def fetchExpirationDate(self, dateUrl, date):
# date as epoch time
today = datetime.datetime.utcnow()
optionSet = []
print("Fetching {0}".format(dateUrl))
with urllib.request.urlopen(dateUrl) as response:
html = response.read()
d = json.loads(html)
calls = d['optionChain']['result'][0]['options'][0]['calls']
puts = d['optionChain']['result'][0]['options'][0]['puts']
for put in puts:
option = Option(self.stock, OptionType.PUT, put['strike'], put['lastPrice'], put['ask'], put['bid'], today)
option.setExpirationDate(date)
option.setApr()
optionSet.append(option)
for call in calls:
option = Option(self.stock, OptionType.CALL, call['strike'], call['lastPrice'], call['ask'], call['bid'],
today)
option.setExpirationDate(date)
option.setApr()
optionSet.append(option)
return optionSet
def fetchdata(self, stock):
#pprint(self._config)
self.stock = stock
urlParams = {
'apikey': self._config['tda_api_key'],
'symbol': stock.getSymbol(),
'contractType': "PUT",
'range': 'OTM',
'OptionType': 'S'
}
url = self._baseUrl + urllib.parse.urlencode(urlParams)
args = urllib.parse.urlencode(urlParams).encode("utf-8")
headers = {}
useAccessToken = True
if useAccessToken == True:
headers = {
"Authorization":
"Bearer {0}".format(self._config['access_token'])
}
request = urllib.request.Request(url, headers=headers, method='GET')
#pprint(request.get_full_url())
#pprint(request.headers)
#pprint(request.data)
#pprint(request.get_method())
try:
response = urllib.request.urlopen(request)
except urllib.error.HTTPError as e:
if e.code == 401:
print("v" * 20)
print("Error occurred fetching {0}".format(
request.get_full_url()))
print(e)
print("off to fetch new tokens")
print("^" * 20)
self.refreshToken()
else:
html = response.read()
d = json.loads(html)
self.stock.setUnderlyingPrice(d['underlyingPrice'])
putExpDateMap = d['putExpDateMap']
putExpDates = putExpDateMap.keys()
today = datetime.datetime.utcnow()
optionSet = []
for expiryDays in putExpDates:
date, days = expiryDays.split(':')
pattern = '%Y-%m-%d'
epoch = int(time.mktime(time.strptime(date, pattern)))
# todo this is in localtime. Probably is supposed to be 4pm est
# todo this is just a hack...
tmp = epoch // 86400
epoch = tmp * 86400
thisDateMap = putExpDateMap[expiryDays]
for strike in thisDateMap.keys():
bid = thisDateMap[strike][0]['bid']
ask = thisDateMap[strike][0]['ask']
last = thisDateMap[strike][0]['last']
option = Option(self.stock, OptionType.PUT, float(strike),
last, ask, bid, today)
option.setExpirationDate(epoch)
option.setApr()
optionSet.append(option)
return optionSet
