options-automation/iron_condor.py

from datetime import datetime
from dotenv import load_dotenv
from ibkr import Client
from os import getenv
from tastytrade import Tastytrade

load_dotenv()

ibkr_host = getenv("IBKR_HOST")
ibkr_port = getenv("IBKR_PORT")
ibkr_client = Client(host = ibkr_host, port = ibkr_port)

tastytrade_account = getenv("TASTYTRADE_ACCOUNT")
tastytrade_username = getenv("TASTYTRADE_USERNAME")
tastytrade_password = getenv("TASTYTRADE_PASSWORD")
tastytrade_client = Tastytrade(tastytrade_username, tastytrade_password)
tastytrade_client.login()

underlying_ticker = ibkr_client.get_ticker('SPX', 'CBOE')
current_price = underlying_ticker.last

# Filtering strikes based on distance from current price speeds up the request.
max_strike_distance = 100
def contract_filter(contract):
    if contract.right == 'C':
        return contract.strike <= (current_price + max_strike_distance) and contract.strike >= current_price
    return contract.strike <= current_price and contract.strike >= (current_price - max_strike_distance)

# The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
option_chain = ibkr_client.get_option_chain('SPX', datetime.now(), sub_symbol = 'SPXW', contract_filter = contract_filter)
print(option_chain)