Submit stop limit order following successful fill
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034769ffc0
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@ -85,7 +85,7 @@ call_credit_spread = create_credit_spread(
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call_spread_limit_price, 1
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call_spread_limit_price, 1
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)
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)
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entry_time = datetime.now(timezone.utc).isoformat()
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entry_time = datetime.now(timezone.utc)
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put_spread_result = tastytrade_client.submit_order(tastytrade_account, put_credit_spread)
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put_spread_result = tastytrade_client.submit_order(tastytrade_account, put_credit_spread)
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call_spread_result = tastytrade_client.submit_order(tastytrade_account, call_credit_spread)
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call_spread_result = tastytrade_client.submit_order(tastytrade_account, call_credit_spread)
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@ -104,7 +104,7 @@ def fill_time(position):
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def wait_for_fill():
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def wait_for_fill():
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while True:
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while True:
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positions = tastytrade_client.get_positions(tastytrade_account)
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positions = tastytrade_client.get_positions(tastytrade_account)
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positions = positions.get('data', {}).get('items', [])
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positions = positions.get('data', {}).get('items', []) # TODO: Client should handle this.
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print(positions)
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print(positions)
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# Consider only positions created after the order was submitted.
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# Consider only positions created after the order was submitted.
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new_positions = [position for position in positions if fill_time(position) > entry_time]
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new_positions = [position for position in positions if fill_time(position) > entry_time]
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@ -126,4 +126,28 @@ def wait_for_fill():
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put_spread_fill_price, call_spread_fill_price = wait_for_fill()
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put_spread_fill_price, call_spread_fill_price = wait_for_fill()
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print(f'Put Spread Fill Price: {put_spread_fill_price}')
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print(f'Put Spread Fill Price: {put_spread_fill_price}')
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print(f'Call Spread Fill Price: {call_spread_fill_price}')
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print(f'Call Spread Fill Price: {call_spread_fill_price}')
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put_spread_stop = put_spread_fill_price * 2.0
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put_spread_stop_order = create_stop_limit_order(
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contract(PUT, short_put_strike),
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contract(PUT, long_put_strike),
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stop_trigger = put_spread_stop - 0.25, # Allow for slippage.
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limit_price = put_spread_stop,
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quantity = 1
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)
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call_spread_stop = call_spread_fill_price * 2.0
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call_spread_stop_order = create_stop_limit_order(
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contract(CALL, short_call_strike),
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contract(CALL, long_call_strike),
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stop_trigger = call_spread_stop - 0.25, # Allow for slippage.
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limit_price = call_spread_stop,
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quantity = 1
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)
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put_spread_stop_result = tastytrade_client.submit_order(tastytrade_account, put_spread_stop_order)
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call_spread_stop_result = tastytrade_client.submit_order(tastytrade_account, call_spread_stop_order)
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print(put_spread_stop_result)
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print(call_spread_stop_result)
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