103 lines
3.4 KiB
Bash
Executable File
103 lines
3.4 KiB
Bash
Executable File
#!/bin/bash
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#set -x
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set -e
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IFS=$'\0'
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myPID=$$
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inputFile="$1"
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if [[ "" == "$inputFile" ]]; then
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latestFile="$(ls data/`date +%Y-%m-%d`/*\$SPX* | sort | tail -n 1)"
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systemd-cat -t "`basename $0` $1" -p debug <<< "Latest File: _${latestFile}_"
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inputFile=temp/orderInputFile.json
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bzip2 -dc < "${latestFile}" > "${inputFile}"
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fi
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if [[ ! -f "${inputFile}" ]]; then
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errMsg="ERROR: Input file _${inputFile}_ does not exist."
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systemd-cat -t "`basename $0` $1" -p err <<< ${errMsg}
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>&2 echo "${errMsg}"
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exit 1
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fi
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dateKey=$(jq -r '.putExpDateMap | keys | .[]' "${inputFile}" | head -n 1)
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systemd-cat -t "`basename $0` $1" -p debug <<< "Date-Key: _${dateKey}_"
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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
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shortStrike=$(jq -r '.strikePrice' < temp/shortLeg.json)
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shortBid=$(jq -r '.bid' < temp/shortLeg.json)
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shortAsk=$(jq -r '.ask' < temp/shortLeg.json)
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shortSymbol=$(jq -r '.symbol' < temp/shortLeg.json)
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shortOptionRoot=$(jq -r '.optionRoot' < temp/shortLeg.json)
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msg="Short Symbol: _${shortSymbol}_ Strike: _${shortStrike}_ Bid: _${shortBid}_ Ask: _${shortAsk}_"
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systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
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echo "${msg}"
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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
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longStrike=$(jq -r '.strikePrice' < temp/longLeg.json)
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longBid=$(jq -r '.bid' < temp/longLeg.json)
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longAsk=$(jq -r '.ask' < temp/longLeg.json)
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longSymbol=$(jq -r '.symbol' < temp/longLeg.json)
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msg="Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask: _${longAsk}_"
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systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
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echo "${msg}"
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#Check if this order has already been submitted.
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./getOrders.sh | (grep '\(WORKING\|FILLED\),'${longSymbol:0:12} || true) > temp/existingOrders.${myPID}
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if [[ $(wc -l < temp/existingOrders.${myPID}) -eq 0 ]];then
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msg="Not Yet traded, continuing"
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systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
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echo ${msg}
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else
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msg="Already traded, exiting"
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systemd-cat -t "`basename $0` $1" -p info <<< ${msg}
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echo ${msg}
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exit 0
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fi
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priceOffset=0.1 # try to get $10 more in premium...
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price=$(echo "scale=2; ((${shortBid}+${shortAsk})/2 - (${longBid}+${longAsk})/2) + ${priceOffset}" | bc)
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orderJson=$(jq -c <<-EOM
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{
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"orderType": "NET_CREDIT",
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"session": "NORMAL",
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"price": ${price},
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"duration": "DAY",
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"orderStrategyType": "SINGLE",
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"quantity": 1,
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"orderLegCollection": [
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{
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"instruction": "SELL_TO_OPEN",
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"quantity": 1,
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"instrument": {
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"symbol": "${shortSymbol}",
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"assetType": "OPTION"
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}
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},
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{
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"instruction": "BUY_TO_OPEN",
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"quantity": 1,
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"instrument": {
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"symbol": "${longSymbol}",
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"assetType": "OPTION"
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}
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}
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]
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}
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EOM
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)
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systemd-cat -t "`basename $0` $1" -p debug <<< "Order: _${orderJson}_"
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#echo Enter to continue, Ctrl+C to cancel
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#read
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./getNewAccessToken.sh
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curl -s -X POST \
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'https://api.schwabapi.com/trader/v1/accounts/C819AC820A502BA92E55D775B22BDF0E1BC91D86C62685714347734A5827CCB3/orders' \
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-H "Authorization: Bearer $(<access_token.dat)" \
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-H 'accept: */*' \
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-H 'Content-Type: application/json' \
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-d "${orderJson}"
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