add oi to cli

teal-finance · Oct 26, 2022 · b621be0 · b621be0
1 parent fd17fab
commit b621be0
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Showing 3 changed files with 62 additions and 42 deletions.
diff --git a/cmd/cli/main.go b/cmd/cli/main.go
@@ -43,6 +43,7 @@ func printTable(options []rainbow.Option) {
 	red := color.FgRed.Render
 	magenta := color.FgMagenta.Render
 	blue := color.FgCyan.Render
+	darkBlue := color.FgBlue.Render
 
 	t := table.NewWriter()
 	t.SetOutputMirror(os.Stdout)
@@ -51,7 +52,7 @@ func printTable(options []rainbow.Option) {
 
 	t.AppendHeader(table.Row{
 		"Provider", "Asset", "Type", "Size", green(" Bid"), "Strike", blue("MarketIV"),
-		red(" Ask"), "Size", "Instrument", magenta("url"),
+		red(" Ask"), "Size", darkBlue("Open Interest"), "Instrument", magenta("url"),
 	})
 
 	align := api.NewAlign()
@@ -62,7 +63,7 @@ func printTable(options []rainbow.Option) {
 			highlight(o.Provider), o.Asset, o.Type,
 			bestBidQty, green(bestBidPx), math.Round(o.Strike*100) / 100,
 			blue(math.Round(o.MarketIV*100) / 100),
-			red(bestAskPx), bestAskQty, o.Name, magenta(o.URL),
+			red(bestAskPx), bestAskQty, darkBlue(math.Round(o.OpenInterest*100) / 100), o.Name, magenta(o.URL),
 		}})
 	}
 

diff --git a/pkg/provider/zetamarkets/anchor/anchor.go b/pkg/provider/zetamarkets/anchor/anchor.go
@@ -119,7 +119,7 @@ type Option struct {
 	ZG      *zeta.ZetaGroup
 	Product *zeta.Product
 	Greek   *zeta.ProductGreeks
-	expiry  uint64
+	Expiry  uint64
 	// in ZetaGroup the Product & ProductPaddings are by packet of 23 = 11 calls + 11 puts + 1 future.
 	// To find the corresponding expiry(padding), we need its index in the array, and divide by 23
 	// the quotient is the index of the expiry of interest
@@ -172,7 +172,7 @@ func (o Option) Name() string {
 const ContractSize = 1000
 
 func (o Option) Expiration() string {
-	seconds := int64(o.expiry)
+	seconds := int64(o.Expiry)
 	expiryTime := time.Unix(seconds, 0).UTC()
 	return expiryTime.Format("2006-01-02 15:04:05")
 }

diff --git a/pkg/provider/zetamarkets/zeta.go b/pkg/provider/zetamarkets/zeta.go
@@ -7,9 +7,14 @@ package zetamarkets
 
 import (
 	"context"
+	"encoding/json"
 	"errors"
 	"fmt"
+	"io"
 	"math/big"
+	"net/http"
+	"strconv"
+	"strings"
 	"time"
 
 	"github.com/davecgh/go-spew/spew"
@@ -39,8 +44,8 @@ func (p Provider) Options() ([]rainbow.Option, error) {
 	}
 	//spew.Dump(m)
 	//spew.Dump(&m)
-	oi := OpenInterestMap(m)
-	spew.Dump(oi)
+	zoi := OpenInterestMap(m)
+	//spew.Dump(zoi)
 
 	client := rpc.NewClient(anchor.SolanaRPC)
 
@@ -67,7 +72,7 @@ func (p Provider) Options() ([]rainbow.Option, error) {
 			return nil, err
 		}
 
