#!/bin/bash #set -x set -e IFS=$'\0' myPID=$$ marketOpen=$([[ $(./getMarketHours.sh | jq '.option[].isOpen' | grep true | wc -l) -ne 0 ]] && echo true || echo false) if [[ ${marketOpen} == false ]]; then errMsg="The market is closed, exiting." systemd-cat -t "`basename $0` $1" -p info <<< ${errMsg} >&2 echo "${errMsg}" exit 2 fi inputFile="$1" if [[ "" == "$inputFile" ]]; then inputFile=temp/orderInputFile.$$.json ./getOptionChain.sh '$SPX' fromDate $(date "+%Y-%m-%d" -d "+40 days") toDate $(date "+%Y-%m-%d" -d "+46 days") > "${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 fi dateKey=$(jq -r '.putExpDateMap | keys | .[]' "${inputFile}" | head -n 1) systemd-cat -t "`basename $0` $1" -p debug <<< "Date-Key: _${dateKey}_" echo "Date-Key: _${dateKey}_" jq '.putExpDateMap."'${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."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) | .[] | select(.optionRoot == "'${shortOptionRoot}'" and .strikePrice >= '${shortStrike}'-50 and .strikePrice < '${shortStrike}')' "${inputFile}" | head -n 8 > temp/longLeg.json longStrike=$(jq -r '.strikePrice' < temp/longLeg.json) longBid=$(jq -r '.bid' < temp/longLeg.json) longAsk=$(jq -r '.ask' < temp/longLeg.json) 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 '\(WORKING\|FILLED\),'${longSymbol:0:12} || true) > temp/existingOrders.${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} else msg="Already traded, exiting" systemd-cat -t "`basename $0` $1" -p info <<< ${msg} echo ${msg} exit 0 fi priceOffset=0.1 # try to get $10 more in premium... price=$(echo "scale=2; ((${shortBid}+${shortAsk})/2 - (${longBid}+${longAsk})/2) + ${priceOffset}" | bc) orderJson=$(jq -c <<-EOM { "orderType": "NET_CREDIT", "session": "NORMAL", "price": ${price}, "duration": "DAY", "orderStrategyType": "SINGLE", "quantity": 1, "orderLegCollection": [ { "instruction": "SELL_TO_OPEN", "quantity": 1, "instrument": { "symbol": "${shortSymbol}", "assetType": "OPTION" } }, { "instruction": "BUY_TO_OPEN", "quantity": 1, "instrument": { "symbol": "${longSymbol}", "assetType": "OPTION" } } ] } EOM ) systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_" if [[ "${noconfirm}" != "true" ]]; then echo Enter to continue, Ctrl+C to cancel _${noconfirm}_ read fi ./getNewAccessToken.sh curl -s -X POST \ "https://api.schwabapi.com/trader/v1/accounts/$(./getAccountNumbers.sh Regular)/orders" \ -H "Authorization: Bearer $(