Some help creating an algorithm to buy bullput options on SPX index

class BullPutSpreadAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2019, 1, 1)
        self.set_end_date(2019, 4, 1)
        self.set_cash(100000)
        index = self.add_index("SPX", Resolution.HOUR).symbol
        option = self.add_index_option(index, "SPXW", Resolution.HOUR)
        option.set_filter(-120, +10, 60, 80)
        self._symbol = option.symbol
        # Schedule the event every Monday
        self.schedule.on(self.date_rules.week_start(self._symbol), 
                         self.time_rules.after_market_open(self._symbol), 
                         self.trade_bull_put_spread)
    def trade_bull_put_spread(self):
        # Get the option chain
        chain = self.option_chains.get(self._symbol, None)
        if not chain:
            return
        # Filter for expiration dates between 78 and 84 DTE
        target_expiry = [x for x in chain if 78 <= (x.expiry - self.time).days <= 84]
        if not target_expiry:
            return
        # Select the contracts
        puts = [i for i in target_expiry if i.right == OptionRight.PUT]
        if len(puts) < 2:
            return
        # Sort puts by strike price
        puts = sorted(puts, key=lambda x: x.strike)
        # Find the short and long put strikes
        underlying_price = self.securities[self._symbol].price
        short_put_strike = underlying_price - 80
        long_put_strike = underlying_price - 100
        short_put = next((p for p in puts if p.strike == short_put_strike), None)
        long_put = next((p for p in puts if p.strike == long_put_strike), None)
        if not short_put or not long_put:
            return
        # Create order legs
        legs = [Leg.create(short_put.symbol, -1), Leg.create(long_put.symbol, 1)]
        # Calculate limit price
        limit_price = round(sum([self.securities[leg.symbol].close for leg in legs]) * 0.95, 2)
        # Place combo limit order
        self.combo_limit_order(System.Collections.Generic.list[Leg](legs), 1, limit_price)
    def on_data(self, slice: Slice):
        # Monitor and close positions logic
        pass

Sources: Index Option Bull Put Spread Algorithm, Bull Put Spread - QuantConnect.com, Index Option Bear Put Spread Algorithm, Index Option Bull Call Spread Algorithm, Bull Call Spread - QuantConnect.com

Thanks. 

Could you help me also with the logic to 

1. Set the limit price to the Mid price
2. check if the combo_limit_order has been filled and log submission timestamp and fill timestamp
3. For every spread open, close it when there is only 35 days to expiration, again with a combo_limit_order set to Mid price

Regards