PyTradier package

Submodules

PyTradier.account module

class PyTradier.account.Account(token: str = 'TRADIER_SANDBOX_TOKEN', paper: bool = True)

Bases: PyTradier.base.BasePyTradier

class for gathering all account related API calls

balances() → dict

Get balances information for a specific user account. Account balances are calculated on each request during market hours. Each night, balance figures are reconciled with our clearing firm and used as starting point for the following market session.

see more at https://documentation.tradier.com/brokerage-api/reference/response/balances

Returns

Balance dict

Return type

dict

gainloss(symbol: Optional[str] = None, page: int = 1, limit: int = 100, sortby: str = 'closedate', sort: str = 'desc', start: Optional[Union[str, datetime.datetime]] = None, end: Optional[Union[str, datetime.datetime]] = None) → dict

Get cost basis information for a specific user account. This includes information for all closed positions. Cost basis information is updated through a nightly batch reconciliation process with our clearing firm.

Parameters

  • symbol (str, optional) – Filter by security symbol, defaults to None

  • page (int, optional) – Used for paginated results - Page to start results, defaults to 1

  • limit (int, optional) – Number of results to return per page, defaults to 100

  • sortby (str, optional) – Field to sort the results. One of [‘openDate’, ‘closeDate’], defaults to “closedate”

  • sort (str, optional) – Sort directions, One of [‘asc’, ‘desc’], defaults to “desc”

  • start (Union[str, datetime], optional) – Start Date, defaults to None

  • end (Union[str, datetime], optional) – End Date, defaults to None

Returns

list of positions

Return type

dict

history(page: int = 1, limit: int = 25, activity_type: list = [], start: str = '', end: str = '', symbol: str = '') → list

Get historical activity for an account. This data originates with our clearing firm and inherently has a few limitations:

Updated nightly (not intraday) Will not include specific time (hours/minutes) a position or order was created or closed Will not include order numbers

Parameters

  • page (int, optional) – Used for paginated results. Page to start results, defaults to 1

  • limit (int, optional) – Number of results to return per page, defaults to 25

  • activity_type (list, optional) – Activity type, defaults to []

  • start (str, optional) – start date, empty string will default to account opening date, defaults to “”

  • end (str, optional) – end date, empty string will default to end of current day, defaults to “”

  • symbol (str, optional) – Filter by security symbol, defaults to “”

Returns

list of events

Return type

list

order(orderId: str, includeTags=False) → dict

Get detailed information about a previously placed order.

Parameters

  • orderId (str) – OrderId of the order you want more information on

  • includeTags (bool, optional) – Include order tag on response, defaults to False

Returns

dict with detailed information

Return type

dict

orders() → list

Retrieve orders placed within an account. This API will return orders placed for the market session of the present calendar day.

Returns

list of Order dictionaries

Return type

list

positions() → list

Return the positions of the account

Returns

list of position objects

Return type

list

profile() → dict

returns requested information about a user’s account

Returns

Information requested, either a string or dict

Return type

Union[dict, str]

PyTradier.base module

class PyTradier.base.BasePyTradier(token: str = 'TRADIER_SANDBOX_TOKEN', paper: bool = True)

Bases: object

create_params(params: dict) → dict

Create the parameter dictionary for API calls

Parameters

params (dict) – The locally defined variables

Returns

dictionary of values that is not None nor self

Return type

dict

process_response(response: requests.models.Response, dict_args: tuple) → Union[dict, list]

Process the response for GET, POST, PUT, DELETE methods

Parameters

  • response (requests.Response) – raw response object

  • dict_args (tuple, optional) – keys to parse successful response object, defaults to ()

Returns

Processed response, either dict or list of dicts depending on endpoint

Return type

Union[dict, list]

PyTradier.data module

class PyTradier.data.MarketData(token: str = 'TRADIER_SANDBOX_TOKEN', paper: bool = True)

Bases: PyTradier.base.BasePyTradier

All Methods currently only support string API calls, no datetime, bools, etc

historic_quotes(symbol: str, interval: str = 'daily', start: Optional[str] = None, end: Optional[str] = None) → list

Get historical pricing for a security. This data will usually cover the entire lifetime of the company if sending reasonable start/end times. You can fetch historical pricing for options by passing the OCC option symbol (ex. AAPL220617C00270000) as the symbol.

