Python-TradeStation-API-Code/Order_Executionv1.0.py at master · c0develop/Python-TradeStation-API-Code · GitHub

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import requests, json

import subprocess

import sys

import urllib

import pandas as pd

import csv

import ast

import os

from datetime import datetime, time

from dateutil import tz

import pytz

import re

import numpy as np

import smtplib

token_path = r"C:\Users\Edward Lee\Desktop\refresh_token.txt"

order_path = r"C:\Users\Edward Lee\Desktop\OrderFile.txt"

meta_path = r"C:\Users\Edward Lee\Desktop\Order_Metadata.csv"

with open(token_path) as f:

token_list = f.readlines()

response_token = token_list[0]

import warnings

if not sys.warnoptions:

warnings.simplefilter("ignore")

api_key = "your_api_key"

api_secret = "your_api_secret"

stream_url = "https://api.tradestation.com/v2/stream"

authorize_url = "https://api.tradestation.com/v2/authorize/"

v2_url = "https://api.tradestation.com/v2/"

redirect_uri = "https://www.tradestation.com/"

token_url = "https://api.tradestation.com/v2/security/authorize"

user_account = "your_user_account"

client_auth = requests.auth.HTTPBasicAuth(api_key, api_secret)

#refresh token activator

refresh_data = "grant_type=refresh_token&client_id=" + api_key + "&redirect_uri=" + redirect_uri + "&client_secret=" + api_secret + "&refresh_token=" + response_token +"&response_type=token"

headers = {"Content-Type": "application/x-www-form-urlencoded", "Content-Length": "630"}

response = requests.post(token_url, auth = client_auth, headers = headers, data = refresh_data)

response_access = response.json()['access_token']

if response.status_code != 200:

print('Status:', response.status_code, 'Problem with the request. Please authenticate again')

authorization_redirect_url = authorize_url + "?redirect_uri=" + redirect_uri + "&client_id=" + api_key + "&response_type=code"

print("Please go to url below and log in. Then copy authorization code from url: ")

print ("--- " + authorization_redirect_url + " ---")

authorization_code = input("Put authorization code here:")

client_auth = requests.auth.HTTPBasicAuth(api_key, api_secret)

data = "grant_type=authorization_code&client_id="+ api_key + "&redirect_uri=" + redirect_uri + "&client_secret=" + api_secret + "&code="+ authorization_code + "&response_type=token"

headers = {"Content-Type": "application/x-www-form-urlencoded", "Content-Length": "630"}

response = requests.post(token_url, auth = client_auth, headers = headers, data = data)

if response.status_code != 200:

print('Status:', response.status_code, 'Problem with the request. Exiting.')

exit()

response_access = response.json()['access_token']

response_token = response.json()['refresh_token']

print("Here is your new refresh token, please update file as necessary and re-run program:\n" )

print(response_token)

df_accounts = pd.read_csv(meta_path)

metsym_list = df_accounts['Symbol'].tolist()

id_list = df_accounts["Account#"].tolist()

key_list = df_accounts["Account_Key"].tolist()

account_equity = str(id_list[0])

len_met = len(metsym_list)

rangemet_list = list(range(len_met))

equity_key = str(key_list[0])

#check time-constraints

d_hours_s = dict(zip(df_accounts['Symbol'], df_accounts['Session_Start(ET)']))

d_hours_e = dict(zip(df_accounts['Symbol'], df_accounts['Session_End(ET)']))

d = {}

with open(order_path) as f:

for line in f:

(key, val) = line.split()

d[key] = val

symbol_list = list(d.keys())

number_list = list(d.values())

accountkey_data = v2_url + "users/" + user_account + "/accounts?access_token=" + response_access

r_account = requests.get(accountkey_data, stream = True)

account_string = str(r_account.json())

list_of_dicts = list(ast.literal_eval(account_string))

df = pd.DataFrame.from_dict(list_of_dicts)

future_key1 = str(key_list[1])

future_key2 = str(key_list[2])

