iron_condor.py

@@ -1,12 +1,11 @@
-from datetime import datetime, timezone
+from datetime import datetime
 from dotenv import load_dotenv
 from ibkr import Client
 from option_type import CALL, PUT
 from os import getenv
 from tastytrade import Tastytrade
-from tastytrade.order import create_credit_spread, create_stop_limit_order
+from tastytrade.order import create_credit_spread
 from tastytrade.symbology import zero_dte_spx_contract as contract
-from time import sleep
 
 load_dotenv()
 
@@ -85,69 +84,8 @@ call_credit_spread = create_credit_spread(
     call_spread_limit_price, 1
 )
 
-entry_time = datetime.now(timezone.utc)
-
 put_spread_result = tastytrade_client.submit_order(tastytrade_account, put_credit_spread)
 call_spread_result = tastytrade_client.submit_order(tastytrade_account, call_credit_spread)
 
 print(put_spread_result)
-print(call_spread_result)
+print(call_spread_result)
-
-def spread_fill_price(short_position, long_position):
-    short_leg_price = float(short_position['average-open-price'])
-    long_leg_price = float(long_position['average-open-price'])
-    return short_leg_price - long_leg_price
-
-def fill_time(position):
-    return datetime.strptime(position["created-at"], '%Y-%m-%dT%H:%M:%S.%f%z')
-
-def wait_for_fill():
-    while True:
-        positions = tastytrade_client.get_positions(tastytrade_account)
-        positions = positions.get('data', {}).get('items', []) # TODO: Client should handle this.
-        print(positions)
-        # Consider only positions created after the order was submitted.
-        new_positions = [position for position in positions if fill_time(position) > entry_time]
-
-        if len(new_positions) == 4: # Assuming no other positions, 4 legs in an iron condor.
-            short_put = next(p for p in new_positions if str(int(short_put_strike)) in p['symbol'])
-            long_put = next(p for p in new_positions if str(int(long_put_strike)) in p['symbol'])
-            short_call = next(p for p in new_positions if str(int(short_call_strike)) in p['symbol'])
-            long_call = next(p for p in new_positions if str(int(long_call_strike)) in p['symbol'])
-
-            put_spread_fill_price = spread_fill_price(short_put, long_put)
-            call_spread_fill_price = spread_fill_price(short_call, long_call)
-            
-            return put_spread_fill_price, call_spread_fill_price
-
-        # If not all positions are filled, sleep for a few seconds, then retry.
-        sleep(3)
-
-put_spread_fill_price, call_spread_fill_price = wait_for_fill()
-
-print(f'Put Spread Fill Price: {put_spread_fill_price}')
-print(f'Call Spread Fill Price: {call_spread_fill_price}')
-
-put_spread_stop = put_spread_fill_price * 2.0
-put_spread_stop_order = create_stop_limit_order(
-    contract(PUT, short_put_strike), 
-    contract(PUT, long_put_strike), 
-    stop_trigger = put_spread_stop - 0.25, # Allow for slippage.
-    limit_price = put_spread_stop, 
-    quantity = 1
-)
-
-call_spread_stop = call_spread_fill_price * 2.0
-call_spread_stop_order = create_stop_limit_order(
-    contract(CALL, short_call_strike), 
-    contract(CALL, long_call_strike), 
-    stop_trigger = call_spread_stop - 0.25, # Allow for slippage.
-    limit_price = call_spread_stop, 
-    quantity = 1
-)
-
-put_spread_stop_result = tastytrade_client.submit_order(tastytrade_account, put_spread_stop_order)
-call_spread_stop_result = tastytrade_client.submit_order(tastytrade_account, call_spread_stop_order)
-
-print(put_spread_stop_result)
-print(call_spread_stop_result)