tdameritrade.py

"""
Module to facilitate working with TDAmeritrades
web based API.

Example:
Class:
    TDAmeritrade

"""
import urllib.request
import time
import logging
import json
from datetime import datetime, timedelta
import numpy as np
import pandas as pd


def dump_message(function):
    """Dump the message to file.
    Useful for debugging the message parser.
    """
    def wrapper(self, url, data=None):
        """Wrapper function.
        """
        function(self, url, data)

        with open("message.txt", mode='w') as file_obj:
            file_obj.writelines(json.dumps(self.message))

    return wrapper


class TDAmeritrade:
    """Class to for format http urls to conform to the TDAmeritrade API.  Sends
    the http request (GET, PUT, or POST). Saves the response (if any) into
    class variable message.

    Class variables
        message (str): Last request.response obtained from TD Ameritrade API
        rpc.
        logger (logger): Logger
        account_no: TD Ameritrade account number to post rpcs
        oath_hash: OAuth 2.0 certificate used to validate rpc

    Example:
    >>td = TDAmeritrade("account_no.txt", "oAuth.txt")
    >>td.get_watchlist()

    """
    def __init__(self, filename_account, filename_oauth):
        """Setup a logger. Get the account number and OAuth2.0 certificate from
        an external file that is necessary for the request url and request
        headers. The account and OAuth2.0 certificate are not included as they
        should not be shared.  These files should be included in the project
        .gitignore to avoid posting.

        Arguments:
            filename_account (str): Name of the file containing the account
            number.
            filename_oath (str): Name of the file containing the OAuth
            certificate.
        """
        self._setup_logging()
        self.account_no = self.get_account_number(filename_account)
        self.oauth_hash = self.get_oauth_hash(filename_oauth)

        self.message = None

    def _setup_logging(self):
        """Set up a logger.
        """
        # create logger with 'spam_application'
        logger = logging.getLogger(__name__)
        logger.setLevel(logging.DEBUG)
        file_handle = logging.FileHandler('tdameritrade.log')
        file_handle.setLevel(logging.DEBUG)
        console_handle = logging.StreamHandler()
        console_handle.setLevel(logging.ERROR)
        log_format = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
        formatter = logging.Formatter(log_format)
        file_handle.setFormatter(formatter)
        console_handle.setFormatter(formatter)
        logger.addHandler(file_handle)
        logger.addHandler(console_handle)
        self._logger = logger

    @staticmethod
    def get_account_number(filename):
        """Open and read the file containing the account number. This file
        should be added to the project .gitignore, so the account number
        is not compromised.

        Arguments
            filename_account (str): Name of the file containing the account
            number.
        """
        with open(filename) as file_obj:
            account_no = file_obj.readlines()[0]
        account_no = account_no.rstrip("\n")
        return account_no

    @staticmethod
    def get_oauth_hash(filename):
        """Open and read the file containing the OAuth. This file
        should be added to the project .gitignore, so the account number
        is not compromised.

        Arguments
            filename_oath (str): Name of the file containing the OAuth
            certificate.
        """
        with open(filename) as file_obj:
            oauth_hash = file_obj.readlines()[0]
        oauth_hash = oauth_hash.rstrip("\n")
        return oauth_hash

#    @print_message
    def _send_request(self, url, data=None):
        """Make the rpc. Creates a request object from a base url contatenated
        with the additional url information provided by the argument. Adds
        headers, such as content type, length, ..., as well as the OAuth2.0
        header. For PUT calls, converts the data object to JSON and encodes.

        Arguments:
        url (str): Specific url details to add to the base url for the request.
        data (dict): Dictionary with details required for the request.
        """
        base_url = "https://api.tdameritrade.com/v1/"
        url = base_url + url
        request = urllib.request.Request(url)
        request.add_header("Authorization", "Bearer {}"
                           .format(self.oauth_hash).encode("utf-8"))
        if data is None:
            self._logger.info("URL: %s", request.get_full_url())
            self._logger.debug("headers: %s", request.headers)
            response = urllib.request.urlopen(request)
            self.message = json.loads(response.read().decode("utf-8"))
        else:
            request.add_header("""Content-Type", "application/json;\
                                  charset=utf-8""")
            data = json.dumps(data).encode("utf-8")
            request.add_header("Content-Length", len(data))
            self._logger.info("URL: %s", request.get_full_url())
            self._logger.debug("headers: %s", request.headers)
            self._logger.debug("data: %s", data)
            response = urllib.request.urlopen(request, data=data)
        status = response.getcode()
        if (status == 200 or status == 201):
            self._logger.info("response: %s", self.message)
        else:
            self._logger.error("response: %s", self.message)

    def get_account_info(self, fields="positions,orders"):
        """Get account information.

