Class: Tda::Option

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

Overview

class Schwab

include HTTParty
debug_output $stdout
base_uri 'https://api.schwabapi.com/marketdata/v1'

end

Class Method Summary collapse

Class Method Details

.close_credit_call ⇒ Object 



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# File 'app/models/tda/option.rb', line 257

def self.close_credit_call
end

.close_long_debit_call_spread ⇒ Object 



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# File 'app/models/tda/option.rb', line 259

def self.close_long_debit_call_spread
end

.close_short_debit_put_spread ⇒ Object 



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# File 'app/models/tda/option.rb', line 261

def self.close_short_debit_put_spread
end

.create_credit_call(outer:, inner:, q:, price:) ⇒ Object 



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# File 'app/models/tda/option.rb', line 272

def self.create_credit_call outer:, inner:, q:, price:
  query = {
    orderType: "NET_DEBIT",
    session: "NORMAL",
    price: price,
    duration: "DAY",
    orderStrategyType: "SINGLE",
    orderLegCollection: [
      {
        instruction: "BUY_TO_OPEN",
        quantity: q,
        instrument: {
          symbol: outer.symbol,
          assetType: "OPTION",
        },
      },
      {
        instruction: "SELL_TO_OPEN",
        quantity: q,
        instrument: {
          symbol: inner.symbol,
          assetType: "OPTION",
        },
      },
    ],
  }
  File.write('tmp/query.json', JSON.pretty_generate( query ))
  puts! query, 'query'

  return

  headers = {
    Authorize: "Bearer #{::TD_AMERITRADE[:access_token]}",
  }

  path = "/v1/accounts/#{::TD_AMERITRADE[:accountId]}/orders"
  puts! path, 'path'
  out = self.post path, { query: query, headers: headers }
  timestamp = DateTime.parse out.headers['date']
  out = out.parsed_response.deep_symbolize_keys
  puts! out, 'created credit call?'
end

.create_long_debit_call_spread ⇒ Object 



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# File 'app/models/tda/option.rb', line 314

def self.create_long_debit_call_spread
end

.create_short_debit_put_spread ⇒ Object 



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# File 'app/models/tda/option.rb', line 316

def self.create_short_debit_put_spread
end

.get_chains(params) ⇒ Object

Get entire chains for a ticker params: { ticker, force }

2024-08-09

Continue

2024-08-21

Continue : )



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# File 'app/models/tda/option.rb', line 26

def self.get_chains params
  filename = "./data/schwab/#{Time.now.to_date.to_s}-#{params[:ticker]}-chains.json"
  if !params[:force] && File.exists?(filename)
    return JSON.parse File.read filename

  else
    profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
    query = { symbol: params[:ticker] } ## use 'GME' as symbol here even though a symbol is eg 'GME_021023P2.5'
    # puts! query, 'query'

    headers = {
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_access_token]}",
    }
    path = "/chains"
    out = self.get path, {
      headers: headers,
      query: query }
    timestamp = DateTime.parse out.headers['date']
    out = out.parsed_response
    puts! out, 'outs'

    outs = []
    %w| put call |.each do |contractType|
      _out = out["#{contractType}ExpDateMap"]
      _out.each do |date, vs| ## date="2023-02-10:5"
        vs.each do |strike, _v| ## strike="18.5"
          _v = _v[0] ## weird, keep
          # puts! _v, '_v'

          v = {
            putCall: _v['putCall'],
            symbol:  _v['symbol'],
            bid: _v['bid'],
            ask: _v['ask'],
            last: _v['last'],
            totalVolume: _v['totalVolume'],
            openInterest: _v['openInterest'],
            strikePrice: _v['strikePrice'],
            expirationDate: _v['expirationDate'],
          }
          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 |out|
      opi = ::Iro::Priceitem.create( out )
      if !opi.persisted?
        puts! opi.errors.full_messages, "Cannot create PriceItem"
      end
    end

    File.write filename, out.to_json
    return out
  end
end

.get_quote(params) ⇒ Object

2023-03-18 This is what I should be using to check if a position should be rolled. 2026-02-23 Used a lot but @deprecated, use get_quote_h



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# File 'app/models/tda/option.rb', line 96

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

.get_quotes(params) ⇒ Object

params: contractType, strike, expirationDate, ticker

params = { contractType: ‘PUT’, ticker: ‘GME’, expirationDate: ‘2026-02-20’ } outs = Tda::Option.get_quotes params

params = { contractType: ‘PUT’, ticker: ‘GME’, fromDate: ‘2026-02-20’, toDate: ‘2026-02-20’ }

