# fast_tradier_client in Python
Tradier client in python for trading stocks and options through Tradier API
#### Dependencies:
- jsonpickle
- httpx
- arrow
- autoscraper
- pandas
- python-interface
#### Dependencies for unit tests:
- pytest
- pytest_httpx
- pytest-asyncio
#### Examples below:
1. Test Account:
```python
from fast_tradier.models.account.Position import Position
from fast_tradier.models.market_data.Quote import Quote
account_position = {
"cost_basis": 207.01,
"date_acquired": "2018-08-08T14:41:11.405Z",
"id": 130089,
"quantity": 1.00000000,
"symbol": "AAPL"
}
position = Position(**account_position)
print(position.to_json())
print(position.symbol)
print(position.date_acquired)
print('-------' * 10)
quote1 = {
"symbol": "VXX190517P00016000",
"description": "VXX May 17 2019 $16.00 Put",
"exch": "Z",
"type": "option",
"last": None,
"change": None,
"volume": 0,
"open": None,
"high": None,
"low": None,
"close": None,
"bid": 0.0,
"ask": 0.01,
"underlying": "VXX",
"strike": 16.0,
"change_percentage": None,
"average_volume": 0,
"last_volume": 0,
"trade_date": 0,
"prevclose": None,
"week_52_high": 0.0,
"week_52_low": 0.0,
"bidsize": 0,
"bidexch": "I",
"bid_date": 1557167321000,
"asksize": 618,
"askexch": "Z",
"ask_date": 1557168367000,
"open_interest": 10,
"contract_size": 100,
"expiration_date": "2019-05-17",
"expiration_type": "standard",
"option_type": "put",
"root_symbol": "VXX"
}
my_q = Quote(**quote1)
print(my_q.symbol)
print(my_q.ask_date_datetime)
```
2. Test Client:
```python
from fast_tradier.FastTradierAsyncClient import FastTradierAsyncClient
from fast_tradier.FastTradierClient import FastTradierClient
from fast_tradier.models.market_data.Quote import Quote
from fast_tradier.models.trading.OptionOrder import OptionLeg, OptionOrder
from fast_tradier.models.trading.EquityOrder import EquityOrder
from fast_tradier.models.trading.Sides import OptionOrderSide, EquityOrderSide
from fast_tradier.models.trading.PriceTypes import OptionPriceType, EquityPriceType
from fast_tradier.models.trading.Duration import Duration
import asyncio
#TODO: replace the client_id and sandbox access token with yours
sandbox_client_id = 'VA123456789'
sandbox_at = 'abcdefghijklmnopqrstuvwxyzzzz'
def mock_order() -> OptionOrder:
ticker = 'SPX'
order_status = 'pending'
option_symbols = ['SPXW_080823C4510', 'SPXW_080823C4520'] #TODO: replace option symbols
sides = [OptionOrderSide.SellToOpen, OptionOrderSide.BuyToOpen]
option_legs = []
for i in range(len(sides)):
opt_symbol = option_symbols[i]
side = sides[i]
option_legs.append(OptionLeg(underlying_symbol=ticker, option_symbol=opt_symbol, side=side, quantity=1))
option_order = OptionOrder(ticker=ticker,
price=1.2,
price_type=OptionPriceType.Credit,
duration=Duration.Day,
option_legs=option_legs)
return option_order
def mock_equity_order() -> EquityOrder:
symbol = 'SPY'
price = 379.0
quantity = 1.0
return EquityOrder(ticker=symbol, quantity=quantity, price=price, side=EquityOrderSide.Buy, price_type=EquityPriceType.Limit, duration=Duration.Gtc)
async def async_test():
tasks = []
count = 4
tradier_client = FastTradierAsyncClient(sandbox_at, sandbox_client_id, is_prod=False)
quote1 = await tradier_client.get_quotes_async(['MSFT'])
print('quote1 last price: ', quote1[0].last)
for i in range(count):
tasks.append(asyncio.ensure_future(tradier_client.place_option_order_async(mock_order())))
order_ids = await asyncio.gather(*tasks)
cancel_tasks = []
for order_id in order_ids:
print('order_id: ', order_id)
cancel_tasks.append(asyncio.ensure_future(tradier_client.cancel_order_async(order_id)))
is_canceled = await asyncio.gather(*cancel_tasks)
for canceled in is_canceled:
print('canceled? ', canceled)
### test equity order:
equity_order = mock_equity_order()
order_id = await tradier_client.place_equity_order_async(equity_order)
print('equity order id: ', order_id)
equity_order_canceled = await tradier_client.cancel_order_async(order_id)
print('equity order canceld? ', equity_order_canceled)
### get option chain for spx
ticker = 'spx'
expiration = '2023-08-31' #TODO: replace the expiration date
opt_chain_result = await tradier_client.get_option_chain_async(symbol=ticker, expiration=expiration)
print('result of option chain: ', opt_chain_result)
positions = await tradier_client.get_positions_async()
print('positions: ', positions)
print('------' * 10)
balances = await tradier_client.get_account_balance_async()
