voly 0.0.227__tar.gz → 0.0.228__tar.gz

{voly-0.0.227/src/voly.egg-info → voly-0.0.228}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.227
+Version: 0.0.228
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT

{voly-0.0.227 → voly-0.0.228}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "voly"
-version = "0.0.227"
+version = "0.0.228"
 description = "Options & volatility research package"
 readme = "README.md"
 authors = [
@@ -60,7 +60,7 @@ line_length = 100
 multi_line_output = 3
 
 [tool.mypy]
-python_version = "0.0.227"
+python_version = "0.0.228"
 warn_return_any = true
 warn_unused_configs = true
 disallow_untyped_defs = true

{voly-0.0.227 → voly-0.0.228}/src/voly/client.py

@@ -79,7 +79,7 @@ class VolyClient:
 
         try:
             option_chain = loop.run_until_complete(
-                fetch_option_chain(exchange, currency, depth)
+                fetch_option_chain(exchange, currency)
             )
             return option_chain
         except VolyError as e:

{voly-0.0.227 → voly-0.0.228}/src/voly/core/data.py

@@ -287,7 +287,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
                     qty = float(bid[2]) if bid[0] == 'new' else float(bid[1])
                     clean_bids.append((price, qty))
             if clean_bids:
-                option_chain.at[idx, 'bids'] = clean_bids
+                df.at[idx, 'bids'] = clean_bids
 
         # Process ask side
         if 'asks' in row and isinstance(row['asks'], list) and len(row['asks']) > 0:
@@ -299,7 +299,7 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
                     qty = float(ask[2]) if ask[0] == 'new' else float(ask[1])
                     clean_asks.append((price, qty))
             if clean_asks:
-                option_chain.at[idx, 'asks'] = clean_asks
+                df.at[idx, 'asks'] = clean_asks
 
     df['bid_depth'] = df['bids']
     df['ask_depth'] = df['asks']
@@ -319,15 +319,13 @@ def process_option_chain(df: pd.DataFrame, currency: str) -> pd.DataFrame:
 
 @catch_exception
 async def fetch_option_chain(exchange: str = 'deribit',
-                             currency: str = 'BTC',
-                             depth: bool = False) -> pd.DataFrame:
+                             currency: str = 'BTC') -> pd.DataFrame:
     """
     Fetch option chain data from the specified exchange.
 
     Parameters:
     exchange (str): Exchange to fetch data from (currently only 'deribit' is supported)
     currency (str): Currency to fetch options for (e.g., 'BTC', 'ETH')
-    depth (bool): Whether to include full order book depth. Else, just top of book.
 
     Returns:
     pd.DataFrame: Processed option chain data
@@ -348,8 +346,4 @@ async def fetch_option_chain(exchange: str = 'deribit',
     # Process data
     processed_data = process_option_chain(raw_data, currency)
 
-    # Remove order book depth if not needed
-    if not depth and 'bids' in processed_data.columns and 'asks' in processed_data.columns:
-        processed_data = processed_data.drop(columns=['bids', 'asks'])
-
     return processed_data

{voly-0.0.227 → voly-0.0.228/src/voly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: voly
-Version: 0.0.227
+Version: 0.0.228
 Summary: Options & volatility research package
 Author-email: Manu de Cara <manu.de.cara@gmail.com>
 License: MIT