tastytrade 5.7

An unofficial SDK for Tastytrade!

Tastytrade Python SDK

A simple, reverse-engineered SDK for Tastytrade built on their (now mostly public) API. This will allow you to create trading algorithms for whatever strategies you may have quickly and painlessly in Python.

Installation

$ pip install tastytrade

Creating a session

A session object is required to authenticate your requests to the Tastytrade API. You can create a real session using your normal login, or a certification (test) session using your certification login.

from tastytrade.session import Session
session = Session('username', 'password')

Using the streamer

The streamer is a websocket connection to the Tastytrade API that allows you to subscribe to real-time data for Quotes, Greeks, and more.

from tastytrade.streamer import DataStreamer, EventType

streamer = await DataStreamer.create(session)
subs_list = ['SPY', 'SPX']

# this function fetches quotes once, then closes the subscription
await streamer.subscribe(EventType.QUOTE, subs_list)
quotes = []
async for quote in streamer.listen():
   quotes.append(quote)
   if len(quotes) >= len(subs_list):
      break
print(quotes)

>>> [Quote(eventSymbol='SPY', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='Q', bidPrice=411.58, bidSize=400.0, askTime=0, askExchangeCode='Q', askPrice=411.6, askSize=1313.0), Quote(eventSymbol='SPX', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='\x00', bidPrice=4122.49, bidSize='NaN', askTime=0, askExchangeCode='\x00', askPrice=4123.65, askSize='NaN')]

Getting current positions

from tastytrade.account import Account

account = Account.get_accounts(session)[0]
positions = account.get_positions(session)
print(positions[0])

>>> CurrentPosition(account_number='5WV69754', symbol='IAU', instrument_type=<InstrumentType.EQUITY: 'Equity'>, underlying_symbol='IAU', quantity=Decimal('20'), quantity_direction='Long', close_price=Decimal('37.09'), average_open_price=Decimal('37.51'), average_yearly_market_close_price=Decimal('37.51'), average_daily_market_close_price=Decimal('37.51'), multiplier=1, cost_effect='Credit', is_suppressed=False, is_frozen=False, realized_day_gain=Decimal('7.888'), realized_day_gain_effect='Credit', realized_day_gain_date=datetime.date(2023, 5, 19), realized_today=Decimal('0.512'), realized_today_effect='Debit', realized_today_date=datetime.date(2023, 5, 19), created_at=datetime.datetime(2023, 3, 31, 14, 38, 32, 58000, tzinfo=datetime.timezone.utc), updated_at=datetime.datetime(2023, 5, 19, 16, 56, 51, 920000, tzinfo=datetime.timezone.utc), mark=None, mark_price=None, restricted_quantity=Decimal('0'), expires_at=None, fixing_price=None, deliverable_type=None)

Symbol search

from tastytrade.search import symbol_search

results = symbol_search(session, 'AAP')
print(results)

>>> [SymbolData(symbol='AAP', description='Advance Auto Parts Inc.'), SymbolData(symbol='AAPD', description='Direxion Daily AAPL Bear 1X Shares'), SymbolData(symbol='AAPL', description='Apple Inc. - Common Stock'), SymbolData(symbol='AAPB', description='GraniteShares 1.75x Long AAPL Daily ETF'), SymbolData(symbol='AAPU', description='Direxion Daily AAPL Bull 1.5X Shares')]

Placing an order

from decimal import Decimal
from tastytrade.account import Account
from tastytrade.instruments import Equity
from tastytrade.order import NewOrder, OrderAction, OrderTimeInForce, OrderType, PriceEffect

account = Account.get_account(session, '5WV69754')
symbol = Equity.get_equity(session, 'USO')
leg = symbol.build_leg(Decimal('5'), OrderAction.BUY_TO_OPEN)  # buy to open 5 shares

order = NewOrder(
   time_in_force=OrderTimeInForce.DAY,
   order_type=OrderType.LIMIT,
   legs=[leg],  # you can have multiple legs in an order
   price=Decimal('50'),  # limit price, here $50 for 5 shares = $10/share
   price_effect=PriceEffect.DEBIT
)
response = account.place_order(session, order, dry_run=True)  # a test order
print(response)

