import time from benzinga import financial_data import ujson import numpy as np import sqlite3 import asyncio from datetime import datetime, timedelta import concurrent.futures from GetStartEndDate import GetStartEndDate from dotenv import load_dotenv import os # Load environment variables load_dotenv() api_key = os.getenv('BENZINGA_API_KEY') # Initialize Benzinga API client fin = financial_data.Benzinga(api_key) # Database connection and fetching stock/ETF symbols def get_symbols(db_path, table_name): con = sqlite3.connect(db_path) cursor = con.cursor() cursor.execute(f"SELECT DISTINCT symbol FROM {table_name}") symbols = [row[0] for row in cursor.fetchall()] con.close() return symbols stock_symbols = get_symbols('stocks.db', 'stocks') etf_symbols = get_symbols('etf.db', 'etfs') # Get start and end dates start_date_1d, end_date_1d = GetStartEndDate().run() start_date = start_date_1d.strftime("%Y-%m-%d") end_date = end_date_1d.strftime("%Y-%m-%d") # Process a page of option activity def process_page(page): try: data = fin.options_activity(date_from=start_date, date_to=end_date, page=page, pagesize=1000) data = ujson.loads(fin.output(data))['option_activity'] return data except Exception as e: print(f"Error on page {page}: {e}") return [] # Fetch and process pages concurrently def fetch_options_data(max_pages=130, max_workers=6): res_list = [] with concurrent.futures.ThreadPoolExecutor(max_workers=max_workers) as executor: future_to_page = {executor.submit(process_page, page): page for page in range(max_pages)} for future in concurrent.futures.as_completed(future_to_page): page = future_to_page[future] try: page_data = future.result() res_list.extend(page_data) except Exception as e: print(f"Exception on page {page}: {e}") break return res_list # Clean and filter the fetched data def clean_and_filter_data(res_list): filtered_list = [] for item in res_list: try: if item.get('underlying_price', ''): ticker = item['ticker'] ticker = 'BRK-A' if ticker == 'BRK.A' else 'BRK-B' if ticker == 'BRK.B' else ticker asset_type = 'stock' if ticker in stock_symbols else 'etf' if ticker in etf_symbols else '' if not asset_type: continue # Standardize item fields item.update({ 'underlying_type': asset_type.lower(), 'put_call': 'Calls' if item['put_call'] == 'CALL' else 'Puts', 'ticker': ticker, 'price': round(float(item['price']), 2), 'strike_price': round(float(item['strike_price']), 2), 'cost_basis': round(float(item['cost_basis']), 2), 'underlying_price': round(float(item['underlying_price']), 2), 'option_activity_type': item['option_activity_type'].capitalize(), 'sentiment': item['sentiment'].capitalize(), 'execution_estimate': item['execution_estimate'].replace('_', ' ').title(), 'tradeCount': item.get('trade_count', 0) }) filtered_list.append({key: value for key, value in item.items() if key not in ['description_extended', 'updated']}) except Exception as e: print(f"Error processing item: {e}") continue return filtered_list # Main execution flow if __name__ == "__main__": # Fetch and process option data options_data = fetch_options_data() # Clean and filter the data filtered_data = clean_and_filter_data(options_data) # Sort the data by time sorted_data = sorted(filtered_data, key=lambda x: x['time'], reverse=True) # Write the final data to a JSON file output_file = "json/options-flow/feed/data.json" with open(output_file, 'w') as file: ujson.dump(sorted_data, file) print(f"Data successfully written to {output_file}")