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improve output format of get orders, add check if trade has been executed to auto trader scripts

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This commit is contained in:
Joe Tretter
2024-08-15 11:30:27 -05:00
parent fd90883e79
commit ef28aa59e5
4 changed files with 39 additions and 10 deletions
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14
autoTradeQQQLongCall.sh
View File

@@ -49,6 +49,17 @@ 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}"
#Check if this order has already been submitted.
./getOrders.sh | grep '\(WORKING\|FILLED\),'${longSymbol} > temp/existingOrders.$$
if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
msg="Not Yet traded, continuing"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
else
msg="Already traded, exiting"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
exit 0
fi
priceOffset=0.0
# Get the Middle price...
@@ -76,7 +87,6 @@ orderJson=$(jq -c <<-EOM
EOM
)
systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_"
echo Enter to continue, Ctrl+C to cancel
@@ -84,7 +94,7 @@ read
./getNewAccessToken.sh
curl -s -X POST \
'https://api.schwabapi.com/trader/v1/accounts/CEF970366D4CC9553B5E8846E35FD92A1867F3E73C1082A52647256F42E4746B/orders' \
'https://api.schwabapi.com/trader/v1/accounts/5A5B921917D97B89FDA53E1E1D13D2EB11E488ADA20A20B3C787477DE59A770E/orders' \
-H "Authorization: Bearer $(<access_token.dat)" \
-H 'accept: */*' \
-H 'Content-Type: application/json' \

13
autoTradeSPXPutCreditSpread.sh
View File

@@ -30,7 +30,6 @@ msg="Short Symbol: _${shortSymbol}_ Strike: _${shortStrike}_ Bid: _${shortBid}_
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,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=$(jq -r '.bid' < temp/longLeg.json)
@@ -40,6 +39,17 @@ msg="Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask:
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
echo "${msg}"
#Check if this order has already been submitted.
./getOrders.sh | grep '\(WORKING\|FILLED\),\('${longSymbol}'\|'${shortSymbol}'\)' > temp/existingOrders.$$
if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
msg="Not Yet traded, continuing"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
else
msg="Already traded, exiting"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
exit 0
fi
priceOffset=0.1 # try to get $10 more in premium...
price=$(echo "scale=2; ((${shortBid}+${shortAsk})/2 - (${longBid}+${longAsk})/2) + ${priceOffset}" | bc)
@@ -73,7 +83,6 @@ orderJson=$(jq -c <<-EOM
EOM
)
systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_"
#echo Enter to continue, Ctrl+C to cancel

12
autoTradeSPYLongCall.sh
View File

@@ -49,6 +49,17 @@ 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}"
#Check if this order has already been submitted.
./getOrders.sh | grep '\(WORKING\|FILLED\),'${longSymbol} > temp/existingOrders.$$
if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
msg="Not Yet traded, continuing"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
else
msg="Already traded, exiting"
systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
exit 0
fi
priceOffset=0.0
# Get the Middle price...
@@ -76,7 +87,6 @@ orderJson=$(jq -c <<-EOM
EOM
)
systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_"
echo Enter to continue, Ctrl+C to cancel

10
getOrders.sh
View File

@@ -5,9 +5,9 @@ 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=$(date -u "+%Y-%m-%dT%H:%M:%S.000Z" -d "-10 minutes")
fromEnteredTime=$(date -u "+%Y-%m-%dT%H:%M:%S.000Z" -d "-100 days")
toEnteredTime=$(date -u "+%Y-%m-%dT%H:%M:%S.000Z" -d "-0 minutes")
curl -s -X GET "https://api.schwabapi.com/trader/v1/orders?fromEnteredTime=${fromEnteredTime}&toEnteredTime=${toEnteredTime}" -H "Authorization: Bearer $(<access_token.dat)" > ${tempFile}
cat ${tempFile} | jq -r 'map(.enteredTime)[]'
#jq -r 'map(.enteredTime)[]' < ${tempFile}
#jq -r '.[].orderLegCollection[].instrument.symbol' < ${tempFile}
jq -r '.[] | [.orderId | tostring][0] + "," + .status + "," + .orderLegCollection[].instrument.symbol' < ${tempFile}