Rewrote main.py

This commit is contained in:
2025-08-30 22:32:21 -05:00
parent 126abd64a1
commit 0f547ba758
8 changed files with 146 additions and 86 deletions

Binary file not shown.

35
main.py
View File

@@ -1,23 +1,20 @@
import sys
from utils import load_config, create_mqttc
from tastytrade import OAuthSession
from loguru import logger
from producers.sp500 import get_spx_market, stream_spx_greeks
import asyncio
import json
import tomllib
import paho.mqtt.client as paho
import time
from utils import load_config, authenticate
config = load_config()
#client = paho.Client(paho.CallbackAPIVersion.VERSION2)
#client.username_pw_set(username=config.mqtt.username,password=config.mqtt.password)
session = OAuthSession(config.tasty_trade.client_secret,config.tasty_trade.refresh_token)
logger.info("Tasty Trade session instantiated")
#if client.connect("proliant.lan", 1883, 60) != 0:
#print("Couldn't connect to the mqtt broker")
#sys.exit(1)
async def main():
functions = [get_spx_market, stream_spx_greeks]
tasks = []
for function in functions:
task = asyncio.create_task(function(session))
tasks.append(task)
for task in tasks:
await task
#client.publish("SP500", json.dumps({"value":6349}), 0)
#time.sleep(0.5)
#client.disconnect()
authenticate()
asyncio.run(main())

Binary file not shown.

View File

@@ -0,0 +1,57 @@
import asyncio
from tastytrade.dxfeed import Quote, Greeks
from datetime import date, timedelta
from tastytrade import instruments,DXLinkStreamer
from loguru import logger
from tastytrade.instruments import get_option_chain
import json
from utils import create_mqttc, load_config, parse_greek_event
market_subs_list = ["SPX"] # your subscription list, format per tastytrade docs
config = load_config()
async def get_spx_market(session):
mqttc = create_mqttc(config)
async with DXLinkStreamer(session) as streamer:
await streamer.subscribe(Quote, market_subs_list)
logger.info("Subscribed, streaming quotes... Press Ctrl+C to stop.")
try:
while True:
quote = await streamer.get_event(Quote)
mqttc.publish("SP500",str((quote.ask_price+quote.bid_price)/2))
# or process/yield the quote as needed
except asyncio.CancelledError:
logger.info("Streaming cancelled.")
async def stream_spx_greeks(session, days_out=30):
mqttc = create_mqttc(config)
# Fetch option chain (blocking → thread)
chain = await asyncio.to_thread(get_option_chain, session, "SPX")
cutoff = date.today() + timedelta(days=days_out)
option_symbols = [
opt.streamer_symbol
for exp_date, opts in chain.items()
if exp_date <= cutoff
for opt in opts
]
logger.info(f"Subscribing to {len(option_symbols)} SPX option contracts...")
async with DXLinkStreamer(session) as streamer:
# Here we pass the list as a single argument (no unpacking, no loop)
await streamer.subscribe(Greeks, option_symbols)
async for greek_event in streamer.listen(Greeks):
logger.info(f"Greek Event: {greek_event}")
mqttc.publish("SP500/oc",json.dumps(parse_greek_event(greek_event)))
def create_IV_histogram(mqttc):
mqttc.subscribe([("SP500",0),("SP500/oc",0)])

View File

@@ -0,0 +1,5 @@
[mqtt]
user = "mqttuser"
password = "MWkWG42PX8Be5j87Q3Rk"
[rss-feeds]
nyt-feed = 'https://rss.nytimes.com/services/xml/rss/nyt/World.xml'

0
rss-feed-notif/main.py Normal file
View File

View File

@@ -0,0 +1,23 @@
from typing import List
import feedparser
import tomllib
import json
with open("config.toml","rb") as file:
config = tomllib.load(file)
print(config)
previous_msgs = set()
def read_rss_feeds(client):
for feed_name,feed_link in config["rss-feeds"].items():
feed = feedparser.parse(feed_link)
for feed_post in feed.entries:
if feed_post.title in previous_msgs:
continue
else:
previous_msgs.add(feed_post.title)
notif_json = {"title":feed_post.title,"body":feed_post.description,"topic":"overlordian-news-192","link":feed_post.link}
client.publish("notification-pusher",json.dumps(notif_json),0)

