Short Straddle in Live

Python code to execution short staddle.

from quantplay.service import market

market.initialize_broker()
symbol = "NIFTY 50"
nifty_ltp = market.broker.get_ltp("NSE", symbol)

expiry_data = market.nearest_expiry(symbol, security_type="OPT")
atm_price = round(nifty_ltp/expiry_data['strike_gap'])*expiry_data['strike_gap']

pe_symbol = market.broker.option_symbol("NIFTY 50",
                                        expiry_data["expiry_date"],
                                        int(atm_price),
                                        "PE")
ce_symbol = market.broker.option_symbol("NIFTY 50",
                                        expiry_data["expiry_date"],
                                        int(atm_price),
                                        "CE")

market.broker.execute_order(tradingsymbol=pe_symbol,
                            exchange="NFO",
                            quantity=50,
                            order_type="MARKET",
                            transaction_type="SELL",
                            stoploss=0.5,
                            tag="straddle",
                            product="NRML")
market.broker.execute_order(tradingsymbol=ce_symbol,
                            exchange="NFO",
                            quantity=50,
                            order_type="MARKET",
                            transaction_type="SELL",
                            stoploss=0.5,
                            tag="straddle",
                            product="NRML")