def get_price(symbol):
symbol = symbol.upper()
robinhood = Robinhood()
robinhood.login(username=username, password=password)
current_price = float(robinhood.quote_data(symbol)['last_trade_price'])
current_price_str = "$%.2f" % current_price
print(symbol)
x = robinhood.quote_data(symbol)['last_extended_hours_trade_price']
if x is None:
return current_price_str
extended_price = float(x)
extended_price_str = "$%.2f" % extended_price
return current_price_str + "," + extended_price_str
def gather(stock,count):
# import the robinhood api library
from Robinhood import Robinhood
import os
import time
import datetime
#key setup
import ast
keys =[]
f = open('keys')
keys = ast.literal_eval(f.read())
f.close()
# login
## log into robinhood
my_trader = Robinhood();
my_trader.login(username=keys[0][1], password=keys[1][1])
# stock selection
## the variable 'stock' is a string passed through the function
#stock = sys.argv[1].upper()
stock = stock.upper()
stock_instrument = my_trader.instruments(stock)[0]
# variable declaration
last_trade = 0
bid_price = 0
ask_price = 0
#count = 1
#sell_prices = []
#sell_price_slope = 0
#sell_average_prices = []
#sell_slope_of_averages = 0
#sell_sd = []
#sell_sum = 0
# make timestamp
stamp = datetime.datetime.fromtimestamp(time.time()).strftime('%Y-%m-%d %H:%M:%S.%f')
#stamp = datetime.datetime.fromtimestamp(time.time()).strftime('%S.%f')
# set up quote data
quote_data = my_trader.quote_data(stock)
last_trade = float(quote_data['last_trade_price'])
bid_price = float(quote_data['bid_price'])
ask_price = float(quote_data['ask_price'])
payload = [stamp,last_trade,ask_price,bid_price]
# push to redis
import redis
r_server = redis.Redis(host='localhost',port=6669)
r_server.zadd(stock, payload, count)
def gather(stock, count):
# import the robinhood api library
from Robinhood import Robinhood
import os
import time
import datetime
#key setup
import ast
keys = []
f = open('keys')
keys = ast.literal_eval(f.read())
f.close()
# login
## log into robinhood
my_trader = Robinhood()
my_trader.login(username=keys[0][1], password=keys[1][1])
# stock selection
## the variable 'stock' is a string passed through the function
#stock = sys.argv[1].upper()
stock = stock.upper()
stock_instrument = my_trader.instruments(stock)[0]
# variable declaration
last_trade = 0
bid_price = 0
ask_price = 0
#count = 1
#sell_prices = []
#sell_price_slope = 0
#sell_average_prices = []
#sell_slope_of_averages = 0
#sell_sd = []
#sell_sum = 0
# make timestamp
stamp = datetime.datetime.fromtimestamp(
time.time()).strftime('%Y-%m-%d %H:%M:%S.%f')
#stamp = datetime.datetime.fromtimestamp(time.time()).strftime('%S.%f')
# set up quote data
quote_data = my_trader.quote_data(stock)
last_trade = float(quote_data['last_trade_price'])
bid_price = float(quote_data['bid_price'])
ask_price = float(quote_data['ask_price'])
payload = [stamp, last_trade, ask_price, bid_price]
# push to redis
import redis
r_server = redis.Redis(host='localhost', port=6669)
r_server.zadd(stock, payload, count)
class RobinhoodSource(object):
def __init__(self, stock, stock_friendly_name, r_username, r_password):
self.stock = stock
self.stock_friendly_name = stock_friendly_name
self.r_username = r_username
self.r_password = r_password
self.my_trader = Robinhood()
logged_in = self.my_trader.login(username=self.r_username, password=self.r_password)
if not logged_in:
raise Exception("Failed to login")
self.quote = self.my_trader.quote_data(self.stock)
def set_position(self, avg_price, shares, unvested_shares):
self.avg_price = avg_price
self.shares = shares
self.unvested_shares = unvested_shares
@property
def quote(self):
return self.robinhood_quote
@quote.setter
def quote(self, robinhood_quote_dict):
self.robinhood_quote = RobinhoodQuote(robinhood_quote_dict)
def get_response(self):
slugs = {
'last_trade_price': float(self.quote.last_trade_price),
'previous_close': float(self.quote.previous_close),
'stock_friendly_name': self.stock_friendly_name
}
slugs['stock_percent_change'] = 100.0 * ((slugs['last_trade_price'] - slugs['previous_close']) / slugs['previous_close'])
slugs['stock_percent_change_abs'] = abs(slugs['stock_percent_change'])
slugs['stock_up_down'] = 'up' if slugs['stock_percent_change'] > 0.0 else 'down'
ar = AlexaResponse(slugs, preamble='From Robinhood')
ar.add_blurb("{stock_friendly_name} stock is {stock_up_down} {stock_percent_change_abs:.1f}%, trading at ${last_trade_price:.0f}")
ar.set_title(ar.get_blurbs()[0])
if set(['avg_price', 'unvested_shares', 'shares']).intersection(dir(self)):
slugs['portfolio_percent_change'] = 100 * ((slugs['last_trade_price'] - self.avg_price) / self.avg_price)
slugs['portfolio_percent_change_abs'] = abs(slugs['portfolio_percent_change'])
slugs['portfolio_up_down'] = 'up' if slugs['portfolio_percent_change'] > 0.0 else 'down'
slugs['portfolio_vested_value'] = float(self.shares) * slugs['last_trade_price']
slugs['portfolio_potential_value'] = (self.shares + self.unvested_shares) * slugs['last_trade_price']
ar.add_blurb("You are {portfolio_up_down} {portfolio_percent_change_abs:.1f}" +
" percent with a total value of approximately ${portfolio_vested_value:0.0f}" +
" and a potential value of ${portfolio_potential_value:0.0f} if all shares vest")
return ar
class RobinhoodAPI:
def __init__(self):
logger.info("logging into Robinhood...")
robinhood_username = os.environ.get('ROBINHOOD_USERNAME')
robinhood_password = os.environ.get('ROBINHOOD_PASSWORD')
self._api = Robinhood()
self._api.login(username=robinhood_username,
password=robinhood_password)
logger.info("logged in to Robinhood.")
def get_stock_quote(self, stock: Stock) -> RobinHoodStock:
robinhood_stock = None
try:
robinhood_stock = RobinHoodStock(
last_trade=self._api.quote_data(stock.code))
except Exception as e:
logger.info("Error while fetching quote: {}".format(e))
return robinhood_stock
import schedule
import time
from Robinhood import Robinhood
import pprint
import pika
import json
from os import environ
#Robinhood example
#Setup
my_trader = Robinhood()
#login
my_trader.login(username=environ.get('RH_USER'),
password=environ.get('RH_PASSWORD'))
#Get a stock's quote
my_trader.print_quote("AAPL")
print(my_trader.quote_data("AAPL"))
if exchange_closed:
print("Exhange not Open. Passing.")
