OptionRecorderSchwab/autoTradeSPXPutCreditSpread.sh

#!/bin/bash
#set -x
set -e
IFS=$'\0'
myPID=$$
. helpers.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" -d "+40 days") toDate $(date "+%Y-%m-%d" -d "+46 days") > "${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

jq '.putExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) |.[] | select(.delta >= -0.30 and .delta <= -0.25) ' "${inputFile}" | tail -n 8 > temp/shortLeg.json
shortStrike=$(jq -r '.strikePrice' < temp/shortLeg.json)
shortBid=$(jq -r '.bid' < temp/shortLeg.json)
shortAsk=$(jq -r '.ask' < temp/shortLeg.json)
shortSymbol=$(jq -r '.symbol' < temp/shortLeg.json)
shortOptionRoot=$(jq -r '.optionRoot' < temp/shortLeg.json)
log "Short Symbol: _${shortSymbol}_ Strike: _${shortStrike}_ Bid: _${shortBid}_ Ask: _${shortAsk}_" info

jq '.putExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) | .[] | select(.optionRoot == "'${shortOptionRoot}'" and .strikePrice >= '${shortStrike}'-50 and .strikePrice < '${shortStrike}')' "${inputFile}" | head -n 8 > temp/longLeg.json
longStrike=$(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 '\(WORKING\|FILLED\),'${longSymbol:0:12} || true) > temp/existingOrders.${myPID}

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

priceOffset=0.1 # try to get $10 more in premium...
price=$(echo "scale=2; ((${shortBid}+${shortAsk})/2 - (${longBid}+${longAsk})/2) + ${priceOffset}" | bc)

orderJson=$(jq -c <<-EOM
{
  "orderType": "NET_CREDIT",
  "session": "NORMAL",
  "price": ${price},
  "duration": "DAY",
  "orderStrategyType": "SINGLE",
  "quantity": 1,
  "orderLegCollection": [
    {
      "instruction": "SELL_TO_OPEN",
      "quantity": 1,
      "instrument": {
        "symbol": "${shortSymbol}",
        "assetType": "OPTION"
      }
    },
    {
      "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 Regular)/orders" \
  -H "Authorization: Bearer $(./getNewAccessToken.sh)" \
  -H 'accept: */*' \
  -H 'Content-Type: application/json' \
  -d "${orderJson}"