print('balances: ', balances.total_cash)
if hasattr(balances, 'pdt') and balances.pdt is not None:
print('balances.pdt.to_json(): ', balances.pdt.to_json())
elif hasattr(balances, 'margin') and balances.margin is not None:
print('balances.margin.to_json: ', balances.margin.to_json())
elif hasattr(balances, 'cash') and balances.cash is not None:
print('balances.cash.to_json: ', balances.cash.to_json())
def sync_test():
count = 4
tradier_client = FastTradierClient(sandbox_at, sandbox_client_id, is_prod=False)
quote1 = tradier_client.get_quotes(['MSFT'])
print('quote1 last price: ', quote1[0].last)
order_id = tradier_client.place_option_order(mock_order())
print('option order id: ', order_id)
canceled_order = tradier_client.cancel_order(order_id)
print('canceled order? ', canceled_order)
### test equity order:
equity_order = mock_equity_order()
order_id = tradier_client.place_equity_order(equity_order)
print('equity order id: ', order_id)
equity_order_canceled = tradier_client.cancel_order(order_id)
print('equity order canceld? ', equity_order_canceled)
### get option chain for spx
ticker = 'spx'
expiration = '2023-08-31' #TODO: replace the expiration date
opt_chain_result = tradier_client.get_option_chain(symbol=ticker, expiration=expiration)
print('result of option chain: ', opt_chain_result)
positions = tradier_client.get_positions()
print('positions: ', positions)
print('------' * 10)
balances = tradier_client.get_account_balance()
print('balances: ', balances.total_cash)
if hasattr(balances, 'dt') and balances.pdt is not None:
print('balances.pdt.to_json(): ', balances.pdt.to_json())
elif hasattr(balances, 'margin') and balances.margin is not None:
print('balances.margin.to_json: ', balances.margin.to_json())
elif hasattr(balances, 'cash') and balances.cash is not None:
print('balances.cash.to_json: ', balances.cash.to_json())
asyncio.run(async_test())
print('-------finished async tests--------')
sync_test()
print('-------finished sync tests-------')
```
3. Test model like `TradierQuote`:
```python
import json
from fast_tradier.models.market_data.TradierQuote import TradierQuote
from fast_tradier.models.trading.OptionOrder import OptionOrder, OptionLeg
from fast_tradier.models.trading.Sides import OptionOrderSide
from fast_tradier.models.trading.PriceTypes import OptionPriceType
from fast_tradier.models.trading.Duration import Duration
quote1 = TradierQuote(symbol='spx', type='stock', open=1000.0, high=2012.1, low=1999.0, close=4910.1, volume=30000, bid=1.2, ask=2.3, last_price=4.3)
json_obj = quote1.serialize()
print('serialize: ', json_obj)
quote2 = TradierQuote.deserialize_from_json(json_obj)
print('quote2.ask: ', quote2.ask)
print('--------' * 10)
ticker = 'SPX'
order_status = 'pending'
option_symbols = ['SPXW_052223C4225', 'SPXW_052223C4235']
sides = ['sell_to_open', 'buy_to_open']
option_legs = []
for i in range(len(sides)):
opt_symbol = option_symbols[i]
side = sides[i]
option_legs.append(OptionLeg(underlying_symbol=ticker, option_symbol=opt_symbol, side=side, quantity=1))
option_order = OptionOrder(ticker=ticker,
price=100.0,
price_type=OptionPriceType.Market,
duration=Duration.Day,
option_legs=option_legs)
order_json = option_order.to_json()
print('option_order json: ', order_json)
parsable_json = option_order.serialize()
print('parsable order json: ', parsable_json)
option_order2 = OptionOrder.deserialize_from_json(parsable_json)
print('option_order2.price: ', option_order2.price)
```
4. Get history quotes
```
from fast_tradier.utils.TimeUtils import TimeUtils
from fast_tradier.models.trading.Interval import Interval
from fast_tradier.FastTradierAsyncClient import FastTradierAsyncClient
import pandas as pd
ticker = 'AAPL'
start_date = TimeUtils.past_date(days_ago = 100)
end_date = TimeUtils.today_date()
tradier_client = FastTradierAsyncClient(sandbox_at, sandbox_client_id, is_prod=False)
history_quotes = await tradier_client.get_history_async(symbol=ticker, start_date=start_date, end_date=end_date, interval=Interval.Daily)
print(history_quotes)
if history_quotes is not None:
print(history_quotes.head())
```
5. Real time quote
As of 8/6/2023, Tradier does not provide real time quote for index like SPX, instead its quote has 15 minute delay. To help solve this problem, the constructor of `FastTradierAsyncClient` and `FastTradierClient` takes an optional object for getting real time quote.
