Initial commit of Tastytrade API client

requirements.txt

@@ -0,0 +1 @@
+requests

tastytrade/__init__.py

@@ -0,0 +1 @@
+from .tastytrade import Tastytrade

tastytrade/instrument_type.py

@@ -0,0 +1,5 @@
+CRYPTOCURRENCY = 'Cryptocurrency'
+EQUITY = 'Equity'
+EQUITY_OPTION = 'Equity Option'
+FUTURE = 'Future'
+FUTURE_OPTION = 'Future Option'

tastytrade/option_type.py

@@ -0,0 +1,2 @@
+CALL = 'C'
+PUT = 'P'

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])

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'

tastytrade/order_type.py

@@ -0,0 +1,5 @@
+LIMIT = 'Limit'
+MARKET = 'Market'
+STOP = 'Stop'
+STOP_LIMIT = 'Stop Limit'
+NOTIONAL_MARKET = 'Notional Market'

tastytrade/price_effect.py

@@ -0,0 +1,2 @@
+CREDIT = 'Credit'
+DEBIT = 'Debit'

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}'

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()

tastytrade/time_in_force.py

@@ -0,0 +1,3 @@
+DAY = 'Day'
+GTC = 'GTC'
+GTD = 'GTD'