Class: Tda::Option

Inherits:
Object
  • Object
show all
Includes:
HTTParty
Defined in:
app/models/tda/option.rb

Class Method Summary collapse

Class Method Details

.get_chain(params) ⇒ Object

2023-02-05 vp

Gets the entire chain



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# File 'app/models/tda/option.rb', line 13

def self.get_chain params
  opts = { symbol: params[:ticker] } ## use 'GME' as symbol here even though a symbol is eg 'GME_021023P2.5'
  query = { apikey: ::TD_AMERITRADE[:apiKey] }.merge opts
  puts! query, 'input opts'

  path = "/v1/marketdata/chains"
  out = self.get path, { query: query }
  timestamp = DateTime.parse out.headers['date']
  out = out.parsed_response.deep_symbolize_keys


  outs = []
  %w| put call |.each do |contractType|
    tmp_sym = "#{contractType}ExpDateMap".to_sym
    _out = out[tmp_sym]
    _out.each do |date, vs| ## date="2023-02-10:5"
      vs.each do |strike, _v| ## strike="18.5"
        v = _v[0] ## v={} many attrs
        v = v.except( :lastSize, :optionDeliverablesList, :settlementType,
          :deliverableNote, :pennyPilot, :mini )
        v.each do |k, i|
          if i == 'NaN'
            v[k] = nil
          end
        end

        v[:timestamp] = timestamp
        v[:ticker] = params[:ticker]
        outs.push( v )
      end
    end
  end

  outs.each do |x|
    opi = ::Iro::OptionPriceItem.create( x )
    if !opi.persisted?
      puts! opi.errors.full_messages, "Cannot create OptionPriceItem"
    end
  end
end

.get_quote(params) ⇒ Object

2023-03-18 vp This is what I should be using to check if a position should be rolled.



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# File 'app/models/tda/option.rb', line 57

def self.get_quote params
  OpenStruct.new ::Tda::Option.get_quotes(params)[0]
end

.get_quotes(params) ⇒ Object

params: contractType, strike, expirationDate, ticker

ow = { contractType: ‘PUT’, ticker: ‘GME’, date: ‘2022-12-09’ } query = :toDate=>“2022-12-09”, :fromDate=>“2022-12-09”, :symbol=>“GME”

2023-02-04 vp

Too specific, but I want the entire chain, every 1-min

2023-02-06 vp

Continue.



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# File 'app/models/tda/option.rb', line 70

def self.get_quotes params
  puts! params, 'Tda::Option#get_quotes'
  opts = {}

  #
  # Validate input ???
  #
  validOpts = %i| contractType |
  validOpts.each do |s|
    if params[s]
      opts[s] = params[s]
    else
      raise Iro::InputError.new("Invalid input, missing '#{s}'.")
    end
  end
  if params[:expirationDate]
    opts[:fromDate] = opts[:toDate] = params[:expirationDate]
  else
    raise Iro::InputError.new("Invalid input, missing 'date'.")
  end
  if params[:ticker]
    opts[:symbol] = params[:ticker].upcase
  else
    raise Iro::InputError.new("Invalid input, missing 'ticker'.")
  end

  if params[:strike]
    opts[:strike] = params[:strike]
  end

  query = { apikey: ::TD_AMERITRADE[:apiKey] }.merge opts
  puts! query, 'input opts'

  path = "/v1/marketdata/chains"
  out = self.get path, { query: query }
  timestamp = DateTime.parse out.headers['date']
  ## out = HTTParty.get "https://api.tdameritrade.com#{path}", { query: query }
  out = out.parsed_response.deep_symbolize_keys


  tmp_sym = "#{opts[:contractType].to_s.downcase}ExpDateMap".to_sym
  outs = []
  out = out[tmp_sym]
  out.each do |date, vs|
    vs.each do |strike, _v|
      v = _v[0]
      v = v.except( :lastSize, :optionDeliverablesList, :settlementType,
        :deliverableNote, :pennyPilot, :mini )
      v[:timestamp] = timestamp
      outs.push( v )
    end
  end

  puts! outs, 'outs'
  return outs
end