From 6ddea890854ca7f31ffca032aeebda2c0d576963 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Fri, 15 Sep 2023 08:20:36 -0700
Subject: [PATCH] Initial commit of Tastytrade API client

---
 requirements.txt              |  1 +
 tastytrade/__init__.py        |  1 +
 tastytrade/instrument_type.py |  5 ++++
 tastytrade/option_type.py     |  2 ++
 tastytrade/order.py           | 23 ++++++++++++++++
 tastytrade/order_action.py    |  4 +++
 tastytrade/order_type.py      |  5 ++++
 tastytrade/price_effect.py    |  2 ++
 tastytrade/symbology.py       |  6 +++++
 tastytrade/tastytrade.py      | 50 +++++++++++++++++++++++++++++++++++
 tastytrade/time_in_force.py   |  3 +++
 11 files changed, 102 insertions(+)
 create mode 100644 requirements.txt
 create mode 100644 tastytrade/__init__.py
 create mode 100644 tastytrade/instrument_type.py
 create mode 100644 tastytrade/option_type.py
 create mode 100644 tastytrade/order.py
 create mode 100644 tastytrade/order_action.py
 create mode 100644 tastytrade/order_type.py
 create mode 100644 tastytrade/price_effect.py
 create mode 100644 tastytrade/symbology.py
 create mode 100644 tastytrade/tastytrade.py
 create mode 100644 tastytrade/time_in_force.py

diff --git a/requirements.txt b/requirements.txt
new file mode 100644
index 0000000..663bd1f
--- /dev/null
+++ b/requirements.txt
@@ -0,0 +1 @@
+requests
\ No newline at end of file
diff --git a/tastytrade/__init__.py b/tastytrade/__init__.py
new file mode 100644
index 0000000..7d00fc0
--- /dev/null
+++ b/tastytrade/__init__.py
@@ -0,0 +1 @@
+from .tastytrade import Tastytrade
\ No newline at end of file
diff --git a/tastytrade/instrument_type.py b/tastytrade/instrument_type.py
new file mode 100644
index 0000000..8a3d16a
--- /dev/null
+++ b/tastytrade/instrument_type.py
@@ -0,0 +1,5 @@
+CRYPTOCURRENCY = 'Cryptocurrency'
+EQUITY = 'Equity'
+EQUITY_OPTION = 'Equity Option'
+FUTURE = 'Future'
+FUTURE_OPTION = 'Future Option'
\ No newline at end of file
diff --git a/tastytrade/option_type.py b/tastytrade/option_type.py
new file mode 100644
index 0000000..79eb23f
--- /dev/null
+++ b/tastytrade/option_type.py
@@ -0,0 +1,2 @@
+CALL = 'C'
+PUT = 'P'
\ No newline at end of file
diff --git a/tastytrade/order.py b/tastytrade/order.py
new file mode 100644
index 0000000..df83ea3
--- /dev/null
+++ b/tastytrade/order.py
@@ -0,0 +1,23 @@
+from .instrument_type import EQUITY_OPTION
+from .order_action import SELL_TO_OPEN, BUY_TO_OPEN
+from .order_type import LIMIT
+from .price_effect import CREDIT
+from .time_in_force import GTC
+
+def create_leg(instrument_type: str, symbol: str, action: str, quantity: int):
+    return {'instrument-type': instrument_type, 'symbol': symbol, 'action': action, 'quantity': quantity}
+
+def create_order(order_type: str, time_in_force: str, price: float, price_effect: str, legs: list):
+    return {
+        'order-type': order_type,
+        'time-in-force': time_in_force,
+        'price': price,
+        'price-effect': price_effect,
+        'legs': legs
+    }
+
+def create_credit_spread(short_contract: str, long_contract: str, price: float, quantity: int, 
+        instrument_type: str = EQUITY_OPTION, time_in_force: str = GTC):
+    short_leg = create_leg(instrument_type, short_contract, SELL_TO_OPEN, quantity)
+    long_leg = create_leg(instrument_type, long_contract, BUY_TO_OPEN, quantity)
+    return create_order(LIMIT, time_in_force, price, CREDIT, [short_leg, long_leg])
\ No newline at end of file
diff --git a/tastytrade/order_action.py b/tastytrade/order_action.py
new file mode 100644
index 0000000..72d8812
--- /dev/null
