format, add option chain object, add more sample responses

Author: areed1192

samples/api_charts.py

@@ -15,21 +15,21 @@
 
 # Define a list of all valid periods
 valid_values = {
-    'minute':{
-        'day':[1, 2, 3, 4, 5, 10]
+    'minute': {
+        'day': [1, 2, 3, 4, 5, 10]
     },
-    'daily':{
-        'month':[1, 2, 3, 6],
-        'year':[1, 2, 3, 5, 10, 15, 20],
-        'ytd':[1]
+    'daily': {
+        'month': [1, 2, 3, 6],
+        'year': [1, 2, 3, 5, 10, 15, 20],
+        'ytd': [1]
     },
-    'weekly':{
-        'month':[1, 2, 3, 6],
-        'year':[1, 2, 3, 5, 10, 15, 20],
-        'ytd':[1]
+    'weekly': {
+        'month': [1, 2, 3, 6],
+        'year': [1, 2, 3, 5, 10, 15, 20],
+        'ytd': [1]
     },
-    'monthly':{
-        'year':[1, 2, 3, 5, 10, 15, 20]
+    'monthly': {
+        'year': [1, 2, 3, 5, 10, 15, 20]
     }
 }
 
@@ -47,7 +47,7 @@
         possible_values = frequency_periods[frequency_period]
 
         for value in possible_values:
-            
+
             # Define the dynamic arguments - I want 5 DAYS of historical 1-minute bars.
             hist_periodType = frequency_period
             hist_period = value
@@ -56,9 +56,9 @@
 
             # make the request
             historical_1_minute = TDSession.get_price_history(
-                symbol=hist_symbol, 
+                symbol=hist_symbol,
                 period_type=hist_periodType,
-                period=hist_period, 
+                period=hist_period,
                 frequency_type=hist_frequencyType,
                 frequency=hist_frequency,
                 extended_hours=hist_needExtendedHoursData
@@ -77,7 +77,8 @@
 # Define 300 days ago.
 today_ago = datetime.now() - timedelta(days=lookback_period)
 
-# The TD API expects a timestamp in milliseconds. However, the timestamp() method only returns to seconds so multiply it by 1000.
+# The TD API expects a timestamp in milliseconds. However, the timestamp() 
+# method only returns to seconds so multiply it by 1000.
 today_00 = str(int(round(today_00.timestamp() * 1000)))
 today_ago = str(int(round(today_ago.timestamp() * 1000)))
 
@@ -92,7 +93,7 @@
 
 # Make the request
 historical_custom = TDSession.get_price_history(
-    symbol=hist_symbol, 
+    symbol=hist_symbol,
     period_type=hist_periodType,
     frequency_type=hist_frequencyType,
     start_date=hist_startDate,
@@ -103,4 +104,6 @@
 
 # Grab the candle count.
 candle_count = len(historical_custom['candles'])
-print('For PERIOD TYPE {} with CUSTOM PERIOD {} you got {} candles.'.format(hist_periodType, lookback_period, candle_count))
+print('For PERIOD TYPE {} with CUSTOM PERIOD {} you got {} candles.'.format(
+    hist_periodType, lookback_period, candle_count)
+)

samples/api_oauth.py

@@ -11,4 +11,4 @@
 )
 
 # Login to the session
-TDSession.login()
+TDSession.login()

samples/api_orders.py

@@ -58,14 +58,18 @@
 new_order.add_order_leg(order_leg=new_order_leg)
 
 # Print it out so you can see it, normally this method is called by the TD API when using the td.client object.
-print("YOU HAVE {} ORDER(S) IN THE ORDER LEGS COLLECTION.".format(new_order.order_legs_count))
+print("YOU HAVE {} ORDER(S) IN THE ORDER LEGS COLLECTION.".format(
+    new_order.order_legs_count)
+)
 print('-'*80)
 
 # We could also add a copied order to our order leg collection.
 new_order.add_order_leg(order_leg=copied_order_leg)
 
 # Print it out so we can see both now.
-print("YOU HAVE {} ORDER(S) IN THE ORDER LEGS COLLECTION.".format(new_order.order_legs_count))
+print("YOU HAVE {} ORDER(S) IN THE ORDER LEGS COLLECTION.".format(
+    new_order.order_legs_count)
+)
 print('-'*80)
 
 
@@ -113,7 +117,10 @@
 
 
 # Define the ASSET to be traded - ENUM EXAMPLE -- SYMBOL MUST ALWAYS BE A STRING.
-child_order_leg.order_leg_asset(asset_type=ORDER_ASSET_TYPE.EQUITY, symbol='AMZN')
+child_order_leg.order_leg_asset(
+    asset_type=ORDER_ASSET_TYPE.EQUITY,
+    symbol='AMZN'
+)
 
 # Define the ASSET to be traded - STRING EXAMPLE -- SYMBOL MUST ALWAYS BE A STRING.
 child_order_leg.order_leg_asset(asset_type='EQUITY', symbol='AMZN')
@@ -123,11 +130,15 @@
 child_order.add_order_leg(order_leg=child_order_leg)
 
