27 lines
1.0 KiB
Python
27 lines
1.0 KiB
Python
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"""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""
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This example does not currently work.
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The DXLink connection does not currently support options data.
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Refer to the comments on this video: https://www.youtube.com/watch?v=qHL4Jy6yIC8
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"""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""
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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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client.start_streaming(zero_dte_symbols)
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