diff options
Diffstat (limited to 'openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py')
| -rw-r--r-- | openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py | 70 |
1 files changed, 28 insertions, 42 deletions
diff --git a/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py b/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py index 16cdbab51f0..ace5e50e68f 100644 --- a/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py +++ b/openbb_platform/providers/tradier/openbb_tradier/models/options_chains.py @@ -14,6 +14,7 @@ from openbb_core.provider.standard_models.options_chains import ( ) from openbb_core.provider.utils.errors import EmptyDataError from openbb_core.provider.utils.helpers import amake_request, safe_fromtimestamp +from openbb_tradier.models.equity_quote import TradierEquityQuoteFetcher from openbb_tradier.utils.constants import OPTIONS_EXCHANGES, STOCK_EXCHANGES from pydantic import Field, field_validator, model_validator from pytz import timezone @@ -34,6 +35,7 @@ class TradierOptionsChainsData(OptionsChainsData): __alias_dict__ = { "expiration": "expiration_date", + "underlying_symbol": "underlying", "contract_symbol": "symbol", "last_trade_price": "last", "bid_size": "bidsize", @@ -41,16 +43,16 @@ class TradierOptionsChainsData(OptionsChainsData): "change_percent": "change_percentage", "orats_final_iv": "smv_vol", "implied_volatility": "mid_iv", - "greeks_timestamp": "updated_at", + "greeks_time": "updated_at", "prev_close": "prevclose", "year_high": "week_52_high", "year_low": "week_52_low", - "last_trade_timestamp": "trade_date", - "last_trade_volume": "last_volume", + "last_trade_time": "trade_date", + "last_trade_size": "last_volume", "ask_exchange": "askexch", - "ask_timestamp": "ask_date", + "ask_time": "ask_date", "bid_exchange": "bidexch", - "bid_timestamp": "bid_date", + "bid_time": "bid_date", } phi: Optional[float] = Field( @@ -77,48 +79,21 @@ class TradierOptionsChainsData(OptionsChainsData): default=None, description="52-week low price of the option.", ) - last_trade_volume: Optional[int] = Field( - default=None, - description="Volume of the last trade.", - ) - dte: Optional[int] = Field( - default=None, - description="Days to expiration.", - ) contract_size: Optional[int] = Field( default=None, description="Size of the contract.", ) - bid_exchange: Optional[str] = Field( - default=None, - description="Exchange of the bid price.", - ) - bid_timestamp: Optional[datetime] = Field( - default=None, - description="Timestamp of the bid price.", - ) - ask_exchange: Optional[str] = Field( - default=None, - description="Exchange of the ask price.", - ) - ask_timestamp: Optional[datetime] = Field( - default=None, - description="Timestamp of the ask price.", - ) - greeks_timestamp: Optional[datetime] = Field( + greeks_time: Optional[datetime] = Field( default=None, description="Timestamp of the last greeks update." + " Greeks/IV data is updated once per hour.", ) - last_trade_timestamp: Optional[datetime] = Field( - default=None, description="Timestamp of the last trade." - ) @field_validator( - "last_trade_timestamp", - "greeks_timestamp", - "ask_timestamp", - "bid_timestamp", + "last_trade_time", + "greeks_time", + "ask_time", + "bid_time", mode="before", check_fields=False, ) @@ -162,7 +137,12 @@ class TradierOptionsChainsData(OptionsChainsData): """Check for zero values and replace with None.""" return ( { - k: None if (v == 0 or str(v) == "0") and k != "dte" else v + k: ( + None + if (v == 0 or str(v) == "0") + and k not in ["dte", "open_interest", "volume"] + else v + ) for k, v in values.items() } if isinstance(values, dict) @@ -231,14 +211,19 @@ class TradierOptionsChainsFetcher( results = [] - async def get_one(url): + underlying_quote = await TradierEquityQuoteFetcher.fetch_data( + {"symbol": query.symbol}, credentials + ) + underlying_price = underlying_quote[0].last_price + + async def get_one(url, underlying_price): """Get the chain for a single expiration.""" chain = await amake_request(url, headers=HEADERS) if chain.get("options") and isinstance(chain["options"].get("option", []), list): # type: ignore data = chain["options"]["option"] # type: ignore for d in data.copy(): # Remove any strikes returned without data. - keys = ["volume", "open_interest", "last", "bid", "ask"] + keys = ["last", "bid", "ask"] if all(d.get(key) in [0, "0", None] for key in keys): data.remove(d) continue @@ -252,7 +237,6 @@ class TradierOptionsChainsFetcher( "exch", "type", "expiration_type", - "underlying", "description", "average_volume", ] @@ -262,6 +246,8 @@ class TradierOptionsChainsFetcher( datetime.strptime(d["expiration_date"], "%Y-%m-%d").date() - datetime.now().date() ).days + if underlying_price is not None: + d["underlying_price"] = underlying_price results.extend(data) @@ -270,7 +256,7 @@ class TradierOptionsChainsFetcher( for expiration in expirations # type: ignore ] - tasks = [get_one(url) for url in urls] + tasks = [get_one(url, underlying_price) for url in urls] await asyncio.gather(*tasks) |