def events_orders(file_results):
events_orders = []
for item in file_results:
if item['state'] == 'confirmed' and item['type'] != 'expiration':
option_instrument = item['option']
fetched_row = get_option_instruments(option_instrument)
instrument_values = handle_fetched_option_instrument_data(
fetched_row, option_instrument)
strike_price, chain_symbol = instrument_values[
0], instrument_values[1]
shares = float(item['quantity']) * 100
fees = (float(strike_price) * shares) - float(
item['total_cash_amount'])
side = "buy" if item['direction'] == "debit" else "sell"
event_order = {
"fees": fees,
"side": side,
"quantity": shares,
"last_transaction_at": item["updated_at"],
"price": strike_price,
"simple_name": f"Events ({item['type']})",
"symbol": chain_symbol,
}
events_orders.append(event_order)
return events_orders
def events(file_results):
events = []
for item in file_results:
if item['state'] == 'confirmed':
option_instrument = item['option']
fetched_row = get_option_instruments(option_instrument)
instrument_values = handle_fetched_option_instrument_data(
fetched_row, option_instrument)
(item['strike_price'], item['chain_symbol'], item['option_type'],
item['expiration_date']) = instrument_values
events.append(item)
return events
def options(file_results):
options = []
for item in file_results:
if item['state'] == 'filled' or len(item['legs'][0]['executions']) > 0:
for leg in item['legs']:
option = {}
option['opening_strategy'] = item['opening_strategy'] or 'None'
option['closing_strategy'] = item['closing_strategy'] or 'None'
option['updated_at'] = item['updated_at']
try:
option_instrument_url = leg["option"]
option['direction'] = leg["side"]
option_instrument_data = get_option_instruments(
option_instrument_url)
option_instrument_values = handle_fetched_option_instrument_data(
option_instrument_data,
option_instrument_url,
)
(option['strike_price'], option['chain_symbol'],
option['option_type'],
option['expiration_date']) = option_instrument_values
total_quantity = 0
total_price = 0
for execution in leg['executions']:
total_price += (float(execution['price']) *
float(execution['quantity']))
total_quantity += float(execution['quantity'])
avg_price = total_price / total_quantity
option['quantity'] = total_quantity
option['price'] = avg_price
option['premium'] = avg_price * 100
option['processed_premium'] = (avg_price *
100) * total_quantity
options.append(option)
except Exception as e:
print("There was an error fetching the instrument", str(e))
return options
def events_options(file_results):
events_options = []
for item in file_results:
if item['state'] == 'confirmed':
option_instrument = item['option']
quantity = item['quantity']
fetched_row = get_option_instruments(option_instrument)
instrument_values = handle_fetched_option_instrument_data(
fetched_row, option_instrument)
(strike_price, chain_symbol, option_type,
expiration_date) = instrument_values
direction = item['direction']
if direction == "debit":
direction = "buy"
else:
direction = "sell"
# if item["type"] == "exercise":
# direction = "sell"
event_option = {
"updated_at": item["updated_at"],
"expiration_date": expiration_date,
"strike_price": strike_price,
"chain_symbol": chain_symbol,
"closing_strategy": item['type'],
"opening_strategy": "None",
"direction": direction,
"premium": "0",
"processed_premium": "0",
"quantity": quantity,
"option_type": option_type,
}
events_options.append(event_option)
return events_options