40 lines
990 B
Python
40 lines
990 B
Python
import requests
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from dotenv import load_dotenv
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import os
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load_dotenv()
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api_key = os.getenv('UNUSUAL_WHALES_API_KEY')
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url = 'https://api.unusualwhales.com/api/stock/XLB/net-prem-ticks'
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headers = {
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'Accept': 'application/json',
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'Authorization': api_key
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}
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response = requests.get(url, headers=headers)
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data = response.json()['data']
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fields_to_sum = [
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"net_call_premium",
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"net_call_volume",
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"net_put_premium",
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"net_put_volume"
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]
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result = []
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for idx, e in enumerate(data):
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e['net_call_premium'] = float(e['net_call_premium'])
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e['net_put_premium'] = float(e['net_put_premium'])
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#e['net_call_volume'] = float(e['net_call_volume'])
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#e['net_put_volume'] = float(e['net_put_volume'])
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if idx != 0:
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for field in fields_to_sum:
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e[field] += result[idx-1].get(field, 0)
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result.append(e)
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#print(result)
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print(result[-1]['net_put_volume']*result[-1]['net_put_premium']*10**(-6)) |