121 lines
3.8 KiB
Python
121 lines
3.8 KiB
Python
import requests
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import orjson
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import re
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from datetime import datetime
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from dotenv import load_dotenv
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import os
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import sqlite3
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import time
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from tqdm import tqdm
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load_dotenv()
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api_key = os.getenv('UNUSUAL_WHALES_API_KEY')
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# Connect to the databases
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con = sqlite3.connect('stocks.db')
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etf_con = sqlite3.connect('etf.db')
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cursor = con.cursor()
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cursor.execute("PRAGMA journal_mode = wal")
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#cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%' AND marketCap > 1E9")
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cursor.execute("SELECT DISTINCT symbol FROM stocks WHERE symbol NOT LIKE '%.%'")
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stocks_symbols = [row[0] for row in cursor.fetchall()]
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etf_cursor = etf_con.cursor()
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etf_cursor.execute("PRAGMA journal_mode = wal")
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#etf_cursor.execute("SELECT DISTINCT symbol FROM etfs WHERE marketCap > 1E9")
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etf_cursor.execute("SELECT DISTINCT symbol FROM etfs")
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etf_symbols = [row[0] for row in etf_cursor.fetchall()]
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con.close()
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etf_con.close()
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# Combine the lists of stock and ETF symbols
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total_symbols = stocks_symbols + etf_symbols
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print(len(total_symbols))
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def save_json(data, symbol,directory="json/hottest-contracts/companies"):
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os.makedirs(directory, exist_ok=True) # Ensure the directory exists
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with open(f"{directory}/{symbol}.json", 'wb') as file: # Use binary mode for orjson
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file.write(orjson.dumps(data))
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def parse_option_symbol(option_symbol):
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# Define regex pattern to match the symbol structure
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match = re.match(r"([A-Z]+)(\d{6})([CP])(\d+)", option_symbol)
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if not match:
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raise ValueError(f"Invalid option_symbol format: {option_symbol}")
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ticker, expiration, option_type, strike_price = match.groups()
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# Convert expiration to datetime
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date_expiration = datetime.strptime(expiration, "%y%m%d").date()
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# Convert strike price to float
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strike_price = int(strike_price) / 1000
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return date_expiration, option_type, strike_price
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def safe_round(value, decimals=2):
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try:
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return round(float(value), decimals)
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except (ValueError, TypeError):
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return value
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def prepare_data(data, symbol):
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res_list = []
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for item in data:
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if float(item['volume']) > 0:
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# Parse option_symbol
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date_expiration, option_type, strike_price = parse_option_symbol(item['option_symbol'])
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# Round numerical and numerical-string values
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new_item = {
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key: safe_round(value) if isinstance(value, (int, float, str)) else value
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for key, value in item.items()
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}
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# Add parsed fields
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new_item['date_expiration'] = date_expiration
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new_item['option_type'] = option_type
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new_item['strike_price'] = strike_price
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# Calculate open_interest_change
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new_item['open_interest_change'] = safe_round(
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new_item.get('open_interest', 0) - new_item.get('prev_oi', 0)
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)
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res_list.append(new_item)
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if res_list:
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save_json(res_list, symbol,"json/hottest-contracts/companies")
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counter = 0
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for symbol in tqdm(total_symbols):
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try:
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url = f"https://api.unusualwhales.com/api/stock/{symbol}/option-contracts"
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headers = {
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"Accept": "application/json, text/plain",
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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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if response.status_code == 200:
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data = response.json()['data']
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prepare_data(data, symbol)
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counter +=1
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# If 50 chunks have been processed, sleep for 60 seconds
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if counter == 100:
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print("Sleeping...")
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time.sleep(30) # Sleep for 60 seconds
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counter = 0
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except Exception as e:
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print(f"Error for {symbol}:{e}")
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