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Cleanup - centralize the log handling

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This commit is contained in:
Joe Tretter
2024-08-27 12:16:01 -05:00
parent d8891ec75f
commit a6b7fc7afe
15 changed files with 124 additions and 180 deletions
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41
autoTradeSPX_IB_1DTE.sh
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@@ -3,13 +3,11 @@ 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
errMsg="The market is closed, exiting."
systemd-cat -t "`basename $0` $1" -p info <<< ${errMsg}
>&2 echo "${errMsg}"
exit 2
throw "The market is closed, exiting." info 2
fi
inputFile="$1"
@@ -18,15 +16,11 @@ if [[ "" == "$inputFile" ]]; then
./getOptionChain.sh '$SPX' fromDate $(date "+%Y-%m-%d" -d "+1 days") toDate $(date "+%Y-%m-%d" -d "+1 days") > "${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
throw "ERROR: Input file _${inputFile}_ does not exist." err 1
fi
dateKey=$(jq -r '.putExpDateMap | keys | .[]' "${inputFile}" | head -n 1)
systemd-cat -t "`basename $0` $1" -p debug <<< "Date-Key: _${dateKey}_"
echo "Date-Key: _${dateKey}_"
log "Date-Key: _${dateKey}_" debug
underlyingPrice=$(jq ".underlyingPrice" "${inputFile}")
atmStrike=$(jq -r '.callExpDateMap[]|keys[]' "${inputFile}" | sort -n | awk -e '{lastStrike=$1; if ($1 > '${underlyingPrice}') {print $1; exit } }')
@@ -39,27 +33,21 @@ shortStrikeP=$(jq -r '.strikePrice' < temp/shortLegP.json)
shortBidP=$(jq -r '.bid' < temp/shortLegP.json)
shortAskP=$(jq -r '.ask' < temp/shortLegP.json)
shortSymbolP=$(jq -r '.symbol' < temp/shortLegP.json)
msg="Short Put Symbol: _${shortSymbolP}_ Strike: _${shortStrikeP}_ Bid: _${shortBidP}_ Ask: _${shortAskP}_"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo "${msg}"
log "Short Put Symbol: _${shortSymbolP}_ Strike: _${shortStrikeP}_ Bid: _${shortBidP}_ Ask: _${shortAskP}_}" info
jq '.callExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) |.[] | select(.optionRoot == "'${optionRoot}'" and .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)
msg="Short Call Symbol: _${shortSymbolC}_ Strike: _${shortStrikeC}_ Bid: _${shortBidC}_ Ask: _${shortAskC}_"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo "${msg}"
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 >= '${shortStrikeP}'-5 and .strikePrice < '${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=$(jq -r '.symbol' < temp/longLegP.json)
msg="Long Symbol: _${longSymbolP}_ Strike: _${longStrikeP}_ Bid: _${longBidP}_ Ask: _${longAskP}_"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo "${msg}"
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 >= '${shortStrikeC}'+5 and .strikePrice > '${shortStrikeP}')' "${inputFile}" | head -n 8 > temp/longLegC.json
@@ -67,22 +55,15 @@ longStrikeC=$(jq -r '.strikePrice' < temp/longLegC.json)
longBidC=$(jq -r '.bid' < temp/longLegC.json)
longAskC=$(jq -r '.ask' < temp/longLegC.json)
longSymbolC=$(jq -r '.symbol' < temp/longLegC.json)
msg="Long Symbol: _${longSymbolC}_ Strike: _${longStrikeC}_ Bid: _${longBidC}_ Ask: _${longAskC}_"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo "${msg}"
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
msg="Not Yet traded, continuing"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo ${msg}
log "Not Yet traded, continuing" info
else
msg="Already traded, exiting"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo ${msg}
# exit 0
throw "Already traded, exiting" info
fi
priceOffset=0.00 # try to get a little better price
@@ -140,7 +121,7 @@ orderJson=$(jq -c <<-EOM
EOM
)
systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_"
log "Order: _${orderJson}_" debug
if [[ "${noconfirm}" != "true" ]]; then
echo ${orderJson} | jq