oc = OptionChain.fetch(client, stock["id"], symbol)
ed = oc['expiration_dates'][0]
ops = Option.in_chain(client, oc["id"], expiration_dates=[ed])
#
# enrich options with market data
#
ops = Option.mergein_marketdata_list(client, ops)
#
# genrate vertical spread table
#
width = 1
spread_type = "put"
spread_kind = "sell"
df = Vertical.gen_df(ops, width, spread_type, spread_kind)
#
# select the 4th row (should be a deep OTM put, credit spread)
#
index = int(len(ops) / 4)
vertical = df.iloc[[index]]
#
# create the order
#
direction = "credit"
legs = [{
"side": spread_kind,
"option": vertical["instrument"].values[0],
stock = Stock.mergein_marketdata_list(client, [stock])[0]
oc = OptionChain.fetch(client, stock["id"], symbol)
ed = oc['expiration_dates'][3]
ops = Option.in_chain(client, oc["id"], expiration_dates=[ed])
#
# enrich options with market data
#
ops = Option.mergein_marketdata_list(client, ops)
#
# genrate vertical spread table
#
width = 1
df = Vertical.gen_df(ops, width, "put", "sell")
#
# select the 4th row (should be a deep OTM put, credit spread)
#
vertical = df.iloc[[4]]
#
# create the order
#
direction = "credit"
legs = [{
"side": "sell",
"option": vertical["instrument"].values[0],
"position_effect": "open",