Remove limit price logging as limit orders are not currently being used
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4c0c72446a
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815fdfd043
@ -121,18 +121,14 @@ def _enter_iron_condor(entry_time: datetime):
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long_call_leg = OptionLeg(symbol, expiration, long_call_strike, CALL, BUY, sub_symbol)
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long_call_leg = OptionLeg(symbol, expiration, long_call_strike, CALL, BUY, sub_symbol)
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call_spread_order = ibkr_client.submit_spread_order(short_call_leg, long_call_leg)
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call_spread_order = ibkr_client.submit_spread_order(short_call_leg, long_call_leg)
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call_spread_mid = call_spread_order.mid_price
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logging.info(f'Call Spread Mid Price: {call_spread_order.mid_price}')
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call_spread_limit = call_spread_order.limit_price
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logging.info(f'Call Spread Fill Price: {call_spread_order.fill_price}')
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call_spread_fill = call_spread_order.fill_price
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logging.info(f'Call Spread Slippage: {call_spread_order.fill_price - call_spread_order.mid_price}')
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logging.info(f'Call Spread Mid Price: {call_spread_mid}')
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logging.info(f'Call Spread Limit Price: {call_spread_limit}')
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logging.info(f'Call Spread Fill Price: {call_spread_fill}')
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logging.info(f'Call Spread Slippage: {call_spread_fill - call_spread_mid}')
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monitor_spread_price(
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monitor_spread_price(
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short_leg = short_call_leg,
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short_leg = short_call_leg,
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long_leg = long_call_leg,
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long_leg = long_call_leg,
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stop_price = call_spread_fill * 2,
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stop_price = call_spread_order.fill_price * 2,
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client = ibkr_client
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client = ibkr_client
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)
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)
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@ -140,18 +136,14 @@ def _enter_iron_condor(entry_time: datetime):
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long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol)
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long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol)
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put_spread_order = ibkr_client.submit_spread_order(short_put_leg, long_put_leg)
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put_spread_order = ibkr_client.submit_spread_order(short_put_leg, long_put_leg)
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put_spread_mid = put_spread_order.mid_price
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logging.info(f'Put Spread Mid Price: {put_spread_order.mid_price}')
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put_spread_limit = put_spread_order.limit_price
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logging.info(f'Put Spread Fill Price: {put_spread_order.fill_price}')
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put_spread_fill = put_spread_order.fill_price
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logging.info(f'Put Spread Slippage: {put_spread_order.fill_price - put_spread_order.mid_price}')
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logging.info(f'Put Spread Mid Price: {put_spread_mid}')
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logging.info(f'Put Spread Limit Price: {put_spread_limit}')
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logging.info(f'Put Spread Fill Price: {put_spread_fill}')
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logging.info(f'Put Spread Slippage: {put_spread_fill - put_spread_mid}')
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monitor_spread_price(
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monitor_spread_price(
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short_leg = short_put_leg,
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short_leg = short_put_leg,
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long_leg = long_put_leg,
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long_leg = long_put_leg,
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stop_price = put_spread_fill * 2,
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stop_price = put_spread_order.fill_price * 2,
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client = ibkr_client
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client = ibkr_client
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)
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)
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