import logging
from datetime import datetime
from typing import Union
import dateutil.parser
import xmltodict
from jxmlease import emit_xml
from requests_oauthlib import OAuth1Session
LOGGER = logging.getLogger(__name__)
# some constants
CALL = "Call"
PUT = "Put"
[docs]
def to_decimal_str(price: float, round_down: bool) -> str:
spstr = "%.2f" % price # round to 2-place decimal
spstrf = float(spstr) # convert back to float again
diff = price - spstrf
if diff != 0: # have to work hard to round to decimal
HALF_CENT = 0.005 # e.g. BUY stop: round up to decimal
if round_down:
HALF_CENT *= -1 # e.g. SELL stop: round down to decimal
price += HALF_CENT
if price > 0:
spstr = "%.2f" % price # now round to 2-place decimal
return spstr
[docs]
def get_request_result(req: OAuth1Session.request, resp_format: str = "xml") -> dict:
LOGGER.debug(req.text)
# Initialize as empty dict, otherwise, when ETrade server returns an empty string, you get this error:
# "simplejson.errors.JSONDecodeError: Expecting value: line 1 column 1 (char 0)"
req_output = {}
assert resp_format in ["xml", "json"]
if resp_format == "json" and req.text.strip() != "":
req_output = req.json()
elif resp_format == "xml":
req_output = xmltodict.parse(req.text)
if "Error" in req_output.keys():
raise Exception(
f'Etrade API Error - Code: {req_output["Error"]["code"]}, Msg: {req_output["Error"]["message"]}'
)
return req_output
# return Etrade internal option symbol: e.g. "PLTR--220218P00023000" ref:_test_option_symbol()
[docs]
def option_symbol(
symbol: str, call_put: str, expiry_date: str, strike_price: float
) -> str:
sym = symbol.strip().upper()
symstr = sym + ("-" * (6 - len(sym)))
ed = dateutil.parser.parse(expiry_date) # dateutil can handle most date formats
edstr = ed.strftime("%y%m%d")
assert len(edstr) == 6
sp = "%08d" % (float(strike_price) * 1000)
assert len(sp) == 8
opt_sym = symstr + edstr + call_put.strip().upper()[0] + sp
assert len(opt_sym) == 21
return opt_sym
[docs]
class OrderException(Exception):
""":description: Exception raised when giving bad args to a method not from Etrade calls"""
def __init__(self, explanation=None, params=None) -> None:
super().__init__()
self.required = params
self.args = (explanation, params)
def __str__(self) -> str:
return "Missing required parameters"
[docs]
class ETradeOrder(object):
""":description: Object to perform Orders
:param client_key: Client key provided by Etrade
:type client_key: str, required
:param client_secret: Client secret provided by Etrade
:type client_secret: str, required
:param resource_owner_key: Resource key from :class:`pyetrade.authorization.ETradeOAuth`
:type resource_owner_key: str, required
:param resource_owner_secret: Resource secret from
:class: `pyetrade.authorization.ETradeOAuth`
:type resource_owner_secret: str, required
:param dev: Defines Sandbox (True) or Live (False) ETrade, defaults to True
:type dev: bool, optional
:param timeout: Timeout value for OAuth, defaults to 30
:type timeout: int, optional
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
def __init__(
self,
client_key: str,
client_secret: str,
resource_owner_key: str,
resource_owner_secret: str,
dev: bool = True,
timeout: int = 30,
):
self.dev_environment = dev
self.base_url = f'https://{"apisb" if dev else "api"}.etrade.com/v1/accounts'
self.timeout = timeout
self.session = OAuth1Session(
client_key,
client_secret,
resource_owner_key,
resource_owner_secret,
signature_type="AUTH_HEADER",
)
[docs]
def list_orders(
self,
account_id_key: str,
marker: str = None,
count: int = 25,
status: str = None,
from_date: datetime = None,
to_date: datetime = None,
symbols: list[str] = None,
security_type: str = None,
transaction_type: str = None,
market_session: str = "REGULAR",
resp_format: str = "json",
) -> dict:
""":description: Lists orders for a specific account ID Key
:param account_id_key: AccountIDKey from :class:`pyetrade.accounts.ETradeAccounts.list_accounts`
:type account_id_key: str, required
:param marker: Specifies the desired starting point of the set of items to return (defaults to None)
:type marker: str, optional
:param count: Number of transactions to return, defaults to 25 (max 100)
:type count: int, optional
:param status: Order status (defaults to None)
:type status: str, optional
:status values:
* OPEN
* EXECUTED
* CANCELLED
* INDIVIDUAL_FILLS
* CANCEL_REQUESTED
* EXPIRED
* REJECTED
:param from_date: The earliest date to include in the date range (history is available for two years).