        Arguments:
            fields (list) optional: List of fields requested.
            (e.g. ["positions", "orders"])
        """
        url = "accounts/{}?fields={}".format(self.account_no, fields)
        self._send_request(url)
        return self.message

    def get_orders(self, max_results=100, from_date=None, to_date=None,
                   order_status="WORKING"):
        """Get orders.

        Arguments:
            max_resutls (int): Maximum number of orders to return
            from_date (obj datetime.date): Oldest date to retreive orders
            to_date (obj datetime.date): Most current date to retreive orders
            order_status (str): Most likely FILLED | WORKING
        """
        order_status = None
        if to_date is None:
            to_date = datetime.strftime(datetime.today(), format="%Y-%m-%d")
        if from_date is None:
            from_date = datetime.strftime(datetime.today() - timedelta(35),
                                          format="%Y-%m-%d")
        if order_status is None:
            url = """orders?accountId={}&maxResults={}&fromEnteredTime={}\
                     &toEnteredTime={}"""\
                .format(self.account_no, max_results, from_date, to_date)
        else:
            url = """orders?accountID={}&maxResults={}&fromEnteredTime={}\
                     &toEnteredTime={}&status={}"""\
                    .format(self.account_no, max_results, from_date, to_date,
                            order_status)
        self._send_request(url)
        return self.message

    def get_transactions(self, trans_type="TRADE", from_date=None, to_date=None,
                      symbol="SPYG"):
        """Get transactions.
        """
        if to_date is None:
            to_date = datetime.strftime(datetime.today(), format="%Y-%m-%d")
        if from_date is None:
            from_date = datetime.strftime(datetime.today() - timedelta(35),
                                          format="%Y-%m-%d")
        if symbol is None:
            url = "accounts/{}/transactions?type={}&startDate={}&endDate={}"\
                    .format(self.account_no, trans_type, from_date, to_date)
        else:
            url = """accounts/{}/transactions?type={}&symbol={}&startDate={}\
                     &endDate={}"""\
                    .format(self.account_no, trans_type, symbol, from_date,
                            to_date)
        self._send_request(url)
        return self.message

    def get_watchlists(self):
        """Get all watchlists in account.
        """
        url = "accounts/{}/watchlists".format(self.account_no)
        self._send_request(url)
        return self.message

    def get_watchlist(self, id="1148189253"):
        """Get watchlist. Defaults to CommissionFree.
        """
        url = "accounts/{}/watchlists/{}".format(self.account_no, id)
        self._send_request(url)
        return self.message

    def get_refresh_token(self):
        """Get a refresh token.
        References:
        https://developer.tdameritrade.com/content/simple-auth-local-apps
        https://developer.tdameritrade.com/authentication/apis/post/token-0
        """

    def get_recent_orders(self):
        """Get orders that were filled in the last 35 days. This is to
        comply with the 30 day hold criteria.
        """
        to_date = datetime.strftime(datetime.today(), format="%Y-%m-%d")
        from_date = datetime.strftime(datetime.today() - timedelta(35),
                                      format="%Y-%m-%d")
        orders = self.get_orders(max_results=100, from_date=from_date, to_date=to_date,
                     order_status="FILLED")
        orders = list()
        for order in self.message:
            orders.append(order["orderLegCollection"]
                          [0]["instrument"]["symbol"])
        return orders

    def get_recent_transactions(self):
        """Get orders that were filled in the last 35 days. This is to
        comply with the 30 day hold criteria.
        """
        to_date = datetime.strftime(datetime.today(), format="%Y-%m-%d")
        from_date = datetime.strftime(datetime.today() - timedelta(35),
                                      format="%Y-%m-%d")
        # TODO use all free etfs
        for sym in ["SPYG", "SPYV"]:  # free_etfs:
            self._transactions(trans_type="BUY_ONLY", from_date=from_date,
                               to_date=to_date, symbol=sym)
        transactions = list()
        for trans in self.message:
            transactions.append({
                "date": trans["transactionDate"],
                "fee": trans["fees"]["commission"],
                "symbol": trans["transactionItem"]["instrument"]["symbol"]
            })
        return transactions

