Add caching to market hour and cater for (long) weekends in the 1DTE trade automation

autoTradeSPX_IB_1DTE.sh

@@ -13,7 +13,7 @@ fi
 inputFile="$1"
 if [[ "" == "$inputFile" ]]; then
   inputFile=temp/orderInputFile.$$.json
-  ./getOptionChain.sh '$SPX' fromDate $(date "+%Y-%m-%d" -d "+1 days") toDate $(date "+%Y-%m-%d" -d "+1 days") > "${inputFile}"
+  ./getOptionChain.sh '$SPX' fromDate $(date "+%Y-%m-%d" -d "+1 days") toDate $(date "+%Y-%m-%d" -d "+4 days") > "${inputFile}"
 fi
 if [[ ! -f "${inputFile}" ]]; then
   throw "ERROR: Input file _${inputFile}_ does not exist." err 1
@@ -23,9 +23,9 @@ dateKey=$(jq  -r '.putExpDateMap | keys  | .[]' "${inputFile}" | head -n 1)
 log "Date-Key: _${dateKey}_" debug
 
 underlyingPrice=$(jq ".underlyingPrice" "${inputFile}")
+log "Underlying Price: _${underlyingPrice}_" debug
 atmStrike=$(jq -r '.callExpDateMap[]|keys[]' "${inputFile}" | sort -n | awk -e '{lastStrike=$1; if ($1 > '${underlyingPrice}') {print $1; exit } }')
 
-
 optionRoot=SPXW #I only want the PM expiry (SPX without the W is AM expiry)
 
 jq '.putExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) |.[] | select(.optionRoot == "'${optionRoot}'" and .strikePrice=='${atmStrike}') ' "${inputFile}" | tail -n 8 > temp/shortLegP.json

getMarketHours.sh

@@ -23,6 +23,13 @@ if [[ -z "${markets}" ]]; then
   markets="equity&markets=option&markets=bond&markets=future&markets=forex"
 fi
 
+cacheFileName=temp/marketHours.`date +%Y%m%d`.${markets//&markets=/_}.tmp
+
+if [[ -f ${cacheFileName} ]]; then
+  jq < ${cacheFileName}
+  exit 0
+fi
+
 queryString="?markets=${markets}" 
 
 while [[ $# -gt 0 ]]; do
@@ -33,12 +40,13 @@ done
 log "Querying for markets: _${markets}_ query string: _${queryString}_" debug
 
 curl -s -X GET "https://api.schwabapi.com/marketdata/v1/markets${queryString}" \
-  -H "Authorization: Bearer $(<access_token.dat)" > temp/markets.tmp.$$.json
+  -H "Authorization: Bearer $(<access_token.dat)" > ${cacheFileName}
 
 
-marketsCheck=$(jq -e -r '.. | .isOpen?' temp/markets.tmp.$$.json | grep -v null | wc -l)
+marketsCheck=$(jq -e -r '.. | .isOpen?' ${cacheFileName} | grep -v null | wc -l)
 if [[ ${marketsCheck} -eq 0 ]]; then
-  errMsg="ERROR: THE RESPONSE IS INCORRECT! markets: _${markets}_ Check: _${marketsCheck}_ check file _temp/markets.tmp.$$.json_"
+  errMsg="ERROR: THE RESPONSE IS INCORRECT! markets: _${markets}_ Check: _${marketsCheck}_ check file _${cacheFileName}_"
+  rm ${cacheFileName}
   if [[ "${ErrorLogLevel}" == "err" ]]; then
     throw "${errMsg}" ${ErrorLogLevel} 2
   else
@@ -46,8 +54,7 @@ if [[ ${marketsCheck} -eq 0 ]]; then
     exit 2
   fi
 else
-  jq < temp/markets.tmp.$$.json
-  rm temp/markets.tmp.$$.json
+  jq < ${cacheFileName}
 fi
 
 

getOrders.sh

@@ -21,6 +21,4 @@ echo $fromEnteredTime
 ./getNewAccessToken.sh
 
 curl -s -X GET "https://api.schwabapi.com/trader/v1/orders?fromEnteredTime=${fromEnteredTime}&toEnteredTime=${toEnteredTime}" -H "Authorization: Bearer $(<access_token.dat)" > ${tempFile}
-#jq -r 'map(.enteredTime)[]' < ${tempFile}
-#jq -r '.[].orderLegCollection[].instrument.symbol' < ${tempFile}
 jq -r '.[] | [.orderId | tostring][0] + "," + .status + "," + .orderLegCollection[].instrument.symbol' < ${tempFile}