- Fix SPX auto trading by differntiation of SPX and SPWX

- Prevent destruciton of the refresh token when things go wrong - add auto trading wip code for order getting, and long trading - add recording of 90 days out expiration tracking - Add TSLA
2024-07-17 14:08:55 -05:00
parent d242be4d5e
commit e9a651f92e
9 changed files with 255 additions and 5 deletions
--- a/.gitignore
+++ b/.gitignore
@@ -5,3 +5,4 @@ appCredentials.dat
 refresh_token.dat
 appKey.dat
 cert.pem
+*.log
--- a/allSymbols.json
+++ b/allSymbols.json
@@ -95,6 +95,9 @@
    {
        "Symbol": "TLT"
    },
+    {
+        "Symbol": "TSLA"
+    },
    {
        "Symbol": "$VIX"
    },
--- a/autoTradeQQQLongCall.sh
+++ b/autoTradeQQQLongCall.sh
@@ -0,0 +1,92 @@
+#!/bin/bash
+set -x
+IFS=$'\0'
+
+daysOutMin=90
+daysOutMax=91
+deltaMin=0.35
+deltaMax=0.40
+
+inputFile="$1"
+if [[ "" == "$inputFile" ]]; then
+  latestFile="$(ls data/`date +%Y-%m-%d`/*QQQ* | 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 '.callExpDateMap | keys  | .[]' temp/orderInputFile.json | sort -r -t ":" +2 | awk -F ":" -e '{theDay=$2; if (theDay < '${daysOutMin}') { print lastDay; exit; } else { lastDay=$0; } }')
+systemd-cat -t "`basename $0` $1" -p debug <<< "Date-Key: _${dateKey}_"
+
+daysOut=$(cut -d : -f 2 <<< ${dateKey})
+if [[ ${daysOut} -gt ${daysOutMax} ]]; then
+	systemd-cat -t "`basename $0` $1" -p info <<< "This option is too far in the future. _${daysOut}_ is bigger than the  max days in the future is _${daysOutMax}_. Exiting."
+	exit	
+fi 
+
+#Looking for leg, between the specified deltas
+# JTR - the "floor" is to only find the prices at the integer strikes, but I changed my mind about that...
+#jq '.callExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.delta >= '${deltaMin}' and .delta <= '${deltaMax}') | select( (.strikePrice | floor) == .strikePrice)' "${inputFile}" | tail -n 7 > temp/longLeg.json
+jq '.callExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.delta >= '${deltaMin}' and .delta <= '${deltaMax}')' "${inputFile}" | tail -n 7 > temp/longLeg.json
+numLinesInLeg=$(wc -l temp/longLeg.json | cut -c1)
+if  [[ 7 -ne ${numLinesInLeg} ]]; then
+  errMsg="No suitable long leg found - exiting."
+  systemd-cat -t "`basename $0` $1" -p warning <<< ${errMsg}
+  >&2 echo "${errMsg}"
+  exit 1
+fi
+
+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=0.0  
+# Get the Middle price...
+price=$(echo "scale=2; ((${longBid}+${longAsk})/2) + ${priceOffset}" | bc)
+
+orderJson=$(jq -c <<-EOM
+{
+  "orderType": "LIMIT",
+  "session": "NORMAL",
+  "price": ${price},
+  "duration": "DAY",
+  "orderStrategyType": "SINGLE",
+  "quantity": 1,
+  "orderLegCollection": [
+    {
+      "instruction": "BUY_TO_OPEN",
+      "quantity": 1,
+      "instrument": {
+        "symbol": "${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/CEF970366D4CC9553B5E8846E35FD92A1867F3E73C1082A52647256F42E4746B/orders' \
+ -H "Authorization: Bearer $(<access_token.dat)" \
+  -H 'accept: */*' \
+  -H 'Content-Type: application/json' \
+-d  "${orderJson}"
+
--- a/autoTradeSPXPutCreditSpread.sh
+++ b/autoTradeSPXPutCreditSpread.sh
@@ -1,5 +1,6 @@
 #!/bin/bash
 #set -x
+set -e
 IFS=$'\0'

