ft: [strat] buying option strategy

.vscode/launch.json

@@ -5,7 +5,7 @@
       "type": "node",
       "request": "attach",
       "name": "Launch Program",
-      "skipFiles": ["<node_internals>/**"],
+      "skipFiles": ["${workspaceFolder}/node_modules/**/*.js", "<node_internals>/**"],
       "port": 9229
     }
   ]

NOTES.md

@@ -0,0 +1,12 @@
+# Adam Grimes
+
+- A range that breaks out in the continuation of the trend, is not as exciting
+as a range that breaks out opposite to the trend - as that leads to a more sharper fallout
+
+- Ranges can expand without breaking
+
+- Consolidation against the range sets up failure
+  - Bouncing ball pattern near S/R levels,
+  - Multiple tests weaken the range.
+
+- Most ranges are continuation ranges - we expect trends to continue

TODO.md

@@ -1,13 +1,20 @@
-Status 4.45am
+- [NOW] Disable auto selected NF and BNF in DOS form
+  - UI - throw an error if nothing is selected
+- [NOW] make instruments file available in redis on first call
+- [NOW] add an option to not take the trade if skew is greater than another custom user entered skew %. So ideal skew can be 10%, but reject skew can be 30%.
+- [LATER] Reduce delay for everyone else. Save response in redis cache from signlax repo
+- [LATER] calculate skews of ATM+-<step> strikes and take trade in whatever has least skew
 
-- have wrapped up all major pieces for the BNF directional option selling
+/**
+https://www.investopedia.com/terms/s/syntheticfuturescontract.asp
 
+A synthetic futures contract uses put and call options with the same strike price and expiration date to simulate a traditional futures contract.
+so, basically what I am suggesting is … for your ATM straddle follow this algo
+Look at spot. Pick strike closest to it … say S1
+Get prices of S1 CE and S1 PE (these will be very liquid)
+compute F = S1 + CE - PE
+Compute S2 closest to F
+Use S2 as the apex of your straddle. If S2 is different from S2, get prices of CE and PE again
+Then follow usual procedure
 
-## TODOs
-  1. ✅ Test if the exit strat works - haven't been able to check if we're able to get ST value of option that's sold
-  2. ✅ Code the logic that'd place another order as per martingale
-  3. ✅ deploy signalx.trade on DO
-  4. ✅ build the khaching connection to signalx.trade
-  6. ✅ Enable form fields for customization
-  5. ✅ DO NOT take another trade if it's beyond 2pm
-  7. ✅ don't send modify order if difference is small ie 3-5% option price.
+**/

components/trades/OptionBuyingStrategyTradeSetup.js

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+import OBSTradeSetup from './optionBuyingStrategy';
+export default OBSTradeSetup;

components/trades/optionBuyingStrategy/TradeSetupDetails.js

@@ -0,0 +1,108 @@
+import { Button, Grid, Paper } from '@material-ui/core';
+import dayjs from 'dayjs';
+import React from 'react';
+import TimeAgo from 'react-timeago';
+import useSWR from 'swr';
+
+import { INSTRUMENT_DETAILS, STRATEGIES_DETAILS } from '../../../lib/constants';
+import OrdersTable from '../../lib/ordersTable';
+// import OrdersTable from '../lib/ordersTable';
+
+const Details = ({ job, strategy, onDeleteJob }) => {
+  const { data: jobDetails, error } = useSWR(`/api/get_job?id=${job.id}`);
+
+  if (error) {
+    onDeleteJob({ jobId: job.id });
+    return null;
+  }
+
+  function handleDeleteJob({ jobId }) {
+    const currentState = jobDetails?.current_state;
+    if (currentState === 'delayed' || currentState === 'waiting') {
+      const userResponse = window.confirm('This will delete the scheduled task. Are you sure?');
+      if (userResponse) {
+        onDeleteJob({ jobId });
+      }
+    } else {
+      onDeleteJob({ jobId });
+    }
+  }
+
+  const strategyDetails = STRATEGIES_DETAILS[strategy];
+  const { runAt, runNow, lots, instrument } = job.data;
+
+  const humanTime = dayjs(runAt).format('h.mma');
+  const Heading = () => (
+    <>
+      #{job.id} · {strategyDetails.heading}{' '}
+      {runNow ? (
+        <>
+          was run <TimeAgo date={new Date(job.timestamp)} />.
+        </>
+      ) : (
+        <>is scheduled to run at {humanTime}.</>
+      )}
+    </>
+  );
+
+  const deleteDisclaimer = !runNow
+    ? `⏰ This task can be safely deleted before the clock hits ${humanTime}.`
+    : null;
+
+  return (
+    <Paper style={{ padding: 16, marginBottom: 32 }}>
+      <h4>
+        <Heading />
+      </h4>
+
+      <h2>{INSTRUMENT_DETAILS[instrument].displayName}</h2>
+
+      <OrdersTable
+        headerItems={[
+          { title: 'Lots', align: 'left' },
+          { title: 'Scheduled time', align: 'left' }
+        ]}
+        rows={[
+          [
+            { value: lots, align: 'left' },
+            { value: humanTime, align: 'left' }
+          ]
+        ]}
+      />
+
+      <div>
+        <h3>Status: {jobDetails?.current_state?.toUpperCase() || 'Loading...'}</h3>
+      </div>
+
+      <Grid item style={{ marginTop: 16 }}>
+        {/* <div style={{ marginBottom: 16 }}>
+          {jobDetails?.current_state === 'completed' ? (
+            <OrdersTable
+              rows={jobDetails.job.returnvalue.rawKiteOrdersResponse.map((row) => {
+                const [item] = row;
+                return {
+                  product: item.product,
+                  instrument: item.tradingsymbol,
+                  qty: item.quantity * (item.transaction_type === 'SELL' ? -1 : 1),
+                  avg: item.average_price
+                };
+              })}
+            />
+          ) : null}
+        </div> */}
+        <Button
+          variant="contained"
+          type="button"
+          onClick={() => handleDeleteJob({ jobId: job.id })}
+          disabled={jobDetails?.current_state === 'active'}>
+          Cleanup Job
+        </Button>
+        {['delayed', 'waiting'].includes(jobDetails?.current_state) && deleteDisclaimer ? (
+          <p>{deleteDisclaimer}</p>
+        ) : null}
+      </Grid>
+    </Paper>
+  );
+};
+
+export default Details;

