The reason TOS lets you fill between the bid/ask is for options trading. When trading options you would almost never use market orders but rather limit orders between the bid/ask.
For liquid securities like SPY and ES you almost always fill longs at the ask and sells at the bid.
Pessimistic...
If he didn't close his position yet, OP may very well have accidentally made money today.
Hopefully he doesn't end up slapping himself on the back about what a genius he was.
I had written off the trade earlier in the week but was able to close out the ZBRA spread early afternoon for a small profit. 70% ROR isn't so bad.
I try to avoid managing positions on expiration day but you gotta be on your toes in the markets.
You sound like you really want broken wing butterflies. You can put on a nice wide one for even money or even a small credit.
Unlike a regular butterfly you can't fire and forget BWBs because of the risk of the outermost wing.
Define astronomical. An unreliable script kiddie looking for some beer/pizza money will charge $100 for a whole job. An experienced professional will charge that per hour.
I've seen this over and over on the internet. People who can't program need someone else to code something for them but...