def get_available_option_calls(symbol,info=None):
"""Returns a list of all available option calls for a stock.
:param symbol: The ticker of the stock.
:type symbol: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all calls of the stock. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message)
return [None]
url = urls.option_instruments()
payload = { 'chain_id' : helper.id_for_chain(symbol),
'state' : 'active',
'tradability' : 'tradable',
'type' : 'call'}
data = helper.request_get(url,'pagination',payload)
return(helper.filter(data,info))
def find_tradable_options_for_stock(symbol,optionType='both',info=None):
"""Returns a list of all available options for a stock.
:param symbol: The ticker of the stock.
:type symbol: str
:param optionType: Can be either 'call' or 'put' or left blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all calls of the stock. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbol = symbol.upper().strip()
optionType = optionType.lower().strip()
except AttributeError as message:
print(message)
return [None]
url = urls.option_instruments()
if (optionType == 'call' or optionType == 'put'):
payload = { 'chain_id' : helper.id_for_chain(symbol),
'state' : 'active',
'tradability' : 'tradable',
'type' : optionType}
else:
payload = { 'chain_id' : helper.id_for_chain(symbol),
'state' : 'active',
'tradability' : 'tradable'}
data = helper.request_get(url,'pagination',payload)
return(helper.filter(data,info))
def get_option_instrument_data(symbol,expirationDate,strike,optionType,info=None):
"""Returns the option instrument data for the stock option.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strike: Represents the price of the option.
:type strike: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
try:
symbol = symbol.upper().strip()
optionType = optionType.lower().strip()
except AttributeError as message:
print(message)
return [None]
optionID= helper.id_for_option(symbol,expirationDate,strike,optionType)
url = urls.option_instruments(optionID)
data = helper.request_get(url)
return(helper.filter(data,info))
def get_list_market_data(inputSymbols,expirationDate,info=None):
"""Returns a list of option market data for several stock tickers.
:param inputSymbols: May be a single stock ticker or a list of stock tickers.
:type inputSymbols: str or list
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all stock option market data. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
symbols = helper.inputs_to_set(inputSymbols)
ids = []
data = []
url = urls.option_instruments()
for symbol in symbols:
payload = { 'chain_id' : helper.id_for_chain(symbol),
'expiration_date' : expirationDate,
'state' : 'active',
'tradability' : 'tradable'}
otherData = helper.request_get(url,'pagination',payload)
for item in otherData:
ids.append(item['id'])
for id in ids:
url = urls.marketdata(id)
otherData = helper.request_get(url)
data.append(otherData)
return(helper.filter(data,info))
def order_option_spread(direction, price, symbol, quantity, spread, timeInForce='gfd'):
"""Submits a limit order for an option spread. i.e. place a debit / credit spread
:param direction: credit or debit spread
:type direction: str
:param price: The limit price to trigger a trade of the option.
:type price: float
:param symbol: The stock ticker of the stock to trade.
:type symbol: str
:param quantity: The number of options to trade.
:type quantity: int
:param spread: A dictionary of spread options with the following keys: \n
- expirationDate: The expiration date of the option in 'YYYY-MM-DD' format.\n
- strike: The strike price of the option.\n
- optionType: This should be 'call' or 'put'
:type spread: dict
:param timeInForce: Changes how long the order will be in effect for.
'gtc' = good until cancelled. \
'gfd' = good for the day. 'ioc' = immediate or cancel. 'opg' execute at opening.
:type timeInForce: Optional[str]
:returns: Dictionary that contains information regarding the selling of options, \
such as the order id, the state of order (queued,confired,filled, failed, canceled, etc.), \
the price, and the quantity.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message)
return None
legs = []
for each in spread:
optionID = helper.id_for_option(symbol,
each['expirationDate'],
each['strike'],
each['optionType'])
legs.append({'position_effect': each['effect'],
'side' : each['action'],
'ratio_quantity': 1,
'option': urls.option_instruments(optionID)})
payload = {
'account': profiles.load_account_profile(info='url'),
'direction': direction,
'time_in_force': timeInForce,
'legs': legs,
'type': 'limit',
'trigger': 'immediate',
'price': price,
'quantity': quantity,
'override_day_trade_checks': False,
'override_dtbp_checks': False,
'ref_id': str(uuid4()),
}
url = urls.option_orders()
data = helper.request_post(url,payload, json=True)
return(data)
def find_options_for_list_of_stocks_by_expiration_date(inputSymbols,
expirationDate,
optionType='both',
info=None):
"""Returns a list of all the option orders that match the seach parameters
:param inputSymbols: May be a single stock ticker or a list of stock tickers.
