def main():
# If using a new token:
# q = Questrade(refresh_token=questrade_token)
# otherwise...
q = Questrade()
# First, we need to find the ID of the symbol.
id = q.symbols_search(prefix="SPY")["symbols"][0]["symbolId"]
# Then we can get some candles.
startTime = datetime(year=2020, month=10, day=2, hour=12,
minute=0).astimezone().isoformat('T')
endTime = datetime(year=2020, month=10, day=2, hour=12,
minute=10).astimezone().isoformat('T')
candles = q.markets_candles(id,
interval='OneMinute',
startTime=startTime,
endTime=endTime)
print("Done!")
class QuestradeApiHandler:
q = object()
refresh_token = None #if this class gets initialized with a refresh token
validated = False
symbols_ids_filename = ".questrade_syms.json" # We'll save all symbol ids that we ever fetched in this file. This will save us time (and api calls). Found under ~/.questrade_syms.json
symbols_ids = {
} #symbol ids will be saved in this dict for quick access (should be identical to the file above...and both will always be auto updated)
default_token_filename = ".questrade.json" # the library we're importing stores refresh token info here
def __init__(self, refresh_token=None):
self.refresh_token = refresh_token
# First, if a refresh token was past, try to use it
if refresh_token:
try:
self.q = Questrade(refresh_token=refresh_token)
time = self.q.time
if 'time' in time:
self.validated = True
except Exception as e:
print('Exception occurred', e)
finally:
if self.validated:
print("Questrade API validated")
self._read_symbols_ids()
else:
print("Failed to initialize API using token: ",
refresh_token)
# otherwise, we'll try to init the API using any potentially stored refresh tokens (by the library)
else:
try:
self.q = Questrade()
time = self.q.time
if 'time' in time:
self.validated = True
except: #if it failed, then try to manually read the refresh token saved in the local json file. "~/.questrade.json"
_refresh_token = None
default_file = os.path.join(os.path.expanduser('~'),
self.default_token_filename)
if os.path.exists(default_file):
with open(default_file) as f:
token_json = json.load(f)
if 'refresh_token' in token_json:
_refresh_token = token_json['refresh_token']
if _refresh_token:
self.q = Questrade(refresh_token=_refresh_token)
time = self.q.time
if 'time' in time:
self.validated = True
finally:
if self.validated:
print("Questrade API validated")
self._read_symbols_ids(
) # attempt to read all symbol ids that we have fetched in the past
else:
print("Not validated!")
def _add_symbol_id(self, symbol, id):
if symbol not in self.symbols_ids:
self.symbols_ids[symbol] = {}
self.symbols_ids[symbol]['sym_id'] = id
self.symbols_ids[symbol][
'date_retrieved_EST'] = datetime.datetime.now().strftime(
'%Y-%m-%d-%H:%M:%S')
self.symbols_ids[symbol]['date_retrieved_timestamp'] = round(
time.time())
# now save to our file
self._update_symbols_file()
def _update_symbols_file(self):
symbols_ids_file = os.path.join(os.path.expanduser('~'),
self.symbols_ids_filename)
with open(symbols_ids_file, 'w') as json_file:
json.dump(self.symbols_ids, json_file)
def _get_sym_id_for_symbol(self, symbol=None):
sym_id = None
if self.is_validated() and symbol:
symbol = symbol.upper()
if symbol in self.symbols_ids:
return self.symbols_ids[symbol]['sym_id']
else:
results = self.q.symbols_search(prefix=symbol)
for result in results['symbols']:
if result['symbol'].upper() == symbol:
sym_id = result['symbolId']
self._add_symbol_id(symbol=symbol, id=sym_id)
break
return sym_id
def is_validated(self):
return self.validated
def _read_symbols_ids(self):
if self.is_validated():
symbols_ids_file = os.path.join(os.path.expanduser('~'),
self.symbols_ids_filename)
if os.path.exists(symbols_ids_file):
with open(symbols_ids_file) as f:
self.symbols_ids = json.load(f)
def get_intraday_candles(self, symbol=None, timeframe="OneMinute"):
'''
Returns Last 2000 candles
Options are: OneMinute, TwoMinutes, ThreeMinutes, FourMinutes, FiveMinutes, TenMinutes, FifteenMinutes, TwentyMinutes, HalfHour, OneHour, TwoHours, ThreeHours, FourHours
OneDay, OneWeek, OneMonth, OneYear
'''
if self.is_validated() and symbol and timeframe:
sym_id = self._get_sym_id_for_symbol(symbol=symbol)
if sym_id > 0:
return self.q.markets_candles(sym_id, interval=timeframe)
return None
def get_previous_close(self, symbol):
"""
Gets the previous closing price of a symbol (1 api call. 2 calls if symbol was never ever retrieved before)
"""
prev_close = None
if self.is_validated() and symbol:
try:
sym_id = self._get_sym_id_for_symbol(symbol=symbol)
if sym_id:
res = self.q.symbol(sym_id)
if 'symbols' in res:
prev_close = res['symbols'][0]['prevDayClosePrice']
except Exception as e:
print(f"Couldn't get previous close for symbol {symbol}", e)
prev_close = None
return prev_close
def get_last_price(self, symbol, regular_hours_only=False):
"""
Gets the last traded price for symbol
If regular_hours_only is set to True, then only get last trading price using regular market hours
"""
last_price = None
price_key = "lastTradePriceTrHrs" if regular_hours_only else "lastTradePrice"
if self.is_validated() and symbol:
try:
sym_id = self._get_sym_id_for_symbol(symbol=symbol)
if sym_id:
res = self.q.markets_quote(sym_id)
if 'quotes' in res:
last_price = res['quotes'][0][price_key]
except Exception as e:
print(f"Couldn't get last price for symbol {symbol}", e)
last_price = None
return last_price