components/trades/optionBuyingStrategy/TradeSetupForm.js

@@ -0,0 +1,111 @@
+import {
+  Button,
+  Checkbox,
+  CssBaseline,
+  Divider,
+  FormControl,
+  FormControlLabel,
+  FormGroup,
+  FormLabel,
+  Grid,
+  Link,
+  MenuItem,
+  Paper,
+  Radio,
+  RadioGroup,
+  Select,
+  TextField,
+  Typography
+} from '@material-ui/core';
+import Box from '@material-ui/core/Box';
+import useSWR from 'swr';
+
+import { INSTRUMENT_DETAILS } from '../../../lib/constants';
+
+const TradeSetupForm = ({ enabledInstruments, state, onChange, onSubmit }) => {
+  const { error: fyersProfileError } = useSWR(`/api/fyers_profile`);
+
+  return (
+    <form noValidate>
+      <Paper style={{ padding: 16 }}>
+        {fyersProfileError ? (
+          <>
+            <div style={{ marginBottom: '16px' }}>
+              <Typography variant="h6" component="span">
+                <Link href="/api/broker_auth/fyers">&lt;Login with Fyers to trade this&gt;</Link>
+              </Typography>
+            </div>
+            <Divider />
+          </>
+        ) : null}
+        <h3>Setup new trade</h3>
+        <Grid container alignItems="flex-start" spacing={2}>
+          <Grid item xs={12}>
+            <FormControl component="fieldset">
+              <FormLabel component="legend">Instruments</FormLabel>
+              <FormGroup row>
+                {enabledInstruments.map((instrument) => (
+                  <FormControlLabel
+                    key={instrument}
+                    label={INSTRUMENT_DETAILS[instrument].displayName}
+                    control={
+                      <Checkbox
+                        name="instruments"
+                        checked={state.instruments[instrument]}
+                        onChange={() => {
+                          onChange({
+                            instruments: {
+                              [instrument]: !state.instruments[instrument]
+                            }
+                          });
+                        }}
+                      />
+                    }
+                  />
+                ))}
+              </FormGroup>
+            </FormControl>
+          </Grid>
+          <Grid item xs={12}>
+            <TextField
+              fullWidth
+              name="lots"
+              value={state.lots}
+              onChange={(e) => onChange({ lots: e.target.value || '' })}
+              label="Lots"
+            />
+          </Grid>
+
+          <Grid item xs={12}>
+            <Button
+              disabled={fyersProfileError}
+              variant="contained"
+              color="primary"
+              type="button"
+              onClick={() => onSubmit()}>
+              Let&apos;s go!
+            </Button>
+          </Grid>
+          <Grid item xs={12}>
+            <Typography>
+              <Box fontStyle="italic" fontSize={14}>
+                <p>Note —</p>
+                <ol>
+                  <li>This strategy takes trades between 9.30-11am and 1-3pm.</li>
+                  <li>
+                    Depending on when you set this up, the tasks can be deleted if they haven&apos;t
+                    been triggered yet.
+                  </li>
+                  <li>
+                    The backtests of this strategy can be <Link>found here</Link>.
+                  </li>
+                </ol>
+              </Box>
+            </Typography>
+          </Grid>
+        </Grid>
+      </Paper>
+    </form>
+  );
+};
+export default TradeSetupForm;