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 111

def self.get_quotes params
  puts! params, 'core Tda::Option#get_quotes...'

  profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
  opts = {}

  #
  # Validate input ???
  #
  validOpts = %i| contractType |
  validOpts.each do |s|
    if params[s]
      opts[s] = params[s]
    else
      raise Iro::InputError.new("Invalid input z1, missing '#{s}'.")
    end
  end
  if params[:expirationDate]
    opts[:fromDate] = opts[:toDate] = params[:expirationDate].to_s[0...10]
  elsif params[:fromDate] && params[:toDate]
    opts[:fromDate] = params[:fromDate].to_s[0...10]
    opts[:toDate]   = params[:toDate].to_s[0...10]
  else
    raise Iro::InputError.new("Invalid input z2, missing 'expirationDate' or both fromDate,toDate .")
  end
  if params[:ticker]
    opts[:symbol] = params[:ticker].upcase
  else
    raise Iro::InputError.new("Invalid input z3, missing 'ticker'.")
  end

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

  ## query = { contractType: "PUT", toDate: "2026-02-26", fromDate: "2026-02-26", symbol: "TSLA", strike: 395.0}
  query = { }.merge opts
  # puts! query, 'query'

  out = self.get( "/chains", {
    headers: {
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_access_token]}",
    },
    query: query,
  })
  # puts! out, '/chains --'
  timestamp = DateTime.parse out.headers['date']
  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, 'Tda::Option.get_quotes out'
  return outs
end

.get_quotes_h(params) ⇒ Object

2026-02-23 use this instead.



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# File 'app/models/tda/option.rb', line 180

def self.get_quotes_h params
  puts! params, 'Tda::Option#get_quotes_h ...'

  profile = Wco::Profile.find_by email: 'piousbox@gmail.com'
  opts = {}

  #
  # Validate input ???
  #
  validOpts = %i| contractType |
  validOpts.each do |s|
    if params[s]
      opts[s] = params[s]
    else
      raise Iro::InputError.new("Invalid input z1, missing '#{s}'.")
    end
  end
  if params[:expirationDate]
    opts[:fromDate] = opts[:toDate] = params[:expirationDate].to_s[0...10]
  elsif params[:fromDate] && params[:toDate]
    opts[:fromDate] = params[:fromDate].to_s[0...10]
    opts[:toDate]   = params[:toDate].to_s[0...10]
  else
    raise Iro::InputError.new("Invalid input z2, missing 'expirationDate' or both fromDate,toDate .")
  end
  if params[:ticker]
    opts[:symbol] = params[:ticker].upcase
  else
    raise Iro::InputError.new("Invalid input z3, missing 'ticker'.")
  end

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

  ## query = { contractType: "PUT", toDate: "2026-02-26", fromDate: "2026-02-26", symbol: "TSLA", strike: 395.0}
  query = { }.merge opts
  puts! query, 'query'

  results = self.get( "/chains", {
    headers: {
      accept:        'application/json',
      Authorization: "Bearer #{profile[:schwab_access_token]}",
    },
    query: query,
  })
  # puts! results, '/chains --'
  timestamp = DateTime.parse results.headers['date']
  results = results.parsed_response.deep_symbolize_keys

  ## expdate, putcall, strike, price -and-
  ## expdate, putcall, strike, delta ...
  outs = {}
  [ 'PUT', 'CALL' ].each do |contract_type|
    tmp_sym     = "#{contract_type.to_s.downcase}ExpDateMap".to_sym
    if results[tmp_sym]
      tmp_results = results[tmp_sym]
      tmp_results.each do |date, vs|
        vs.each do |strike, _v|
          v = _v[0]
          v = v.except( :lastSize, :optionDeliverablesList, :settlementType,
            :deliverableNote, :pennyPilot, :mini )
          v[:timestamp] = timestamp
          v[:price] = ( v[:bid]+v[:ask] )/2

          outs[date[0...10]] ||= {}
          outs[date[0...10]][contract_type] ||= {}
          outs[date[0...10]][contract_type][v[:strikePrice]] = v
        end
      end
    end
  end

  # puts! outs, 'Tda::Option.get_quotes_h:'
  return outs
end

.get_token ⇒ Object 



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# File 'app/models/tda/option.rb', line 264

def self.get_token
  opts = {
    grant_type: 'authorization_code',
    access_type: 'offline',
    code: ::TD_AMERITRADE[:code],
  }
end