diff --git a/iron_condor.py b/iron_condor.py
index dce4054..799d705 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -10,9 +10,10 @@ from dotenv import load_dotenv
 from ibkr import Client, OptionLeg
 from ibkr.option_type import CALL, PUT
 from ibkr.order_action import BUY, SELL
+from options_chain import OptionsChain
+from option_type import OptionType
 from os import getenv
 from pytz import timezone
-from tradestation import TradeStationClient
 
 load_dotenv()
 
@@ -96,35 +97,21 @@ def _enter_iron_condor():
     # The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
     symbol, sub_symbol = 'SPX', 'SPXW'
     expiration = datetime.now()
-    
-    tradestation_client = TradeStationClient(getenv('TRADESTATION_REFRESH_TOKEN'))
 
-    option_chain = tradestation_client.get_options_chain('$SPXW.X', expiration)
-    logging.info(option_chain)
+    options_chain = OptionsChain('$SPXW.X', datetime.now())
+    logging.info(options_chain)
 
-    target_delta = 0.10
-
-    def closest_contract_by_delta(target_delta, option_chain, option_type):
-        options = option_chain[option_chain['Type'] == option_type].copy()
-        options['Delta Distance'] = abs(options['Delta'] - target_delta)
-        return options.loc[options['Delta Distance'].idxmin()]
-
-    # Find the strikes that minimize the distance to the target delta.
-    short_put_contract = closest_contract_by_delta(-target_delta, option_chain, 'PUT')
-    short_call_contract = closest_contract_by_delta(target_delta, option_chain, 'CALL')
+    credit_target = float(getenv('CREDIT_TARGET'))
+    short_put_contract = options_chain.closest_contract_by_credit(credit_target, OptionType.PUT)
+    short_call_contract = options_chain.closest_contract_by_credit(credit_target, OptionType.CALL)
 
     # When selecting long strikes, minimize the distance to a 50 point spread.
     # TODO: Select long strike based on preferred price.
     target_long_put_strike = short_put_contract['Strike'] - 50
     target_long_call_strike = short_call_contract['Strike'] + 50
 
-    def closest_contract_by_strike(target_strike, option_chain, option_type):
-        options = option_chain[option_chain['Type'] == option_type].copy()
-        options['Strike Distance'] = abs(options['Strike'] - target_strike)
-        return options.loc[options['Strike Distance'].idxmin()]
-
-    long_put_contract = closest_contract_by_strike(target_long_put_strike, option_chain, 'PUT')
-    long_call_contract = closest_contract_by_strike(target_long_call_strike, option_chain, 'CALL')
+    long_put_contract = options_chain.closest_contract_by_strike(target_long_put_strike, OptionType.PUT)
+    long_call_contract = options_chain.closest_contract_by_strike(target_long_call_strike, OptionType.CALL)
 
     # Build the iron condor.
     short_put_strike = float(short_put_contract['Strike'])
@@ -188,7 +175,7 @@ def _enter_iron_condor():
     trade_records.append({
         'Date': now.date(),
         'Symbol': symbol,
-        'Strategy': f'{int(target_delta * 100)} Delta Iron Condor',
+        'Strategy': f'${credit_target:.2f} Iron Condor',
         'Entry Time': now,
         'Exit Time': None,
         'Spreads': [call_spread_details, put_spread_details],