    def get_commission_free_etfs(self):
        """Get a list of the commission free ETFs from
        a watchlist.
        """
        watchlist_id = "1148189253"
        self.get_watchlist(id=watchlist_id)
        symbols = list()
        for itm in self.message["watchlistItems"]:
            symbols.append(itm["instrument"]["symbol"])
        return symbols

    def create_saved_order(self, symbol=None, price=None, quantity=0,
                           instruction=None):
        """Create a saved order.
        Args
        instruction (str): "BUY" | "SELL"
        """
        url = "accounts/{}/savedorders".format(self.account_no)
        data = {
            "orderType": "LIMIT",
            "session": "NORMAL",
            "price": price,
            "duration": "DAY",
            "orderStrategyType": "SINGLE",
            "orderLegCollection": [
                {
                    "instruction": instruction,
                    "quantity": quantity,
                    "instrument": {
                        "symbol": symbol,
                        "assetType": "EQUITY"
                    }
                }
            ]
        }
        self._send_request(url, data=data)

    def place_order(self, symbol=None, price=None, quantity=0,
                    instruction=None):
        """Create a saved order.
        Args
        instruction (str): "BUY" | "SELL"
        """
        url = "accounts/{}/orders".format(self.account_no)
        data = {
            "orderType": "LIMIT",
            "session": "NORMAL",
            "price": price,
            "duration": "DAY",
            "orderStrategyType": "SINGLE",
            "orderLegCollection": [
                {
                    "instruction": instruction,
                    "quantity": quantity,
                    "instrument": {
                        "symbol": symbol,
                        "assetType": "EQUITY"
                    }
                }
            ]
        }
        self._send_request(url, data=data)

    def get_price_history(self, symbol=None, period_type="month", period="3",
                          frequency_type="daily", frequency=1,
                          end_date=int(time.time()*1000), start_date=None,
                          extended_hours="true"):
        """Get the price history.
        """
        if start_date is None:
            url = """marketdata/{}/pricehistory?periodType={}&period={}\
                     &frequencyType={}&frequency={}&endDate={}\
                     &needExtendedHoursData={}"""\
                .format(symbol, period_type, period, frequency_type, frequency,
                        end_date, extended_hours)
        else:
            url = """marketdata/{}/pricehistory?periodType={}&frequencyType={}\
                    &frequency={}&endDate={}&startDate={}\
                    &needExtendedHoursData={}"""\
                    .format(symbol, period_type, frequency_type, frequency,
                            end_date, start_date, extended_hours)
        self._send_request(url)
        data = np.array([[datetime.fromtimestamp(t["datetime"]/1000.).date(),
                          t["open_price"], t["high"], t["low"],
                          t["close_price"], t["volume"]]
                         for t in self.message["candles"]])
        data = pd.DataFrame(index=data[:, 0],
                            columns=["open", "high", "low", "close", "volume"],
                            data=data[:, 1:])
        return data

    def get_quotes(self, symbols=None):
        """Get price quotes
        """
        symbol_url = "%2C".join(symbols)
        url = "marketdata/quotes?symbol={}".format(symbol_url)
        self._send_request(url)
        return self.message


def test():
    """Run tests.
    """
    app = TDAmeritrade(filename_account="account_no.txt",
                       filename_oauth="oAuth_hash.txt")
    # app._account_info()
    # app._orders()
    # app._transactions(symbol="SPYG")
    # app.get_watchlist()
    # print(app.get_commission_free_etfs())
    # print(app.get_recent_transactions())
    # print(app.get_recent_orders())
    # app.create_saved_order(symbol="SPYG", price=1, quantity=1,
    #                        instruction="Buy")
    # print(app.get_price_history(symbol="SPYV"))
    # app.get_quotes(["SPYV", "SPYG"])
    # app.place_order(symbol="SPYV", price=20.16, quantity=2,
    #                 instruction="Buy")
    print(app.message)


if __name__ == "__main__":
    test()