Parameters

  • symbol (str) – Symbol to query

  • interval (str, optional) – Interval of time per timesale. One of: daily, weekly, monthly, defaults to “daily”

  • start (str, optional) – Start date represented as YYYY-MM-DD, defaults to None

  • end (str, optional) – End date represented as YYYY-MM-DD, defaults to None

Returns

[description]

Return type

list

option_chain(symbol: str, expiration: Union[str, datetime.datetime], greeks: Union[str, bool] = 'false') → dict

Get all quotes in an option chain. Greek and IV data is included courtesy of ORATS. Please check out their APIs for more in-depth options data.

Parameters

  • symbol (str) – Underlying symbol of the chain

  • expiration (Union[str, datetime]) – Expiration for the chain

  • greeks (Union[str, bool], optional) – Add greeks and volatility information, defaults to “false”

Returns

Get all quotes in an option chain

Return type

dict

option_expirations(symbol: str, includeAllRoots: Union[str, bool] = '', strikes: Union[str, bool] = '') → list

Get expiration dates for a particular underlying.

Note that some underlying securities use a different symbol for their weekly options (RUT/RUTW, SPX/SPXW). To make sure you see all expirations, make sure to send the includeAllRoots parameter. This will also ensure any unique options due to corporate actions (AAPL1) are returned.

Parameters

  • symbol (str) – Underlying symbol of the chain

  • includeAllRoots (Union[str, bool], optional) – Send expirations related to all option roots, defaults to ‘’

  • strikes (Union[str, bool], optional) – Add strike prices to each expiration, defaults to ‘’

Returns

list of expiration dates as str %Y-%m-%d

Return type

list

option_lookup(underlying: str) → dict

Get all options symbols for the given underlying. This will include additional option roots (ex. SPXW, RUTW) if applicable.

Parameters

underlying (str) – Underlying symbol of the chain

Returns

dict {“rootSymbol”: underlying, “options”: [list of option symbols]}

Return type

dict

option_strike(symbol: str, expiration: Union[str, datetime.datetime]) → list

Get an options strike prices for a specified expiration date.

Parameters

  • symbol (str) – Underlying symbol of the chain

  • expiration (Union[str, datetime]) – Expiration for the chain

Returns

[description]

Return type

list

quotes(symbols: Union[str, list], greeks: bool = False) → dict

Get a list of symbols using a keyword lookup on the symbols description. Results are in descending order by average volume of the security. This can be used for simple search functions

Parameters

  • symbols (Union[str, list]) – Comma-delimited list of symbols (equity or option)

  • greeks (bool, optional) – Add greeks and volatility information (option only), defaults to False

Returns

quotes for requested symbols

Return type

dict

time_and_sales(symbol: str, start: str, end: str, interval: str = '1min') → list

Time and Sales (timesales) is typically used for charting purposes. It captures pricing across a time slice at predefined intervals.

Tick data is also available through this endpoint. This results in a very large data set for high-volume symbols, so the time slice needs to be much smaller to keep downloads time reasonable.`

Parameters

  • symbol (str) – A single security symbol.

  • start (str) – Start date/time for timesales range represented as YYYY-MM-DD HH:MM

  • end (str) – Start date/time for timesales range represented as YYYY-MM-DD HH:MM

  • interval (str, optional) – Interval of time per timesale. One of: tick, 1min, 5min, 15min, defaults to “1min”

Returns

list of dictionaries containing keys of [‘time’, ‘timestamp’, ‘price’, ‘open’, ‘high’, ‘close’, low’, ‘volume’, ‘vwap’]

Return type

list

PyTradier.exceptions module

exception PyTradier.exceptions.AuthError

Bases: Exception

Class for notifying user that some endpoints are for brokerage accounts only, must use live credentials

exception PyTradier.exceptions.MultiLegKeyWordError

Bases: Exception

This class is raised when the dictionar passed to multileg method doesn’t have proper keys or values

exception PyTradier.exceptions.OrderError

Bases: Exception

This class is raised when an order is submitted that does not have the proper formatting

exception PyTradier.exceptions.RequestError(message, error_code)

Bases: Exception

exception PyTradier.exceptions.RequiredError

Bases: Exception

exception PyTradier.exceptions.WatchListError

Bases: Exception

PyTradier.fundamental module

class PyTradier.fundamental.FundamentalData(token: str = 'TRADIER_SANDBOX_TOKEN', paper: bool = True)

