pruncalc/market.py

from __future__ import annotations

import dataclasses
import typing

import cache

def main() -> None:
	raw_prices: list[RawPrice] = cache.get('https://refined-prun.github.io/refined-prices/all.json')
	markets: list[Market] = []
	for price in raw_prices:
		if (traded := price['AverageTraded7D']) is None or traded < 100:
			continue
		if price['Bid'] is None or price['Ask'] is None:
			continue
		if (high := price['HighYesterday']) is None or (low := price['LowYesterday']) is None:
			continue
		if (high - low) / high < 0.1:
			continue
		spread = (price['Ask'] - price['Bid']) / price['Ask']
		if spread < 0.15:
			continue
		markets.append(Market(price['FullTicker'], bid=price['Bid'], ask=price['Ask'], spread=spread, traded=traded))
	markets.sort(key=lambda m: (m.ask - m.bid) * m.traded, reverse=True)

	print(f'{"mat":^8} {"bid":^5} {"ask":^5} spread {"traded":^7} ')
	for market in markets:
		print(f'{market.full_ticker:>8} {market.bid:5} {market.ask:5} {market.spread*100: 5.0f}% {market.traded:7}')

class RawPrice(typing.TypedDict):
	FullTicker: str
	Bid: float | None
	Ask: float | None
	HighYesterday: float | None
	LowYesterday: float | None
	AverageTraded7D: float | None # averaged daily traded volume over last 7 days

@dataclasses.dataclass(eq=False, slots=True)
class Market:
	full_ticker: str
	bid: float
	ask: float
	spread: float
	traded: float


if __name__ == '__main__':
	main()