pass
else:
for key in securities['results']:
instrument = my_trader.get_url(
key['instrument']) #get symbol of stock
name = instrument['symbol']
# no get out position info
quantity_owned = float(key['quantity'])
price_bought = float(key['pending_average_buy_price'])
quote = my_trader.quote_data(name)
#print quote
last_price = float(quote['last_trade_price'])
time_of_last_price = quote['updated_at']
# write to the file
with open('price_{}.csv'.format(name), 'a') as fd:
line = str(time_of_last_price) + ', ' + str(last_price) + '\n'
fd.write(line)
print "-------"
print name + ':'
print('Info : ' + str(quantity_owned) + ' shares bought for $' +
str(price_bought) + ' per share. Now at $' + str(last_price))
print('Return: $' + str(quantity_owned *
(last_price - price_bought)))
try_signin = False
signin = False
logger.info("Dev Robinhood STOPPED")
if (signin):
logger.info("Getting histoical data for NIO")
stock_instrument = my_trader.instruments('NIO')[0]
week = my_trader.get_historical_quotes('NIO', '5minute', 'week')
prices = week['results'][0]['historicals']
result = get_Prices(prices, "NIO")
print(result)
#number of peaks per day
#avegare number of peaks
currentQuote = my_trader.quote_data("NIO")
print(currentQuote)
startingLastTradePrice = float(currentQuote['last_trade_price'])
allowance = 100
numStocks = float(allowance / startingLastTradePrice)
targetBuyPercent = 1
targetSellPercent = 1
stocksBought = 0
startingMedianPrice = float(result['median'])
allowance2 = 100
numStocks2 = float(allowance / startingMedianPrice)
targetBuyPercent2 = 1
targetSellPercent2 = 1
stocksBought2 = 0
while (True):
import config
from Robinhood import Robinhood
robinhood = Robinhood()
logged_in = robinhood.login(username=config.username, password=config.password)
stock = robinhood.instruments("SBUX")[0]
print("Printing stock instrument info")
print(stock)
quote = robinhood.quote_data("SBUX")
print("Printing quote data for Starbucks")
print(quote)
class RobinhoodShell(cmd.Cmd):
intro = 'Welcome to the Robinhood shell. Type help or ? to list commands.\n'
prompt = '> '
# API Object
trader = None
# Cache file used to store instrument cache
instruments_cache_file = 'instruments.data'
# Maps Symbol to Instrument URL
instruments_cache = {}
# Maps URL to Symbol
instruments_reverse_cache = {}
def __init__(self):
cmd.Cmd.__init__(self)
self.trader = Robinhood()
self.trader.login_prompt()
try:
data = open('instruments.data').read()
self.instruments_cache = json.loads(data)
for k in self.instruments_cache:
self.instruments_reverse_cache[self.instruments_cache[k]] = k
except:
pass
# ----- basic commands -----
def do_l(self, arg):
'Lists current portfolio'
portfolio = self.trader.portfolios()
print 'Equity Value:', portfolio['equity']
account_details = self.trader.get_account()
if 'margin_balances' in account_details:
print 'Buying Power:', account_details['margin_balances']['unallocated_margin_cash']
positions = self.trader.securities_owned()
symbols = []
buy_price_data = {}
for position in positions['results']:
symbol = self.get_symbol(position['instrument'])
buy_price_data[symbol] = position['average_buy_price']
symbols.append(symbol)
raw_data = self.trader.quote_data(symbols)
quotes_data = {}
for quote in raw_data:
quotes_data[quote['symbol']] = quote['last_trade_price']
table = BeautifulTable()
table.column_headers = ["symbol", "current price", "quantity", "total equity", "cost basis", "p/l"]
for position in positions['results']:
quantity = int(float(position['quantity']))
symbol = self.get_symbol(position['instrument'])
price = quotes_data[symbol]
total_equity = float(price) * quantity
buy_price = float(buy_price_data[symbol])
p_l = total_equity - buy_price * quantity
table.append_row([symbol, price, quantity, total_equity, buy_price, p_l])
print(table)
def do_b(self, arg):
'Buy stock b <symbol> <quantity> <price>'
parts = arg.split()
if len(parts) == 3:
symbol = parts[0]
quantity = parts[1]
price = float(parts[2])
stock_instrument = self.trader.instruments(symbol)[0]
res = self.trader.place_buy_order(stock_instrument, quantity, price)
if not (res.status_code == 200 or res.status_code == 201):
print "Error executing order"
try:
data = res.json()
if 'detail' in data:
print data['detail']
except:
pass
else:
print "Done"
else:
print "Bad Order"
def do_s(self, arg):
'Sell stock s <symbol> <quantity> <price>'
parts = arg.split()
if len(parts) == 3:
symbol = parts[0]
quantity = parts[1]
price = float(parts[2])
stock_instrument = self.trader.instruments(symbol)[0]
res = self.trader.place_sell_order(stock_instrument, quantity, price)
if not (res.status_code == 200 or res.status_code == 201):
print "Error executing order"
try:
data = res.json()
if 'detail' in data:
print data['detail']
except:
pass
else:
print "Done"
else:
print "Bad Order"
def do_o(self, arg):
'List open orders'
open_orders = self.trader.get_open_orders()
if open_orders:
table = BeautifulTable()
table.column_headers = ["symbol", "price", "quantity", "type", "id"]
for order in open_orders:
table.append_row([
self.get_symbol(order['instrument']),
order['price'],
int(float(order['quantity'])),
order['side'],
order['id'],
])
print(table)
else:
print "No Open Orders"
def do_c(self, arg):
'Cancel open order c <id>'
order_id = arg.strip()
try:
self.trader.cancel_order(order_id)
print "Done"
except Exception as e:
print "Error executing cancel"
print e
def do_q(self, arg):
'Get quote for stock q <symbol>'
symbol = arg.strip()
try:
self.trader.print_quote(symbol)
except:
print "Error getting quote for:", symbol
def do_bye(self, arg):
open(self.instruments_cache_file, 'w').write(json.dumps(self.instruments_cache))
return True
# ------ utils --------
def get_symbol(self, url):
if not url in self.instruments_reverse_cache:
self.add_instrument_from_url(url)
return self.instruments_reverse_cache[url]
def add_instrument_from_url(self, url):
data = self.trader.get_url(url)
symbol = data['symbol']
self.instruments_cache[symbol] = url
self.instruments_reverse_cache[url] = symbol
position = div.find(FEAR_AND_GREED_PHRASE)
position = position + len(FEAR_AND_GREED_PHRASE)
current_fear_and_greed_index = int(div[position:position + 3].strip())
print(current_fear_and_greed_index)
print(type(current_fear_and_greed_index))
others_are_greedy = current_fear_and_greed_index >= GREED_THRESOLD
others_are_fearful = current_fear_and_greed_index <= FEAR_THRESOLD
# robinhood setup
robinhood = Robinhood()
logged_in = robinhood.login(username=config.username, password=config.password)
instrument = robinhood.instruments(INTSTRUMENT_TO_BUY)[0]
print("Printing stock instrument info")
print(stock)
quote = robinhood.quote_data(INTSTRUMENT_TO_BUY)
print("Printing quote data for {}".format(INTSTRUMENT_TO_BUY))
print(quote)
if others_are_greedy:
# sell
sell_order = robinhood.place_sell_order(instrument, 1)
if others_are_fearful:
# buy
buy_order = robinhood.place_buy_order(instrument, 1)
class RobinhoodShell(cmd.Cmd):
intro = 'Welcome to the Robinhood shell. Type help or ? to list commands.\n'
prompt = '> '
# API Object
trader = None
# Cache file used to store instrument cache
instruments_cache_file = 'instruments.data'
# Maps Symbol to Instrument URL
instruments_cache = {}