Bases: PyTradier.base.BasePyTradier

This API is presently in Beta. It is only available to Tradier Brokerage account holders and should only be used in production applications with caution

company_info(**kwargs)
corporate_actions(**kwargs)
corporate_calendar(**kwargs)
dividends(**kwargs)
financial_reports(**kwargs)
price_statistics(**kwargs)
ratios(**kwargs)
PyTradier.fundamental.paperCheck(func)

PyTradier.order module

This module is trying to anticipate the more complex orders that will be placed in the future. Any algorithmic trading that occurs with this platform won’t have time to preview each trade. The program ought to evaluate its own trades

class PyTradier.order.LimitOrder(symbol: str, side: str, quantity: int, limit_price: float, duration: str = '', preview: Union[str, bool] = '', tag: str = '')

Bases: PyTradier.order.baseOrder

A limit order is an order to buy or sell a stock at a specific price or better.

class PyTradier.order.MarketOrder(symbol: str, side: str, quantity: int, duration: str = '', preview: Union[str, bool] = '', tag: str = '')

Bases: PyTradier.order.baseOrder

class PyTradier.order.SpecOrder(symbol: str, quantity: int, side, duration: str = '', preview: Union[str, bool] = '', tag: str = '')

Bases: PyTradier.order.baseOrder

class PyTradier.order.StopLimitOrder(symbol: str, side: str, quantity: int, stop_price: float, limit_price: float, duration: str = '', preview: Union[str, bool] = '', tag: str = '')

Bases: PyTradier.order.baseOrder

A stop-limit order is an order to buy or sell a stock that combines the features of a stop order and a limit order

class PyTradier.order.StopOrder(symbol: str, side: str, quantity: int, stop_price: float, duration: str = '', preview: Union[str, bool] = '', tag: str = '')

Bases: PyTradier.order.baseOrder

A stop order, also referred to as a stop-loss order, is an order to buy or sell a stock once the price of the stock reaches a specified price, known as the stop price.

class PyTradier.order.baseOrder(symbol: str, quantity: int, side, duration: str = '', preview: Union[str, bool] = '', tag: str = '')

Bases: object

accepted_durations = ['day', 'gtc', 'pre', 'post']
equity_sides = ['buy', 'buy_to_cover', 'sell', 'sell_short']
make_legs(index: int, exclude: str = '') → dict

[summary]

don’t include duration, tags, preview,

Parameters

  • index (int) – index of the order dictionary

  • exclude (str) – key to be excluded, used with combo/multileg orders

Returns

dictionary reference for the order

Return type

dict

option_sides = ['buy_to_open', 'buy_to_close', 'sell_to_open', 'sell_to_close']
params(_class: str) → dict

create the order parameter details in a form that Tradier API will understand

Parameters

_class (str) – the class of the order. Ex equity

Returns

order details dictionary dictionary

Return type

dict

symbol_process(symbol: str)

PyTradier.rest module

class PyTradier.rest.REST(token: str = 'TRADIER_SANDBOX_TOKEN', paper: bool = True, **kwargs)

Bases: PyTradier.base.BasePyTradier

Place equity and complex option trades including advanced orders. kwarg arguments passed to class initialization will define default values including preview, tag, and durations settings

Order requirements are rather bespoke and I have no found a common pattern to unite them -> self validation is difficult, respond and adjust to error message where they arise

all_equity(*args) → bool

Returns True if all the orders are Equity orders (no order in args has value in key: “option_symbol”)

Returns

True or False

Return type

bool

all_option(*args) → bool

Returns True if all the orders are Option orders (all orders provided have value in key: “option_symbol”)

Returns

True or False

Return type

bool

check_types(attr: str, *args, shouldBeDifferent: bool = False) → str

confirm all durations are the same, or use default, or use one specified by specific order

Returns

duration of order

Return type

str

combo_order(*orders, **kwargs)

Place a combo order. This is a specialized type of order consisting of one equity leg and one option leg. It can optionally include a second option leg, for some strategies. Pass the type, duration, and price as keywords

Parameters

  • orders (limitOrder_stopOrder_stopLimitOrder) – Orders to be placed

  • type (str) – The type of order, one of [‘market’, ‘debit’, ‘credit’, ‘even’]

  • duration (str) – duration of order, one of [‘day’, ‘gtc’, ‘pre’, ‘post’]

  • price (float) – the limit price of the order, required for ‘debit’ and ‘credit’ orders

Returns

API order response

Return type

dict

create_order_legs(*args, exclude='') → dict

create the order legs

Returns

combined dict from each order’s make_legs() method

Return type

dict

equity(order: Union[PyTradier.order.MarketOrder, PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder]) → dict

Place an order to trade an equity security.