Both fromDate and toDate should be used together, toDate should be greater than fromDate.
(defaults to None)
:type from_date: datetime obj, optional
:param to_date: The latest date to include in the date range (history is available for two years).
Both fromDate and toDate should be used together, toDate should be greater than fromDate.
(defaults to None)
:type to_date: datetime obj, optional
:param symbols: The market symbol(s) for the security being bought or sold. (defaults to None, Max 25 symbols)
:type symbols: list[str], optional
:param security_type: The security type (defaults to None - Returns all types)
:type security_type: str, optional
:security_type values:
* EQ
* OPTN
* MF
* MMF
:param transaction_type: Type of transaction (defaults to None - Returns all types)
:type transaction_type: str, optional
:transaction_type values:
* ATNM
* BUY
* SELL
* SELL_SHORT
* BUY_TO_COVER
* MF_EXCHANGE
:param market_session: The market session, defaults to REGULAR
:type market_session: str, optional
:market_session values:
* REGULAR
* EXTENDED
:param resp_format: Desired Response format, defaults to json
:type resp_format: str, optional
:return: List of orders for an account
:rtype: ``xml`` or ``json`` based on ``resp_format``
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
if symbols and len(symbols) >= 26:
LOGGER.warning(
"list_orders asked for %d requests; only first 25 returned"
% len(symbols)
)
api_url = f"{self.base_url}/{account_id_key}/orders{'.json' if resp_format == 'json' else ''}"
LOGGER.debug(api_url)
if count >= 101:
LOGGER.debug(
f"Count {count} is greater than the max allowable value (100), using 100."
)
count = 100
payload = {
"marker": marker,
"count": count,
"status": status,
"fromDate": from_date.date().strftime("%m%d%Y") if from_date else None,
"toDate": to_date.date().strftime("%m%d%Y") if to_date else None,
"symbol": ",".join([sym for sym in symbols[:25]]) if symbols else None,
"securityType": security_type,
"transactionType": transaction_type,
"marketSession": market_session,
}
req = self.session.get(api_url, params=payload, timeout=self.timeout)
req.raise_for_status()
LOGGER.debug(req.text)
return get_request_result(req, resp_format)
[docs]
def list_order_details(
self, account_id_key: str, order_id: int, resp_format: str = "json"
):
"""
:description: Lists order details of a specific account ID Key and order ID
:param account_id_key: AccountIDKey from :class:`pyetrade.accounts.ETradeAccounts.list_accounts`
:type account_id_key: str, required
:param order_id: Order ID of placed order, order IDs can be retrieved from calling the list_orders() function
:type account_id_key: int, required
:param resp_format: Desired Response format, defaults to json
:type resp_format: str, optional
:return: List of orders for an account
:rtype: ``xml`` or ``json`` based on ``resp_format``
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
api_url = f"{self.base_url}/{account_id_key}/orders/{order_id}{'.json' if resp_format == 'json' else ''}"
LOGGER.debug(api_url)
req = self.session.get(api_url)
req.raise_for_status()
LOGGER.debug(req.text)
return xmltodict.parse(req.text) if resp_format.lower() == "xml" else req.json()
[docs]
def find_option_orders(
self,
account_id_key: str,
symbol: str,
call_put: str,
expiry_date: str,
strike_price: float,
) -> list:
""":description: Lists option orders for a specific account ID Key
:param account_id_key: AccountIDKey from :class:`pyetrade.accounts.ETradeAccounts.list_accounts`
:type account_id_key: str, required
:param symbol: ticker symbol for options chain
:type symbol: str, required
:param call_put: whether the option is a call or put
:type call_put: str, required