# Maps URL to Symbol
instruments_reverse_cache = {}
# Cache file used to store instrument cache
watchlist_file = 'watchlist.data'
# Auth file
auth_file = 'auth.data'
# List of stocks in watchlist
watchlist = []
def _save_auth_data(self):
auth_data = {}
auth_data['device_token'] = self.trader.device_token
auth_data['auth_token'] = self.trader.auth_token
auth_data['refresh_token'] = self.trader.refresh_token
open(self.auth_file, 'w').write(json.dumps(auth_data))
def __init__(self):
cmd.Cmd.__init__(self)
self.trader = Robinhood()
# Robinhood now uses 2FA
# The workflow we use is as follows
# If we find auth token in auth.data - try to see if it still works
# If yes, continue
# If no, try to refresh the token using refresh token
# If it still fails, we need to relogin with 2FA
try:
data = open(self.auth_file).read()
auth_data = json.loads(data)
if 'auth_token' in auth_data:
self.trader.device_token = auth_data['device_token']
self.trader.auth_token = auth_data['auth_token']
self.trader.refresh_token = auth_data['refresh_token']
self.trader.headers['Authorization'] = 'Bearer ' + self.trader.auth_token
try:
self.trader.user()
except:
del self.trader.headers['Authorization']
self.trader.relogin_oauth2()
self._save_auth_data()
except:
challenge_type = 'email'
if CHALLENGE_TYPE == 'sms':
challenge_type = 'sms'
self.trader.login(username = USERNAME, password = PASSWORD, challenge_type = challenge_type)
self._save_auth_data()
try:
data = open(self.instruments_cache_file).read()
self.instruments_cache = json.loads(data)
for k in self.instruments_cache:
self.instruments_reverse_cache[self.instruments_cache[k]] = k
except:
pass
try:
data = open(self.watchlist_file).read()
self.watchlist = json.loads(data)
except:
pass
# nytime = parser.parse('2018-06-15T23:14:15Z').astimezone(to_zone)
# from dateutil import parser
# ----- basic commands -----
def do_l(self, arg):
'Lists current portfolio'
t = Terminal()
portfolio = self.trader.portfolios()
if portfolio['extended_hours_equity']:
equity = float(portfolio['extended_hours_equity'])
else:
equity = float(portfolio['equity'])
eq = '%.2f' % equity
previous_close = float(portfolio['adjusted_equity_previous_close'])
change = equity - previous_close
change_pct = '%.2f' % (change/previous_close * 100.0)
# format
change = f"{change:.2f}"
# colorize
change_pct = color_data(change_pct)
change = color_data(change)
account_details = self.trader.get_account()
if 'margin_balances' in account_details:
buying_power = account_details['margin_balances']['unallocated_margin_cash']
account_table = SingleTable([['Portfolio Value','Change','Buying Power'],[eq, change+' ('+change_pct+'%)', buying_power]],'Account')
print((account_table.table))
# Load Stocks
positions = self.trader.securities_owned()
instruments = [position['instrument'] for position in positions['results']]
symbols = [self.get_symbol(position['instrument']) for position in positions['results']]
market_data = self.trader.get_stock_marketdata(instruments)
table_data = []
table_data.append(["Symbol", "Last", "Shares", "Equity", "Avg Cost", "Return" , "Day", "EquityChange", "Day %"])
i = 0
for position in positions['results']:
quantity = int(float(position['quantity']))
symbol = self.get_symbol(position['instrument'])
price = market_data[i]['last_trade_price']
total_equity = float(price) * quantity
buy_price = float(position['average_buy_price'])
p_l = f"{total_equity - (buy_price * quantity):.2f}"
total_equity = f"{total_equity:.2f}"
buy_price = f"{buy_price:.2f}"
day_change = f"{float(market_data[i]['last_trade_price']) - float(market_data[i]['previous_close']):.2f}"
day_change_q_val = f"{float(quantity) * float(day_change):.2f}"
day_change_pct = f"{float(day_change) / float(market_data[i]['previous_close']) * 100:.2f}"
price = f"{float(price):.2f}"
table_data.append([
symbol,
price,
quantity,
total_equity,
buy_price,
color_data(p_l),
color_data(day_change),
color_data(day_change_q_val),
color_data(day_change_pct)
])
i += 1
table = SingleTable(table_data,'Portfolio')
table.inner_row_border = True
table.justify_columns = {0: 'center' }
print((table.table))
def do_lo(self, arg):
'Lists current options portfolio'
# Load Options
options_t_data=[]
option_positions = self.trader.options_owned()
options_table = SingleTable(options_t_data,'Options')
options_table.inner_row_border = True
options_table.justify_columns = {0: 'center' }
options_t_data.append(["Symbol","Type","Experation","Strike", "Price", "QTY", "Equity", "Cost", "Total Return","Today"])
for op in option_positions:
quantity = float(op['quantity'])
if quantity == 0:
continue
cost = float(op['average_price'])
if op['type'] == 'short':
quantity = -quantity
cost = -cost
instrument = op['option']
option_data = self.trader.session.get(instrument).json()
# skip expired -- verify when it changes state day of or, after market close on expieration
if option_data['state'] == "expired":
continue
expiration_date = option_data['expiration_date']
strike = float(option_data['strike_price'])
type = option_data['type']
symbol = op['chain_symbol']
option_type = str(type).upper()
expiration = expiration_date
strike_price = '$'+str(strike)
info = self.trader.get_option_marketdata(instrument)
last_price = float(info['adjusted_mark_price'])
total_equity = (100 * last_price) * quantity
change = total_equity - (float(cost) * quantity)
change_pct = '{:04.2f}'.format(change / float(cost) * 100)
day_change = float(info['adjusted_mark_price']) - float(info['previous_close_price'])
day_pct = '{:04.2f}'.format((day_change / float(info['previous_close_price']) ) * 100)
# format after calc
day_change = f"{day_change:.3f}"
options_t_data.append([
symbol,option_type,
expiration,
strike_price ,
last_price,
quantity,
total_equity,
cost,
color_data(change) +' ('+ color_data(change_pct) +'%)',
color_data(day_change) +' ('+ color_data(day_pct) +'%)'
])
print((options_table.table))
def do_w(self, arg):
'Show watchlist w \nAdd to watchlist w a <symbol> \nRemove from watchlist w r <symbols>'
parts = re.split('\W+',arg.upper())
if len(parts) >= 2:
if parts[0] == 'A':
for p in parts[1:]:
if p not in self.watchlist:
self.watchlist.append(p.strip())
if parts[0] == 'R':
self.watchlist = [r for r in self.watchlist if r not in parts[1:]]
print("Done")
else:
watch_t_data=[]
watch_table = SingleTable(watch_t_data,'Watch List')
watch_table.inner_row_border = True
watch_table.justify_columns = {0: 'center', 1: 'center', 2: 'center', 3:'center',4: 'center'}
watch_t_data.append(["Symbol","Ask Price", "Open", "Today", "%"])
if len(self.watchlist) > 0:
instruments = [self.get_instrument(s)['url'] for s in
self.watchlist]
raw_data = self.trader.get_stock_marketdata(instruments)
quotes_data = {}
for quote in raw_data:
day_change = float(quote['last_trade_price']) - float(quote['previous_close'])
day_change_pct = '{:05.2f}'.format(( day_change / float(quote['previous_close']) ) * 100)
watch_t_data.append([
quote['symbol'],
'{:05.2f}'.format(float(quote['last_trade_price'])),
'{:05.2f}'.format(float(quote['previous_close'])),
color_data(day_change),
color_data(day_change_pct)
])
print((watch_table.table))
else:
print("Watchlist empty!")