#account positions

orders_url = "https://api.tradestation.com/v2/orders?access_token=" + response_access

confirm_url = "https://api.tradestation.com/v2/orders/confirm?access_token=" + response_access

position_data = v2_url + "accounts/" + equity_key + "," + future_key1 + "," + future_key2 + "/positions?access_token=" + response_access

r_position = requests.get(position_data, stream = True)

position_string = str(r_position.json())

list_of_dicts2 = list(ast.literal_eval(position_string))

df2 = pd.DataFrame.from_dict(list_of_dicts2)

df2 = df2[['Symbol', 'AssetType', 'LongShort', 'Quantity']]

old = dict(zip(df2['Symbol'], df2['Quantity']))

#symbol information

d = {}

with open(order_path) as f:

for line in f:

(key, val) = line.split()

d[key] = val

symbol_list = list(d.keys())

number_list = list(d.values())

exist_list = df2["Symbol"].tolist()

symbol_len = len(symbol_list)

type_list = []

for symbol in symbol_list:

syminfo_url = "https://api.tradestation.com/v2/data/symbol/" + symbol + "?access_token=" + response_access

r_symbol = requests.get(syminfo_url, stream = True)

symbol_type = r_symbol.json()['Category']

if symbol_type == "Stock":

type_list.append("EQ")

elif symbol_type == "Future":

type_list.append("FU")

else:

print("Error, please check orderfile for correct stocks")

x = 0

date_list = []

for value in type_list:

if value == "EQ":

value = "*"

date_list.append(value)

x += 1

else:

value = symbol_list[x]

date_list.append(value)

x+= 1

e = 0

for value in date_list:

now = datetime.now()

now_time = now.time()

asset = symbol_list[e]

whole_time_s = d_hours_s[value]

whole_time_e = d_hours_e[value]

time_sb = int(whole_time_s[0:1])

time_se = int(whole_time_s[-2:])

time_eb = int(whole_time_e[0:2])

time_ee = int(whole_time_e[-2:])

if time(time_sb, time_se) <= now_time <= time(time_eb, time_ee):

print(asset + " is within the time-trade hours, continuing...")

e += 1

else:

print(asset + " is not within the time-trade hours, now terminating program...")

raise SystemExit(0)

#size check

dict_exist = dict(zip(df2['Symbol'], df2['Quantity']))

dict_max = dict(zip(df_accounts['Symbol'], df_accounts['Max_Size']))

f = 0

final_list = []

for symbol in symbol_list:

if symbol in dict_exist:

asset_type = type_list[f]

if asset_type == "EQ":

equity = "*"

else:

equity = symbol

exist_amount = dict_exist[symbol]

order_amount = d[symbol]

max_amount = dict_max[equity]

total_amount = exist_amount + int(order_amount)

final_list.append(total_amount)

if total_amount >= max_amount:

print(symbol + " exceeds the given max amount: " + str(max_amount) + " with order it would be at: " + str(total_amount) + "now exiting program...")

raise SystemExit(0)

else:

print(symbol + " is within the given max amount, continuing...")

f += 1

else:

asset_type = type_list[f]

if asset_type == "EQ":

equity = "*"

else:

equity = symbol

exist_amount = 0

order_amount = d[symbol]

max_amount = dict_max[equity]

total_amount = exist_amount + int(order_amount)

final_list.append(total_amount)

if total_amount >= max_amount:

print(symbol + " exceeds the given max amount: " + str(max_amount) + ", with order it would be at: " + str(total_amount)+ ", now exiting program...")

raise SystemExit(0)

else:

print(symbol + " is within the given max amount, continuing...")

f += 1

x = 0

y = 0

order_amount = []

order_type = []

resymbol_list= []

asset_list = []

def order_path(x):

global y

while y < symbol_len:

qe_list = df2["Quantity"].tolist()

exist_list = df2["Symbol"].tolist()

dictionary = dict(zip(exist_list, qe_list))

symbol = symbol_list[y] #0 = AMZN

number = int(number_list[y])#0 = 15

number2 = int(number_list[y])

pos_number = abs(number2)

asset = type_list[y] #0 = EQ

if symbol in exist_list:

number3 = dictionary[symbol]

number4 = dictionary[symbol]

number_exist = abs(number3)

if np.sign(number4) == np.sign(number):

if asset == "EQ":

if number > 0:

command = "BUY"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("EQ")

else:

command = "SELLSHORT"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("EQ")

else:

if number > 0:

command = "BUY"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("FU")

else:

command = "SELL"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("FU")

else:

if number_exist > pos_number:

if asset == "EQ":

if number > 0:

command = "BUYTOCOVER"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("EQ")

