pruncalc/market.py

from __future__ import annotations

import dataclasses
import typing

import cache
from config import config

def main() -> None:
	check_cxos()

	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}')

def check_cxos() -> None:
	orders: typing.Sequence[ExchangeOrder] = cache.get('https://rest.fnar.net/cxos/' + config.username,
			headers={'Authorization': config.fio_api_key})
	summary: typing.Mapping[tuple[str, str], ExchangeSummary] = {
		(summary['MaterialTicker'], summary['ExchangeCode']): summary
		for summary in cache.get('https://rest.fnar.net/exchange/all')
	}
	for order in orders:
		state = summary[order['MaterialTicker'], order['ExchangeCode']]
		if order['OrderType'] == 'BUYING' and state['Bid'] is not None and state['Bid'] > order['Limit']:
			print('outbid on', f'{order["MaterialTicker"]}.{order["ExchangeCode"]}')
		elif order['OrderType'] == 'SELLING' and state['Ask'] is not None and state['Ask'] < order['Limit']:
			print('undercut on', f'{order["MaterialTicker"]}.{order["ExchangeCode"]}')

class ExchangeOrder(typing.TypedDict):
	MaterialTicker: str
	ExchangeCode: str
	OrderType: typing.Literal['SELLING'] | typing.Literal['BUYING']
	Limit: float

class ExchangeSummary(typing.TypedDict):
	MaterialTicker: str
	ExchangeCode: str
	Bid: float | None
	Ask: float | None

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()