market: group by CX

market.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+import collections
 import dataclasses
 import sys
 import typing
@@ -18,7 +19,7 @@ def main() -> None:
 	check_cxos()
 
 	raw_prices: list[RawPrice] = cache.get('https://refined-prun.github.io/refined-prices/all.json')
-	markets: list[Market] = []
+	markets: dict[str, list[Market]] = collections.defaultdict(list)
 	for price in raw_prices:
 		if (traded := price['AverageTraded7D']) is None or traded < 100:
 			continue
@@ -36,13 +37,15 @@ def main() -> None:
 		if bid_fill_ratio < 0.05 or bid_fill_ratio > 0.95:
 			continue
 		max_profit = (price['Ask'] - price['Bid']) * min(bids_filled, asks_filled)
-		markets.append(Market(price['FullTicker'], bid=price['Bid'], ask=price['Ask'], spread=spread, traded=traded,
-				bids_filled=bids_filled, asks_filled=asks_filled, max_profit=max_profit))
-	markets.sort(reverse=True)
+		markets[price['ExchangeCode']].append(Market(price['FullTicker'], bid=price['Bid'], ask=price['Ask'],
+				spread=spread, traded=traded, bids_filled=bids_filled, asks_filled=asks_filled, max_profit=max_profit))
 
 	print(f'{"mat":^8} {"bid":^5} {"ask":^5} spread  {"traded":^7}  bids filled  asks filled  max profit')
-	for m in markets:
-		print(f'{m.full_ticker:>8} {m.bid:5} {m.ask:5} {m.spread*100: 5.0f}% {m.traded:7.0f} {m.bids_filled:10.0f} {m.asks_filled:10.0f} {m.max_profit:10.0f}')
+	for commodities in markets.values():
+		commodities.sort(reverse=True)
+		for m in commodities:
+			print(f'{m.full_ticker:>8} {m.bid:5} {m.ask:5} {m.spread*100: 5.0f}% {m.traded:7.0f} {m.bids_filled:10.0f}   {m.asks_filled:10.0f}   {m.max_profit:10.0f}')
+		print()
 
 def check_cxos() -> None:
 	orders: typing.Sequence[ExchangeOrder] = cache.get('https://rest.fnar.net/cxos/' + config.username,
@@ -112,6 +115,7 @@ class Storage(typing.TypedDict):
 
 class RawPrice(typing.TypedDict):
 	FullTicker: str
+	ExchangeCode: str
 	Bid: float | None
 	Ask: float | None
 	HighYesterday: float | None