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tda		tda
LICENSE		LICENSE
README.md		README.md

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python-tda

TD Ameritrade API Python Wrapper (Unofficial)

This is a working but incomplete prototype written specifically for AutoAssets (a separate project) to enable access to a TD Ameritrade brokerage account. Incorporating this project into production is not recommended as this project may later be deprecated in favor of an official release from TD Ameritrade. Also since this project is in alpha, there may be dependency-breaking changes without notice.

Features:

OAuth 2.0 Authentication with a TD Ameritrade account
Endpoints:
- GET Quotes, Historical Data, Option Chains
- POST Order
WebSockets-based Streaming:
- Quotes subscription
- Historical Data subscription
- Option Chains subscription
- Account subscription
  - Order updates such as fill status and price

Installation

TODO: Create setup.py.

Getting Started 1:

Register for a new TD Ameritrade Developer account.
Log into TD Ameritrade's Developer Portal and navigate to My Apps create a new App.
Given the new App's Consumer Key and Redirect URL, build the URL needed to authenticate the brokerage account:

import tda.api
print(tda.api.build_oauth_url(
    app_key=<Consumer Key>,
    redirect_url=<Redirect URL>,
))

Navigate to the provided authentication URL, enter credentials for the brokerage account, click Allow to grant the new App's access to the brokerage account, and copy the value of code in the URL's query string; code is the authorization code. Alternatively, setup a web server, reachable at the redirect URL, to capture the authorization code.
Cache the authorization code 2 to enable tda endpoint and streaming features.

import tda.api
oauth_token_dict = tda.api.renew_oauth_tokens(
    app_key=<Consumer Key>,
    redirect_url=<Redirect URL>,
    code_encoded=<Authorization Code>,
)
tda.api.cache_oauth_tokens(oauth_token_dict)

Usage:

Endpoints:

import tda.api
print(tda.api.get_quotes(['SPY', '$SPX.X']))
print(tda.api.get_history('SPY',
    period_type=tda.PeriodType.YEAR,
    period=1,
    frequency_type=tda.FrequencyType.DAILY,
    frequency=1
))
print(tda.api.get_option_chains('SPY'))

# Example: Buy 100 shares of SPY at market value during the cash market.
tda.api.post_order(account_id=<Brokerage Account ID>, new_order_specs={
        'orderType': tda.api.OrderType.MARKET.value,
        'session': tda.api.OrderSession.NORMAL.value,
        'duration': tda.api.OrderDuration.DAY.value,
        'orderStrategyType': tda.api.OrderStrategyType.SINGLE.value,
        'orderLegCollection': [
          {
            'instruction': tda.api.OrderDirection.BUY.value,
            'quantity': 100,
            'instrument': {
                'symbol': 'SPY',
                'assetType': tda.InstrumentType.EQUITY.value,
            },
          },
        ],
})

# Example: Sell an SPX put spread at market value during the cash market.
tda.api.post_order(account_id=<Brokerage Account ID>, new_order_specs={
        'orderType': tda.api.OrderType.MARKET.value,
        'session': tda.api.OrderSession.NORMAL.value,
        'duration': tda.api.OrderDuration.DAY.value,
        'orderStrategyType': tda.api.OrderStrategyType.SINGLE.value,
        'orderLegCollection': [
          {
            'instruction': tda.api.OrderDirection.SELL_TO_OPEN.value,
            'quantity': 1,
            'instrument': {
                'symbol': 'SPXW_071822P3760',
                'assetType': tda.InstrumentType.OPTION.value,
            },
          },
          {
            'instruction': tda.api.OrderDirection.BUY_TO_OPEN.value,
            'quantity': 1,
            'instrument': {
                'symbol': 'SPXW_071822P3500',
                'assetType': tda.InstrumentType.OPTION.value,
            },
          },

        ],
})