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2 Commits
bd4ec63a0f
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ec4067deb6
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@ -1,11 +1,12 @@
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from datetime import datetime
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from datetime import datetime, timezone
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from dotenv import load_dotenv
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from dotenv import load_dotenv
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from ibkr import Client
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from ibkr import Client
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from option_type import CALL, PUT
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from option_type import CALL, PUT
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from os import getenv
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from os import getenv
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from tastytrade import Tastytrade
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from tastytrade import Tastytrade
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from tastytrade.order import create_credit_spread
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from tastytrade.order import create_credit_spread, create_stop_limit_order
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from tastytrade.symbology import zero_dte_spx_contract as contract
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from tastytrade.symbology import zero_dte_spx_contract as contract
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from time import sleep
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load_dotenv()
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load_dotenv()
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@ -84,8 +85,69 @@ 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)
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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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print(put_spread_result)
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print(put_spread_result)
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print(call_spread_result)
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print(call_spread_result)
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def spread_fill_price(short_position, long_position):
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short_leg_price = float(short_position['average-open-price'])
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long_leg_price = float(long_position['average-open-price'])
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return short_leg_price - long_leg_price
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def fill_time(position):
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return datetime.strptime(position["created-at"], '%Y-%m-%dT%H:%M:%S.%f%z')
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def wait_for_fill():
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while True:
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positions = tastytrade_client.get_positions(tastytrade_account)
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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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# 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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if len(new_positions) == 4: # Assuming no other positions, 4 legs in an iron condor.
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short_put = next(p for p in new_positions if str(int(short_put_strike)) in p['symbol'])
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long_put = next(p for p in new_positions if str(int(long_put_strike)) in p['symbol'])
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short_call = next(p for p in new_positions if str(int(short_call_strike)) in p['symbol'])
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long_call = next(p for p in new_positions if str(int(long_call_strike)) in p['symbol'])
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put_spread_fill_price = spread_fill_price(short_put, long_put)
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call_spread_fill_price = spread_fill_price(short_call, long_call)
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return put_spread_fill_price, call_spread_fill_price
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# If not all positions are filled, sleep for a few seconds, then retry.
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sleep(3)
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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'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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