OptionRecorderSchwab/autoTradeQQQLongCall.sh

#!/bin/bash
set -x
IFS=$'\0'

. helpers.sh

daysOutMin=87
daysOutMax=91
deltaMin=0.35
deltaMax=0.40

inputFile="$1"
if [[ "" == "$inputFile" ]]; then
  latestFile="$(ls data/`date +%Y-%m-%d`/*QQQ* | sort | tail -n 1)"
  log "Latest File: _${latestFile}_" debug
  inputFile=temp/orderInputFile.json
  bzip2 -dc < "${latestFile}" > "${inputFile}"
fi
if [[ ! -f "${inputFile}" ]]; then
  throw "ERROR: Input file _${inputFile}_ does not exist." err 1
fi

dateKey=$(jq -r '.callExpDateMap | keys  | .[]' temp/orderInputFile.json | sort -r -t ":" +2 | awk -F ":" -e '{theDay=$2; if (theDay < '${daysOutMin}') { print lastDay; exit; } else { lastDay=$0; } }')
log "Date-Key: _${dateKey}_" debug

daysOut=$(cut -d : -f 2 <<< ${dateKey})
if [[ ${daysOut} -gt ${daysOutMax} ]]; then
	throw "This option is too far in the future. _${daysOut}_ is bigger than the  max days in the future is _${daysOutMax}_. Exiting." info
fi 

#Looking for leg, between the specified deltas
# JTR - the "floor" is to only find the prices at the integer strikes, but I changed my mind about that...
#jq '.callExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.delta >= '${deltaMin}' and .delta <= '${deltaMax}') | select( (.strikePrice | floor) == .strikePrice)' "${inputFile}" | tail -n 7 > temp/longLeg.json
jq '.callExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.delta >= '${deltaMin}' and .delta <= '${deltaMax}')' "${inputFile}" | tail -n 7 > temp/longLeg.json
numLinesInLeg=$(wc -l temp/longLeg.json | cut -c1)
if  [[ 7 -ne ${numLinesInLeg} ]]; then
  throw "No suitable long leg found - exiting." warning 2
fi

longStrike=$(jq -r '.strikePrice' < temp/longLeg.json)
longBid=$(jq -r '.bid' < temp/longLeg.json)
longAsk=$(jq -r '.ask' < temp/longLeg.json)
longSymbol=$(jq -r '.symbol' < temp/longLeg.json)
log "Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask: _${longAsk}_" info

#Check if this order has already been submitted.
./getOrders.sh  | grep '\(WORKING\|FILLED\),'${longSymbol} > temp/existingOrders.$$
if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
  log "Not Yet traded, continuing" info
else
  throw "Already traded, exiting" info
fi

priceOffset=0.0  
# Get the Middle price...
price=$(echo "scale=2; ((${longBid}+${longAsk})/2) + ${priceOffset}" | bc)

orderJson=$(jq -c <<-EOM
{
  "orderType": "LIMIT",
  "session": "NORMAL",
  "price": ${price},
  "duration": "DAY",
  "orderStrategyType": "SINGLE",
  "quantity": 1,
  "orderLegCollection": [
    {
      "instruction": "BUY_TO_OPEN",
      "quantity": 1,
      "instrument": {
        "symbol": "${longSymbol}",
        "assetType": "OPTION"
      }
    }
  ]
}
EOM
)

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

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

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