 inputFile="$1"
@@ -19,16 +20,18 @@ fi
 dateKey=$(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
+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=$(jq -r '.optionRoot' < temp/shortLeg.json)
 msg="Short Symbol: _${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 < '${shortStrike}')' temp/orderInputFile.json | head -n 7 > temp/longLeg.json
+#jq '.putExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.strikePrice >= '${shortStrike}'-50 and .strikePrice < '${shortStrike}')' temp/orderInputFile.json | head -n 7 > temp/longLeg.json
+jq '.putExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) | .[] | select(.optionRoot == "'${shortOptionRoot}'" and .strikePrice >= '${shortStrike}'-50 and .strikePrice < '${shortStrike}')' temp/orderInputFile.json | head -n 8 > temp/longLeg.json
 longStrike=$(jq -r '.strikePrice' < temp/longLeg.json)
 longBid=$(jq -r '.bid' < temp/longLeg.json)
 longAsk=$(jq -r '.ask' < temp/longLeg.json)
--- a/autoTradeSPYLongCall.sh
+++ b/autoTradeSPYLongCall.sh
@@ -0,0 +1,92 @@
+#!/bin/bash
+set -x
+IFS=$'\0'
+
+daysOutMin=90
+daysOutMax=91
+deltaMin=0.35
+deltaMax=0.40
+
+inputFile="$1"
+if [[ "" == "$inputFile" ]]; then
+  latestFile="$(ls data/`date +%Y-%m-%d`/*SPY* | 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 '.callExpDateMap | keys  | .[]' temp/orderInputFile.json | sort -r -t ":" +2 | awk -F ":" -e '{theDay=$2; if (theDay < '${daysOutMin}') { print lastDay; exit; } else { lastDay=$0; } }')
+systemd-cat -t "`basename $0` $1" -p debug <<< "Date-Key: _${dateKey}_"
+
+daysOut=$(cut -d : -f 2 <<< ${dateKey})
+if [[ ${daysOut} -gt ${daysOutMax} ]]; then
+	systemd-cat -t "`basename $0` $1" -p info <<< "This option is too far in the future. _${daysOut}_ is bigger than the  max days in the future is _${daysOutMax}_. Exiting."
+	exit	
+fi 
+
+#Looking for leg, between the specified deltas
+# JTR - the "floor" is to only find the prices at the integer strikes, but I changed my mind about that...
+#jq '.callExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.delta >= '${deltaMin}' and .delta <= '${deltaMax}') | select( (.strikePrice | floor) == .strikePrice)' "${inputFile}" | tail -n 7 > temp/longLeg.json
+jq '.callExpDateMap."'${dateKey}'"[]|map({symbol, delta, strikePrice,bid,ask}) | .[] | select(.delta >= '${deltaMin}' and .delta <= '${deltaMax}')' "${inputFile}" | tail -n 7 > temp/longLeg.json
+numLinesInLeg=$(wc -l temp/longLeg.json | cut -c1)
+if  [[ 7 -ne ${numLinesInLeg} ]]; then
+  errMsg="No suitable long leg found - exiting."
+  systemd-cat -t "`basename $0` $1" -p warning <<< ${errMsg}
+  >&2 echo "${errMsg}"
+  exit 1
+fi
+
+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=0.0  
+# Get the Middle price...
+price=$(echo "scale=2; ((${longBid}+${longAsk})/2) + ${priceOffset}" | bc)
+
+orderJson=$(jq -c <<-EOM
+{
+  "orderType": "LIMIT",
+  "session": "NORMAL",
+  "price": ${price},
+  "duration": "DAY",
+  "orderStrategyType": "SINGLE",
+  "quantity": 1,
+  "orderLegCollection": [
+    {
+      "instruction": "BUY_TO_OPEN",
+      "quantity": 1,
+      "instrument": {
+        "symbol": "${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/5A5B921917D97B89FDA53E1E1D13D2EB11E488ADA20A20B3C787477DE59A770E/orders' \
+ -H "Authorization: Bearer $(<access_token.dat)" \
+  -H 'accept: */*' \
+  -H 'Content-Type: application/json' \
+-d  "${orderJson}"
+
--- a/getNewRefreshToken.sh
+++ b/getNewRefreshToken.sh
@@ -3,8 +3,11 @@

 mkdir -p temp

+echo Set Dyn-IP
 myIP=$(ip a | grep 'inet.*192.168.10' | awk -F "[ /]*" '{print $3}')
 curl -s "https://ddns.kawomi.com/?domain=cstradebotcallback&address=${myIP}"
+echo Get latest certificate
+ssh root@192.168.10.2 'cd /etc/letsencrypt/live/current && cat privkey.pem cert.pem' > cert.pem
 echo