:type inputSymbols: str or list
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param optionType: Can be either 'call' or 'put' or leave blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all options of the stock that match the search parameters. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
symbols = helper.inputs_to_set(inputSymbols)
try:
optionType = optionType.lower().strip()
except AttributeError as message:
print(message)
return [None]
data = []
url = urls.option_instruments()
for symbol in symbols:
if (optionType == 'put' or optionType == 'call'):
payload = {
'chain_id': helper.id_for_chain(symbol),
'expiration_date': expirationDate,
'state': 'active',
'tradability': 'tradable',
'rhs_tradability': 'tradable',
'type': optionType
}
else:
payload = {
'chain_id': helper.id_for_chain(symbol),
'expiration_date': expirationDate,
'state': 'active',
'tradability': 'tradable',
'rhs_tradability': 'tradable'
}
otherData = helper.request_get(url, 'pagination', payload)
for item in otherData:
if (item['expiration_date'] == expirationDate
): # and item['rhs_tradability'] == 'tradable'
data.append(item)
for item in data:
marketData = get_option_market_data_by_id(item['id'])
item.update(marketData)
return (helper.filter(data, info))
def get_list_options_of_specific_profitability(inputSymbols,expirationDate,typeProfit="chance_of_profit_short",profitFloor=0.0, profitCeiling=1.0,info=None):
"""Returns a list of option market data for several stock tickers that match a range of profitability.
:param inputSymbols: May be a single stock ticker or a list of stock tickers.
:type inputSymbols: str or list
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param typeProfit: Will either be "chance_of_profit_short" or "chance_of_profit_long".
:type typeProfit: str
:param profitFloor: The lower percentage on scale 0 to 1.
:type profitFloor: int
:param profitCeiling: The higher percentage on scale 0 to 1.
:type profitCeiling: int
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all stock option market data. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
symbols = helper.inputs_to_set(inputSymbols)
ids = []
data = []
returnData = []
url = urls.option_instruments()
if (typeProfit != "chance_of_profit_short" and typeProfit != "chance_of_profit_long"):
print("Invalid string for 'typeProfit'. Defaulting to 'chance_of_profit_short'.")
typeProfit = "chance_of_profit_short"
for symbol in symbols:
payload = { 'chain_id' : helper.id_for_chain(symbol),
'expiration_date' : expirationDate,
'state' : 'active',
'tradability' : 'tradable',
'rhs_tradability' : 'tradable'}
otherData = helper.request_get(url,'pagination',payload)
for item in otherData:
if (item['tradability'] == 'tradable'):
ids.append(item['id'])
for id in ids:
url = urls.marketdata_options(id)
otherData = helper.request_get(url)
data.append(otherData)
for item in data:
try:
floatValue = float(item[typeProfit])
if (floatValue > profitFloor and floatValue < profitCeiling):
returnData.append(item)
except:
pass
return(helper.filter(returnData,info))
def order_option_by_id(option_id,
price,
quantity,
direction='credit',
effect='close',
side='sell',
time_in_force='gfd'):
"""
:param option_id:
:param price:
:param quantity:
:param direction:
:param effect:
:param side:
:param time_in_force:
:return:
"""
payload = {
'account':
profiles.load_account_profile(info='url'),
'direction':
direction,
'time_in_force':
time_in_force,
'legs': [
{
'position_effect': effect,
'side': side,
'ratio_quantity': 1,
'option': urls.option_instruments(option_id)
},
],
'type':
'limit',
'trigger':
'immediate',
'price':
price,
'quantity':
quantity,
'override_day_trade_checks':
False,
'override_dtbp_checks':
False,
'ref_id':
str(uuid4()),
}
url = urls.option_orders()
data = helper.request_post(url, payload, json=True)
print(data)
return data
def order_sell_option_limit(price, symbol, quantity, expirationDate, strike, optionType='both', timeInForce='gfd'):
"""Submits a limit order for an option. i.e. place a short call or a short put.
