Rewrote main.py
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__pycache__/utils.cpython-313.pyc
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__pycache__/utils.cpython-313.pyc
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main.py
35
main.py
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import sys
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from utils import load_config, create_mqttc
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from tastytrade import OAuthSession
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from loguru import logger
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from producers.sp500 import get_spx_market, stream_spx_greeks
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import asyncio
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import json
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import tomllib
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import paho.mqtt.client as paho
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import time
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from utils import load_config, authenticate
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config = load_config()
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#client = paho.Client(paho.CallbackAPIVersion.VERSION2)
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#client.username_pw_set(username=config.mqtt.username,password=config.mqtt.password)
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session = OAuthSession(config.tasty_trade.client_secret,config.tasty_trade.refresh_token)
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logger.info("Tasty Trade session instantiated")
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#if client.connect("proliant.lan", 1883, 60) != 0:
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#print("Couldn't connect to the mqtt broker")
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#sys.exit(1)
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async def main():
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functions = [get_spx_market, stream_spx_greeks]
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tasks = []
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for function in functions:
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task = asyncio.create_task(function(session))
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tasks.append(task)
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for task in tasks:
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await task
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#client.publish("SP500", json.dumps({"value":6349}), 0)
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#time.sleep(0.5)
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#client.disconnect()
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authenticate()
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asyncio.run(main())
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producers/__pycache__/sp500.cpython-313.pyc
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producers/__pycache__/sp500.cpython-313.pyc
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import asyncio
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from tastytrade.dxfeed import Quote, Greeks
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from datetime import date, timedelta
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from tastytrade import instruments,DXLinkStreamer
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from loguru import logger
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from tastytrade.instruments import get_option_chain
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import json
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from utils import create_mqttc, load_config, parse_greek_event
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market_subs_list = ["SPX"] # your subscription list, format per tastytrade docs
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config = load_config()
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async def get_spx_market(session):
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mqttc = create_mqttc(config)
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async with DXLinkStreamer(session) as streamer:
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await streamer.subscribe(Quote, market_subs_list)
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logger.info("Subscribed, streaming quotes... Press Ctrl+C to stop.")
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try:
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while True:
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quote = await streamer.get_event(Quote)
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mqttc.publish("SP500",str((quote.ask_price+quote.bid_price)/2))
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# or process/yield the quote as needed
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except asyncio.CancelledError:
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logger.info("Streaming cancelled.")
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async def stream_spx_greeks(session, days_out=30):
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mqttc = create_mqttc(config)
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# Fetch option chain (blocking → thread)
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chain = await asyncio.to_thread(get_option_chain, session, "SPX")
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cutoff = date.today() + timedelta(days=days_out)
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option_symbols = [
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opt.streamer_symbol
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for exp_date, opts in chain.items()
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if exp_date <= cutoff
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for opt in opts
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]
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logger.info(f"Subscribing to {len(option_symbols)} SPX option contracts...")
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async with DXLinkStreamer(session) as streamer:
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# Here we pass the list as a single argument (no unpacking, no loop)
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await streamer.subscribe(Greeks, option_symbols)
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async for greek_event in streamer.listen(Greeks):
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logger.info(f"Greek Event: {greek_event}")
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mqttc.publish("SP500/oc",json.dumps(parse_greek_event(greek_event)))
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def create_IV_histogram(mqttc):
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mqttc.subscribe([("SP500",0),("SP500/oc",0)])
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5
rss-feed-notif/config.toml
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5
rss-feed-notif/config.toml
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[mqtt]
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user = "mqttuser"
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password = "MWkWG42PX8Be5j87Q3Rk"
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[rss-feeds]
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nyt-feed = 'https://rss.nytimes.com/services/xml/rss/nyt/World.xml'
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0
rss-feed-notif/main.py
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0
rss-feed-notif/main.py
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23
rss-feed-notif/rss-feed.py
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rss-feed-notif/rss-feed.py
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from typing import List
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import feedparser
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import tomllib
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import json
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with open("config.toml","rb") as file:
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config = tomllib.load(file)
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print(config)
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previous_msgs = set()
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def read_rss_feeds(client):
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for feed_name,feed_link in config["rss-feeds"].items():
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feed = feedparser.parse(feed_link)
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for feed_post in feed.entries:
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if feed_post.title in previous_msgs:
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continue
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else:
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previous_msgs.add(feed_post.title)
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notif_json = {"title":feed_post.title,"body":feed_post.description,"topic":"overlordian-news-192","link":feed_post.link}
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client.publish("notification-pusher",json.dumps(notif_json),0)
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112
utils.py
112
utils.py
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from typing import NamedTuple
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import tomllib
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import tastytrade
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import re
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import paho.mqtt.client as mqtt
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from datetime import datetime
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from loguru import logger
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def dict_to_namedtuple(name, dictionary):
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fields = {}
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for key, value in dictionary.items():
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@@ -15,75 +20,48 @@ def load_config():
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config_dict = tomllib.load(f)
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config = dict_to_namedtuple("Config", config_dict)
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return config
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import webbrowser
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import requests
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import threading
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from flask import Flask, request
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def authenticate(client_id, client_secret, scopes=None, port=5000):
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"""
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Opens the browser for OAuth authorization and returns token data.