Parameters

order (MarketOrder, LimitOrder, StopOrder, StopLimitOrder) – Order to place

Returns

Order Response dict

Return type

dict

multileg_order(*orders, **kwargs)

Place a multileg order with up to 4 legs. This order type allows for simple and complex option strategies.

one_cancels_other(order1: Union[PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder], order2: Union[PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder], **kwargs)

Place a one-cancels-other order. This order type is composed of two separate orders sent simultaneously. The property keys of each order are indexed.

type must be different for both legs. If both orders are equities, the symbol must be the same. If both orders are options, the option_symbol must be the same. If sending duration per leg, both orders must have the same duration.

one_trigger_other(index_order: Union[PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder], triggered_order: Union[PyTradier.order.MarketOrder, PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder])

Place a one-triggers-other order. This order type is composed of two separate orders sent simultaneously. The property keys of each order are indexed.

one_triggers_one_cancels_other(index_order: Union[PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder], triggered_order: Union[PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder], cancelled_order: Union[PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder])

Place a one-triggers-one-cancels-other order. This order type is composed of three separate orders sent simultaneously. The property keys of each order are indexed. Duration must be specifed on at least one order

If all equity orders, second and third orders must have the same symbol. If all option orders, second and third orders must have the same option_symbol. Second and third orders must always have a different type. If sending duration per leg, second and third orders must have the same duration.

option(order: Union[PyTradier.order.MarketOrder, PyTradier.order.LimitOrder, PyTradier.order.StopOrder, PyTradier.order.StopLimitOrder]) → dict

Place an order to trade an option security

Parameters

order (MarketOrder, LimitOrder, StopOrder, StopLimitOrder) – Order to place

Returns

order response dict

Return type

dict

place_order(params: dict) → dict

base order method for all trades

Parameters

params (dict) – parameters determining the class, types, sides, symbols etc of the other

Returns

API response

Return type

dict

PyTradier.utils module

PyTradier.utils.printer(response: requests.models.Response)

Helper function for testing endpoints

Parameters

response (Response) – the response from API call

PyTradier.watchlist module

class PyTradier.watchlist.WatchList(token: str = 'TRADIER_SANDBOX_TOKEN', paper: bool = True)

Bases: PyTradier.base.BasePyTradier

Create and update custom watchlists.

add(watchlist_id: str, *args) → dict

Add symbols to an existing watchlist. If the symbol exists, it will be over-written.

Parameters

watchlist_id (str) – A watchlist id

Returns

[description]

Return type

dict

create(name: str, *args) → dict

Create a new watchlist. The new watchlist created will use the specified name and optional symbols upon creation.

Parameters

name (str) – name of the watchlist to create

Returns

[description]

Return type

dict

delete(watchlist_id: str) → dict

Delete a specific watchlist.

Parameters

watchlist_id (str) – A watchlist id

Returns

[description]

Return type

dict

parse_args(*args) → str

Most of the methods here allow for multiple symbols be inserted/created/destroyed. this helper function allows user to specify iterable in form of *args or list/tuple args can either be str instances, or a single iterable instance :return: comma delimited string :rtype: str

remove(watchlist_id: str, symbol: str) → dict

Remove a symbol from a specific watchlist.

Parameters

  • watchlist_id (str) – A watchlist id

  • symbol (str) – Symbol to remove from watchlist

Returns

[description]

Return type

dict

update(watchlist_id: str, watchlist_name: str, *args) → dict

Update an existing watchlist. This request will override the existing watchlist information with the parameters sent in the body.

Parameters

  • watchlist_id (str) – A watchlist id

  • watchlist_name (str) – A watchlist name

Returns

[description]

Return type

dict

PyTradier.websocket module

Module contents