def get_order(self, order_id):
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
try:
self.account_id
except AttributeError:
if self.verbose: print('account id not defined')
raise utility_exceptions.AccountError(id_error=True)
self.order_endpoint = r'https://api.tdameritrade.com/v1/accounts/{}/orders/{}'.format(
self.account_id, order_id)
self.account_reply = requests.get(url=self.order_endpoint,
headers=self.access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
# read out the status of the request
if self.verbose: print(self.account_reply.status_code)
return self.account_reply.json()
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.order_endpoint,
headers=self.order_access_header)
def place_order(self, payload):
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
try:
self.account_id
except AttributeError:
if self.verbose: print('account id not defined')
raise utility_exceptions.AccountError(id_error=True)
self.order_endpoint = r'https://api.tdameritrade.com/v1/accounts/{}/orders'.format(
self.account_id)
# add a line to describe the type of request to the website
self.order_access_header = self.access_header.copy()
self.order_access_header['Content-Type'] = 'application/json'
# define the payload
'''
payload = {
"complexOrderStrategyType": "NONE",
"orderType": "LIMIT",
"session": "NORMAL",
"price": "6.45",
"duration": "DAY",
"orderStrategyType": "SINGLE",
"orderLegCollection": [
{
"instruction": "BUY_TO_OPEN",
"quantity": 10,
"instrument": {
"symbol": "XYZ_032015C49",
"assetType": "OPTION"
}
}
orderId: 1111111
]
}
'''
# post the request
self.account_reply = requests.post(url=self.order_endpoint,
json=payload,
headers=self.order_access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.order_success.value:
# read out the status of the request
if self.verbose: print(self.account_reply.status_code)
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.order_endpoint,
headers=self.order_access_header)
# record whether the the order state has changed
self.orders_state_has_changed = True
return True
def delete_order(self, order_id):
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
try:
self.account_id
except AttributeError:
if self.verbose: print('account id not defined')
raise utility_exceptions.AccountError(id_error=True)
self.order_endpoint = r'https://api.tdameritrade.com/v1/accounts/{}/orders/{}'.format(
self.account_id, order_id)
# post the request
self.account_reply = requests.delete(url=self.order_endpoint,
headers=self.access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
if self.verbose: print('deleted order'.format(order_id))
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.order_endpoint,
headers=self.access_header)
# record whether the the order state has changed
self.orders_state_has_changed = True
def access_single_account(self, account_id):
'''
Access the single account to get data
:param account_id:
:return:
'''
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
try:
self.account_id
except AttributeError:
if self.verbose: print('account id not defined')
raise utility_exceptions.AccountError(id_error=True)
# define the accounts endpoint
self.account_endpoint = r'https://api.tdameritrade.com/v1/accounts/{}'.format(
account_id)
# POST data to get access token
self.account_reply = requests.get(url=self.account_endpoint,
headers=self.access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
self.account_data_dict[str(account_id)] = self.account_reply.json()
if self.verbose: print(self.account_data)
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.account_endpoint,
headers=self.access_header)
def get_quote(self, symbol):
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
self.quote_endpoint = r'https://api.tdameritrade.com/v1/marketdata/{}/quotes'.format(
symbol)
# add a line to describe the type of request to the website
self.options_access_header = self.access_header.copy()
self.options_access_header['Content-Type'] = 'application/json'
# post the request
self.account_reply = requests.get(url=self.quote_endpoint,
headers=self.access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
# read out the status of the request
if self.verbose: print(self.account_reply.status_code)
quote_dict = self.account_reply.json()
sym, quote = list(quote_dict.items())[0]
return quote
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.options_chain_endpoint,
headers=self.options_access_header)
def get_price_history(self, symbol, payload):
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
self.price_history_endpoint = r'https://api.tdameritrade.com/v1/marketdata/{}/pricehistory'.format(
symbol)
self.account_reply = requests.get(url=self.price_history_endpoint,
params=payload,
headers=self.access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
# read out the status of the request
if self.verbose: print(self.account_reply.status_code)
return self.account_reply.json()
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.price_history_endpoint,
params=payload)
pass
def get_account_positions(self):
'''
Access the single account to get data
:param account_id:
:return:
'''
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
try:
self.account_id
except AttributeError:
if self.verbose: print('account id not defined')
raise utility_exceptions.AccountError(id_error=True)
# define the accounts endpoint
self.account_endpoint = r'https://api.tdameritrade.com/v1/accounts/{}'.format(
self.account_id)
# define payload
payload = {'fields': 'positions'}
# GET account data
self.account_reply = requests.get(url=self.account_endpoint,
params=payload,
headers=self.access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
if self.verbose: print(self.account_data)
try:
return self.account_reply.json(
)['securitiesAccount']['positions']
# TODO: catch json decode error here as well.
except KeyError:
# if no entry, then there are no positions, and return empty list.
return []
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.account_endpoint,
headers=self.access_header)
def authenticate(self):
'''
Take the access key and get the access and refresh token for the account.
