pytrademonster 0.11

Simple wrapper around TradeMonster/Optionhouses' XML based API

*Pytrademonster* is a simple, pythonic interface to TradeMonster/Optionhouses' XML based API. It attempts to cover
most of the functionality that their API provides.

Admittedly, their API documentation is a bit shoddy, but this project
accounts for that where possible. In order to trade systematically with them there is an account minumum that you must maintain.

*Tested against their API Version 2.5*

*Intended for Python 2.7*

Getting Started
===============
::

Choose one:
1. Checkout the project here and run 'python setup.py install'
2. 'pip install pytrademonster' (use sudo if needed)

|
Examples (for more, see the unit tests)
========

**Create an instance of PyTradeMonster and log in**

The first time this is done, you'll be prompted for your user/pass
and it will be saved into a default file, 'cred.dat' or one of your choice

.. code-block:: python

from pytrademonster import PyTradeMonster
pyTradeMonster = PyTradeMonster()

**Get a quote**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.services import QuotesService
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()
quotesService = QuotesService(pyTradeMonster)

#add any number of 'ticker:instrumentType' pairs
symbolDict = {'SPY' : TradeMonsterConstants.INSTRUMENTS.EQUITY}
quoteResult = quotesService.getParsedQuotes(symbolDict)

**Get an option chain**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.services import QuotesService
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()
quotesService = QuotesService(pyTradeMonster)

#get a list of option strikes for various expirations for a single security
results = quotesService.getParsedOptionChain('SPY')

**Get account information**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.services import AccountServices

pyTradeMonster = PyTradeMonster()
accountsService = AccountServices(pyTradeMonster)

# return a dictionary of Account objects that contain useful account information
accounts = accountsService.getParsedAccountObjects()


**Place an equity order**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.services import OrderServices, AccountServices
from pytrademonster.objects import LimitOrder, OrderLeg
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()

orderService = OrderServices(pyTradeMonster)
accountsService = AccountServices(pyTradeMonster)

# get our list of accounts
accounts = accountsService.getParsedAccountObjects()

ACCOUNT_NUMBER = 'your account number'

# create a simple limit order with a silly price
order = LimitOrder()
orderLeg = OrderLeg()
orderLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
orderLeg.symbol = 'SPY'
orderLeg.orderSide = OrderLeg.side.BUY
order.price = 0.01
order.quantity = 1
order.orderLegs = [orderLeg]
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG

# send the order to the trademonster
orderResponse = orderService.sendOrderAndGetParsedResponse(self.accounts[ACCOUNT_NUMBER], order)

orderId = orderResponse.orderId
orderStatus = orderResponse.status
print 'Order {0} status is {1}'.format(orderId,status)

**Place a multi-leg option order**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.services import OrderServices, AccountServices
from pytrademonster.objects import LimitOrder, OrderLeg
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()

orderService = OrderServices(pyTradeMonster)
accountsService = AccountServices(pyTradeMonster)

# get our list of accounts
accounts = accountsService.getParsedAccountObjects()

ACCOUNT_NUMBER = 'your account number'

# Create a simple buy (debit) spread, by creating each individual leg
# The symbol and spread name fields should be changed depending on the ticker
order = LimitOrder()
shortLeg = OrderLeg()
longLeg = OrderLeg()

shortLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
shortLeg.symbol = 'TickerSymbol' #you can look up the ticker using a service or their GUI
shortLeg.orderSide = OrderLeg.side.SELL
shortLeg.quantityRatio = 1

longLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
longLeg.symbol = 'TickerSymbol' #you can look up the ticker using a service or their GUI
longLeg.orderSide = OrderLeg.side.BUY
longLeg.quantityRatio = 1

order.price = 0.01
order.quantity = 1
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG
order.orderLegs = []
order.orderLegs.append(shortLeg)
order.orderLegs.append(longLeg)
order.spreadName = TradeMonsterConstants.OrderRequests.ORDER_SPREAD_TYPES.PUT_VERTICAL #if it's a put spread

#send a live order with a silly price
orderResult = orderService.sendOrderAndGetParsedResponse(self.accounts[ACCOUNT_NUMBER], order)

status = orderResult.status
print 'Status of order is {0}'.format(status)


**Cancel an order**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.services import OrderServices

pyTradeMonster = PyTradeMonster()
orderService = OrderServices(pyTradeMonster)

# get the orderId from a recent order first
# i.e., orderId = orderService.sendOrderAndGetParsedResponse(self.accounts[ACCOUNT_NUMBER], order).orderId

result = orderService.sendCancelOrder(orderId)


**Get detailed position information**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.services import PositionService

pyTradeMonster = PyTradeMonster()
positionService = PositionService(pyTradeMonster)

# get account id from the account service first if needed
# this will return a list of existing positions by type and their associated information
result = positionService.getPositionsDetail(accountId)


**Plot your pnl**

.. code-block:: python

from pytrademonster import PyTradeMonster
from pytrademonster.visualizer import plotAccountPnl

pyTradeMonster = PyTradeMonster()
accountNumber = 'xxxxxxx' # your account number
startTime = '20100101T00:00:00'
endTime = '20150730T00:00:00'
plotAccountPnl(pyTradeMonster, TradeMonsterConstants.AccountRequests.TRANSACTION_TYPES.TRADE, accountNumber, startTime, endTime, 'AAPL')



Functions provided
==================
This tries to be as consistent with their API as possible, but some functions just don't work as described.
The coverage is fairly robust, but not a complete representation of their entire API.

::

For more details, look at the XML mappings in *constants.py* as well as the function calls in the services.



Future development
==================

This is certainly a work in progress, and no guarantees, but feel free to shoot me a note here for anything you'd like to see.