:param price: The limit price to trigger a sell of the option.
:type price: float
:param symbol: The stock ticker of the stock to trade.
:type symbol: str
:param quantity: The number of options to sell.
:type quantity: int
:param expirationDate: The expiration date of the option in 'YYYY-MM-DD' format.
:type expirationDate: str
:param strike: The strike price of the option.
:type strike: float
:param optionType: This should be 'call' or 'put'
:type optionType: str
:param timeInForce: Changes how long the order will be in effect for. 'gtc' = good until cancelled. \
'gfd' = good for the day. 'ioc' = immediate or cancel. 'opg' execute at opening.
:type timeInForce: Optional[str]
:returns: Dictionary that contains information regarding the selling of options, \
such as the order id, the state of order (queued,confired,filled, failed, canceled, etc.), \
the price, and the quantity.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message)
return None
optionID = helper.id_for_option(symbol,expirationDate,strike,optionType)
payload = {
'account': profiles.load_account_profile(info='url'),
'direction': 'credit',
'time_in_force': timeInForce,
'legs': [
{'position_effect': 'close', 'side' : 'sell', 'ratio_quantity': 1, 'option': urls.option_instruments(optionID) },
],
'type': 'limit',
'trigger': 'immediate',
'price': price,
'quantity': quantity,
'override_day_trade_checks': False,
'override_dtbp_checks': False,
'ref_id': str(uuid4()),
}
url = urls.option_orders()
data = helper.request_post(url,payload, json=True)
return(data)
def get_option_instrument_data_by_id(id,info=None):
"""Returns the option instrument information.
:param id: The id of the stock.
:type id: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
url = urls.option_instruments(id)
data = helper.request_get(url)
return(helper.filter(data,info))
def find_options_for_stock_by_expiration_and_strike(symbol,
expirationDate,
strike,
optionType='both',
info=None):
"""Returns a list of all the option orders that match the seach parameters
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strike: Represents the price of the option.
:type strike: str
:param optionType: Can be either 'call' or 'put' or leave blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all options of the stock that match the search parameters. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbol = symbol.upper().strip()
option_type = optionType.lower().strip()
except AttributeError as message:
print(message)
return [None]
url = urls.option_instruments()
payload = {
'chain_id': helper.id_for_chain(symbol),
'expiration_date': expirationDate,
'strike_price': strike,
'state': 'active',
'tradability': 'tradable',
'rhs_tradability': 'tradable'
}
if option_type == 'put' or option_type == 'call':
payload['type'] = option_type
data = helper.request_get(url, 'pagination', payload)
data = [
item for item in data if item['expiration_date'] == expirationDate
and item['tradability'] == 'tradable'
]
for item in data:
market_data = get_option_market_data_by_id(item['id'])
item.update(market_data)
return helper.filter(data, info)
def find_tradable_options(symbol,
expirationDate=None,
strikePrice=None,
optionType=None,
info=None):
"""Returns a list of all available options for a stock.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the strike price of the option.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put' or left blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all calls of the stock. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message, file=helper.get_output())
return [None]
url = urls.option_instruments()
if not helper.id_for_chain(symbol):
print("Symbol {} is not valid for finding options.".format(symbol),
file=helper.get_output())
return [None]
payload = {
'chain_id': helper.id_for_chain(symbol),
'chain_symbol': symbol,
'state': 'active'
}
if expirationDate:
payload['expiration_dates'] = expirationDate
if strikePrice:
payload['strike_price'] = strikePrice
if optionType:
payload['type'] = optionType
data = helper.request_get(url, 'pagination', payload)
return (helper.filter_data(data, info))
