Add helper utility for retrieving and interacting with an options chain

options_chain.py

@@ -0,0 +1,38 @@
+from datetime import datetime
+from dotenv import load_dotenv
+from os import getenv
+
+from tradestation import TradeStationClient
+
+from option_type import OptionType
+
+load_dotenv()
+
+class OptionsChain:
+
+    def __init__(self, symbol, expiration):
+        self.symbol = symbol
+        self.expiration = expiration
+        self.options_chain = self.get_options_chain(symbol, expiration)
+
+    def get_options_chain(self, symbol: str, expiration: datetime):
+        tradestation_client = TradeStationClient(getenv('TRADESTATION_REFRESH_TOKEN'))
+        return tradestation_client.get_options_chain(symbol, expiration)
+
+    def options_by_type(self, option_type: OptionType):
+        return self.options_chain[self.options_chain['Type'] == option_type.value].copy()
+
+    def closest_contract_by_credit(self, target_credit: float, option_type: OptionType):
+        options = self.options_by_type(option_type)
+        options['Credit Distance'] = abs(options['Bid'] - target_credit)
+        return options.loc[options['Credit Distance'].idxmin()]
+
+    def closest_contract_by_delta(self, target_delta: float, option_type: OptionType):
+        options = self.options_by_type(option_type)
+        options['Delta Distance'] = abs(options['Delta'] - target_delta)
+        return options.loc[options['Delta Distance'].idxmin()]
+
+    def closest_contract_by_strike(self, target_strike: float, option_type: OptionType):
+        options = self.options_by_type(option_type)
+        options['Strike Distance'] = abs(options['Strike'] - target_strike)
+        return options.loc[options['Strike Distance'].idxmin()]