from typing import List
import aiohttp
from dataclasses import dataclass
from tastyworks.models.order import Order, OrderPriceEffect
@dataclass
class TradingAccount(object):
account_number: str
external_id: str
is_margin: bool
async def execute_order(self, order: Order, session, dry_run=True):
"""
Execute an order. If doing a dry run, the order isn't placed but simulated (server-side).
Args:
order (Order): The order object to execute.
session (TastyAPISession): The tastyworks session onto which to execute the order.
dry_run (bool): Whether to do a test (dry) run.
Returns:
bool: Whether the order was successful.
"""
if not order.check_is_order_executable():
raise Exception('Order is not executable, most likely due to missing data')
if not session.is_active():
raise Exception('The supplied session is not active and valid')
url = '{}/accounts/{}/orders'.format(
session.API_url,
self.account_number
)
if dry_run:
url = f'{url}/dry-run'
body = _get_execute_order_json(order)
async with aiohttp.request('POST', url, headers=session.get_request_headers(), json=body) as resp:
if resp.status == 201:
return True
elif resp.status == 400:
raise Exception('Order execution failed, message: {}'.format(await resp.text()))
else:
raise Exception('Unknown remote error, status code: {}, message: {}'.format(resp.status, await resp.text()))
@classmethod
def from_dict(cls, data: dict) -> List:
"""
Parses a TradingAccount object from a dict.
"""
new_data = {
'is_margin': True if data['margin-or-cash'] == 'Margin' else False,
'account_number': data['account-number'],
'external_id': data['external-id']
}
res = TradingAccount(**new_data)
return res
@classmethod
async def get_remote_accounts(cls, session) -> List:
"""
Gets all trading accounts from the Tastyworks platform.
Args:
session (TastyAPISession): An active and logged-in session object against which to query.
Returns:
list (TradingAccount): A list of trading accounts.
"""
url = f'{session.API_url}/customers/me/accounts'
res = []
async with aiohttp.request('GET', url, headers=session.get_request_headers()) as response:
if response.status != 200:
raise Exception('Could not get trading accounts info from Tastyworks...')
data = (await response.json())['data']
for entry in data['items']:
if entry['authority-level'] != 'owner':
continue
acct_data = entry['account']
acct = TradingAccount.from_dict(acct_data)
res.append(acct)
return res
async def get_balance(session, account):
"""
Get balance.
Args:
session (TastyAPISession): An active and logged-in session object against which to query.
account (TradingAccount): The account_id to get balance on.
Returns:
dict: account attributes
"""
url = '{}/accounts/{}/balances'.format(
session.API_url,
account.account_number
)
async with aiohttp.request('GET', url, headers=session.get_request_headers()) as response:
if response.status != 200:
raise Exception('Could not get trading account balance info from Tastyworks...')
data = (await response.json())['data']
return data
async def get_positions(session, account):
"""
Get Open Positions.
Args:
session (TastyAPISession): An active and logged-in session object against which to query.
account (TradingAccount): The account_id to get positions on.
Returns:
dict: account attributes
"""
url = '{}/accounts/{}/positions'.format(
session.API_url,
account.account_number
)
async with aiohttp.request('GET', url, headers=session.get_request_headers()) as response:
if response.status != 200:
raise Exception('Could not get open positions info from Tastyworks...')
data = (await response.json())['data']['items']
return data
async def get_live_orders(session, account):
"""
Get live Orders.
Args:
session (TastyAPISession): An active and logged-in session object against which to query.
account (TradingAccount): The account_id to get live orders on.
Returns:
dict: account attributes
"""
url = '{}/accounts/{}/orders/live'.format(
session.API_url,
account.account_number
)
async with aiohttp.request('GET', url, headers=session.get_request_headers()) as response:
if response.status != 200:
raise Exception('Could not get live orders info from Tastyworks...')
data = (await response.json())['data']['items']
return data
async def get_history(session, account):
"""
Get live Orders.
Args:
session (TastyAPISession): An active and logged-in session object against which to query.
account (TradingAccount): The account_id to get history on.
Returns:
dict: account attributes
"""
url = '{}/accounts/{}/transactions'.format(
session.API_url,
account.account_number
)
async with aiohttp.request('GET', url, headers=session.get_request_headers()) as response:
if response.status != 200:
raise Exception('Could not get history info from Tastyworks...')
data = (await response.json())['data']
return data
def _get_execute_order_json(order: Order):
order_json = {
'source': order.details.source,
'order-type': order.details.type.value,
'price': '{:.2f}'.format(order.details.price),
'price-effect': order.details.price_effect.value,
'time-in-force': order.details.time_in_force.value,
'legs': _get_legs_request_data(order)
}
if order.details.gtc_date:
order_json['gtc-date'] = order.details.gtc_date.strftime('%Y-%m-%d')
return order_json
def _get_legs_request_data(order):
res = []
order_effect = order.details.price_effect
order_effect_str = 'Sell to Open' if order_effect == OrderPriceEffect.CREDIT else 'Buy to Open'
for leg in order.details.legs:
leg_dict = {**leg.to_tasty_json(), 'action': order_effect_str}
res.append(leg_dict)
return res
