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:

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:

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:

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.

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)