A simple, reverse-engineered, sync/async SDK for Tastytrade built on their (now mostly public) API. This will allow you to create trading algorithms for whatever strategies you may have quickly and painlessly in Python.
Note
Want to see the SDK in action? Check out tastytrade-cli, a CLI for Tastytrade that showcases many of the SDK's features.
$ pip install tastytrade
A session object is required to authenticate your requests to the Tastytrade API. You can create a real session using your normal login, or a certification (test) session using your certification login.
from tastytrade import Session
session = Session('username', 'password')
The streamer is a websocket connection to dxfeed (the Tastytrade data provider) that allows you to subscribe to real-time data for quotes, greeks, and more.
from tastytrade import DXLinkStreamer
from tastytrade.dxfeed import Quote
async with DXLinkStreamer(session) as streamer:
subs_list = ['SPY'] # list of symbols to subscribe to
await streamer.subscribe(Quote, subs_list)
# this example fetches quotes once, then exits
quote = await streamer.get_event(Quote)
print(quote)
>>> [Quote(eventSymbol='SPY', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='Q', bidPrice=411.58, bidSize=400.0, askTime=0, askExchangeCode='Q', askPrice=411.6, askSize=1313.0), Quote(eventSymbol='SPX', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='\x00', bidPrice=4122.49, bidSize='NaN', askTime=0, askExchangeCode='\x00', askPrice=4123.65, askSize='NaN')]
Note that this is asynchronous code, so you can't run it as is unless you're using a Jupyter notebook or something similar.
from tastytrade import Account
account = Account.get_accounts(session)[0]
positions = account.get_positions(session)
print(positions[0])
>>> CurrentPosition(account_number='5WX01234', symbol='IAU', instrument_type=<InstrumentType.EQUITY: 'Equity'>, underlying_symbol='IAU', quantity=Decimal('20'), quantity_direction='Long', close_price=Decimal('37.09'), average_open_price=Decimal('37.51'), average_yearly_market_close_price=Decimal('37.51'), average_daily_market_close_price=Decimal('37.51'), multiplier=1, cost_effect='Credit', is_suppressed=False, is_frozen=False, realized_day_gain=Decimal('7.888'), realized_day_gain_effect='Credit', realized_day_gain_date=datetime.date(2023, 5, 19), realized_today=Decimal('0.512'), realized_today_effect='Debit', realized_today_date=datetime.date(2023, 5, 19), created_at=datetime.datetime(2023, 3, 31, 14, 38, 32, 58000, tzinfo=datetime.timezone.utc), updated_at=datetime.datetime(2023, 5, 19, 16, 56, 51, 920000, tzinfo=datetime.timezone.utc), mark=None, mark_price=None, restricted_quantity=Decimal('0'), expires_at=None, fixing_price=None, deliverable_type=None)
from decimal import Decimal
from tastytrade import Account
from tastytrade.instruments import Equity
from tastytrade.order import NewOrder, OrderAction, OrderTimeInForce, OrderType
account = Account.get_account(session, '5WX01234')
symbol = Equity.get_equity(session, 'USO')
leg = symbol.build_leg(Decimal('5'), OrderAction.BUY_TO_OPEN) # buy to open 5 shares
order = NewOrder(
time_in_force=OrderTimeInForce.DAY,
order_type=OrderType.LIMIT,
legs=[leg], # you can have multiple legs in an order
price=Decimal('-10') # limit price, $10/share debit for a total value of $50
)
response = account.place_order(session, order, dry_run=True) # a test order
print(response)
>>> PlacedOrderResponse(buying_power_effect=BuyingPowerEffect(change_in_margin_requirement=Decimal('125.0'), change_in_margin_requirement_effect=<PriceEffect.DEBIT: 'Debit'>, change_in_buying_power=Decimal('125.004'), change_in_buying_power_effect=<PriceEffect.DEBIT: 'Debit'>, current_buying_power=Decimal('1000.0'), current_buying_power_effect=<PriceEffect.CREDIT: 'Credit'>, new_buying_power=Decimal('874.996'), new_buying_power_effect=<PriceEffect.CREDIT: 'Credit'>, isolated_order_margin_requirement=Decimal('125.0'), isolated_order_margin_requirement_effect=<PriceEffect.DEBIT: 'Debit'>, is_spread=False, impact=Decimal('125.004'), effect=<PriceEffect.DEBIT: 'Debit'>), fee_calculation=FeeCalculation(regulatory_fees=Decimal('0.0'), regulatory_fees_effect=<PriceEffect.NONE: 'None'>, clearing_fees=Decimal('0.004'), clearing_fees_effect=<PriceEffect.DEBIT: 'Debit'>, commission=Decimal('0.0'), commission_effect=<PriceEffect.NONE: 'None'>, proprietary_index_option_fees=Decimal('0.0'), proprietary_index_option_fees_effect=<PriceEffect.NONE: 'None'>, total_fees=Decimal('0.004'), total_fees_effect=<PriceEffect.DEBIT: 'Debit'>), order=PlacedOrder(account_number='5WV69754', time_in_force=<OrderTimeInForce.DAY: 'Day'>, order_type=<OrderType.LIMIT: 'Limit'>, size='5', underlying_symbol='USO', underlying_instrument_type=<InstrumentType.EQUITY: 'Equity'>, status=<OrderStatus.RECEIVED: 'Received'>, cancellable=True, editable=True, edited=False, updated_at=datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), legs=[Leg(instrument_type=<InstrumentType.EQUITY: 'Equity'>, symbol='USO', action=<OrderAction.BUY_TO_OPEN: 'Buy to Open'>, quantity=Decimal('5'), remaining_quantity=Decimal('5'), fills=[])], id=None, price=Decimal('50.0'), price_effect=<PriceEffect.DEBIT: 'Debit'>, gtc_date=None, value=None, value_effect=None, stop_trigger=None, contingent_status=None, confirmation_status=None, cancelled_at=None, cancel_user_id=None, cancel_username=None, replacing_order_id=None, replaces_order_id=None, in_flight_at=None, live_at=None, received_at=None, reject_reason=None, user_id=None, username=None, terminal_at=None, complex_order_id=None, complex_order_tag=None, preflight_id=None, order_rule=None), complex_order=None, warnings=[Message(code='tif_next_valid_sesssion', message='Your order will begin working during next valid session.', preflight_id=None)], errors=None)
from tastytrade import DXLinkStreamer
from tastytrade.dxfeed import Greeks
from tastytrade.instruments import get_option_chain
from tastytrade.utils import get_tasty_monthly
chain = get_option_chain(session, 'SPLG')
exp = get_tasty_monthly() # 45 DTE expiration!
subs_list = [chain[exp][0].streamer_symbol]
async with DXLinkStreamer(session) as streamer:
await streamer.subscribe(Greeks, subs_list)
greeks = await streamer.get_event(Greeks)
print(greeks)
>>> [Greeks(eventSymbol='.SPLG230616C23', eventTime=0, eventFlags=0, index=7235129486797176832, time=1684559855338, sequence=0, price=26.3380972233688, volatility=0.396983376650804, delta=0.999999999996191, gamma=4.81989763184255e-12, theta=-2.5212017514875e-12, rho=0.01834504287973133, vega=3.7003015672215e-12)]
For more examples, check out the documentation.
This is an unofficial SDK for Tastytrade. There is no implied warranty for any actions and results which arise from using it.