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413 lines (315 loc) · 8.26 KB
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from datetime import date, datetime, time
from enum import Enum
from typing import Any, List, Optional
from pydantic import BaseModel, Field, field_validator
BROKERAGE_ENDPOINT = "https://api.tradier.com/"
SANDBOX_ENDPOINT = "https://sandbox.tradier.com/"
class OptionType(Enum):
CALL = "call"
PUT = "put"
# Next 2 lines added otherwise parsing will fail on option expiration or assignment
EXP = "optexp"
ASSIGN = "assignment"
def __repr__(self):
return self.value
def __str__(self):
return self.value
def __eq__(self, other):
return self.value == other
class Account(BaseModel):
account_number: str
classification: str
date_created: datetime
day_trader: bool
option_level: int
status: str
type: str
last_update_date: datetime
class Profile(BaseModel):
account: List[Account]
id: str
name: str
@field_validator("account", mode='before')
@classmethod
def to_list(cls, v):
"""The API sometimes returns a single account and sometimes a list. Always return a list here for
consistency."""
return v if isinstance(v, list) else [v]
class Margin(BaseModel):
fed_call: float
maintenance_call: float
option_buying_power: float
stock_buying_power: float
stock_short_value: float
sweep: float
class Cash(BaseModel):
cash_available: float
sweep: float
unsettled_funds: float
class Pdt(BaseModel):
fed_call: float
maintenance_call: float
option_buying_power: float
stock_buying_power: float
stock_short_value: float
class Balances(BaseModel):
option_short_value: float
total_equity: float
account_number: str
account_type: str
close_pl: float
current_requirement: float
equity: float
long_market_value: float
market_value: float
open_pl: float
option_long_value: float
option_requirement: float
pending_orders_count: int
short_market_value: float
stock_long_value: float
total_cash: float
uncleared_funds: float
pending_cash: float
# Only one of the following three is required, based on `account_type`.
margin: Optional[Margin] = None
cash: Optional[Cash] = None
pdt: Optional[Pdt] = None
class Position(BaseModel):
cost_basis: float
date_acquired: datetime
id: int
quantity: float
symbol: str
class Positions(BaseModel):
position: List[Position] = []
class TradeEvent(BaseModel):
commission: float
description: str
price: float
quantity: float
symbol: str
trade_type: str
class AdjustmentEvent(BaseModel):
description: str
quantity: float
class OptionEvent(BaseModel):
option_type: OptionType
description: str
quantity: float
class JournalEvent(BaseModel):
description: str
quantity: float
class Event(BaseModel):
amount: float
date: datetime
type: str
trade: Optional[TradeEvent] = None
adjustment: Optional[AdjustmentEvent] = None
option: Optional[OptionEvent] = None
journal: Optional[JournalEvent] = None
class AccountHistory(BaseModel):
event: List[Event] = []
class ClosedPosition(BaseModel):
close_date: datetime
cost: float
gain_loss: float
gain_loss_percent: float
open_date: datetime
proceeds: float
quantity: float
symbol: str
term: int
class Gainloss(BaseModel):
closed_position: List[ClosedPosition] = []
class Leg(BaseModel):
id: int
type: str
symbol: str
side: str
quantity: float
status: str
duration: str
price: Optional[float]
avg_fill_price: float
exec_quantity: float
last_fill_price: float
last_fill_quantity: float
remaining_quantity: float
create_date: datetime
transaction_date: str
class_: str = Field(..., alias="class")
option_symbol: Optional[str] = None
class Order(BaseModel):
id: int
type: str
symbol: str
side: str
quantity: float
status: str
duration: str
price: Optional[float] = None
stop_price: Optional[float] = None
avg_fill_price: float
exec_quantity: float
last_fill_price: float
last_fill_quantity: float
remaining_quantity: float
create_date: datetime
transaction_date: datetime
order_class: str = Field(..., alias="class")
option_symbol: Optional[str] = None
num_legs: Optional[int] = None
strategy: Optional[str] = None
tag: Optional[str] = None
leg: Optional[List[Leg]] = None
class Orders(BaseModel):
order: List[Order] = []
class AccountsAPIResponse(BaseModel):
profile: Optional[Profile] = None
balances: Optional[Balances] = None
positions: Optional[Positions] = None
history: Optional[AccountHistory] = None
gainloss: Optional[Gainloss] = None
orders: Optional[Orders] = None
order: Optional[Order] = None
class Greeks(BaseModel):
delta: float
gamma: float
theta: float
vega: float
rho: float
phi: float
bid_iv: float
mid_iv: float
ask_iv: float
smv_vol: float
updated_at: str
class Quote(BaseModel):
symbol: str
description: str
exch: str
type: str
last: Optional[float]
change: Optional[float]
volume: int
open: Optional[float]
high: Optional[float]
low: Optional[float]
close: Any
bid: float
ask: float
change_percentage: Optional[float]
average_volume: int
last_volume: int
trade_date: int
prevclose: Optional[float]
week_52_high: float
week_52_low: float
bidsize: int
bidexch: Optional[str]
bid_date: datetime
asksize: int
askexch: Optional[str]
ask_date: datetime
root_symbols: Optional[str] = None
underlying: Optional[str] = None
strike: Optional[float] = None
open_interest: Optional[int] = None
contract_size: Optional[int] = None
expiration_date: Optional[date] = None
expiration_type: Optional[str] = None
option_type: Optional[OptionType] = None
root_symbol: Optional[str] = None
greeks: Optional[Greeks] = None
class UnmatchedSymbols(BaseModel):
symbol: str
class Quotes(BaseModel):
quotes: List[Quote] = Field(alias="quote")
unmatched_symbols: Optional[UnmatchedSymbols] = None
class Options(BaseModel):
option: List[Quote]
class Strikes(BaseModel):
strike: List[float]
class Expirations(BaseModel):
date: List[date]
class Symbol(BaseModel):
rootSymbol: str
options: List[str]
class HistoricQuote(BaseModel):
date: date
open: float
high: float
low: float
close: float
volume: int
class History(BaseModel):
day: List[HistoricQuote]
class TimesalesData(BaseModel):
time: datetime
timestamp: int
price: float
open: float
high: float
low: float
close: float
volume: int
vwap: float
class Series(BaseModel):
data: List[TimesalesData]
class Security(BaseModel):
symbol: str
exchange: str
type: str
description: Optional[str]
class Securities(BaseModel):
security: List[Security]
class Clock(BaseModel):
date: date
description: str
state: str
timestamp: int
next_change: time
next_state: str
class Premarket(BaseModel):
start: time
end: time
class Open(BaseModel):
start: time
end: time
class Postmarket(BaseModel):
start: time
end: time
class Hours(BaseModel):
date: date
status: str
description: str
premarket: Optional[Premarket]
open: Optional[Open]
postmarket: Optional[Postmarket]
class Days(BaseModel):
day: List[Hours]
class Calendar(BaseModel):
month: int
year: int
days: Days
class MarketsAPIResponse(BaseModel):
quotes: Optional[Quotes] = None
options: Optional[Options] = None
strikes: Optional[Strikes] = None
expirations: Optional[Expirations] = None
symbols: Optional[List[Symbol]] = None
history: Optional[History] = None
series: Optional[Series] = None
securities: Optional[Securities] = None
clock: Optional[Clock] = None
calendar: Optional[Calendar] = None
class OrderDetails(BaseModel):
id: int
status: str
partner_id: Optional[str]
class APIErrors(BaseModel):
error_list: List[str] = Field(alias="error")
class OrderAPIResponse(BaseModel):
order: Optional[OrderDetails] = None
errors: Optional[APIErrors] = None
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