:param expiry_date: desired expiry of option (ex: 12-05-2021)
:type expiry_date: str, required
:param strike_price: strike price of desired option
:type strike_price: str, required
:return: List of matching option orders in an account
"""
opt_sym = option_symbol(symbol, call_put, expiry_date, strike_price)
orders = self.list_orders(
account_id_key, resp_format="json", status="OPEN"
) # this call may return empty
results = []
if len(orders) > 0:
for o in orders["OrdersResponse"]["Order"]:
product = o["OrderDetail"][0]["Instrument"][0]["Product"]
if product["securityType"] == "OPTN":
symbol = product["productId"][
"symbol"
] # e.g. "PLTR--220218P00023000"
if symbol == opt_sym:
results.append(o)
return results
[docs]
@staticmethod
def check_order(**kwargs):
""":description: Check that required params for preview or place order are there and correct
(Used internally)
"""
mandatory = [
"accountIdKey",
"symbol",
"orderAction",
"clientOrderId",
"priceType",
"quantity",
"orderTerm",
"marketSession",
]
if not all(param in kwargs for param in mandatory):
raise OrderException
if kwargs["priceType"] == "STOP" and "stopPrice" not in kwargs:
raise OrderException
if kwargs["priceType"] == "LIMIT" and "limitPrice" not in kwargs:
raise OrderException
if (
kwargs["priceType"] == "STOP_LIMIT"
and "limitPrice" not in kwargs
and "stopPrice" not in kwargs
):
raise OrderException
[docs]
@staticmethod
def build_order_payload(order_type: str, **kwargs) -> dict:
""":description: Builds the POST payload of a preview or place order
(Used internally)
:param order_type: PreviewOrderRequest or PlaceOrderRequest
:type order_type: str, required
:securityType: EQ or OPTN
:orderAction: for OPTN: BUY_OPEN, SELL_CLOSE
:callPut: CALL or PUT
:expiryDate: string, e.g. "2022-02-18"
:return: Builds Order Payload
:rtype: ``xml`` or ``json`` based on ``resp_format``
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
securityType = kwargs.get("securityType", "EQ") # EQ by default
product = {"securityType": securityType, "symbol": kwargs["symbol"]}
if securityType == "OPTN":
expiryDate = dateutil.parser.parse(
kwargs.pop("expiryDate")
) # dateutil can handle most date formats
product.update(
{
"expiryDay": expiryDate.day,
"expiryMonth": expiryDate.month,
"expiryYear": expiryDate.year,
"callPut": kwargs["callPut"],
"strikePrice": kwargs["strikePrice"],
}
)
instrument = {
"Product": product,
"orderAction": kwargs["orderAction"],
"quantityType": "QUANTITY",
"quantity": kwargs["quantity"],
}
order = kwargs
order["Instrument"] = instrument
def remove_invalid_price_from_kwargs(key: str) -> None:
if float(kwargs.get(key, 0)) <= 0:
kwargs.pop(key, 0)
remove_invalid_price_from_kwargs("stopPrice")
remove_invalid_price_from_kwargs("limitPrice")
if "stopPrice" in kwargs:
stopPrice = float(kwargs["stopPrice"])
round_down = "SELL" == kwargs["orderAction"][:4]
spstr = to_decimal_str(stopPrice, round_down)
order["stopPrice"] = spstr
payload = {
order_type: {
"orderType": securityType,
"clientOrderId": kwargs["clientOrderId"],
"Order": order,
}
}
if "previewId" in kwargs:
payload[order_type]["PreviewIds"] = {"previewId": kwargs["previewId"]}
return payload
[docs]
def preview_equity_order(self, **kwargs) -> dict:
"""API is used to submit an order request for preview before placing it
:param accountIdKey: AccountIDkey retrieved from :class:`list_accounts`
:type accountIdKey: str, required
:param symbol: Market symbol for the security being bought or sold
:type symbol: str, required
:param orderAction: Action that the broker is requested to perform
:type orderAction: str, required
:orderAction values:
* BUY
* SELL
* BUY_TO_COVER
* SELL_SHORT
:param previewId: Required only if order was previewed.