def do_b(self, arg):
'Buy stock b <symbol> <quantity> <price>'
parts = arg.split()
if len(parts) >= 2 and len(parts) <= 3:
symbol = parts[0].upper()
quantity = parts[1]
if len(parts) == 3:
price = float(parts[2])
else:
price = 0.0
stock_instrument = self.get_instrument(symbol)
if not stock_instrument['url']:
print("Stock not found")
return
res = self.trader.place_buy_order(stock_instrument, quantity, price)
if not (res.status_code == 200 or res.status_code == 201):
print("Error executing order")
try:
data = res.json()
if 'detail' in data:
print(data['detail'])
except:
pass
else:
print("Done")
else:
print("Bad Order")
def do_s(self, arg):
'Sell stock s <symbol> <quantity> <?price>'
parts = arg.split()
if len(parts) >= 2 and len(parts) <= 3:
symbol = parts[0].upper()
quantity = parts[1]
if len(parts) == 3:
price = float(parts[2])
else:
price = 0.0
stock_instrument = self.get_instrument(symbol)
if not stock_instrument['url']:
print("Stock not found")
return
res = self.trader.place_sell_order(stock_instrument, quantity, price)
if not (res.status_code == 200 or res.status_code == 201):
print("Error executing order")
try:
data = res.json()
if 'detail' in data:
print(data['detail'])
except:
pass
else:
print("Done")
else:
print("Bad Order")
def do_sl(self, arg):
'Setup stop loss on stock sl <symbol> <quantity> <price>'
parts = arg.split()
if len(parts) == 3:
symbol = parts[0].upper()
quantity = parts[1]
price = float(parts[2])
stock_instrument = self.trader.instruments(symbol)[0]
res = self.trader.place_stop_loss_order(stock_instrument, quantity, price)
if not (res.status_code == 200 or res.status_code == 201):
print("Error executing order")
try:
data = res.json()
if 'detail' in data:
print(data['detail'])
except:
pass
else:
print("Done")
else:
print("Bad Order")
def do_o(self, arg):
'List open orders'
open_orders = self.trader.get_open_orders()
if open_orders:
open_t_data=[]
open_table = SingleTable(open_t_data,'open List')
open_table.inner_row_border = True
open_table.justify_columns = {0: 'center', 1: 'center', 2: 'center', 3:'center',4: 'center'}
open_t_data.append( ["index", "symbol", "price", "quantity", "type", "id"])
index = 1
for order in open_orders:
if order['trigger'] == 'stop':
order_price = order['stop_price']
order_type = "stop loss"
else:
order_price = order['price']
order_type = order['side']+" "+order['type']
open_t_data.append([
index,
self.get_symbol(order['instrument']),
order_price,
int(float(order['quantity'])),
order_type,
order['id'],
])
index += 1
print((open_table.table))
else:
print("No Open Orders")
def do_c(self, arg):
'Cancel open order c <index> or c <id>'
order_id = arg.strip()
order_index = -1
try:
order_index = int(order_id)
except:
pass
if order_index > 0:
order_index = order_index - 1
open_orders = self.trader.get_open_orders()
if order_index < len(open_orders):
order_id = open_orders[order_index]['id']
else:
print("Bad index")
return
try:
self.trader.cancel_order(order_id)
print("Done")
except Exception as e:
print("Error executing cancel")
print(e)
def do_ca(self, arg):
'Cancel all open orders'
open_orders = self.trader.get_open_orders()
for order in open_orders:
try:
self.trader.cancel_order(order['id'])
except Exception as e:
pass
print("Done")
def do_news(self,arg,show_num=5):
if len(arg) == 0:
print("Missing symbol")
else:
news_data = self.trader.get_news(arg.upper())
if news_data['count'] == 0:
print("No News available")
return
for x in range(0,show_num):
news_box(news_data['results'][x]['source'], news_data['results'][x]['published_at'], news_data['results'][x]['summary'], news_data['results'][x]['title'],news_data['results'][x]['url'])
def do_mp(self, arg):
'Buy as many shares possible by defined max dollar amount: mp <symbol> <max_spend> <?price_limit>'
parts = arg.split()
if len(parts) >= 2 and len(parts) <= 3:
symbol = parts[0].upper()
#quantity = parts[1]
spend = parts[1]
if len(parts) == 3:
print("Parts: 3")
price_limit = float(parts[2])
else:
price_limit = 0.0
try:
cur_data = self.trader.quote_data(symbol)
last_price = cur_data['last_trade_price']
except:
print("Invalid Ticker?")