 echo OPEN URL: "https://api.schwabapi.com/v1/oauth/authorize?client_id=$(<appKey.dat)&redirect_uri=https://cstradebotcallback.ddns.kawomi.com:2222/"
@@ -17,6 +20,17 @@ curl -s -X POST "https://api.schwabapi.com/v1/oauth/token" \
  -H "Authorization: Basic $(<appCredentials.dat)" \
  -H 'Content-Type: application/x-www-form-urlencoded' \
  -d "grant_type=authorization_code&code=${theCode}&redirect_uri=https://cstradebotcallback.ddns.kawomi.com:2222/" > temp/refreshTokenReqResp.$$.json
-jq -r .refresh_token temp/refreshTokenReqResp.$$.json > refresh_token.dat
+
+jq -e -r .refresh_token temp/refreshTokenReqResp.$$.json > temp/refresh_token.$$.dat
+if [[ $? -eq 0 ]]; then
+  errMsg="New Refresh Token created."
+  systemd-cat -t "`basename $0`" -p info <<< ${errMsg}
+  echo "${errMsg}"
+  cp temp/refresh_token.$$.dat refresh_token.dat
+else
+  errMsg="Error getting new refresh token _$(<temp/refresh_token.$$.dat)_"
+  systemd-cat -t "`basename $0`" -p err <<< ${errMsg}
+  >&2 echo "${errMsg}"
+fi
 echo Refresh Token: $(<refresh_token.dat)

--- a/getOrders.sh
+++ b/getOrders.sh
@@ -0,0 +1,13 @@
+#!/bin/bash
+set -x
+mkdir -p temp
+
+./getNewAccessToken.sh
+
+tempFile=temp/accountOrders.tmp.$$.json
+#fromEnteredTime=$(date -u "+%Y-%m-%dT%H:%M:%S.000Z" -d "-5 days")
+fromEnteredTime=$(date -u "+%Y-%m-%dT%H:%M:%S.000Z" -d "-1000 minutes")
+toEnteredTime=$(date -u "+%Y-%m-%dT%H:%M:%S.000Z" -d "-10 minutes")
+curl -s -X GET "https://api.schwabapi.com/trader/v1/orders?fromEnteredTime=${fromEnteredTime}&toEnteredTime=${toEnteredTime}" -H "Authorization: Bearer $(<access_token.dat)" > ${tempFile}
+cat ${tempFile} | jq -r 'map(.enteredTime)[]'
+
--- a/record90dayOut.sh
+++ b/record90dayOut.sh
@@ -0,0 +1,32 @@
+#!/bin/bash
+#set -x
+IFS=$'\0'
+
+daysOutMin=90
+daysOutMax=91
+
+inputFile="$1"
+latestFile="$1"
+if [[ "" == "$inputFile" ]]; then
+  latestFile="$(ls data/`date +%Y-%m-%d`/*SPY* | 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 '.callExpDateMap | keys  | .[]' temp/orderInputFile.json | sort -r -t ":" +2 | awk -F ":" -e '{theDay=$2; if (theDay < '${daysOutMin}') { print lastDay; exit; } else { lastDay=$0; } }')
+systemd-cat -t "`basename $0` $1" -p debug <<< "Date-Key: _${dateKey}_"
+
+daysOut=$(cut -d : -f 2 <<< ${dateKey})
+if [[ ${daysOut} -gt ${daysOutMax} ]]; then
+	exit	
+fi 
+
+echo "$(date +%Y-%m-%d): ${dateKey} (${latestFile})" >> record90dayOut.log
+
--- a/recordAllSymbolsSingleRun.sh
+++ b/recordAllSymbolsSingleRun.sh
@@ -20,7 +20,7 @@ jq -r '.[].Symbol' allSymbols.json | sort | while read theSymbol; do
    ./recordOptionChainSingleSymbolSingleRun.sh ${theSymbol} toDate $(date "+%Y-%m-%d" -d "+200 days")
    if [[ $? -ne 0 ]]; then
       systemd-cat -t "`basename $0`" -p warning <<< "falling back to stitching for ${theSymbol}"
-       ./recordOptionChainSingleSymbolSpecialRun.sh ${theSymbol} 
+       ./recordOptionChainSingleSymbolSpecialRun.sh ${theSymbol} toDate $(date "+%Y-%m-%d" -d "+400 days")
      if [[ $? -ne 0 ]]; then
        touch temp/hadErrors.$$.tmp
      fi
@@ -43,7 +43,7 @@ jq -r '.[].Symbol' allSymbols.json | sort | while read theSymbol; do
  fi

  if [[ '$SPX' = ${theSymbol} ]]; then
-    ./recordOptionChainSingleSymbolSingleRun.sh ${theSymbol} fromDate $(date "+%Y-%m-%d" -d "+40 days") toDate $(date "+%Y-%m-%d" -d "+45 days")
+    ./recordOptionChainSingleSymbolSingleRun.sh ${theSymbol} fromDate $(date "+%Y-%m-%d" -d "+40 days") toDate $(date "+%Y-%m-%d" -d "+46 days")
    if [[ $? -ne 0 ]]; then
       touch temp/hadErrors.$$.tmp
    fi