2023-10-09 20:09:02 +00:00
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from datetime import datetime
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from dotenv import load_dotenv
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from os import getenv
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from tastytrade import Tastytrade
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load_dotenv()
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account = getenv("TASTYTRADE_ACCOUNT")
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username = getenv("TASTYTRADE_USERNAME")
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password = getenv("TASTYTRADE_PASSWORD")
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client = Tastytrade(username, password)
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client.login()
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current_date = datetime.now().strftime('%y%m%d')
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symbol_prefix = f'.SPXW{current_date}'
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option_chain_data = client.get_option_chain_compact('SPX')['data']['items'][0]
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streamer_symbols = option_chain_data['streamer-symbols']
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zero_dte_symbols = [symbol for symbol in streamer_symbols if symbol.startswith(symbol_prefix)]
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2024-07-06 12:12:01 +00:00
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client.stream_quotes(zero_dte_symbols)
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