Numeric preview ID from preview.
**Note** - Other parameters much match that of preview
:type previewId: long, conditional
:param clientOrderId: Reference number generated by developer.
Used to ensure duplicate order is not submitted.
Value can be of 20 alphanmeric characters or less
Must be uniquewithin this account.
Does not appear in any API responses.
:type clientOrderId: str, required
:param priceType: Type of pricing specified in equity order
:type priceType: str, required
:priceType values:
* MARKET
* LIMIT - Requires `limitPrice`
* STOP - Requires `stopPrice`
* STOP_LIMIT - Requires `limitPrice`
* MARKET_ON_CLOSE
:param limitPrice: Highest to buy or lowest to sell.
Required if `priceType` is `STOP` or `STOP_LIMIT`
:type limitPrice: double, conditional
:param stopPrice: Price to buy or sell if specified in a stop order.
Required if `priceType` is `STOP` or `STOP_LIMIT`
:type stopPrice: double, conditional
:param allOrNone: Specifies if order must be executed all at once.
TRUE triggers `allOrNone`, defaults to FALSE
:type allOrNone: bool, optional
:param quantity: Number of shares to buy or sell
:type quantity: int, required
:param reserveOrder: If set to TRUE, publicly displays only a limited
number of shares (the reserve quantity), instead
of the entire order, to avoid influencing other
traders. If TRUE, must also specify the
`reserveQuantity`, defaults to FALSE
:type reserveOrder: bool, optional
:param reserveQuantity: Number of shares to be publicly displayed if
this is a reserve order. Required if
`reserveOrder` is TRUE.
:type reserveQuantity: int, conditional
:param marketSession: Session to place the equity order
:type marketSession: str, required
:marketSession values:
* REGULAR
* EXTENDED
:param orderTerm: Term for which the order is in effect.
:type orderTerm: str, required
:orderTerm values:
* GOOD_UNTIL_CANCEL
* GOOD_FOR_DAY
* IMMEDIATE_OR_CANCEL (only for `LIMIT` orders)
* FILL_OR_KILL (only for `LIMIT` orders)
:param routingDestination: Exchange where the order should be executed.
:type routingDestination: str, optional
:routingDestination values:
* AUTO (default)
* ARCA
* NSDQ
* NYSE
:param estimatedCommission: Cost billed to the user to preform requested action
:type estimatedCommission: double
:param estimatedTotalAmount: Cost including commission
:type estimatedTotalAmount: double
:param messageList: Container for messages describing the result of the action
:type messageList: dict
:param msgDesc: Text of the result message, indicating order status, success
or failure, additional requirements that must be met before
placing the order, etc. Applications typically display this
message to the user, which may result in further user action
:type msgDesc: str
:param msgCode: Standard numeric code of the result message. Refer to
the Error Messages documentation for examples. May optionally
be displayed to the user, but is primarily intended for
internal use.
:type msgCode: int
:param orderNum: Numeric ID for this order in the E*TRADE system
:type orderNum: int
:param orderTime: The epoch time the order was submitted.
