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
from tastytrade.symbology import zero_dte_spx_contract as contract

load_dotenv()

ibkr_host = getenv('IBKR_HOST')
ibkr_port = getenv('IBKR_PORT')
ibkr_client = Client(host = ibkr_host, port = ibkr_port)

tastytrade_account = getenv('TASTYTRADE_ACCOUNT')
tastytrade_username = getenv('TASTYTRADE_USERNAME')
tastytrade_password = getenv('TASTYTRADE_PASSWORD')
tastytrade_client = Tastytrade(tastytrade_username, tastytrade_password)
tastytrade_client.login()

underlying_ticker = ibkr_client.get_ticker('SPX', 'CBOE')
current_price = underlying_ticker.last

# Filtering strikes based on distance from current price speeds up the request.
max_strike_distance = 100
def contract_filter(contract):
    if contract.right == 'C':
        return contract.strike <= (current_price + max_strike_distance) and contract.strike >= current_price
    return contract.strike <= current_price and contract.strike >= (current_price - max_strike_distance)

# The weekly symbol for SPX (SPXW) is required in order to distinguish from monthly options.
option_chain = ibkr_client.get_option_chain('SPX', datetime.now(), sub_symbol = 'SPXW', contract_filter = contract_filter)
print(option_chain)

target_delta = 0.20

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)

# 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)

# Build the iron condor.
short_put_strike = float(short_put_contract['Strike'])
long_put_strike = float(long_put_contract['Strike'])
short_call_strike = float(short_call_contract['Strike'])
long_call_strike = float(long_call_contract['Strike'])

put_spread_limit_price = short_put_contract['Bid'] - long_put_contract['Ask'] - 0.05 # Yield to the MMs.
call_spread_limit_price = short_call_contract['Bid'] - long_call_contract['Ask'] - 0.05

print("Short Put Strike:", short_put_strike)
print('Long Put Strike:', long_put_strike)
print('Put Spread Limit Price:', put_spread_limit_price)
print('Short Call Strike:', short_call_strike)
print('Long Call Strike:', long_call_strike)
print('Call Spread Limit Price:', call_spread_limit_price)

put_credit_spread = create_credit_spread(
    contract(PUT, short_put_strike), 
    contract(PUT, long_put_strike), 
    put_spread_limit_price, 1
)
call_credit_spread = create_credit_spread(
    contract(CALL, short_call_strike), 
    contract(CALL, long_call_strike), 
    call_spread_limit_price, 1
)

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)