Re-introduced stiching as a fallback for SPY too big; automatic order entry creation for SPX Put Spread works now.

autoTradeSPXPutCreditSpread.sh

@@ -28,7 +28,7 @@ msg="Short Symbol: _${shortSymbol}_ Strike: _${shortStrike}_ Bid: _${shortBid}_
 systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
 echo "${msg}"
 
-jq '.putExpDateMap."2024-07-10:43"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.strikePrice >= 5210-50 and .strikePrice < 5210)' temp/orderInputFile.json | head -n 7 > temp/longLeg.json
+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)
@@ -37,11 +37,14 @@ msg="Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask:
 systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
 echo "${msg}"
 
-orderJson=$(cat <<-EOM
+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": 5,
+  "price": ${price},
   "duration": "DAY",
   "orderStrategyType": "SINGLE",
   "quantity": 1,
@@ -68,14 +71,16 @@ EOM
 )
 
 
-echo ${orderJson}
+systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_"
+
+#echo Enter to continue, Ctrl+C to cancel
+#read
 ./getNewAccessToken.sh
 
 set -x
 tempFile=temp/order.tmp.$$.json
-#curl -s -X POST "https://api.schwabapi.com/trader/v1/accounts/99114DC5A768D40C3FD47D02734C696EB1FEB1063D2EE864528135D8CF31392A/orders" -H "Authorization: Bearer $(<access_token.dat)" -d @order-vs.template.json # > ${tempFile}
 curl -s -X POST \
-  'https://api.schwabapi.com/trader/v1/accounts/E8A70AE41449257FA5A7EABFF463BA93F23E629B909C3E09DA192582718D7627/orders' \
+  'https://api.schwabapi.com/trader/v1/accounts/C819AC820A502BA92E55D775B22BDF0E1BC91D86C62685714347734A5827CCB3/orders' \
  -H "Authorization: Bearer $(<access_token.dat)" \
   -H 'accept: */*' \
   -H 'Content-Type: application/json' \

recordAllSymbolsSingleRun.sh

@@ -17,14 +17,27 @@ jq -r '.[].Symbol' allSymbols.json | sort | while read theSymbol; do
   #fi
 
   if [[ '$XSP' = ${theSymbol} ]]; then
-    #./recordOptionChainSingleSymbolSpecialRun.sh ${theSymbol} toDate $(date "+%Y-%m-%d" -d "+200 days")
-    # 2024-05-27, it seems that the ITM/OTM/NTM handling no longer makes an impact, therefore falling back to the normal method but restricting to 200 days
-    # for XSP this is no a break of the leg I guess...
-
     ./recordOptionChainSingleSymbolSingleRun.sh ${theSymbol} toDate $(date "+%Y-%m-%d" -d "+200 days")
     if [[ $? -ne 0 ]]; then
        touch temp/hadErrors.$$.tmp
     fi
+
+    # The above one might fail, so we also try with stitching
+    ./recordOptionChainSingleSymbolSpecialRun.sh ${theSymbol} 
+    continue
+  fi
+
+  if [[ 'SPY' = ${theSymbol} ]]; then
+    ./recordOptionChainSingleSymbolSingleRun.sh ${theSymbol} 
+    if [[ $? -ne 0 ]]; then
+       systemd-cat -t "`basename $0`" -p warning <<< "falling back to stitching for ${theSymbol}"
+       ./recordOptionChainSingleSymbolSpecialRun.sh ${theSymbol} 
+      if [[ $? -ne 0 ]]; then
+        touch temp/hadErrors.$$.tmp
+      fi
+    fi
+
+    # The above one might fail, so we also try with stitching
     continue
   fi
 
@@ -36,7 +49,6 @@ jq -r '.[].Symbol' allSymbols.json | sort | while read theSymbol; do
     continue
   fi
 
-
   ./recordOptionChainSingleSymbolSingleRun.sh ${theSymbol}
   if [[ $? -ne 0 ]]; then
      touch temp/hadErrors.$$.tmp

recordOptionChainSingleSymbolSpecialRun.sh

@@ -3,9 +3,6 @@
 # This is for big chains, that cause the Schwab API to error out (like $XSP)
 # I add the range parameter (ITM/NTM/OTM) so that I get less data per request
 
-# 2024-05-27: DEPRECATED - THIS FILE IS GOING TO BE REOMVED:
-# This doesn't seem to be creating smaller responses anymore, therefore this method isn't used anymore anywhere...
-
 symbol=$1
 outDir=data/$(date +%Y-%m-%d)
 queryString="?symbol=${symbol}" 
@@ -52,7 +49,7 @@ jq '. | map_values(select(type=="object"))' < ${ITMtempFile}  > ${ITMtempFile}.o
 jq '. | map_values(select(type=="object"))' < ${OTMtempFile}  > ${OTMtempFile}.objOnly
 jq -s '.[0] * .[1] * .[2] * .[3]' temp/numberOfContracts.$$.tmp temp/CommonDetail.$$.tmp ${ITMtempFile}.objOnly ${OTMtempFile}.objOnly > temp/optionChain.${symbol}.tmp.$$.json
 
-optionChainFileName=$(date "+%Y-%m-%d %H_%M_%S")_optionChain.${symbol}.json
+optionChainFileName=$(date "+%Y-%m-%d %H_%M_%S")_optionChain.${symbol}.stitched.json
 pbzip2 -9 -c < temp/optionChain.${symbol}.tmp.$$.json > "${outDir}/${optionChainFileName}.bz2"
 
 rm temp/*$$*