 # Display the count.
-print("YOU HAVE {} ORDER(S) IN THE ORDER LEGS COLLECTION.".format(child_order.order_legs_count))
+print("YOU HAVE {} ORDER(S) IN THE ORDER LEGS COLLECTION.".format(
+    child_order.order_legs_count)
+)
 print('-'*80)
 
 # Add the Child Order Strategy to the PARENT ORDER or in other words the order we created originally.
 new_order.add_child_order_strategy(child_order_strategy=child_order)
 
 # Print it so the user can see all the info at once.
-print("YOU HAVE {} CHILD ORDER STRATEGIES IN THE CHILD ORDER STRATEGIES COLLECTION.".format(new_order.child_order_count))
+print("YOU HAVE {} CHILD ORDER STRATEGIES IN THE CHILD ORDER STRATEGIES COLLECTION.".format(
+    new_order.child_order_count)
+)

samples/api_pipeline.py

@@ -18,16 +18,18 @@
 # Level One Quote
 TDStreamingClient.level_one_quotes(
     symbols=["SPY", "IVV", "SDS", "SH"],
-    fields=list(range(0,50))
+    fields=list(range(0, 50))
 )
 
 # Level One Option
 TDStreamingClient.level_one_futures(
     symbols=['/ES'],
-    fields=list(range(0,42))
+    fields=list(range(0, 42))
 )
 
 # Data Pipeline function
+
+
 async def data_pipeline():
     """
     This is an example of how to build a data pipeline,
@@ -59,10 +61,10 @@ async def data_pipeline():
 
     # Keep going as long as we can recieve data.
     while True:
-        
+
         # Start the Pipeline.
         data = await TDStreamingClient.start_pipeline()
-       
+
         # Grab the Data, if there was any. Remember not every message will have `data.`
         if 'data' in data:
 
@@ -77,7 +79,7 @@ async def data_pipeline():
 
             print('-'*80)
             data_response_count += 1
-        
+
         # If we get a heartbeat notice, let's increment our counter.
         elif 'notify' in data:
             print(data['notify'][0])
@@ -94,8 +96,8 @@ async def data_pipeline():
         # Once we have 5 heartbeats, let's close the stream. Make sure to break the while loop.
         # or else you will encounter an exception.
         if heartbeat_response_count == 3:
-           await TDStreamingClient.close_stream()
-           break
+            await TDStreamingClient.close_stream()
+            break
 
 # Run the pipeline.
 asyncio.run(data_pipeline())

samples/api_regular.py

@@ -46,7 +46,7 @@
 
 # `get_market_hours` Endpoint with multiple values
 market_hours_multi = TDSession.get_market_hours(
-    markets=['EQUITY','FOREX'],
+    markets=['EQUITY', 'FOREX'],
     date=datetime.today().isoformat()
 )
 
@@ -72,25 +72,31 @@
 preference_data = TDSession.get_preferences(account='<ACCOUNT_NUMBER>')
 
 # `get_subscription_keys` endpoint. Should not return an error
-streamer_keys = TDSession.get_streamer_subscription_keys(accounts=['<ACCOUNT_NUMBER>'])
+streamer_keys = TDSession.get_streamer_subscription_keys(
+    accounts=['<ACCOUNT_NUMBER>']
+)
 
 # `get_user_ principals` endpoint. Should not return an error.
-prinicpals_data = TDSession.get_user_principals(fields=['preferences', 'surrogateIds'])
+prinicpals_data = TDSession.get_user_principals(
+    fields=['preferences', 'surrogateIds']
+)
 
 # `get_transactions` Endpoint with single values
-transaction_data_single = TDSession.get_transactions(transaction_id='YOUR_TRANSACTION_ID')
+transaction_data_single = TDSession.get_transactions(
+    transaction_id='YOUR_TRANSACTION_ID'
+)
 
 # Option Chain Example
 opt_chain = {
-    'symbol':'MSFT',
-    'contractType':'CALL',
-    'optionType':'S',
-    'fromDate':'2020-04-01',
-    'afterDate':'2020-05-01',
-    'strikeCount':4,
-    'includeQuotes':True,
-    'range':'ITM',
-    'strategy':'ANALYTICAL',
+    'symbol': 'MSFT',
+    'contractType': 'CALL',
+    'optionType': 'S',
+    'fromDate': '2020-04-01',
+    'afterDate': '2020-05-01',
+    'strikeCount': 4,
+    'includeQuotes': True,
+    'range': 'ITM',
+    'strategy': 'ANALYTICAL',
     'volatility': 29.0
 }
 

samples/api_streaming.py

@@ -1,4 +1,5 @@
 import pprint
+
 from datetime import datetime
 from datetime import timedelta
 from td.client import TDClient
@@ -19,60 +20,111 @@
 # Set the data dump location
 TDStreamingClient.write_behavior(
     write='csv',
-    file_path=r"../td-ameritrade-python-api/samples/raw_data.csv", 
+    file_path=r"../td-ameritrade-python-api/samples/raw_data.csv",
     append_mode=True
 )
 