:type orderTime: long
:param symbolDesc: Text description of the security
:type symbolDesc: str
:param symbol: The market symbol for the underlier
:type symbol: str
:return: Confirmation of the Preview Equity Order
:rtype: ``xml`` or ``json`` based on ``resp_format``
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
LOGGER.debug(kwargs)
# Test required values
self.check_order(**kwargs)
api_url = f'{self.base_url}/{kwargs["accountIdKey"]}/orders/preview'
# payload creation
payload = self.build_order_payload("PreviewOrderRequest", **kwargs)
return self.perform_request(self.session.post, api_url, payload, "xml")
[docs]
def change_preview_equity_order(
self, account_id_key: str, order_id: str, **kwargs
) -> dict:
""":description: Same as :class:`preview_equity_order` with orderId
:param order_id: order_id to modify, refer :class:`list_orders`
:type order_id: str, required
:param account_id_key: account_id_key retrieved from :class:`list_accounts`
:type account_id_key: str, required
:return: Previews Changed order with orderId for account with account_id_key
:rtype: dict/json
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
LOGGER.debug(kwargs)
# Test required values
self.check_order(**kwargs)
api_url = f"{self.base_url}/{account_id_key}/orders/{order_id}/change/preview"
# payload creation
payload = self.build_order_payload("PreviewOrderRequest", **kwargs)
return self.perform_request(self.session.put, api_url, payload, "xml")
[docs]
def place_option_order(self, **kwargs) -> dict:
""":description: Places Option Order, only single leg CALL or PUT is supported for now
:return: Returns confirmation of the equity order
"""
kwargs["securityType"] = "OPTN"
return self.place_equity_order(**kwargs)
[docs]
def place_equity_order(self, **kwargs) -> dict:
""":description: Places Equity Order
:param kwargs: Parameters for api, refer :class:`preview_equity_order`
:type kwargs: ``**kwargs``, required
:return: Returns confirmation of the equity order
:rtype: xml or json based on ``resp_format``
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
LOGGER.debug(kwargs)
# Test required values
self.check_order(**kwargs)
if "previewId" not in kwargs:
LOGGER.debug(
"No previewId given, previewing before placing order "
"because of an Etrade bug as of 1/1/2019"
)
preview = self.preview_equity_order(**kwargs)
kwargs["previewId"] = preview["PreviewOrderResponse"]["PreviewIds"][
"previewId"
]
LOGGER.debug(
"Got a successful preview with previewId: %s", kwargs["previewId"]
)
api_url = f'{self.base_url}/{kwargs["accountIdKey"]}/orders/place'
# payload creation
payload = self.build_order_payload("PlaceOrderRequest", **kwargs)
return self.perform_request(self.session.post, api_url, payload, "xml")
[docs]
def place_changed_option_order(self, **kwargs) -> dict:
""":description: Places Option Order, only single leg CALL or PUT is supported for now
:return: Returns confirmation of the equity order
"""
kwargs["securityType"] = "OPTN"
return self.place_changed_equity_order(**kwargs)
[docs]
def place_changed_equity_order(self, **kwargs) -> dict:
""":description: Places changes to equity orders
NOTE: the ETrade server will actually cancel the old orderId, and create a new orderId
:param kwargs: Parameters for api, refer :class:`change_preview_equity_order`
:type kwargs: ``**kwargs``, required
:return: Returns confirmation similar to :class:`preview_equity_order`
:rtype: xml or json based on ``resp_format``
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
LOGGER.debug(kwargs)
# Test required values
self.check_order(**kwargs)
if "previewId" not in kwargs:
LOGGER.debug(
"No previewId given, previewing before placing order "
"because of an Etrade bug as of 1/1/2019"
)
preview = self.preview_equity_order(**kwargs)
if "Error" in preview:
LOGGER.error(preview)
raise Exception("Please check your order!")
kwargs["previewId"] = preview["PreviewOrderResponse"]["PreviewIds"][
"previewId"
]
LOGGER.debug(
"Got a successful preview with previewId: %s", kwargs["previewId"]
)
api_url = f'{self.base_url}/{kwargs["accountIdKey"]}/orders/{kwargs["orderId"]}/change/place'
# payload creation
payload = self.build_order_payload("PlaceOrderRequest", **kwargs)
return self.perform_request(self.session.put, api_url, payload, "xml")
[docs]
def cancel_order(
self, account_id_key: str, order_num: int, resp_format: str = "xml"
) -> dict:
""":description: Cancels a specific order for a given account
:param account_id_key: AccountIDkey retrieved from
:class:`pyetrade.accounts.ETradeAccounts.list_accounts`
:type account_id_key: str, required
:param order_num: Numeric id for this order listed in :class:`list_orders`
:type order_num: int, required
:param resp_format: Desired Response format, defaults to xml
:type resp_format: str, required
:return: Confirmation of cancellation
:rtype: ``dict/json``
:EtradeRef: https://apisb.etrade.com/docs/api/order/api-order-v1.html
"""
api_url = f"{self.base_url}/{account_id_key}/orders/cancel"
payload = {"CancelOrderRequest": {"orderId": order_num}}
return self.perform_request(self.session.put, api_url, payload, resp_format)