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Args:
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client_id (str): Your Tastytrade client ID
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client_secret (str): Your Tastytrade client secret
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scopes (list[str]): Optional list of scopes (default: None)
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port (int): Port for local callback server (default: 5000)
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Returns:
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dict: Token response JSON (access_token, refresh_token, etc.)
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"""
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redirect_uri = f"http://127.0.0.1:{port}/callback"
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auth_url = "https://api.tastytrade.com/oauth/authorize"
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token_url = "https://api.tastytrade.com/oauth/token"
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app = Flask(__name__)
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auth_code_container = {}
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@app.route("/callback")
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def callback():
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code = request.args.get("code")
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auth_code_container["code"] = code
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return "Authorization successful. You may close this window."
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# Start local server in background
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def run_server():
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app.run(port=port, debug=False, use_reloader=False)
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threading.Thread(target=run_server, daemon=True).start()
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# Build auth URL
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params = {
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"response_type": "code",
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"client_id": client_id,
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"redirect_uri": redirect_uri
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def parse_event_symbol(symbol: str):
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symbol = symbol.lstrip('.')
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pattern = r"([A-Z]+)(\d{6})([CP])(\d+)"
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match = re.match(pattern, symbol)
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if not match:
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return None
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underlying, exp_str, opt_type, strike_str = match.groups()
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expiration = datetime.strptime(exp_str, "%y%m%d").date()
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strike = int(strike_str) / 10
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return {
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"underlying": underlying,
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"expiration": expiration.isoformat(),
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"option_type": opt_type,
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"strike": strike,
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}
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if scopes:
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params["scope"] = " ".join(scopes)
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def create_mqttc(config):
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mqttc = mqtt.Client(mqtt.CallbackAPIVersion.VERSION2)
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mqttc.username_pw_set(username=config.mqtt.user,password=config.mqtt.password)
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mqttc.connect("proliant.lan",port=1883)
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logger.info("MQTT client instantiated")
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return mqttc
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# Open browser
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webbrowser.open(f"{auth_url}?{requests.compat.urlencode(params)}")
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def parse_greek_event(greek_event):
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# parse symbol details
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parsed_symbol = parse_event_symbol(greek_event.event_symbol)
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# Wait for code
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print("Waiting for authorization...")
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while "code" not in auth_code_container:
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pass
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# Exchange code for token
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token_resp = requests.post(token_url, data={
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"grant_type": "authorization_code",
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"code": auth_code_container["code"],
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"redirect_uri": redirect_uri,
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"client_id": client_id,
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"client_secret": client_secret
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})
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token_resp.raise_for_status()
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return token_resp.json()
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# Example usage
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if __name__ == "__main__":
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client_id = "YOUR_CLIENT_ID"
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client_secret = "YOUR_CLIENT_SECRET"
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token_data = authenticate(client_id, client_secret, scopes=["accounts", "orders"])
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print(token_data)
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# combine everything into one dict
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event_dict = {
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**parsed_symbol,
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"event_time": greek_event.event_time,
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"event_flags": greek_event.event_flags,
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"index": greek_event.index,
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"time": greek_event.time,
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"sequence": greek_event.sequence,
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"price": float(greek_event.price),
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"volatility": float(greek_event.volatility),
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"delta": float(greek_event.delta),
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"gamma": float(greek_event.gamma),
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"theta": float(greek_event.theta),
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"rho": float(greek_event.rho),
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"vega": float(greek_event.vega),
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}
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return event_dict
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