+++ b/tastytrade/order_action.py
@@ -0,0 +1,4 @@
+BUY_TO_OPEN = 'Buy to Open'
+SELL_TO_OPEN = 'Sell to Open'
+BUY_TO_CLOSE = 'Buy to Close'
+SELL_TO_CLOSE = 'Sell to Close'
\ No newline at end of file
diff --git a/tastytrade/order_type.py b/tastytrade/order_type.py
new file mode 100644
index 0000000..92a427a
--- /dev/null
+++ b/tastytrade/order_type.py
@@ -0,0 +1,5 @@
+LIMIT = 'Limit'
+MARKET = 'Market'
+STOP = 'Stop'
+STOP_LIMIT = 'Stop Limit'
+NOTIONAL_MARKET = 'Notional Market'
\ No newline at end of file
diff --git a/tastytrade/price_effect.py b/tastytrade/price_effect.py
new file mode 100644
index 0000000..c2c3b65
--- /dev/null
+++ b/tastytrade/price_effect.py
@@ -0,0 +1,2 @@
+CREDIT = 'Credit'
+DEBIT = 'Debit'
\ No newline at end of file
diff --git a/tastytrade/symbology.py b/tastytrade/symbology.py
new file mode 100644
index 0000000..818283f
--- /dev/null
+++ b/tastytrade/symbology.py
@@ -0,0 +1,6 @@
+from datetime import datetime
+
+def zero_dte_spx_contract(option_type: str, strike: float) -> str:
+    contract_date = datetime.now().strftime('%y%m%d')
+    formatted_strike = f'{int(strike * 1000):08}'
+    return f'SPXW  {contract_date}{option_type}{formatted_strike}'
\ No newline at end of file
diff --git a/tastytrade/tastytrade.py b/tastytrade/tastytrade.py
new file mode 100644
index 0000000..5dd8d57
--- /dev/null
+++ b/tastytrade/tastytrade.py
@@ -0,0 +1,50 @@
+import json
+import requests
+
+class Tastytrade:
+
+    def __init__(self, username: str, password: str = None) -> None:
+        self.username = username
+        self.password = password
+        self.session_token = None
+
+    def get(self, path: str, params: dict = {}) -> dict:
+        return requests.get(
+            url = f'https://api.tastytrade.com{path}', 
+            headers = {'Authorization': self.session_token},
+            params = params
+        )
+    
+    def post(self, path: str, data: dict = {}) -> dict:
+        return requests.post(
+            url = f'https://api.tastytrade.com{path}', 
+            headers = {'Content-Type': 'application/json', 'Authorization': self.session_token},
+            data = json.dumps(data)
+        )
+
+    def login(self) -> dict:
+        response = self.post(
+            path = '/sessions',
+            data = {'login': self.username, 'password': self.password}
+        )
+        if response.status_code == 201:
+            self.session_token = response.json()['data']['session-token']
+        return response.json()
+    
+    def get_accounts(self) -> dict:
+        return self.get(path = '/customers/me/accounts').json()
+    
+    def get_live_orders(self, account_number: str) -> dict:
+        return self.get(path = f'/accounts/{account_number}/orders/live').json()
+    
+    def get_option_chain(self, symbol: str) -> dict:
+        return self.get(path = f'/option-chains/{symbol}/nested').json()
+    
+    def get_option_chain_compact(self, symbol: str) -> dict:
+        return self.get(path = f'/option-chains/{symbol}/compact').json()
+
+    def get_positions(self, account_number: str) -> dict:
+        return self.get(path = f'/accounts/{account_number}/positions').json()
+    
+    def submit_order(self, account_number: str, order: dict) -> dict:
+        return self.post(path = f'/accounts/{account_number}/orders', data = order).json()
\ No newline at end of file
diff --git a/tastytrade/time_in_force.py b/tastytrade/time_in_force.py
new file mode 100644
index 0000000..e082675
--- /dev/null
+++ b/tastytrade/time_in_force.py
@@ -0,0 +1,3 @@
+DAY = 'Day'
+GTC = 'GTC'
+GTD = 'GTD'
\ No newline at end of file