-		options = append(options, rainbow.Option{
+		o := rainbow.Option{
 			Name:          i.Name(),
 			Type:          i.OptionType(),
 			Asset:         i.Asset(),
@@ -82,7 +87,9 @@ func (p Provider) Options() ([]rainbow.Option, error) {
 			Ask:           asks,
 			MarketIV:      i.Vol(),
 			URL:           "https://dex.zeta.markets/",
-		})
+		}
+		o.OpenInterest = OpenInterest(&i, zoi)
+		options = append(options, o)
 	}
 
 	if len(options) == 0 {
@@ -146,51 +153,63 @@ func normalizeOrders(
 	return orders, nil
 }
 
-func OpenInterestMap(m map[string][]uint64) map[string]ZetaAPI {
+func OpenInterestMap(m map[string][]uint64) ZetaOI {
 	//if error fail with just a log
 	//let's keep it like that for now because evyrything shouldn't fail if zeta api is down
-	oi := make(map[string]ZetaAPI)
-	/*
-		for asset, expiries := range m {
-
-			for _, e := range expiries {
-				url := ZetaAPIUrl + asset + "?expiry=" + strconv.FormatUint(e, 10)
-				spew.Dump(url)
-				resp, err := http.Get(url)
-				if err != nil {
-					log.Warnf("zeta open interest GET %s: %w", url, err)
-					return nil
-				}
-				defer resp.Body.Close()
-				//spew.Dump(resp.Body)
-
-				var result struct {
-					Result []ZetaAPI `json:"result"`
-				}
-				if err = gg.DecodeJSONResponse(resp, &result.Result); err != nil {
-					//return Quote{}, fmt.Errorf("quote from Ox: %w", err)
-					return nil
-				}
-				json.NewDecoder(resp.Body).Decode(&result)
-				//json.Unmarshal(resp.Body, &result)
-				spew.Dump(result)
+	//oi := make(map[string]ZetaAPI)
+	var oi ZetaOI
+
+	for asset, expiries := range m {
+
+		for _, e := range expiries {
+			url := ZetaAPIUrl + asset + "?expiry=" + strconv.FormatUint(e, 10)
+			spew.Dump(url)
+			resp, err := http.Get(url)
+			if err != nil {
+				log.Warnf("zeta open interest GET %s: %w", url, err)
+				return nil
 			}
+			defer resp.Body.Close()
+			//spew.Dump(resp.Body)
 
+			/*var result struct {
+				Result []ZetaAPI `json:"result"`
+			}
+			if err = gg.DecodeJSONResponse(resp, &result.Result); err != nil {
+				//return Quote{}, fmt.Errorf("quote from Ox: %w", err)
+				return nil
+			}
+			json.NewDecoder(resp.Body).Decode(&result)
+			//json.Unmarshal(resp.Body, &result)
+			spew.Dump(result)*/
+			data, _ := io.ReadAll(resp.Body)
+			json.Unmarshal(data, &oi)
+			//spew.Dump(oi)
 		}
-	*/
+
+	}
+	//spew.Dump(oi)
 
 	return oi
 
 }
 
-type ZetaAPI struct {
-	OI ZetaOI
-}
-type ZetaOI struct {
+//	type ZetaAPI struct {
+//		OI ZetaOI
+//	}
+type ZetaOI map[string]struct {
 	Timestamp         int64   `json:"timestamp"`
-	OpenInterest      int     `json:"open_interest"`
+	OpenInterest      float64 `json:"open_interest"`
 	ImpliedVolatility float64 `json:"implied_volatility"`
-	Delta             int     `json:"delta"`
-	Vega              int     `json:"vega"`
+	Delta             float64 `json:"delta"`
+	Vega              float64 `json:"vega"`
 	Theo              float64 `json:"theo"`
 }
+
+func OpenInterest(o *anchor.Option, zoi ZetaOI) float64 {
+	key := o.Asset() + `#` + strconv.FormatUint(o.Expiry, 10) +
+		`#` + strings.ToLower(o.OptionType()) + `#` + fmt.Sprintf("%.1f", o.Strike())
+	//spew.Dump(key)
+	//spew.Dump(zoi[key])
+	return zoi[key].OpenInterest
+}