com/api/stock/{symbol}/greek-exposure"
+            
+            response = requests.get(url, headers=headers)
+            if response.status_code == 200:
+                data = response.json()['data']
+                prepare_data(data, symbol)
+            
+            counter +=1
+            
+            # If 50 chunks have been processed, sleep for 60 seconds
+            if counter == 260:
+                print("Sleeping...")
+                time.sleep(60)
+                counter = 0
+            
+        except Exception as e:
+            print(f"Error for {symbol}:{e}")
+
+
+
+if __name__ == '__main__':
+    get_data()

app/cron_quote.py

@@ -27,7 +27,7 @@ def delete_files_in_directory(directory):
 async def get_quote_of_stocks(ticker_list):
     ticker_str = ','.join(ticker_list)
     async with aiohttp.ClientSession() as session:
-        url = f"https://financialmodelingprep.com/api/v3/quote/{ticker_str}?apikey={api_key}" 
+        url = f"https://financialmodelingprep.com/stable/batch-quote?symbols={ticker_str}&apikey={api_key}" 
         async with session.get(url) as response:
             if response.status == 200:
                 return await response.json()

app/main.py

@@ -2658,6 +2658,31 @@ async def get_data(data:GeneralData, api_key: str = Security(get_api_key)):
         headers={"Content-Encoding": "gzip"}
     )
 
+@app.post("/options-gex-dex")
+async def get_data(data:TickerData, api_key: str = Security(get_api_key)):
+    ticker = data.ticker.upper()
+    cache_key = f"options-gex-dex-{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/gex-dex/{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, 3600*60)
+    return StreamingResponse(
+        io.BytesIO(compressed_data),
+        media_type="application/json",
+        headers={"Content-Encoding": "gzip"}
+    )
 
 @app.post("/options-stats-ticker")
 async def get_options_stats_ticker(data:TickerData, api_key: str = Security(get_api_key)):