OptionRecorderSchwab/autoTradeSPXPutCreditSpread.sh

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

inputFile="$1"
if [[ "" == "$inputFile" ]]; then
  latestFile="$(ls data/`date +%Y-%m-%d`/*\$SPX* | sort | tail -n 1)"
  systemd-cat -t "`basename $0` $1" -p debug <<< "Latest File: _${latestFile}_"
  inputFile=temp/orderInputFile.json
  bzip2 -dc < "${latestFile}" > "${inputFile}"
fi
if [[ ! -f "${inputFile}" ]]; then
  errMsg="ERROR: Input file _${inputFile}_ does not exist."
  systemd-cat -t "`basename $0` $1" -p err <<< ${errMsg}
  >&2 echo "${errMsg}"
  exit 1
fi

dateKey=$(jq  -r '.putExpDateMap | keys  | .[]' "${inputFile}" | head -n 1)
systemd-cat -t "`basename $0` $1" -p debug <<< "Date-Key: _${dateKey}_"

jq '.putExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) |.[] | select(.delta >= -0.30 and .delta <= -0.25) ' "${inputFile}" | tail -n 7 > 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)
msg="Short Symbol: _${shortSymbol}_ Strike: _${shortStrike}_ Bid: _${shortBid}_ Ask: _${shortAsk}_"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo "${msg}"

jq '.putExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.strikePrice >= '${shortStrike}'-50 and .strikePrice < '${shortStrike}')' temp/orderInputFile.json | head -n 7 > temp/longLeg.json
longStrike=$(jq -r '.strikePrice' < temp/longLeg.json)
longBid=$(jq -r '.bid' < temp/longLeg.json)
longAsk=$(jq -r '.ask' < temp/longLeg.json)
longSymbol=$(jq -r '.symbol' < temp/longLeg.json)
msg="Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask: _${longAsk}_"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo "${msg}"

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
)


systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_"

#echo Enter to continue, Ctrl+C to cancel
#read
./getNewAccessToken.sh

curl -s -X POST \
  'https://api.schwabapi.com/trader/v1/accounts/C819AC820A502BA92E55D775B22BDF0E1BC91D86C62685714347734A5827CCB3/orders' \
 -H "Authorization: Bearer $(<access_token.dat)" \
  -H 'accept: */*' \
  -H 'Content-Type: application/json' \
-d  "${orderJson}"