def refresh_form_token(self, tree=None):
self.form_token = None
if tree is None:
self.form_token = None
uri = UrlHelper.set_query(self.base_url, self.query_params)
resp = Session().get(uri, data=self.form_data)
tree = html.fromstring(resp.text)
fon = lambda x: x[0] if len(x) > 0 else None
token = fon(tree.xpath('//input[@name="formToken"]/@value'))
self.form_token = token
print("form token: %s" % self.form_token)
print("form data: %s" % self.form_data)
def _get_max_shares(self):
if self.form_token is None:
self.refresh_form_token()
uri = UrlHelper.set_query(self.base_url, self.query_params)
self.form_data['isShowMax'] = 1
resp = Session().post(uri, data=self.form_data)
tree = html.fromstring(resp.text)
self.form_data['isShowMax'] = 0
self.refresh_form_token(tree)
fon = lambda x: x[0] if len(x)> 0 else None
try:
xpath1 = '//div[@id="limitDiv"]/span[@id="limitationLabel"]/text()'
xpath2 = '//div[@id="limitDiv"]/span/text()'
text = fon(tree.xpath(xpath1)) or fon(tree.xpath(xpath2))
shares_match = re.search(
r'maximum\s*of\s*(\d+)\s*(?:shares|option)', text)
return int(shares_match.group(1))
except Exception as e:
error = e
warnings.warn("Unable to determine max shares: %s" % e)
return
return 0
def go_to_preview(self):
session = Session()
uri = UrlHelper.set_query(self.base_url, self.query_params)
self.form_data.update({'isShowMax': 0})
return session.post(uri, data=self.form_data)
def option_lookup(symbol,strike_price_proximity=3):
logging.debug("OPTION LOOKUP FOR %s" % symbol)
def filter_contracts(olist,stock_price,spp):
if olist is None:
return []
middle_index = 0
for i in range(len(olist)):
if stock_price < olist[i]['StrikePrice']:
middle_index += 1
break
start = middle_index - spp
end = middle_index + spp
if start < 0:
start = 0
if end > len(olist) - 1:
end = len(olist) - 1
return olist[start:end]
session = Session()
resp = session.get(UrlHelper.route('optionlookup'))
tree = html.fromstring(resp.text)
option_token = None
option_user_id = None
token = None
user_id = None
param_script = tree.xpath('//script[contains(text(),"quoteOptions")]/text()')[0]
param_search = re.search(r'\#get\-quote\-options\'\)\,\s*\'(.+)\'\s*\,\s*(\d+)\s*\)\;', param_script)
try:
option_token = param_search.group(1)
option_user_id = param_search.group(2)
except Exception:
raise Exception("Unable to get option lookup token")
option_quote_qp = {
'IdentifierType': 'Symbol',
'Identifier': symbol,
'SymbologyType': 'DTNSymbol',
'OptionExchange': None,
'_token': option_token,
'_token_userid': option_user_id
}
url = UrlHelper.set_query(OPTIONS_QUOTE_URL, option_quote_qp)
resp = requests.get(url)
option_data = json.loads(resp.text)
quote = option_data['Quote']
if quote is None:
logging.debug(option_data)
raise Exception("No option quote data for %s" % symbol)
try:
last_price = option_data['Quote']['Last']
except Exception as e:
logging.debug(option_data)
logging.debug(e)
option_chains = []
for e in option_data['Expirations']:
expiration = e['ExpirationDate']
filtered_calls = filter_contracts(e['Calls'],last_price,strike_price_proximity)
filtered_puts = filter_contracts(e['Puts'],last_price,strike_price_proximity)
calls = [OptionContract(o) for o in filtered_calls]
puts = [OptionContract(o) for o in filtered_puts]
option_chains.append(OptionChain(expiration,calls=calls,puts=puts))
option_chain_lookup = OptionChainLookup(symbol,*option_chains)
return option_chain_lookup
def go_to_preview(self):
session = Session()
self.form_data.update({'btnReview': 'Preview+Order', 'isShowMax': 0})
uri = UrlHelper.set_query(UrlHelper.route(
'tradeoption'), self.query_params)
return session.post(uri, data=self.form_data)
def validate(self):
if self.form_token is None:
print("refreshing form token")
self.refresh_form_token()
if self.validated:
warnings.warn(
"Warning: trade has already been validated. Revalidating...")
self.form_data.pop('btnReview', None)
self.refresh_form_token()
self.validated = False
assert type(self._trade_type).__name__ == 'TradeType'
assert type(self._order_type).__name__ == 'OrderType'
assert type(self._duration).__name__ == 'Duration'
assert type(self.quantity) == int
try:
assert self.security_type == 'stock' or self.security_type == 'option'
except AssertionError:
raise InvalidTradeTypeException(
"security type is not specified. Must be either 'stock' or 'option'"
)
if self.security_type == 'stock':
try:
assert self.trade_type in ('BUY', 'SELL', 'SELL_SHORT',
'BUY_TO_COVER')
except AssertionError:
raise InvalidTradeTypeException(
"A stock's trade type must be one of the following: BUY,SELL,SELL_SHORT,BUY_TO_COVER. Got %s "
% self.trade_type)
if self.security_type == 'option':
try:
assert self.trade_type in ('BUY_TO_OPEN', 'SELL_TO_CLOSE')
except AssertionError:
raise InvalidTradeTypeException(
"An option's trade type must be one of the following: BUY_TO_OPEN,SELL_TO_CLOSE"
)
try:
max_shares = self._get_max_shares()
assert self.quantity <= max_shares
except AssertionError:
raise TradeExceedsMaxSharesException(
"Quantity %s exceeds max of %s" % (self.quantity, max_shares),
max_shares)
try:
resp = self.go_to_preview()
redirect_url = resp.history[0].headers['Location']
redirect_qp = UrlHelper.get_query_params(redirect_url)
tree = html.fromstring(resp.text)
self.refresh_form_token(tree)
trade_info = self._get_trade_info(tree)
submit_query_params = redirect_qp
submit_form_data = {
'submitOrder':
tree.xpath('//input[@name="submitOrder"]/@value')[0],
'formToken': self.form_token
}
submit_url = UrlHelper.set_query(self.submit_url,
submit_query_params)
prepared_trade = PreparedTrade(submit_url, submit_form_data,
**trade_info)
self.execute = prepared_trade.execute
self.validated = True
return prepared_trade
except Exception as e:
print("trade failed for %s %s %s" %
(self.symbol, self.quantity, self.trade_type))
print(e)
raise e
return False