- Separate getting option chains from recording
- Add checking for market open - Remove SPX from recording - Hopefully precent the refresh token from being overwritten sometimes
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@@ -4,12 +4,19 @@ set -e
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IFS=$'\0'
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myPID=$$
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marketOpen=$([[ $(./getMarketHours.sh | jq '.option[].isOpen' | grep true | wc -l) -ne 0 ]] && echo true || echo false)
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if [[ ${marketOpen} == false ]]; then
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errMsg="The market is closed, exiting."
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systemd-cat -t "`basename $0` $1" -p info <<< ${errMsg}
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>&2 echo "${errMsg}"
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exit 2
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fi
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inputFile="$1"
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if [[ "" == "$inputFile" ]]; then
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latestFile="$(ls data/`date +%Y-%m-%d`/*\$SPX* | sort | tail -n 1)"
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systemd-cat -t "`basename $0` $1" -p debug <<< "Latest File: _${latestFile}_"
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inputFile=temp/orderInputFile.json
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bzip2 -dc < "${latestFile}" > "${inputFile}"
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inputFile=temp/orderInputFile.$$.json
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./getOptionChain.sh '$SPX' fromDate $(date "+%Y-%m-%d" -d "+40 days") toDate $(date "+%Y-%m-%d" -d "+46 days") > "${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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@@ -20,6 +27,7 @@ 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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echo "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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@@ -31,7 +39,7 @@ msg="Short Symbol: _${shortSymbol}_ Strike: _${shortStrike}_ Bid: _${shortBid}_
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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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jq '.putExpDateMap."'${dateKey}'"[]|map({symbol,delta,strikePrice,bid,ask,optionRoot}) | .[] | select(.optionRoot == "'${shortOptionRoot}'" and .strikePrice >= '${shortStrike}'-50 and .strikePrice < '${shortStrike}')' "${inputFile}" | head -n 8 > temp/longLeg.json
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longStrike=$(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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@@ -89,8 +97,11 @@ EOM
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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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if [[ "${noconfirm}" != "true" ]]; then
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echo Enter to continue, Ctrl+C to cancel _${noconfirm}_
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read
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fi
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./getNewAccessToken.sh
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curl -s -X POST \
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