def option_orders(client, options={}):
'''
options:
- only_filled. Default = True
'''
x = OptionOrder.all(client)
only_filled = util.get_key(options, "only_filled", True)
if only_filled:
x = list(filter(lambda j: j["state"] == "filled", x))
x = OptionOrder.humanize_numbers(x)
return x
def option_orders(account, options={}):
'''
options:
- only_filled:
'''
client = _init_client(account["username"], account["password"])
x = OptionOrder.all(client)
only_filled = util.get_key(options, "only_filled", True)
if only_filled:
x = list(filter(lambda j: j["state"] == "filled", x))
x = OptionOrder.humanize_numbers(x)
return x
#
# for a Put Credit spread, set limit price at 1.0 less the full margin
#
my_bid_price = (vertical["margin"] * 100.0) - 1.00
my_bid_price_rounded = (math.floor(my_bid_price * 100.0)) / 100.0
x = my_bid_price_rounded / 100.0
my_bid_price_formatted = str(x)
price = my_bid_price_formatted
quantity = 1
time_in_force = "gfd"
trigger = "immediate"
order_type = "limit"
print("Selling a {} {}/{} {} spread for {} (notation value = ${})".format(
symbol, vertical["strike_price"].values[0],
vertical["strike_price_shifted"].values[0], spread_type, price,
my_bid_price_rounded))
oo = OptionOrder.submit(client, direction, legs, price, quantity,
time_in_force, trigger, order_type)
print("Order submitted ... ref_id = {}".format(oo["ref_id"]))
#
# cancel the order
#
print("Canceling order = {}".format(oo["ref_id"]))
result = OptionOrder.cancel(client, oo['cancel_url'])
print("Order canceled result = {}".format(result))
import configparser
from fast_arrow import Client, OptionOrder
from datetime import datetime, timedelta
print("----- running {}".format(__file__))
#
# get auth_data (see https://github.com/westonplatter/fast_arrow_auth)
#
with open("fast_arrow_auth.json") as f:
auth_data = json.loads(f.read())
#
# initialize client with auth_data
#
client = Client(auth_data)
#
# fetch option orders for last 14 days
#
recent_orders = OptionOrder.all(client, max_fetches=3)
print(len(recent_orders))
import configparser
from fast_arrow import (Client, Option, OptionChain, OptionOrder, Vertical,
Stock)
import math
print("----- running {}".format(__file__))
#
# get the authentication configs
#
config_file = "config.debug.ini"
config = configparser.ConfigParser()
config.read(config_file)
username = config['account']['username']
password = config['account']['password']
#
# initialize and authenticate Client
#
client = Client(username=username, password=password)
client.authenticate()
#
# fetch option order
#
# intentionally fake order id
order_id = '89f89cde-27a8-4175-b4a8-d19ee87d2eca'
option_order = OptionOrder.get(client, order_id)
config = configparser.ConfigParser()
config.read('config.debug.ini')
#
# initialize fast_arrow client and authenticate
#
client = Client(username=config['account']['username'],
password=config['account']['password'])
client.authenticate()
#
# fetch option orders
#
option_orders_all = OptionOrder.all(client)
#
# in case you have lots, only use first 25
# (unroll process fetches contract data for each leg)
#
option_orders = option_orders_all[0:25]
#
# unroll option orders ... ie, break each option leg into its own row
# this is helpful when doing detailed P/L reporting
#
option_orders_unrolled = OptionOrder.unroll_option_legs(client, option_orders)
#
# let's print out the results
quantity = positions[0]['quantity']
url = positions[0]['instrument']
p.chevron(
f'{symbol}-{expiration_date}-{effect}-{strat}, Quantity: {quantity}, Buy: {buy_price}, Bid: {bid_price}'
)
#: Place Order
direction = "credit"
legs = [{
"side": "sell",
"option": url,
"position_effect": "close",
"ratio_quantity": 1
}]
quantity = 1
time_in_force = "gfd"
trigger = "immediate"
order_type = "limit"
order = OptionOrder.submit(client, direction, legs, bid_price, quantity,
time_in_force, trigger, order_type)
p.bullet('Option order placed.')
else:
p.bullet('No open positions.')
#::: End Program :::
def option_orders(account, options={}):
token = _get_token(account["username"], account["password"])
orders = OptionOrder.all(token)
if ("only_filled" in options) and options["only_filled"]:
orders = list(filter(lambda x: x["state"] == "filled", orders))
return orders
my_bid_price = (vertical["margin"] * 100.0) - 1.00
my_bid_price_rounded = (math.floor(my_bid_price * 100.0)) / 100.0
x = my_bid_price_rounded / 100.0
my_bid_price_formatted = str(x)
price = my_bid_price_formatted
quantity = 1
time_in_force = "gfd"
trigger = "immediate"
order_type = "limit"
print("Selling a {} {}/{} Put Spread for {} (notional value = ${})".format(
symbol, vertical["strike_price"].values[0],
vertical["strike_price_shifted"].values[0], price, my_bid_price_rounded))
oo = OptionOrder.submit(client, direction, legs, price, quantity,
time_in_force, trigger, order_type)
print("Order submitted ... ref_id = {}".format(oo["ref_id"]))
my_bid_price = (vertical["margin"] * 100.0) - 1.00 - 1.00
my_bid_price_rounded = (math.floor(my_bid_price * 100.0)) / 100.0
x = my_bid_price_rounded / 100.0
my_bid_price_formatted = str(x)
new_price = my_bid_price_formatted
print("Replacing order ...")
print("... old price = {}".format(price))
print("... new price = {}".format(new_price))
oo_replaced = OptionOrder.replace(client, oo, new_price)
print("Order has been replaced ... ref_id = {}".format(oo_replaced["ref_id"]))
config.read('config.debug.ini')
#
# initialize fast_arrow client and authenticate
#
client = Client(username=config['account']['username'],
password=config['account']['password'])
client.authenticate()
#
# fetch option orders
#
fetch_options = {"only_filed": True}
option_orders_raw = fetch.option_orders(client, fetch_options)
option_orders = OptionOrder.unroll_option_legs(client, option_orders_raw)
print("Fetched {} option orders".format(len(option_orders)))
fn = "option_orders.csv"
export_options = dict(filename=fn)
export.option_orders(option_orders, export_options)
print("Finished writing option_orders to {}".format(fn))
#
# option events
#
fetch_options = {}
events = fetch.option_events(client, fetch_options)
print("Fetched {} option_events".format(len(events)))
fn = "option_events.csv"
export_options = dict(filename=fn)