To implement the interface `IRealTimeQuoteProvider`, reference to `YFinanceQuoteProvider` that uses web scraping to get real time quote from Yahoo Finance.
```python
from fast_tradier.utils.YFinanceQuoteProvider import YFinanceQuoteProvider
from fast_tradier.FastTradierAsyncClient import FastTradierAsyncClient
yfin_real_quote_provider = YFinanceQuoteProvider()
tradier_client = FastTradierAsyncClient(sandbox_at, sandbox_client_id, is_prod=False real_time_quote_provider=yfin_real_quote_provider)
```
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"description": "# fast_tradier_client in Python\nTradier client in python for trading stocks and options through Tradier API\n\n#### Dependencies:\n- jsonpickle\n- httpx\n- arrow\n- autoscraper\n- pandas\n- python-interface\n\n#### Dependencies for unit tests:\n- pytest\n- pytest_httpx\n- pytest-asyncio\n\n#### Examples below:\n1. Test Account:\n```python\n\nfrom fast_tradier.models.account.Position import Position\nfrom fast_tradier.models.market_data.Quote import Quote\n\naccount_position = {\n \"cost_basis\": 207.01,\n \"date_acquired\": \"2018-08-08T14:41:11.405Z\",\n \"id\": 130089,\n \"quantity\": 1.00000000,\n \"symbol\": \"AAPL\"\n}\n\nposition = Position(**account_position)\nprint(position.to_json())\nprint(position.symbol)\nprint(position.date_acquired)\nprint('-------' * 10)\n\nquote1 = {\n \"symbol\": \"VXX190517P00016000\",\n \"description\": \"VXX May 17 2019 $16.00 Put\",\n \"exch\": \"Z\",\n \"type\": \"option\",\n \"last\": None,\n \"change\": None,\n \"volume\": 0,\n \"open\": None,\n \"high\": None,\n \"low\": None,\n \"close\": None,\n \"bid\": 0.0,\n \"ask\": 0.01,\n \"underlying\": \"VXX\",\n \"strike\": 16.0,\n \"change_percentage\": None,\n \"average_volume\": 0,\n \"last_volume\": 0,\n \"trade_date\": 0,\n \"prevclose\": None,\n \"week_52_high\": 0.0,\n \"week_52_low\": 0.0,\n \"bidsize\": 0,\n \"bidexch\": \"I\",\n \"bid_date\": 1557167321000,\n \"asksize\": 618,\n \"askexch\": \"Z\",\n \"ask_date\": 1557168367000,\n \"open_interest\": 10,\n \"contract_size\": 100,\n \"expiration_date\": \"2019-05-17\",\n \"expiration_type\": \"standard\",\n \"option_type\": \"put\",\n \"root_symbol\": \"VXX\"\n }\n\nmy_q = Quote(**quote1)\nprint(my_q.symbol)\nprint(my_q.ask_date_datetime)\n```\n\n2. Test Client:\n```python\n\nfrom fast_tradier.FastTradierAsyncClient import FastTradierAsyncClient\nfrom fast_tradier.FastTradierClient import FastTradierClient\nfrom fast_tradier.models.market_data.Quote import Quote\nfrom fast_tradier.models.trading.OptionOrder import OptionLeg, OptionOrder\nfrom fast_tradier.models.trading.EquityOrder import EquityOrder\nfrom fast_tradier.models.trading.Sides import OptionOrderSide, EquityOrderSide\nfrom fast_tradier.models.trading.PriceTypes import OptionPriceType, EquityPriceType\nfrom fast_tradier.models.trading.Duration import Duration\n\nimport asyncio\n\n#TODO: replace the client_id and sandbox access token with yours\nsandbox_client_id = 'VA123456789'\nsandbox_at = 'abcdefghijklmnopqrstuvwxyzzzz'\n\ndef mock_order() -> OptionOrder:\n ticker = 'SPX'\n order_status = 'pending'\n option_symbols = ['SPXW_080823C4510', 'SPXW_080823C4520'] #TODO: replace option symbols\n sides = [OptionOrderSide.SellToOpen, OptionOrderSide.BuyToOpen]\n option_legs = []\n\n for i in range(len(sides)):\n opt_symbol = option_symbols[i]\n side = sides[i]\n option_legs.append(OptionLeg(underlying_symbol=ticker, option_symbol=opt_symbol, side=side, quantity=1))\n\n option_order = OptionOrder(ticker=ticker,\n price=1.2,\n price_type=OptionPriceType.Credit,\n duration=Duration.Day,\n option_legs=option_legs)\n return option_order\n\ndef mock_equity_order() -> EquityOrder:\n symbol = 'SPY'\n price = 379.0\n quantity = 1.0\n return EquityOrder(ticker=symbol, quantity=quantity, price=price, side=EquityOrderSide.Buy, price_type=EquityPriceType.Limit, duration=Duration.Gtc)\n\nasync def async_test():\n tasks = []\n count = 4\n tradier_client = FastTradierAsyncClient(sandbox_at, sandbox_client_id, is_prod=False)\n \n quote1 = await tradier_client.get_quotes_async(['MSFT'])\n print('quote1 last price: ', quote1[0].last)\n\n for i in range(count):\n tasks.append(asyncio.ensure_future(tradier_client.place_option_order_async(mock_order())))\n\n order_ids = await asyncio.gather(*tasks)\n cancel_tasks = []\n for order_id in order_ids:\n print('order_id: ', order_id)\n cancel_tasks.append(asyncio.ensure_future(tradier_client.cancel_order_async(order_id)))\n \n is_canceled = await asyncio.gather(*cancel_tasks)\n for canceled in is_canceled:\n print('canceled? ', canceled)\n \n ### test equity order:\n equity_order = mock_equity_order()\n order_id = await tradier_client.place_equity_order_async(equity_order)\n print('equity order id: ', order_id)\n equity_order_canceled = await tradier_client.cancel_order_async(order_id)\n print('equity order canceld? ', equity_order_canceled)\n\n ### get option chain for spx\n ticker = 'spx'\n expiration = '2023-08-31' #TODO: replace the expiration date\n opt_chain_result = await tradier_client.get_option_chain_async(symbol=ticker, expiration=expiration)\n print('result of option chain: ', opt_chain_result)\n positions = await tradier_client.get_positions_async()\n print('positions: ', positions)\n\n print('------' * 10)\n balances = await tradier_client.get_account_balance_async()\n print('balances: ', balances.total_cash)\n if hasattr(balances, 'pdt') and balances.pdt is not None:\n print('balances.pdt.to_json(): ', balances.pdt.to_json())\n elif hasattr(balances, 'margin') and balances.margin is not None:\n print('balances.margin.to_json: ', balances.margin.to_json())\n elif hasattr(balances, 'cash') and balances.cash is not None:\n print('balances.cash.to_json: ', balances.cash.to_json())\n\ndef sync_test():\n count = 4\n tradier_client = FastTradierClient(sandbox_at, sandbox_client_id, is_prod=False)\n quote1 = tradier_client.get_quotes(['MSFT'])\n print('quote1 last price: ', quote1[0].last)\n\n order_id = tradier_client.place_option_order(mock_order())\n print('option order id: ', order_id)\n canceled_order = tradier_client.cancel_order(order_id)\n print('canceled order? ', canceled_order)\n\n ### test equity order:\n equity_order = mock_equity_order()\n order_id = tradier_client.place_equity_order(equity_order)\n print('equity order id: ', order_id)\n equity_order_canceled = tradier_client.cancel_order(order_id)\n print('equity order canceld? ', equity_order_canceled)\n\n ### get option chain for spx\n ticker = 'spx'\n expiration = '2023-08-31' #TODO: replace the expiration date\n opt_chain_result = tradier_client.get_option_chain(symbol=ticker, expiration=expiration)\n print('result of option chain: ', opt_chain_result)\n positions = tradier_client.get_positions()\n print('positions: ', positions)\n\n print('------' * 10)\n balances = tradier_client.get_account_balance()\n print('balances: ', balances.total_cash)\n if hasattr(balances, 'dt') and balances.pdt is not None:\n