:return:
'''
try:
self.parse_url
except AttributeError:
if self.verbose: print('token url not parsed')
raise utility_exceptions.AccountError(parse_url_error=True)
# create access point url
self.token_endpoint = r'https://api.tdameritrade.com/v1/oauth2/token'
# define headers
headers = {'content-type': "application/x-www-form-urlencoded"}
# define payload
payload = {
'grant_type': 'authorization_code',
'access_type': 'offline',
'code': self.parse_url,
'client_id': apikey,
'redirect_uri': 'http://localhost/callback'
}
# POST data to get access token
self.authenticate_reply = requests.post(url=self.token_endpoint,
headers=headers,
data=payload)
if self.authenticate_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
# convert json reply to dictionary
self.token_data = self.authenticate_reply.json()
self.access_token = self.token_data['access_token']
self.access_header = {
'Authorization': "Bearer {}".format(self.access_token)
}
self.refresh_token = self.token_data['refresh_token']
if self.verbose: print(self.access_header)
self.utility_path = os.path.abspath(os.path.dirname(__file__))
filepath = self.utility_path + '/' + self.refresh_token_filename
file = open(filepath, mode='w')
file.write(self.refresh_token)
file.close()
self.account_authenticated = True
self.time_of_last_refresh = arrow.now('America/New_York')
else:
raise utility_exceptions.AccessError(url=self.token_endpoint,
headers=headers,
data=payload)
def refresh_authentication(self):
'''
Use the refresh token to get a new access_token
:return:
'''
try:
self.refresh_token
except AttributeError:
if self.verbose: print('refresh token not initialized')
raise utility_exceptions.AccountError(refresh_token_error=True)
# create access point url
self.token_endpoint = r'https://api.tdameritrade.com/v1/oauth2/token'
# define headers
headers = {'content-type': "application/x-www-form-urlencoded"}
# define payload
payload = {
'grant_type': 'refresh_token',
'access_type': 'offline',
'refresh_token': self.refresh_token,
'client_id': apikey,
'redirect_uri': 'http://localhost/callback'
}
# POST data to get access token
self.authenticate_reply = requests.post(url=self.token_endpoint,
headers=headers,
data=payload)
if self.authenticate_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
# convert json reply to dictionary
self.token_data = self.authenticate_reply.json()
self.access_token = self.token_data['access_token']
self.access_header = {
'Authorization': "Bearer {}".format(self.access_token)
}
if self.verbose: print(self.access_header)
self.account_authenticated = True
self.time_of_last_refresh = arrow.now('America/New_York')
else:
raise utility_exceptions.AccessError(
url=self.token_endpoint,
headers=headers,
data=payload,
ErrorCode=self.authenticate_reply.status_code)
def access_accounts(self):
'''
Access accounts to get the account ID
:return:
'''
self.account_access_attempt = False
try:
self.access_header
except AttributeError:
if self.verbose: print('access header not defined')
raise utility_exceptions.AccountError(header_error=True)
# define the accounts endpoint
self.accounts_endpoint = r'https://api.tdameritrade.com/v1/accounts'
# POST data to get access token
self.account_reply = requests.get(url=self.accounts_endpoint,
headers=self.access_header)
if self.account_reply.status_code == utility_exceptions.AccessSuccess.account_success.value:
self.account_data = self.account_reply.json()
self.account_id = self.account_data[0]['securitiesAccount'][
'accountId']
return self.account_data
if self.verbose: print(self.account_data)
elif self.account_reply.status_code == utility_exceptions.AccessSuccess.account_partial_success.value \
and not self.account_access_attempt:
# wait 5 seconds and then attempt again.
time.sleep(5)
if self.verbose:
print('Account data partial success, calling again..')
self.account_reply = requests.get(url=self.accounts_endpoint,
headers=self.access_header)
self.account_data = self.account_reply.json()
self.account_id = self.account_data[0]['securitiesAccount'][
'accountId']
return self.account_data
if self.verbose: print(self.account_data)
else:
raise utility_exceptions.AccessError(
ErrorCode=self.account_reply.status_code,
url=self.accounts_endpoint,
headers=self.access_header)