 # Account Activity
 TDStreamingClient.account_activity()
 
 # Actives
-TDStreamingClient.actives(service='ACTIVES_NASDAQ', venue='NASDAQ', duration='ALL')
+TDStreamingClient.actives(
+    service='ACTIVES_NASDAQ',
+    venue='NASDAQ',
+    duration='ALL'
+)
 
 # Quality of Service
 TDStreamingClient.quality_of_service(qos_level='express')
 
 # Level One Quote
-TDStreamingClient.level_one_quotes(symbols=["SPY", "IVV", "SDS", "SH", "SPXL", "SPXS", "SPXU", "SSO", "UPRO", "VOO"],  fields=list(range(0,50)))
+TDStreamingClient.level_one_quotes(
+    symbols=["SPY", "IVV", "SDS"],
+    fields=list(range(0, 50))
+)
 
 # Level One Option
-TDStreamingClient.level_one_options(symbols=['AAPL_040920C115'], fields=list(range(0,42)))
+TDStreamingClient.level_one_options(
+    symbols=['AAPL_040920C115'],
+    fields=list(range(0, 42))
+)
 
 # Level One Futures
-TDStreamingClient.level_one_futures(symbols=['/CL'], fields = list(range(0,34)))
+TDStreamingClient.level_one_futures(
+    symbols=['/CL'],
+    fields=list(range(0, 34))
+)
 
 # Level One Forex
-TDStreamingClient.level_one_forex(symbols=['EUR/USD'], fields=list(range(0,20)))
+TDStreamingClient.level_one_forex(
+    symbols=['EUR/USD'],
+    fields=list(range(0, 20))
+)
 
 # Level One Futures Options
-TDStreamingClient.level_one_futures_options(symbols=['./EW2J20C2675'], fields=list(range(0,36)))
+TDStreamingClient.level_one_futures_options(
+    symbols=['./EW2J20C2675'],
+    fields=list(range(0, 36))
+)
 
 # Charts Futures
-TDStreamingClient.chart(service='CHART_EQUITY', symbols=['AAPL','MSFT'], fields=[0,1,2,3,4,5,6,7])
+TDStreamingClient.chart(
+    service='CHART_EQUITY',
+    symbols=['AAPL', 'MSFT'],
+    fields=[0, 1, 2, 3, 4, 5, 6, 7]
+)
 
 # Chart History Futures
-TDStreamingClient.chart_history_futures(symbol = ['/ES'], frequency='m1', start_time='1586304000000', end_time='1586329200000')
+TDStreamingClient.chart_history_futures(
+    symbol=['/ES'],
+    frequency='m1',
+    start_time='1586304000000',
+    end_time='1586329200000'
+)
 
 # Timesale - Equity
-TDStreamingClient.timesale(service='TIMESALE_EQUITY', symbols=['AAPL'], fields=[0, 1, 2, 3, 4])
+TDStreamingClient.timesale(
+    service='TIMESALE_EQUITY',
+    symbols=['AAPL'],
+    fields=[0, 1, 2, 3, 4]
+)
 
 # Timesale - Futures
-TDStreamingClient.timesale(service='TIMESALE_FUTURES', symbols=['/ES'], fields=[0, 1, 2, 3, 4])
+TDStreamingClient.timesale(
+    service='TIMESALE_FUTURES',
+    symbols=['/ES'],
+    fields=[0, 1, 2, 3, 4]
+)
 
 # News Headline
-TDStreamingClient.news_headline(symbols=['AAPL', 'SPY'], fields=[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10])
+TDStreamingClient.news_headline(
+    symbols=['AAPL', 'SPY'],
+    fields=[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
+)
 
 # Level Two Quotes
-TDStreamingClient.level_two_quotes(symbols = ['IBM'], fields = [0,1,2])
+TDStreamingClient.level_two_quotes(
+    symbols=['IBM'],
+    fields=[0, 1, 2]
+)
 
 # Level Two Options
-TDStreamingClient.level_two_options(symbols=['AAPL_040920C115'], fields = [0,1,2])
+TDStreamingClient.level_two_options(
+    symbols=['AAPL_040920C115'],
+    fields=[0, 1, 2]
+)
 
 # Level Two NASQDAQ
-TDStreamingClient.level_two_nasdaq(symbols = ['MSFT'], fields = [0,1,2])
+TDStreamingClient.level_two_nasdaq(
+    symbols=['MSFT'],
+    fields=[0, 1, 2]
+)
 
-# Level Two Total View 
-TDStreamingClient.level_two_total_view(symbols = ['AAPL'], fields = ['0','1','2'])
+# Level Two Total View
+TDStreamingClient.level_two_total_view(
+    symbols=['AAPL'],
+    fields=['0', '1', '2']
+)
 
 # Stream it.
 TDStreamingClient.stream()