OptionRecorderSchwab/autoTradeSPX_IB_0DTE_25pctProfitTaker.sh

#!/bin/bash
set -x
set -e
IFS=$'\0'
myPID=$$
. helpers.sh
./getNewAccessToken.sh


marketOpen=$([[ $(./getMarketHours.sh  | jq '.option[].isOpen' | grep true | wc -l) -ne 0 ]] && echo true || echo false)
if [[ ${marketOpen} == false ]]; then
  throw "The market is closed, exiting." info 2
fi

inputFile="$1"
if [[ "" == "$inputFile" ]]; then
  inputFile=temp/orderInputFile.$$.json
  ./getOptionChain.sh '$SPX' fromDate $(date "+%Y-%m-%d") toDate $(date "+%Y-%m-%d") > "${inputFile}"
fi
if [[ ! -f "${inputFile}" ]]; then
  throw "ERROR: Input file _${inputFile}_ does not exist." err 1
fi

dateKey=$(jq  -r '.putExpDateMap | keys  | .[]' "${inputFile}" | head -n 1)
log "Date-Key: _${dateKey}_" debug

underlyingPrice=$(jq ".underlyingPrice" "${inputFile}")
atmStrike=$(jq -r '.callExpDateMap[]|keys[]' "${inputFile}" | sort -n | awk -e '{lastStrike=$1; if ($1 > '${underlyingPrice}') {print $1; exit } }')

jq '.putExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) |.[] | select(.strikePrice=='${atmStrike}') ' "${inputFile}" | tail -n 8 > temp/shortLegP.json
shortStrikeP=$(jq -r '.strikePrice' < temp/shortLegP.json)
shortBidP=$(jq -r '.bid' < temp/shortLegP.json)
shortAskP=$(jq -r '.ask' < temp/shortLegP.json)
shortSymbolP=$(jq -r '.symbol' < temp/shortLegP.json)
optionRoot=$(jq -r '.optionRoot' < temp/shortLegP.json)
log "Short Put Symbol: _${shortSymbolP}_ Strike: _${shortStrikeP}_ Bid: _${shortBidP}_ Ask: _${shortAskP}_" info

jq '.callExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) |.[] | select(.strikePrice=='${atmStrike}') ' "${inputFile}" | tail -n 8 > temp/shortLegC.json
shortStrikeC=$(jq -r '.strikePrice' < temp/shortLegC.json)
shortBidC=$(jq -r '.bid' < temp/shortLegC.json)
shortAskC=$(jq -r '.ask' < temp/shortLegC.json)
shortSymbolC=$(jq -r '.symbol' < temp/shortLegC.json)
log "Short Call Symbol: _${shortSymbolC}_ Strike: _${shortStrikeC}_ Bid: _${shortBidC}_ Ask: _${shortAskC}_" info

jq '.putExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) | .[] | select(.optionRoot == "'${optionRoot}'" and .strikePrice >= '${shortStrikeP}'-10 and .strikePrice < '${shortStrikeP}')' "${inputFile}" | head -n 8 > temp/longLegP.json
longStrikeP=$(jq -r '.strikePrice' < temp/longLegP.json)
longBidP=$(jq -r '.bid' < temp/longLegP.json)
longAskP=$(jq -r '.ask' < temp/longLegP.json)
longSymbolP=$(jq -r '.symbol' < temp/longLegP.json)
log "Long Symbol: _${longSymbolP}_ Strike: _${longStrikeP}_ Bid: _${longBidP}_ Ask: _${longAskP}_" info

#Check if this order has already been submitted.
jq '.callExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) | .[] | select(.optionRoot == "'${optionRoot}'" and .strikePrice >= '${shortStrikeC}'+10 and .strikePrice > '${shortStrikeP}')' "${inputFile}" | head -n 8 > temp/longLegC.json
longStrikeC=$(jq -r '.strikePrice' < temp/longLegC.json)
longBidC=$(jq -r '.bid' < temp/longLegC.json)
longAskC=$(jq -r '.ask' < temp/longLegC.json)
longSymbolC=$(jq -r '.symbol' < temp/longLegC.json)
log "Long Symbol: _${longSymbolC}_ Strike: _${longStrikeC}_ Bid: _${longBidC}_ Ask: _${longAskC}_" info

