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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 import ProductionSession
session = ProductionSession('username', 'password')

Using the streamer

The streamer is a websocket connection to dxfeed (the Tastytrade data provider) that allows you to subscribe to real-time data for quotes, greeks, and more.

from tastytrade import DXLinkStreamer
from tastytrade.dxfeed import EventType

async with DXLinkStreamer(session) as streamer:
    subs_list = ['SPY']  # list of symbols to subscribe to
    await streamer.subscribe(EventType.QUOTE, subs_list)
    # this example fetches quotes once, then exits
    quote = await streamer.get_event(EventType.QUOTE)
    print(quote)

>>> [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 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)

Placing an order

from decimal import Decimal
from tastytrade 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 = await streamer.get_event(EventType.GREEKS)
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.

tastytrade's People

Contributors

graeme22 avatar boyan-soubachov avatar mytak avatar quenos avatar krsvojte avatar maxxrk avatar gliptak avatar peter-oroszvari avatar pingzh avatar sullivanj91 avatar michaelcooke avatar alexonab avatar derivatestrader avatar bad-trader09 avatar bandwiches avatar kaidaniel82 avatar rifling-spread-0k avatar

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