create generic version of the long call trading script.

2025-01-10 10:33:18 -06:00
parent aabc2d235e
commit 1f2ccc783e
2 changed files with 117 additions and 1 deletions
--- a/autoTradeGenericLongCall.sh
+++ b/autoTradeGenericLongCall.sh
@@ -0,0 +1,116 @@
+#!/bin/bash
+#set -x
+IFS=$'\0'
+
+. helpers.sh
+
+Symbol="$1"
+if [[ -z ${Symbol} ]]; then
+  throw "A Stock symbol must be given as first parameter. exiting." err 2
+fi
+
+AccountName="$2"
+if [[ -z ${AccountName} ]]; then
+  throw "An Account name must be given as first parameter. exiting." err 2
+fi
+
+if [[ -z $(./getAccountNumbers.sh "${AccountName}") ]]; then
+  throw "An the account with name _${AccountName}_ doesn't exist. exiting." err 2
+fi
+
+marketOpen=$([[ $(./getMarketHours.sh  | jq '.option[].isOpen' | grep true | wc -l) -ne 0 ]] && echo true || echo false)
+if [[ ${marketOpen} == false ]]; then
+  throw "The market is closed, exiting." info 2
+fi
+
+daysOutMin=87
+daysOutMax=91
+deltaMin=0.35
+deltaMax=0.40
+
+marketOpen=$([[ $(./getMarketHours.sh  | jq '.option[].isOpen' | grep true | wc -l) -ne 0 ]] && echo true || echo false)
+if [[ ${marketOpen} == false ]]; then
+  throw "The market is closed, exiting." info 2
+fi
+
+
+inputFile=temp/orderInputFile.$$.json
+./getOptionChain.sh ''${Symbol}'' fromDate $(date "+%Y-%m-%d" -d "+${daysOutMin} days") toDate $(date "+%Y-%m-%d" -d "+${daysOutMax} days") > "${inputFile}"
+
+if [[ ! -f "${inputFile}" ]]; then
+  throw "ERROR: Input file _${inputFile}_ does not exist." err 1
+fi
+
+#Find the date closest to the Minimum number of days
+dateKey=$(jq -r '.callExpDateMap | keys  | .[]' "${inputFile}" | sort -r -t ":" +2 | awk -F ":" -e '{theDay=$2; if (theDay < '${daysOutMin}') { print lastDay; exit; } else { lastDay=$0; } } END { print $0 }')
+log "Date-Key: _${dateKey}_" debug
+
+daysOut=$(cut -d : -f 2 <<< ${dateKey})
+if [[ ${daysOut} -gt ${daysOutMax} ]]; then
+	throw "This option is too far in the future. _${daysOut}_ is bigger than the  max days in the future is _${daysOutMax}_. Exiting." info
+fi 
+
+#Looking for leg, between the specified deltas
+# JTR - the "floor" is to only find the prices at the integer strikes, but I changed my mind about that...
+#jq '.callExpDateMap."'${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 ${numLinesInLeg} ]]; then
+  throw "No suitable long leg found - exiting." warning 1
+fi
+
+longStrike=$(jq -r '.strikePrice' < temp/longLeg.json)
+longBid=$(jq -r '.bid' < temp/longLeg.json)
+longAsk=$(jq -r '.ask' < temp/longLeg.json)
+longSymbol=$(jq -r '.symbol' < temp/longLeg.json)
+log "Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask: _${longAsk}_" info
+
+#Check if this order has already been submitted.
+./getOrders.sh  | grep '\(WORKING\|FILLED\),'"${longSymbol:0:12}" > temp/existingOrders.$$
+if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
+  log "Not Yet traded, continuing" info
+else
+  throw "Already traded, exiting" info
+fi
+
+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
+)
+
+log "Order: _${orderJson}_" debug
+
+if [[ "${noconfirm}" != "true" ]]; then
+  echo Enter to continue, Ctrl+C to cancel _${noconfirm}_
+  read
+fi
+
+curl -s -X POST \
+  "https://api.schwabapi.com/trader/v1/accounts/$(./getAccountNumbers.sh "${AccountName}")/orders" \
+  -H "Authorization: Bearer $(./getNewAccessToken.sh)" \
+  -H 'accept: */*' \
+  -H 'Content-Type: application/json' \
+  -d "${orderJson}"
+
+log "Result: _$?_" debug