>>> PlacedOrderResponse(buying_power_effect=BuyingPowerEffect(change_in_margin_requirement=Decimal('125.0'), change_in_margin_requirement_effect=<PriceEffect.DEBIT: 'Debit'>, change_in_buying_power=Decimal('125.004'), change_in_buying_power_effect=<PriceEffect.DEBIT: 'Debit'>, current_buying_power=Decimal('1000.0'), current_buying_power_effect=<PriceEffect.CREDIT: 'Credit'>, new_buying_power=Decimal('874.996'), new_buying_power_effect=<PriceEffect.CREDIT: 'Credit'>, isolated_order_margin_requirement=Decimal('125.0'), isolated_order_margin_requirement_effect=<PriceEffect.DEBIT: 'Debit'>, is_spread=False, impact=Decimal('125.004'), effect=<PriceEffect.DEBIT: 'Debit'>), fee_calculation=FeeCalculation(regulatory_fees=Decimal('0.0'), regulatory_fees_effect=<PriceEffect.NONE: 'None'>, clearing_fees=Decimal('0.004'), clearing_fees_effect=<PriceEffect.DEBIT: 'Debit'>, commission=Decimal('0.0'), commission_effect=<PriceEffect.NONE: 'None'>, proprietary_index_option_fees=Decimal('0.0'), proprietary_index_option_fees_effect=<PriceEffect.NONE: 'None'>, total_fees=Decimal('0.004'), total_fees_effect=<PriceEffect.DEBIT: 'Debit'>), order=PlacedOrder(account_number='5WV69754', time_in_force=<OrderTimeInForce.DAY: 'Day'>, order_type=<OrderType.LIMIT: 'Limit'>, size='5', underlying_symbol='USO', underlying_instrument_type=<InstrumentType.EQUITY: 'Equity'>, status=<OrderStatus.RECEIVED: 'Received'>, cancellable=True, editable=True, edited=False, updated_at=datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), legs=[Leg(instrument_type=<InstrumentType.EQUITY: 'Equity'>, symbol='USO', action=<OrderAction.BUY_TO_OPEN: 'Buy to Open'>, quantity=Decimal('5'), remaining_quantity=Decimal('5'), fills=[])], id=None, price=Decimal('50.0'), price_effect=<PriceEffect.DEBIT: 'Debit'>, gtc_date=None, value=None, value_effect=None, stop_trigger=None, contingent_status=None, confirmation_status=None, cancelled_at=None, cancel_user_id=None, cancel_username=None, replacing_order_id=None, replaces_order_id=None, in_flight_at=None, live_at=None, received_at=None, reject_reason=None, user_id=None, username=None, terminal_at=None, complex_order_id=None, complex_order_tag=None, preflight_id=None, order_rule=None), complex_order=None, warnings=[Message(code='tif_next_valid_sesssion', message='Your order will begin working during next valid session.', preflight_id=None)], errors=None)

Options chain/streaming greeks

from tastytrade.instruments import get_option_chain
from datetime import date

chain = get_option_chain(session, 'SPLG')
subs_list = [chain[date(2023, 6, 16)][0].streamer_symbol]

await streamer.subscribe(EventType.GREEKS, subs_list)
greeks = []
async for greek in streamer.listen():
   greeks.append(greek)
   if len(greeks) >= len(subs_list):
      break
print(greeks)

>>> [Greeks(eventSymbol='.SPLG230616C23', eventTime=0, eventFlags=0, index=7235129486797176832, time=1684559855338, sequence=0, price=26.3380972233688, volatility=0.396983376650804, delta=0.999999999996191, gamma=4.81989763184255e-12, theta=-2.5212017514875e-12, rho=0.01834504287973133, vega=3.7003015672215e-12)]

For more examples, check out the documentation.

Disclaimer

This is an unofficial SDK for Tastytrade. There is no implied warranty for any actions and results which arise from using it.