print('balances.pdt.to_json(): ', balances.pdt.to_json())\n elif hasattr(balances, 'margin') and balances.margin is not None:\n print('balances.margin.to_json: ', balances.margin.to_json())\n elif hasattr(balances, 'cash') and balances.cash is not None:\n print('balances.cash.to_json: ', balances.cash.to_json())\n\nasyncio.run(async_test())\nprint('-------finished async tests--------')\nsync_test()\nprint('-------finished sync tests-------')\n```\n\n3. Test model like `TradierQuote`:\n\n```python\nimport json\nfrom fast_tradier.models.market_data.TradierQuote import TradierQuote\nfrom fast_tradier.models.trading.OptionOrder import OptionOrder, OptionLeg\nfrom fast_tradier.models.trading.Sides import OptionOrderSide\nfrom fast_tradier.models.trading.PriceTypes import OptionPriceType\nfrom fast_tradier.models.trading.Duration import Duration\n\nquote1 = TradierQuote(symbol='spx', type='stock', open=1000.0, high=2012.1, low=1999.0, close=4910.1, volume=30000, bid=1.2, ask=2.3, last_price=4.3)\njson_obj = quote1.serialize()\nprint('serialize: ', json_obj)\n\nquote2 = TradierQuote.deserialize_from_json(json_obj)\nprint('quote2.ask: ', quote2.ask)\n\nprint('--------' * 10)\nticker = 'SPX'\norder_status = 'pending'\noption_symbols = ['SPXW_052223C4225', 'SPXW_052223C4235']\nsides = ['sell_to_open', 'buy_to_open']\noption_legs = []\n\nfor i in range(len(sides)):\n opt_symbol = option_symbols[i]\n side = sides[i]\n option_legs.append(OptionLeg(underlying_symbol=ticker, option_symbol=opt_symbol, side=side, quantity=1))\n\noption_order = OptionOrder(ticker=ticker,\n price=100.0,\n price_type=OptionPriceType.Market,\n duration=Duration.Day,\n option_legs=option_legs)\n\norder_json = option_order.to_json()\nprint('option_order json: ', order_json)\nparsable_json = option_order.serialize()\nprint('parsable order json: ', parsable_json)\noption_order2 = OptionOrder.deserialize_from_json(parsable_json)\nprint('option_order2.price: ', option_order2.price)\n\n```\n\n4. Get history quotes\n\n```\nfrom fast_tradier.utils.TimeUtils import TimeUtils\nfrom fast_tradier.models.trading.Interval import Interval\nfrom fast_tradier.FastTradierAsyncClient import FastTradierAsyncClient\n\nimport pandas as pd\n\nticker = 'AAPL'\nstart_date = TimeUtils.past_date(days_ago = 100)\nend_date = TimeUtils.today_date()\n\ntradier_client = FastTradierAsyncClient(sandbox_at, sandbox_client_id, is_prod=False)\n\nhistory_quotes = await tradier_client.get_history_async(symbol=ticker, start_date=start_date, end_date=end_date, interval=Interval.Daily)\nprint(history_quotes)\nif history_quotes is not None:\n print(history_quotes.head())\n\n```\n\n5. Real time quote\n\nAs of 8/6/2023, Tradier does not provide real time quote for index like SPX, instead its quote has 15 minute delay. To help solve this problem, the constructor of `FastTradierAsyncClient` and `FastTradierClient` takes an optional object for getting real time quote.\n\nTo implement the interface `IRealTimeQuoteProvider`, reference to `YFinanceQuoteProvider` that uses web scraping to get real time quote from Yahoo Finance.\n\n```python\nfrom fast_tradier.utils.YFinanceQuoteProvider import YFinanceQuoteProvider\nfrom fast_tradier.FastTradierAsyncClient import FastTradierAsyncClient\n\nyfin_real_quote_provider = YFinanceQuoteProvider()\ntradier_client = FastTradierAsyncClient(sandbox_at, sandbox_client_id, is_prod=False real_time_quote_provider=yfin_real_quote_provider)\n\n```\n",
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