Rename method to monitor option spreads

This commit is contained in:
moshferatu 2024-02-28 11:20:10 -08:00
parent 2ca34e4004
commit d7bce267ca

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@ -22,7 +22,7 @@ load_dotenv()
# Necessary for monitoring spread prices asynchronously while interacting with the IBKR client. # Necessary for monitoring spread prices asynchronously while interacting with the IBKR client.
nest_asyncio.apply() nest_asyncio.apply()
def monitor_spread_price(trade: IronCondorTrade, spread_order: OptionOrder, client: Client): def monitor_spread(trade: IronCondorTrade, spread_order: OptionOrder, client: Client):
""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""" """""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""
Stop loss orders will not execute if trying to sell back a contract with no bid while paper trading. Stop loss orders will not execute if trying to sell back a contract with no bid while paper trading.
Therefore, the spread price must be monitored and the spread manually exited if the stop price is reached. Therefore, the spread price must be monitored and the spread manually exited if the stop price is reached.
@ -141,7 +141,7 @@ def _enter_iron_condor(entry_time: datetime):
logging.info(f'Call Spread Slippage: {call_spread_order.mid_price - call_spread_order.fill_price}') logging.info(f'Call Spread Slippage: {call_spread_order.mid_price - call_spread_order.fill_price}')
logging.info(f'Options Chain Call Spread Slippage: {call_spread_price - call_spread_order.fill_price}') logging.info(f'Options Chain Call Spread Slippage: {call_spread_price - call_spread_order.fill_price}')
monitor_spread_price(trade, call_spread_order, ibkr_client) monitor_spread(trade, call_spread_order, ibkr_client)
short_put_leg = OptionLeg(symbol, expiration, short_put_strike, PUT, SELL, sub_symbol) short_put_leg = OptionLeg(symbol, expiration, short_put_strike, PUT, SELL, sub_symbol)
long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol) long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol)
@ -152,7 +152,7 @@ def _enter_iron_condor(entry_time: datetime):
logging.info(f'Put Spread Slippage: {put_spread_order.mid_price - put_spread_order.fill_price}') logging.info(f'Put Spread Slippage: {put_spread_order.mid_price - put_spread_order.fill_price}')
logging.info(f'Options Chain Put Spread Slippage: {put_spread_price - put_spread_order.fill_price}') logging.info(f'Options Chain Put Spread Slippage: {put_spread_price - put_spread_order.fill_price}')
monitor_spread_price(trade, put_spread_order, ibkr_client) monitor_spread(trade, put_spread_order, ibkr_client)
insert_trade(trade, call_spread_order, put_spread_order) insert_trade(trade, call_spread_order, put_spread_order)