pass
return
# quote['last_trade_price']
quantity = int(math.floor(float(spend) / float(last_price)))
print(("\nBuying %s\n Max Spend: %s\nQTY: %s\n Current Price: %s\nMax Price: %s\n" % (symbol,spend, quantity, last_price, price_limit)))
# stock_instrument = self.trader.instruments(symbol)[0]
# res = self.trader.place_buy_order(stock_instrument, quantity, price)
# if not (res.status_code == 200 or res.status_code == 201):
# print "Error executing order"
# try:
# data = res.json()
# if 'detail' in data:
# print data['detail']
# except:
# pass
# else:
# print "Done"
# else:
# print "Bad Order"
def do_q(self, arg):
'Get detailed quote for stock: q <symbol(s)>'
symbols = re.split('\W+',arg.upper())
if len(arg) == 0:
print("Missing symbol(s)")
else:
instruments = [self.get_instrument(s)['url'] for s in symbols]
raw_data = self.trader.get_stock_marketdata(instruments)
quotes_data = {}
quote_t_data=[]
quote_table = SingleTable(quote_t_data,'Quote List')
quote_table.inner_row_border = True
quote_table.justify_columns = {0: 'center', 1: 'center', 2: 'center', 3:'center',4: 'center'}
quote_t_data.append(["Symbol", "Current Price", "Open","Change", "Ask","Bid"])
for quote in raw_data:
if not quote:
continue
day_change = float(quote['last_trade_price']) - float(quote['previous_close'])
day_change_pct = ( day_change / float(quote['previous_close']) ) * 100
ask_price = '{:05.2f}'.format(float(quote['ask_price']))
ask_size = quote['ask_size']
bid_price = '{:05.2f}'.format(float(quote['bid_price']))
bid_size = quote['bid_size']
quote_t_data.append([
quote['symbol'],
'{:05.2f}'.format(float(quote['last_trade_price'])),
'{:05.2f}'.format(float(quote['previous_close'])),
color_data(day_change)+' ('+color_data('{:05.2f}'.format(day_change_pct))+'%)',
str(ask_price)+' x '+str(ask_size),
str(bid_price)+' x '+str(bid_size)
])
print((quote_table.table))
def do_qq(self, arg):
'Get quote for stock q <symbol> or option q <symbol> <call/put> <strike> <(optional) YYYY-mm-dd>'
arg = arg.strip().split()
try:
symbol = arg[0].upper()
except:
print("Please check arguments again. Format: ")
print("Stock: q <symbol>")
print("Option: q <symbol> <call/put> <strike> <(optional) YYYY-mm-dd>")
type = strike = expiry = None
if len(arg) > 1:
try:
type = arg[1]
strike = arg[2]
except Exception as e:
print("Please check arguments again. Format: ")
print("q <symbol> <call/put> <strike> <(optional) YYYY-mm-dd>")
try:
expiry = arg[3]
except:
expiry = None
arg_dict = {'symbol': symbol, 'type': type, 'expiration_dates': expiry, 'strike_price': strike, 'state': 'active', 'tradability': 'tradable'};
quotes = self.trader.get_option_quote(arg_dict);
qquote_t_data=[]
qquote_table = SingleTable(qquote_t_data,'Quote List')
qquote_table.inner_row_border = True
qquote_table.justify_columns = {0: 'center', 1: 'center'}
qquote_t_data.append(['expiry', 'price'])
for row in quotes:
qquote_t_data.append(row)
print((qquote_table.table))
else:
try:
self.trader.print_quote(symbol)
except:
print("Error getting quote for:", symbol)
def do_bye(self, arg):
open(self.instruments_cache_file, 'w').write(json.dumps(self.instruments_cache))
open(self.watchlist_file, 'w').write(json.dumps(self.watchlist))
self._save_auth_data()
return True
# ------ utils --------
def get_symbol(self, url):
if not url in self.instruments_reverse_cache:
self.add_instrument_from_url(url)
return self.instruments_reverse_cache[url]
def get_instrument(self, symbol):
if not symbol in self.instruments_cache:
instruments = self.trader.instruments(symbol)
for instrument in instruments:
self.add_instrument(instrument['url'], instrument['symbol'])
url = ''
if symbol in self.instruments_cache:
url = self.instruments_cache[symbol]
return { 'symbol': symbol, 'url': url }
def add_instrument_from_url(self, url):
data = self.trader.get_url(url)
if 'symbol' in data:
symbol = data['symbol']
else:
types = { 'call': 'C', 'put': 'P'}
symbol = data['chain_symbol'] + ' ' + data['expiration_date'] + ' ' + ''.join(types[data['type']].split('-')) + ' ' + str(float(data['strike_price']))
self.add_instrument(url, symbol)
def add_instrument(self, url, symbol):
self.instruments_cache[symbol] = url
self.instruments_reverse_cache[url] = symbol
print ('Week Day - Sleep 16 hrs')
time.sleep(57600)
#Lets find out if Robinhood has updated yesterday closing data
conn = sqlite3.connect(path)
conn.row_factory = sqlite3.Row
c = conn.cursor()
c.execute('''
SELECT * FROM stocks
ORDER BY previous_close_date DESC''')
row_verify = c.fetchone()
conn.close()
#login
working = False
while not working:
try:
quote_data = trader.quote_data(row_verify['symbol'])
working = True
except:
print ('Failed to Get Quote')
try:
time.sleep(ref_time)
trader = Robinhood()
trader.login(username=loginstr[0],password=loginstr[1],qr_code=loginstr[2])
print ('Login')
except:
print ('Cant Login')
time.sleep(ref_time)
pass
pass
#Load database once daily with current securities and watchlist data
if quote_data['previous_close_date'] > row_verify['previous_close_date']:
class TKshell(cmd.Cmd):
intro = 'Welcome to the Robinhood shell. Type help or ? to list commands.\n'
prompt = '> '
# API Object
trader = None
# Cache file used to store instrument cache
instruments_cache_file = 'instruments.data'
# Maps Symbol to Instrument URL
instruments_cache = {}
# Maps URL to Symbol
instruments_reverse_cache = {}
def __init__(self):
cmd.Cmd.__init__(self)
self.trader = Robinhood()
self.trader.login_prompt()
try:
data = open('instruments.data').read()
self.instruments_cache = json.loads(data)
for k in self.instruments_cache:
self.instruments_reverse_cache[self.instruments_cache[k]] = k
except:
pass
# ----- basic commands -----
def do_l(self, arg):
'Lists current portfolio'
portfolio = self.trader.portfolios()
print('Equity Value:', portfolio['equity'])
account_details = self.trader.get_account()
if 'margin_balances' in account_details:
print(
'Buying Power:',
account_details['margin_balances']['unallocated_margin_cash'])
positions = self.trader.securities_owned()
symbols = ''
buy_price_data = {}
for position in positions['results']:
symbol = self.get_symbol(position['instrument'])
buy_price_data[symbol] = position['average_buy_price']
symbols += symbol + ','
symbols = symbols[:-1]
raw_data = self.trader.quote_data(symbols)
quotes_data = {}
for quote in raw_data:
quotes_data[quote['symbol']] = quote['last_trade_price']
d = []
for position in positions['results']:
quantity = int(float(position['quantity']))
symbol = self.get_symbol(position['instrument'])
price = quotes_data[symbol]
total_equity = float(price) * quantity
buy_price = float(buy_price_data[symbol])
p_l = total_equity - buy_price * quantity
d.append([symbol, price, quantity, total_equity, buy_price, p_l])
column_headers = [
"symbol", "current price", "quantity", "total equity",
"cost basis", "p/l"
]
table = tabulate(d, headers=column_headers)
print(table)
def do_q(self, arg):
'Get quote for stock q <symbol>'
symbols = arg.strip()
headers = [
'symbol', 'price', 'bid_size', 'bid_price', 'ask_size', 'ask_price'
]
try:
data = self.trader.get_quote_list(
symbols,
'symbol,last_trade_price,bid_size,bid_price,ask_size,ask_price'
)
print(tabulate(data, headers=headers))
except:
print("Error getting quote for:", symbols)
def do_b(self, arg):
'Buy stock b <symbol> <quantity> <price>'
parts = arg.split()
if len(parts) == 3:
symbol = parts[0]
quantity = parts[1]
price = round(float(parts[2]), 2)
