box spread utility for interactive brokers
Project description
ibkrbox
Constructs a Box Spread combo order for SPX or ES futures option, only required arguments are amount you want to lend or borrow , and for how many months.
This utility will automatically look up current treasury rates, and add .30 to get the yield rate. This will be used to calculate limit price.
This utility is easy to install and use with existing IBKR TWS or gateway session. Just make sure to enable API access in the GUI of IBKR TWS or gateway.
Installation
pip install ibkrbox
Usage
ibkrbox -h
1. construct a combo SPX Box Spread lending for 50K, duration 4 months, and display ("--show" option ensures it will not be executed)
ibkrbox -a 50000 -m 4 --show
2. construct a combo SPX Box Spread borrowing for 50K, duration 4 months, and display.
ibkrbox -a 50000 -m 4 --show --short
Project details
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