def get_stock_info(self):
print("Getting stock data from Robinhood")
trader = Robinhood()
quotes = zip(self.stock_list, trader.quotes_data(self.stock_list))
return quotes
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(username=USERNAME, password=PASSWORD)
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 = []
for position in positions['results']:
symbol = self.get_symbol(position['instrument'])
symbols.append(symbol)
raw_data = self.trader.quotes_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"
]
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
table.append_row([symbol, price, quantity, total_equity])
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
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'
# List of stocks in watchlist
watchlist = []
def __init__(self):
cmd.Cmd.__init__(self)
self.trader = Robinhood()
self.trader.login(username=USERNAME, password=PASSWORD)
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'
portfolio = self.trader.portfolios()
if portfolio['extended_hours_equity']:
equity = float(portfolio['extended_hours_equity'])
else:
equity = float(portfolio['equity'])
print 'Equity Value: %.2f' % equity
previous_close = float(portfolio['adjusted_equity_previous_close'])
change = equity - previous_close
print '%s%.2f Today (%.2f%%)' % (('+' if change > 0 else ''), change,
change / previous_close * 100.0)
account_details = self.trader.get_account()
if 'margin_balances' in account_details:
print 'Buying Power:', account_details['margin_balances'][
'unallocated_margin_cash']
# Load Stocks
positions = self.trader.securities_owned()
symbols = [
self.get_symbol(position['instrument'])
for position in positions['results']
]
quotes_data = {}
if len(symbols) > 0:
raw_data = self.trader.quotes_data(symbols)
for quote in raw_data:
if quote['last_extended_hours_trade_price']:
price = quote['last_extended_hours_trade_price']
else:
price = quote['last_trade_price']
quotes_data[quote['symbol']] = 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(position['average_buy_price'])
p_l = total_equity - buy_price * quantity
table.append_row(
[symbol, price, quantity, total_equity, buy_price, p_l])
print "Stocks:"
print(table)
# Load Options
option_positions = self.trader.options_owned()
table = BeautifulTable()
table.column_headers = [
"option", "price", "quantity", "equity", "cost basis", "p/l"
]
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()
expiration_date = option_data['expiration_date']
strike = float(option_data['strike_price'])
type = option_data['type']
symbol = op[
'chain_symbol'] + ' ' + expiration_date + ' ' + type + ' $' + 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)
table.append_row(
[symbol, last_price, quantity, total_equity, cost, change])
print "Options:"
print(table)
def do_w(self, arg):
'Show watchlist w \nAdd to watchlist w a <symbol> \nRemove from watchlist w r <symbol>'
parts = arg.split()
if len(parts) == 2:
if parts[0] == 'a':
self.watchlist.append(parts[1].strip())
if parts[0] == 'r':
self.watchlist = [
r for r in self.watchlist if not r == parts[1].strip()
]
print "Done"
else:
table = BeautifulTable()
table.column_headers = ["symbol", "current price"]
if len(self.watchlist) > 0:
raw_data = self.trader.quotes_data(self.watchlist)
quotes_data = {}
for quote in raw_data:
table.append_row(
[quote['symbol'], quote['last_trade_price']])
print(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]
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]
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]
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:
table = BeautifulTable()
table.column_headers = [
"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']
table.append_row([
index,
self.get_symbol(order['instrument']),
order_price,
int(float(order['quantity'])),
order_type,
order['id'],
])
index += 1
print(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_q(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]
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)
table = BeautifulTable()
table.column_headers = ['expiry', 'price']
for row in quotes:
table.append_row(row)
print 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))
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
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
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'
# List of stocks in watchlist
watchlist = []
def __init__(self):
cmd.Cmd.__init__(self)
self.trader = Robinhood()
self.trader.login(username=USERNAME, password=PASSWORD)
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)
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()
symbols = [self.get_symbol(position['instrument']) for position in positions['results']]
quotes_data = {}
if len(symbols) > 0:
raw_data = self.trader.quotes_data(symbols)
for quote in raw_data:
quotes_data[quote['symbol']] = quote
if quote['last_extended_hours_trade_price']:
price = quote['last_extended_hours_trade_price']
else:
price = quote['last_trade_price']
table_data = []
table_data.append(["Symbol", "Last", "Shares", "Equity", "Avg Cost", "Return" , "Day", "EquityChange", "Day %"])
for position in positions['results']:
quantity = int(float(position['quantity']))
symbol = self.get_symbol(position['instrument'])
price = quotes_data[symbol]['last_trade_price']
total_equity = float(price) * quantity
buy_price = float(position['average_buy_price'])
p_l = total_equity - buy_price * quantity
day_change = float(quotes_data[symbol]['last_trade_price']) - float(quotes_data[symbol]['previous_close'])
day_change_q_val = '{:04.2f}'.format(quantity * day_change)
day_change_pct = '{:04.2f}'.format(float( ( day_change / float(quotes_data[symbol]['previous_close']) ) * 100))
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)
])
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)
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 <symbol>'
parts = arg.split()
if len(parts) == 2:
if parts[0] == 'a':
self.watchlist.append(parts[1].strip())
if parts[0] == 'r':
self.watchlist = [r for r in self.watchlist if not r == parts[1].strip()]
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:
raw_data = self.trader.quotes_data(self.watchlist)
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]
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]
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]
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'])
# print("-----------------------------------------------------------------------------------")
# print("Source: "+news_data['results'][x]['source']+': '+news_data['results'][x]['published_at']+' - '+news_data['results'][x]['title'])
# print("URL: "+news_data['results'][x]['url'])
# print("Summary: "+news_data['results'][x]['summary'])
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]
#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 <symblol(s)>'
symbols = re.split('\W+',arg)
if len(arg) == 0:
print "Missing symbol(s)"
else:
raw_data = self.trader.quotes_data(symbols)
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];
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))
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
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'
# List of stocks in watchlist
watchlist = []
def __init__(self):
cmd.Cmd.__init__(self)
self.trader = Robinhood()
self.trader.login(username=USERNAME, password=PASSWORD)
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
# ----- 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)
quotes_data = {}
if len(symbols) > 0:
raw_data = self.trader.quotes_data(symbols)
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_w(self, arg):
'Show watchlist w \nAdd to watchlist w a <symbol> \nRemove from watchlist w r <symbol>'
parts = arg.split()
if len(parts) == 2:
if parts[0] == 'a':
self.watchlist.append(parts[1].strip())
if parts[0] == 'r':
self.watchlist = [r for r in self.watchlist if not r == parts[1].strip()]
print "Done"
else:
table = BeautifulTable()
table.column_headers = ["symbol", "current price"]
if len(self.watchlist) > 0:
raw_data = self.trader.quotes_data(self.watchlist)
quotes_data = {}
for quote in raw_data:
table.append_row([quote['symbol'], quote['last_trade_price']])
print(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]
quantity = parts[1]
if len(parts) == 3:
price = float(parts[2])
else:
price = 0.0
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) >= 2 and len(parts) <= 3:
symbol = parts[0]
quantity = parts[1]
if len(parts) == 3:
price = float(parts[2])
else:
price = 0.0
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_sl(self, arg):
'Setup stop loss on stock sl <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_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:
table = BeautifulTable()
table.column_headers = ["index", "symbol", "price", "quantity", "type", "id"]
index = 1
for order in open_orders:
table.append_row([
index,
self.get_symbol(order['instrument']),
order['price'],
int(float(order['quantity'])),
order['side'],
order['id'],
])
index += 1
print(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_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))
open(self.watchlist_file, 'w').write(json.dumps(self.watchlist))
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
