async def fetch_future_with_orderbook(stock_id, fetched_futures, last_thurs,
index):
bids, asks, ltp, spot = outil.get_all_bids(stock_id, last_thurs)
future = outil.Futures()
future.bids = bids
future.asks = asks
future.ltp = ltp
future.stock_id = stock_id
future.spot_price = spot
future.symbol = outil.get_future_symbol(stock_id, last_thurs)
fetched_futures.insert(index, future)
if debug:
i += 1
print("---Script executed in %s seconds ---" %
(time.time() - start_time) + str(i))
except Exception as e:
print(traceback.format_exc() + ' in Stock:' + future[nse_bse.STOCK_ID])
cs_responses.sort(key=lambda x: (-x[7]))
for cs_response in cs_responses:
try:
stock_id = cs_response[0].split(current_month_last_thurs_yr)[0]
bids, asks, ltp1, spot = outil.get_all_bids(stock_id,
current_month_last_thurs)
if all(ltp1 < i['price'] for i in asks) is False or True:
if outil.is_instrument_liquid(bids, asks,
clds_utils.future_liquidity_margin,
clds_utils.min_no_of_bids_asks):
if cs_response[1].split(current_month_last_thurs_yr)[
1].startswith(near_month_last_thurs_mn):
bids, asks, ltp2 = outil.get_all_bids(
stock_id, near_month_last_thurs)
if all(ltp2 > i['price'] for i in bids) is False or True:
if outil.is_instrument_liquid(
bids, asks, clds_utils.future_liquidity_margin,
clds_utils.min_no_of_bids_asks):