stock_instrument = self.trader.instruments(symbol)[0]
res = self.trader.place_buy_order(stock_instrument, quantity,
price)
if not (res.status_code == 200 or res.status_code == 201):
print("Error executing order")
try:
data = res.json()
if 'detail' in data:
print(data['detail'])
except:
pass
else:
print("Done")
else:
print("Bad Order")
def do_qb(self, arg):
'''
Quick Buy
a quick buy is a limit buy which price is set at previous close + 15% * previous candle body
:param arg: <symbol> <quantity>
:return: order detail
'''
parts = arg.split()
if len(parts) == 2:
symbol = parts[0]
quantity = parts[1]
d = g_ts.get_intraday(symbol=symbol, interval='5min')[0][-2:-1]
o = float(d['open'])
c = float(d['close'])
price = round(min(o, c) + 0.15 * abs(o - c), 2)
stock_instrument = self.trader.instruments(symbol)[0]
res = self.trader.place_buy_order(stock_instrument, quantity,
price)
if not (res.status_code == 200 or res.status_code == 201):
print("Error executing order")
try:
data = res.json()
if 'detail' in data:
print(data['detail'])
except:
pass
else:
print("Done")
else:
print("Bad Order")
def do_s(self, arg):
'Sell stock s <symbol> <quantity> <price>'
parts = arg.split()
if len(parts) == 3:
symbol = parts[0]
quantity = parts[1]
price = float(parts[2])
stock_instrument = self.trader.instruments(symbol)[0]
res = self.trader.place_sell_order(stock_instrument, quantity,
price)
if not (res.status_code == 200 or res.status_code == 201):
print("Error executing order")
try:
data = res.json()
if 'detail' in data:
print(data['detail'])
except:
pass
else:
print("Done")
else:
print("Bad Order")
def do_o(self, arg):
'List open orders'
open_orders = self.trader.order_history()['results'][:10]
if open_orders:
column_headers = [
"index", "symbol", "state", "price", "quantity", "type", "id"
]
global g_openorders, g_liststates
g_openorders = []
count = 1
for order in open_orders:
if order['state'] in g_liststates:
g_openorders.append([
count,
self.get_symbol(order['instrument']), order['state'],
order['price'],
int(float(order['quantity'])), order['side'],
order['id']
])
count += 1
g_openorders.reverse()
table = tabulate(g_openorders, headers=column_headers)
print(table)
else:
print("No Open Orders")
def do_c(self, arg):
'''
Cancel an open order by index return in list orders
:param arg:
:return:
'''
order_index = int(arg.strip())
try:
self.trader.cancel_order(g_openorders[-order_index][-1])
except Exception as e:
print("Error executing cancel\n", e)
print(g_openorders[-order_index], "has been cancelled.")
def do_u(self, arg):
'''
refresh the watch list, combining positions owned with symbol in wl.json
:param arg:
:return:
'''
positions = self.trader.securities_owned()
global g_watchlist
g_watchlist = []
for position in positions['results']:
g_watchlist.append(self.trader.quote_data(position['instrument']))
# TODO maybe add pre-calculated price level in the json file as well
with open('wl.json', 'r') as f:
d = json.load(f)
for each in d:
g_watchlist.append(each)
print("Watchlist updated")
print(tabulate(d))
def do_r(self, arg):
'''
rate
:param arg:
:return:
'''
def do_bye(self, arg):
open(self.instruments_cache_file,
'w').write(json.dumps(self.instruments_cache))
return True
# ------ utils --------
def get_symbol(self, url):
if not url in self.instruments_reverse_cache:
self.add_instrument_from_url(url)
return self.instruments_reverse_cache[url]
def add_instrument_from_url(self, url):
data = self.trader.get_url(url)
symbol = data['symbol']
self.instruments_cache[symbol] = url
self.instruments_reverse_cache[url] = symbol
class Query:
# __init__:Void
# param email:String => Email of the Robinhood user.
# param password:String => Password for the Robinhood user.
def __init__(self, email, password):
self.trader = Robinhood()
self.trader.login(username=email, password=password)
self.email = email
self.password = password
## ##
# Getters #
## ##
# get_fundamentals_by_criteria:[String]
# param price_range:(float, float) => High and low prices for the queried fundamentals.
# returns List of symbols that fit the given criteria.
def get_fundamentals_by_criteria(self,
price_range=(0.00, sys.maxsize),
tags=None):
all_symbols = []
if tags is not None and tags is not []:
if isinstance(tags, Enum):
try:
all_symbols = self.get_by_tag(tag)
except Exception as e:
pass
else:
for tag in tags:
try:
all_symbols += self.get_by_tag(tag)
except Exception as e:
pass
else:
all_symbols = [
instrument['symbol']
for instrument in self.trader.instruments_all()
]
queried_fundamentals = []
for symbol in all_symbols:
try:
fundamentals = self.get_fundamentals(symbol)
if fundamentals is not None and 'low' in fundamentals and 'high' in fundamentals and float(
fundamentals['low'] or -1) >= price_range[0] and float(
fundamentals['high']
or sys.maxsize + 1) <= price_range[1]:
fundamentals['symbol'] = symbol
queried_fundamentals.append(fundamentals)
except Exception as e:
continue
return queried_fundamentals
# get_symbols_by_criteria:[String]
# param price_range:(float, float) => High and low prices for the queried symbols.
# returns List of symbols that fit the given criteria.
def get_symbols_by_criteria(self,
price_range=(0.00, sys.maxsize),
tags=None):
queried_fundamentals = self.get_fundamentals_by_criteria(
price_range, tags)
queried_symbols = [
fundamentals['symbol'] for fundamentals in queried_fundamentals
]
return queried_symbols
# get_current_price:[String:String]
# param symbol:String => String symbol of the instrument to return.
# returns Float value of the current price of the stock with the given symbol.
def get_current_price(self, symbol):
return float(self.trader.quote_data(symbol)['last_trade_price'])
# get_quote:[String:String]
# param symbol:String => String symbol of the instrument to return.
# returns Quote data for the instrument with the given symbol.
def get_quote(self, symbol):
return self.trader.quote_data(symbol)
# get_quotes:[[String:String]]
# param symbol:[String] => List of string symbols of the instrument to return.
# returns Quote data for the instruments with the given symbols.
def get_quotes(self, symbols):
return self.trader.quotes_data(symbols)
# get_instrument:[String:String]
# param symbol:String => String symbol of the instrument.
# returns The instrument with the given symbol.
def get_instrument(self, symbol):
return self.trader.instruments(symbol)[0] or None
# stock_from_instrument_url:Dict[String:String]
# param url:String => URL of instrument.
# returns Stock dictionary from the url of the instrument.
def stock_from_instrument_url(self, url):
return self.trader.stock_from_instrument_url(url)
# get_history:[[String:String]]
# param symbol:String => String symbol of the instrument.
# param interval:Span => Time in between each value. (default: DAY)
# param span:Span => Range for the data to be returned. (default: YEAR)
# param bounds:Span => The bounds to be included. (default: REGULAR)
# returns Historical quote data for the instruments with the given symbols on a 5-minute, weekly interval.
def get_history(self,
symbol,
interval=Span.DAY,
span=Span.YEAR,
bounds=Bounds.REGULAR):
return self.trader.get_historical_quotes(symbol, interval.value,
span.value, bounds.value)
# get_news:[[String:String]]
# param symbol:String => String symbol of the instrument.
# returns News for the instrument with the given symbol.
def get_news(self, symbol):
return self.trader.get_news(symbol)