#Check if this order has already been submitted.
./getOrders.sh  | (grep '\(WORKING\|FILLED\),'${longSymbolC:0:12} || true) > temp/existingOrders.${myPID}

if [[ $(wc -l < temp/existingOrders.${myPID}) -eq 0 ]];then
  log "Not Yet traded, continuing" info
else
  throw "Already traded, exiting" info
fi

priceOffset=1.1    # try to get $10 more in premium...
profitTargetPct=25 # cash in at 25% gains

#For SPX we need to submit orders at the closest 5cent price
#To find the closest 5cent price the mathematical solution is
# 1) Multiply by 20
# 2) Round to the Coloses full number
# 3) Divide by 20
priceOpen=$(echo "scale=2; exact=((${shortBidC}+${shortAskC})/2) + ((${shortBidP}+${shortAskP})/2) - ((${longBidC}+${longAskC})/2) - ((${longBidP}+${longAskP})/2) + ${priceOffset}; scale=0; round5=exact*20/1; scale=2; round5/20" | bc)
priceClose=$(echo "scale=2; exact=${priceOpen} * (100-${profitTargetPct}) /100; scale=0; round5=exact*20/1; scale=2; round5/20" | bc)  # Profit target 25%

orderJson=$(jq -c <<-EOM
{
  "orderType": "NET_CREDIT",
  "session": "NORMAL",
  "price": ${priceOpen},
  "duration": "DAY",
  "orderStrategyType": "SINGLE",
  "quantity": 1,
  "orderLegCollection": [
    {
      "instruction": "SELL_TO_OPEN",
      "quantity": 1,
      "instrument": {
        "symbol": "${shortSymbolP}",
        "assetType": "OPTION"
      }
    },
    {
      "instruction": "SELL_TO_OPEN",
      "quantity": 1,
      "instrument": {
        "symbol": "${shortSymbolC}",
        "assetType": "OPTION"
      }
    },
    {
      "instruction": "BUY_TO_OPEN",
      "quantity": 1,
      "instrument": {
        "symbol": "${longSymbolP}",
        "assetType": "OPTION"
      }
    },
    {
      "instruction": "BUY_TO_OPEN",
      "quantity": 1,
      "instrument": {
        "symbol": "${longSymbolC}",
        "assetType": "OPTION"
      }
    }
  ],
  "orderStrategyType": "TRIGGER",
  "childOrderStrategies": [
    {
      "orderType": "NET_DEBIT",
      "session": "NORMAL",
      "price": ${priceClose},
      "duration": "DAY",
      "orderStrategyType": "SINGLE",
      "quantity": 1,
      "orderLegCollection": [
        {
          "instruction": "BUY_TO_CLOSE",
          "quantity": 1,
          "instrument": {
            "symbol": "${shortSymbolP}",
            "assetType": "OPTION"
          }
        },
        {
          "instruction": "BUY_TO_CLOSE",
          "quantity": 1,
          "instrument": {
            "symbol": "${shortSymbolC}",
            "assetType": "OPTION"
          }
        },
        {
          "instruction": "SELL_TO_CLOSE",
          "quantity": 1,
          "instrument": {
            "symbol": "${longSymbolP}",
            "assetType": "OPTION"
          }
        },
        {
          "instruction": "SELL_TO_CLOSE",
          "quantity": 1,
          "instrument": {
            "symbol": "${longSymbolC}",
            "assetType": "OPTION"
          }
        }
      ]
    }
  ]
}
EOM
)

log "Order: _${orderJson}_" debug

if [[ "${noconfirm}" != "true" ]]; then
  echo ${orderJSON} | jq
  echo Enter to continue, Ctrl+C to cancel _${noconfirm}_
  read
fi

curl -s -X POST \
  "https://api.schwabapi.com/trader/v1/accounts/$(./getAccountNumbers.sh Regular)/orders" \
  -H "Authorization: Bearer $(<access_token.dat)" \
  -H 'accept: */*' \
  -H 'Content-Type: application/json' \
  -d "${orderJson}"