112
utils.py
View File

@@ -1,5 +1,10 @@
from typing import NamedTuple
import tomllib
import tastytrade
import re
import paho.mqtt.client as mqtt
from datetime import datetime
from loguru import logger
def dict_to_namedtuple(name, dictionary):
fields = {}
for key, value in dictionary.items():
@@ -15,75 +20,48 @@ def load_config():
config_dict = tomllib.load(f)
config = dict_to_namedtuple("Config", config_dict)
return config
import webbrowser
import requests
import threading
from flask import Flask, request
def authenticate(client_id, client_secret, scopes=None, port=5000):
"""
Opens the browser for OAuth authorization and returns token data.
Args:
client_id (str): Your Tastytrade client ID
client_secret (str): Your Tastytrade client secret
scopes (list[str]): Optional list of scopes (default: None)
port (int): Port for local callback server (default: 5000)
Returns:
dict: Token response JSON (access_token, refresh_token, etc.)
"""
redirect_uri = f"http://127.0.0.1:{port}/callback"
auth_url = "https://api.tastytrade.com/oauth/authorize"
token_url = "https://api.tastytrade.com/oauth/token"
app = Flask(__name__)
auth_code_container = {}
@app.route("/callback")
def callback():
code = request.args.get("code")
auth_code_container["code"] = code
return "Authorization successful. You may close this window."
# Start local server in background
def run_server():
app.run(port=port, debug=False, use_reloader=False)
threading.Thread(target=run_server, daemon=True).start()
# Build auth URL
params = {
"response_type": "code",
"client_id": client_id,
"redirect_uri": redirect_uri
def parse_event_symbol(symbol: str):
symbol = symbol.lstrip('.')
pattern = r"([A-Z]+)(\d{6})([CP])(\d+)"
match = re.match(pattern, symbol)
if not match:
return None
underlying, exp_str, opt_type, strike_str = match.groups()
expiration = datetime.strptime(exp_str, "%y%m%d").date()
strike = int(strike_str) / 10
return {
"underlying": underlying,
"expiration": expiration.isoformat(),
"option_type": opt_type,
"strike": strike,
}
if scopes:
params["scope"] = " ".join(scopes)
def create_mqttc(config):
mqttc = mqtt.Client(mqtt.CallbackAPIVersion.VERSION2)
mqttc.username_pw_set(username=config.mqtt.user,password=config.mqtt.password)
mqttc.connect("proliant.lan",port=1883)
logger.info("MQTT client instantiated")
return mqttc
# Open browser
webbrowser.open(f"{auth_url}?{requests.compat.urlencode(params)}")
def parse_greek_event(greek_event):
# parse symbol details
parsed_symbol = parse_event_symbol(greek_event.event_symbol)
# Wait for code
print("Waiting for authorization...")
while "code" not in auth_code_container:
pass
# Exchange code for token
token_resp = requests.post(token_url, data={
"grant_type": "authorization_code",
"code": auth_code_container["code"],
"redirect_uri": redirect_uri,
"client_id": client_id,
"client_secret": client_secret
})
token_resp.raise_for_status()
return token_resp.json()
# Example usage
if __name__ == "__main__":
client_id = "YOUR_CLIENT_ID"
client_secret = "YOUR_CLIENT_SECRET"
token_data = authenticate(client_id, client_secret, scopes=["accounts", "orders"])
print(token_data)
# combine everything into one dict
event_dict = {
**parsed_symbol,
"event_time": greek_event.event_time,
"event_flags": greek_event.event_flags,
"index": greek_event.index,
"time": greek_event.time,
"sequence": greek_event.sequence,
"price": float(greek_event.price),
"volatility": float(greek_event.volatility),
"delta": float(greek_event.delta),
"gamma": float(greek_event.gamma),
"theta": float(greek_event.theta),
"rho": float(greek_event.rho),
"vega": float(greek_event.vega),
}
return event_dict