# get_fundamentals:Dict[String:String]
# param symbol:String => String symbol of the instrument.
# returns Fundamentals for the instrument with the given symbol.
def get_fundamentals(self, symbol):
return self.trader.get_fundamentals(symbol)
# get_fundamentals:[String:String]
# param symbol:String => String symbol of the instrument.
# param dates:Date => List of datetime.date objects.
# param type:Option => Option.CALL or Option.PUT
# returns Options for the given symbol within the listed dates for the given type.
def get_options(self, symbol, dates, type):
return self.trader.get_options(
symbol, list(map(lambda date: date.isoFormat(), dates)),
type.value)
# get_market_data:[String:String]
# param optionId:String => Option ID for the option to return.
# returns Options for the given ID.
def get_market_data(self, optionId):
return self.trader.get_option_market_data(optionId)
# get_by_tag:[String:String]
# param tag:Tag => Type of tag to return the quotes by.
# returns Quotes for the given tag.
def get_by_tag(self, tag):
return self.trader.get_tickers_by_tag(tag.value)
# get_current_bid_price:Float
# param symbol:String => String symbol of the quote.
# returns The current bid price of the stock, as a float.
def get_current_bid_price(self, symbol):
return float(self.trader.get_quote(symbol)['bid_price']) or 0.0
## ##
# User Methods #
## ##
# user_portfolio:[String:String]
# returns Portfolio model for the logged in user.
def user_portfolio(self):
quotes = []
user_portfolio = self.user_stock_portfolio()
for data in user_portfolio:
symbol = data['symbol']
count = float(data['quantity'])
quotes.append(Quote(symbol, count))
return Portfolio(self, quotes, 'User Portfolio')
# user_stock_portfolio:[String:String]
# TODO: Better documentation.
# returns Stock perfolio for the user.
def user_stock_portfolio(self):
positions = self.trader.positions()['results'] or []
return list(
map(
lambda position: Utility.merge_dicts(
position,
self.trader.session.get(position['instrument'], timeout=15)
.json()), positions))
# user_portfolio:[String:String]
# returns Positions for the logged in user.
def user_positions(self):
return self.trader.positions()
# user_dividends:[String:String]
# returns Dividends for the logged in user.
def user_dividends(self):
return self.trader.dividends()
# user_securities:[String:String]
# returns Securities for the logged in user.
def user_securities(self):
return self.trader.securities_owned()
# user_equity:[String:String]
# returns Equity for the logged in user.
def user_equity(self):
return self.trader.equity()
# user_equity_prev:[String:String]
# returns Equity upon the previous close for the logged in user.
def user_equity_prev(self):
return self.trader.equity_previous_close()
# user_equity_adj_prev:[String:String]
# returns Adjusted equity upon the previous close for the logged in user.
def user_equity_adj_prev(self):
return self.trader.adjusted_equity_previous_close()
# user_equity_ext_hours:[String:String]
# returns Extended hours equity for the logged in user.
def user_equity_ext_hours(self):
return self.trader.extended_hours_equity()
# user_equity_last_core:[String:String]
# returns Last core equity for the logged in user.
def user_equity_last_core(self):
return self.trader.last_core_equity()
# user_excess_margin:[String:String]
# returns Excess margin for the logged in user.
def user_excess_margin(self):
return self.trader.excess_margin()
# user_market_value:[String:String]
# returns Market value for the logged in user.
def user_market_value(self):
return self.trader.market_value()
# user_market_value_ext_hours:[String:String]
# returns Extended hours market value for the logged in user.
def user_market_value_ext_hours(self):
return self.trader.extended_hours_market_value()
# user_market_value_last_core:[String:String]
# returns Last core market value for the logged in user.
def user_market_value_last_core(self):
return self.trader.last_core_market_value()
# user_order_history:[String:String]
# param orderId:String => The order ID to return the order for.
# returns A specified order executed by the logged in user.
def user_order(self, orderId):
return self.trader.order_history(orderId)
# user_orders:[[String:String]]
# returns The order history for the logged in user.
def user_orders(self):
return self.trader.order_history(None)
# user_open_orders:[[String:String]]
# returns The open orders for the user
def user_open_orders(self):
orders = self.trader.order_history(None)['results']
open_orders = []
for order in orders:
if order['state'] == 'queued':
open_orders.append(order)
return open_orders
# user_account:[[String:String]]
# returns The user's account.
def user_account(self):
return self.trader.get_account()
# user_buying_power:float
# returns The user's buying power.
def user_buying_power(self):
return float(self.trader.get_account()['buying_power'] or 0.0)
## ##
# Execution Methods #
## ##
# exec_buy:[String:String]
# param symbol:String => String symbol of the instrument.
# param quantity:Number => Number of shares to execute buy for.
# param stop:Number? => Sets a stop price on the buy, if not None.
# param limit:Number? => Sets a limit price on the buy, if not None.
# param time:GoodFor? => Defines the expiration for a limited buy.
# returns The order response.
def exec_buy(self, symbol, quantity, stop=None, limit=None, time=None):
if time is None:
time = GoodFor.GOOD_TIL_CANCELED
if limit is not None:
if stop is not None:
return self.trader.place_stop_limit_buy_order(
None, symbol, time.value, stop, quantity)
return self.trader.place_limit_buy_order(None, symbol, time.value,
limit, quantity)
elif stop is not None:
return self.trader.place_stop_loss_buy_order(
None, symbol, time.value, stop, quantity)
return self.trader.place_market_buy_order(None, symbol, time.value,
quantity)
# exec_sell:[String:String]
# param symbol:String => String symbol of the instrument.
# param quantity:Number => Number of shares to execute sell for.
# param stop:Number? => Sets a stop price on the sell, if not None.
# param limit:Number? => Sets a limit price on the sell, if not None.
# param time:GoodFor? => Defines the expiration for a limited buy.
# returns The order response.
def exec_sell(self, symbol, quantity, stop=None, limit=None, time=None):
if time is None:
time = GoodFor.GOOD_TIL_CANCELED
if limit is not None:
if stop is not None:
return self.trader.place_stop_limit_sell_order(
None, symbol, time.value, stop, quantity)
return self.trader.place_limit_sell_order(None, symbol, time.value,
limit, quantity)
elif stop is not None:
return self.trader.place_stop_loss_sell_order(
None, symbol, time.value, stop, quantity)
return self.trader.place_market_sell_order(None, symbol, time.value,
quantity)