else:

command = "SELL"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("EQ")

else:

if number > 0:

command = "BUY"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("FU")

else:

command = "SELL"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("FU")

else:

deducted_number = pos_number - number_exist

first_number = pos_number - deducted_number

if asset == "EQ":

if number > 0:

command = "BUYTOCOVER"

resymbol_list.append(symbol)

order_type.append(command)

order_amount.append(first_number)

asset_list.append("EQ")

command = "BUY"

resymbol_list.append(symbol)

order_type.append(command)

order_amount.append(deducted_number)

asset_list.append("EQ")

else:

command = "SELL"

resymbol_list.append(symbol)

order_amount.append(first_number)

order_type.append(command)

asset_list.append("EQ")

command = "SELLSHORT"

resymbol_list.append(symbol)

order_amount.append(deducted_number)

order_type.append(command)

asset_list.append("EQ")

else:

if number > 0:

command = "BUY"

resymbol_list.append(symbol)

order_type.append(command)

order_amount.append(first_number)

asset_list.append("FU")

command = "BUY"

resymbol_list.append(symbol)

order_type.append(command)

order_amount.append(deducted_number)

asset_list.append("FU")

else:

command = "SELL"

resymbol_list.append(symbol)

order_type.append(command)

order_amount.append(first_number)

asset_list.append("FU")

command = "SELL"

resymbol_list.append(symbol)

order_type.append(command)

order_amount.append(deducted_number)

asset_list.append("FU")

else:

if asset == "EQ":

if number > 0:

command = "BUY"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("EQ")

else:

command = "SELLSHORT"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("EQ")

else:

if number > 0:

command = "BUY"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("FU")

else:

command = "SELL"

order_type.append(command)

resymbol_list.append(symbol)

order_amount.append(pos_number)

asset_list.append("FU")

y += 1

order_path(x+1)

order_path(x)

resymbol_len = len(resymbol_list)

range_list = list(range(resymbol_len))

for number in range_list:

asset_type = asset_list[number]

quantity = order_amount[number]

symbol = resymbol_list[number]

x = 0

y = 0

if asset_type == "EQ":

account_key = equity_key

account_id = account_equity

else:

for digits in rangemet_list:

new_symbol = metsym_list[digits]

if new_symbol == symbol:

future_key = key_list[digits]

account_future = id_list[digits]

else:

a = 0

account_key = future_key

account_id = account_future

# if asset_type == "EQ":

# account_key = equity_key

# account_id = account_equity

# else:

# account_key = future_key

# account_id = account_future

trade_action = order_type[number]

payload = {"AccountID": account_id,

'AccountKey': account_key,

'AssetType': asset_type,

'Duration': "DAY",

'OrderType': "Market",

'Quantity': quantity,

'Route': "Intelligent",

'Symbol': symbol,

'TradeAction': trade_action}

print(response)

#error handling

r_position = requests.get(position_data, stream = True)

position_string = str(r_position.json())

list_of_dicts2 = list(ast.literal_eval(position_string))

df3 = pd.DataFrame.from_dict(list_of_dicts2)

df3 = df3[['Symbol', 'AssetType', 'LongShort', 'Quantity']]

def sendemail(from_addr, to_addr_list,

subject, message,

smtpserver='smtp.gmail.com:587'):

header = 'From: %s\n' % from_addr

header += 'To: %s\n' % ','.join(to_addr_list)

header += 'Subject: %s\n\n' % subject

message = header + message

server = smtplib.SMTP(smtpserver)

server.starttls()

server.login(login,password)

problems = server.sendmail(from_addr, to_addr_list, message)

server.quit()

return problems

new = dict(zip(df3['Symbol'], df3['Quantity']))

q = 0

for symbol in symbol_list:

try:

final = new[symbol]

theoretical = final_list[q]

except KeyError:

final = 0

theoretical = final_list[q]

if final != theoretical:

sendemail(from_addr = 'your email',

to_addr_list = ['their email'],

subject = 'PROBLEM WITH FILLING ORDER',

message = "There was an error filling " + symbol + ". The desired total amount was " + str(theoretical) + " but the actual filled total quantity was " + str(final) + ".",

password = 'userpassword')

Python-TradeStation-API-Code/Order_Executionv1.0.py at master · c0develop/Python-TradeStation-API-Code · GitHub

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