Determine the fill price of each spread

iron_condor.py

@@ -1,11 +1,12 @@
-from datetime import datetime
+from datetime import datetime, timezone
 from dotenv import load_dotenv
 from ibkr import Client
 from option_type import CALL, PUT
 from os import getenv
 from tastytrade import Tastytrade
-from tastytrade.order import create_credit_spread
+from tastytrade.order import create_credit_spread, create_stop_limit_order
 from tastytrade.symbology import zero_dte_spx_contract as contract
+from time import sleep
 
 load_dotenv()
 
@@ -84,8 +85,45 @@ call_credit_spread = create_credit_spread(
     call_spread_limit_price, 1
 )
 
+entry_time = datetime.now(timezone.utc).isoformat()
+
 put_spread_result = tastytrade_client.submit_order(tastytrade_account, put_credit_spread)
 call_spread_result = tastytrade_client.submit_order(tastytrade_account, call_credit_spread)
 
 print(put_spread_result)
-print(call_spread_result)
+print(call_spread_result)
+
+def spread_fill_price(short_position, long_position):
+    short_leg_price = float(short_position['average-open-price'])
+    long_leg_price = float(long_position['average-open-price'])
+    return short_leg_price - long_leg_price
+
+def fill_time(position):
+    return datetime.strptime(position["created-at"], '%Y-%m-%dT%H:%M:%S.%f%z')
+
+def wait_for_fill():
+    while True:
+        positions = tastytrade_client.get_positions(tastytrade_account)
+        positions = positions.get('data', {}).get('items', [])
+        print(positions)
+        # Consider only positions created after the order was submitted.
+        new_positions = [position for position in positions if fill_time(position) > entry_time]
+
+        if len(new_positions) == 4: # Assuming no other positions, 4 legs in an iron condor.
+            short_put = next(p for p in new_positions if str(int(short_put_strike)) in p['symbol'])
+            long_put = next(p for p in new_positions if str(int(long_put_strike)) in p['symbol'])
+            short_call = next(p for p in new_positions if str(int(short_call_strike)) in p['symbol'])
+            long_call = next(p for p in new_positions if str(int(long_call_strike)) in p['symbol'])
+
+            put_spread_fill_price = spread_fill_price(short_put, long_put)
+            call_spread_fill_price = spread_fill_price(short_call, long_call)
+            
+            return put_spread_fill_price, call_spread_fill_price
+
+        # If not all positions are filled, sleep for a few seconds, then retry.
+        sleep(3)
+
+put_spread_fill_price, call_spread_fill_price = wait_for_fill()
+
+print(f'Put Spread Fill Price: {put_spread_fill_price}')
+print(f'Call Spread Fill Price: {call_spread_fill_price}')