# exec_cancel:[String:String]
# param order_id:String => ID of the order to cancel.
# returns The canceled order response.
def exec_cancel(self, order_id):
return self.trader.cancel_order(order_id)
# exec_cancel_open_orders:[String]
# returns A list of string IDs for the cancelled orders.
def exec_cancel_open_orders(self):
orders = self.trader.order_history(None)['results']
cancelled_order_ids = []
for order in orders:
if order['state'] == 'queued':
self.trader.cancel_order(order['id'])
cancelled_order_ids.append(order['id'])
return cancelled_order_ids
from Robinhood import Robinhood
import getpass, time, sys
USERNAME = sys.argv[1]
STOCK_NAME = sys.argv[2]
trader = Robinhood()
logged_in = trader.login(username=USERNAME, password=getpass.getpass())
stock_instrument = None
while True:
quote_info = trader.quote_data(STOCK_NAME)
stock_instrument = trader.instruments(STOCK_NAME)[0]
print("################################")
print("Time: {}".format(time.ctime()))
print("################################")
print("Name: {}".format(stock_instrument['name']))
print("Symbol: {}".format(STOCK_NAME))
print("Price: ${}".format(quote_info['last_trade_price']))
instrument_url = stock_instrument['url']
owned = trader.securities_owned()['results']
print("################################")
for sec in owned:
if sec['instrument'] == instrument_url:
price = sec['average_buy_price']
quantity = sec['quantity']
print("Ave. Price: ${}".format(price))
print("Shares: {}".format(quantity))
print("Total Value: ${}".format(
round(float(price) * float(quantity)), 2))
print("################################\n")
from Robinhood import Robinhood
# https://github.com/Jamonek/Robinhood
my_trader = Robinhood()
logged_in = my_trader.login(username="******", password="******")
# Get stock information
stock_instrument = my_trader.instruments("AAPL")[0]
print(stock_instrument)
# Get a stock's quote
quote_info = my_trader.quote_data("AAPL")
print(quote_info)
# buy_order = my_trader.place_buy_order(stock_instrument, 1)
# sell_order = my_trader.place_sell_order(stock_instrument, 1)
print(text, end='\r', flush=True)
t = Robinhood()
t.login(use_cookies=False)
runs = 0
lines = 0
options = import_json('../data/options_watch.json',
path=os.path.abspath(__file__))
try:
while True:
try:
cur_time = int(datetime.now().strftime('%H%M'))
time_stamp = datetime.now().strftime('%H:%M:%S')
spy = t.quote_data('SPY')
spy_price = float(spy['last_trade_price']).round(
3) if cur_time >= 930 else float(
spy['last_extended_hours_trade_price']).round(3)
print_str = f'{time_stamp} - SPY ({spy_price})\n'
lines = 1
for i, option in enumerate(options):
opt = t.find_option_by_strike(option['ticker'], option['date'],
option['strike'], option['type'])
opt_data = t.get_option_market_data(opt['id'])
opt_type = 'C' if option['type'] == 'call' else 'P'
opt_text = f"{option['ticker']}-{option['strike']}-{opt_type}-{option['date'].replace('-', '')}"
quote_data = t.quote_data(option['ticker'])
quote = float(quote_data['last_trade_price']).round(
3) if cur_time >= 930 else float(
quote_data['last_extended_hours_trade_price']).round(3)
import config
from Robinhood import Robinhood
robinhood = Robinhood()
logged_in = robinhood.login(username=config.USERNAME, password=config.PASSWORD)
stock = robinhood.instruments("AAPL")[0]
print("printing stock")
print(stock)
quote = robinhood.quote_data("AAPL")
print("printing quote")
print(quote)
info = robinhood.portfolios
print("my portfolio")
print(info)
order.get('state'),
'symbol':
my_trader.symbol(
order.get('instrument').replace(
"https://api.robinhood.com/instruments/",
"").replace("/", ""))[0][0]
})
d = {}
for order in order_list:
symbol = order.get('symbol')
if not d.get(symbol):
d[symbol] = {'quantity': 0, 'revenue': 0}
if order.get('side') == 'buy':
d[symbol]['quantity'] += (float)(order.get('quantity'))
d[symbol]['revenue'] -= (float)(order.get('quantity')) * (float)(
order.get('price'))
else:
d[symbol]['quantity'] -= (float)(order.get('quantity'))
d[symbol]['revenue'] += (float)(order.get('quantity')) * (float)(
order.get('price'))
for k, v in d.items():
v['revenue'] += (float)(my_trader.quote_data(k).get('previous_close')) * (
float)(v.get('quantity'))
v['quantity'] = 0
for k, v in d.items():
print(k + ": " + str(v.get('revenue')))
if __name__ == '__main__':
if len(sys.argv) > 1:
quantity_to_buy = float(sys.argv[1])
sell_below_delta = float(sys.argv[2])
sell_above_value = float(sys.argv[3])
buy_below_value = float(sys.argv[4])
print('Monitoring BTCUSD')
last_alive_hour = -1
action_filled = False
while True:
if action_filled:
break
quote = trader.quote_data('BTCUSD')
mark_price, bid_price, ask_price = float(quote['mark_price']), float(quote['bid_price']), float(
quote['ask_price'])
now = datetime.now()
if now.hour != last_alive_hour:
print('{}: Alive, mark_price: {}'.format(datetime.now(), mark_price))
last_alive_hour = now.hour
# raise Exception('Test error')
# handle actions
quantity, per_cost = get_holding_quantity()
if quantity == 0 and check_buy_lock():
print('No BTC hold and buy lock activated. Quit.')
break
# Get real-time market price for stocks from Robinhood import Robinhood import csv import sys import time day_data_root = 'static/data/real_time/' #Root path of the data ticker = sys.argv[1] if __name__ == '__main__': #Login to Robinhood Account username = '******' password = '******' trader = Robinhood() f = open(day_data_root+ticker+".csv",'w') quote = trader.quote_data(ticker) timestamp = quote['updated_at'] price = quote['last_trade_price'] writer = csv.writer(f) writer.writerow(['time','price']) writer.writerow([timestamp,price]) f.close()
from Robinhood import Robinhood
my_trader = Robinhood(username="******", password="******")
#get stock information about a stock
# Note: for some stock names, more than one instrument
# may be returned for a given stock symbol
stock_instrument = my_trader.instruments("GEVO")[0]
#You can stock information about current bid_price, etc
quote_info = my_trader.quote_data("GEVO")
#place a buy order (uses market bid price)
buy_order = my_trader.place_buy_order(stock_instrument, 1)
#place a sell order
sell_order = my_trader.place_sell_order(stock_instrument, 1)
from Robinhood import Robinhood
#Setup
my_trader = Robinhood()
#login
my_trader.login(username="******", password="******")
#Get stock information
#Note: Sometimes more than one instrument may be returned for a given stock symbol
stock_instrument = my_trader.instruments("GEVO")[0]
#Get a stock's quote
my_trader.print_quote("AAPL")
#Prompt for a symbol
my_trader.print_quote()
#Print multiple symbols
my_trader.print_quotes(stocks=["BBRY", "FB", "MSFT"])
#View all data for a given stock ie. Ask price and size, bid price and size, previous close, adjusted previous close, etc.
quote_info = my_trader.quote_data("GEVO")
print(quote_info)
#Place a buy order (uses market bid price)
buy_order = my_trader.place_buy_order(stock_instrument, 1)
#Place a sell order
sell_order = my_trader.place_sell_order(stock_instrument, 1)
import config
from Robinhood import Robinhood
watchlist = ["TSLA", "AMD"]
my_trader = Robinhood()
logged_in = False
logged_in = my_trader.login(username=config.USERNAME,
password=config.PASSWORD,
qr_code=config.QR)
i = 0
while i < 6:
for ticker in watchlist:
ticker_last_price = my_trader.quote_data(ticker)['last_trade_price']
print(str(ticker) + " : " + str(ticker_last_price))
time.sleep(10)
i = i + 1
my_trader.logout()
