add get complex orders, get live complex orders (#156)

tastytrade/account.py

@@ -832,11 +832,11 @@ def get_margin_requirements(self, session: Session) -> MarginReport:
 
  def get_live_orders(self, session: Session) -> List[PlacedOrder]:
  """
- Get all live orders for the account.
+ Get orders placed today for the account.
 
  :param session: the session to use for the request.
 
- :return: a list of :class:`Order` objects.
+ :return: a list of :class:`PlacedOrder` objects.
  """
  response = requests.get(
  f'{session.base_url}/accounts/{self.account_number}/orders/live',
@@ -848,6 +848,28 @@ def get_live_orders(self, session: Session) -> List[PlacedOrder]:
 
  return [PlacedOrder(**entry) for entry in data]
 
+ def get_live_complex_orders(
+ self,
+ session: Session
+ ) -> List[PlacedComplexOrder]:
+ """
+ Get complex orders placed today for the account.
+
+ :param session: the session to use for the request.
+
+ :return: a list of :class:`PlacedComplexOrder` objects.
+ """
+ response = requests.get(
+ (f'{session.base_url}/accounts/{self.account_number}'
+ f'/complex-orders/live'),
+ headers=session.headers
+ )
+ validate_response(response)
+
+ data = response.json()['data']['items']
+
+ return [PlacedComplexOrder(**entry) for entry in data]
+
  def get_complex_order(
  self,
  session: Session,
@@ -998,6 +1020,57 @@ def get_order_history(
 
  return [PlacedOrder(**entry) for entry in results]
 
+ def get_complex_order_history(
+ self,
+ session: Session,
+ per_page: int = 50,
+ page_offset: Optional[int] = None
+ ) -> List[PlacedComplexOrder]:
+ """
+ Get order history of the account.
+
+ :param session: the session to use for the request.
+ :param per_page: the number of results to return per page.
+ :param page_offset:
+ provide a specific page to get; if not provided, get all pages
+
+ :return:
+ a list of Tastytrade 'PlacedComplexOrder' objects in JSON format.
+ """
+ # if a specific page is provided, we just get that page;
+ # otherwise, we loop through all pages
+ paginate = False
+ if page_offset is None:
+ page_offset = 0
+ paginate = True
+ params: Dict[str, Any] = {
+ 'per-page': per_page,
+ 'page-offset': page_offset
+ }
+
+ # loop through pages and get all transactions
+ results = []
+ while True:
+ response = requests.get(
+ (f'{session.base_url}/accounts/{self.account_number}'
+ f'/complex-orders'),
+ headers=session.headers,
+ params={k: v for k, v in params.items() if v is not None}
+ )
+ validate_response(response)
+
+ json = response.json()
+ results.extend(json['data']['items'])
+
+ pagination = json['pagination']
+ if pagination['page-offset'] >= pagination['total-pages'] - 1:
+ break
+ if not paginate:
+ break
+ params['page-offset'] += 1 # type: ignore
+
+ return [PlacedComplexOrder(**entry) for entry in results]
+
  def place_order(
  self,
  session: Session,

tastytrade/session.py

@@ -148,14 +148,17 @@ class ProductionSession(Session):
  :param two_factor_authentication:
  if two factor authentication is enabled, this is the code sent to the
  user's device
+ :param dxfeed_tos_compliant:
+ whether to use the dxfeed TOS-compliant API endpoint for the streamer
  """
  def __init__(
  self,
  login: str,
  password: Optional[str] = None,
  remember_me: bool = False,
  remember_token: Optional[str] = None,
- two_factor_authentication: Optional[str] = None
+ two_factor_authentication: Optional[str] = None,
+ dxfeed_tos_compliant: bool = False
  ):
  body = {
  'login': login,
@@ -203,8 +206,11 @@ def __init__(
  self.validate()
 
  # Pull streamer tokens and urls
+ url = ('api-quote-tokens'
+ if dxfeed_tos_compliant
+ else 'quote-streamer-tokens')
  response = requests.get(
- f'{self.base_url}/quote-streamer-tokens',
+ f'{self.base_url}/{url}',
  headers=self.headers
  )
  validate_response(response)

tests/test_account.py

@@ -15,17 +15,16 @@ def account(session):
  return Account.get_accounts(session)[0]
 
 
-@pytest.fixture(scope='session')
+@pytest.fixture
 def cert_session(get_cert_credentials):
  usr, pwd = get_cert_credentials
  session = CertificationSession(usr, pwd)
  yield session
  session.destroy()
 
 
-@pytest.fixture(scope='session')
-def cert_account(cert_session):
- return Account.get_account(cert_session, '5WZ97189')
+def test_cert_accounts(cert_session):
+ assert Account.get_accounts(cert_session) != []
 
 
 def test_get_account(session, account):
@@ -75,14 +74,14 @@ def test_get_effective_margin_requirements(session, account):
 
 @pytest.fixture(scope='session')
 def new_order(session):
- symbol = Equity.get_equity(session, 'SPY')
+ symbol = Equity.get_equity(session, 'NVDA')
  leg = symbol.build_leg(Decimal(1), OrderAction.BUY_TO_OPEN)
 
  return NewOrder(
  time_in_force=OrderTimeInForce.DAY,
  order_type=OrderType.LIMIT,
  legs=[leg],
- price=Decimal(42), # if this fills the US has crumbled
+ price=Decimal(10), # if this fills the US has crumbled
  price_effect=PriceEffect.DEBIT
  )
 
@@ -104,7 +103,7 @@ def test_get_order(session, account, placed_order):
 
 def test_replace_and_delete_order(session, account, new_order, placed_order):
  modified_order = new_order.model_copy()
- modified_order.price = Decimal(40)
+ modified_order.price = Decimal(11)
  replaced = account.replace_order(session, placed_order.id, modified_order)
  sleep(3)
  account.delete_order(session, replaced.id)
@@ -114,25 +113,17 @@ def test_get_order_history(session, account):
  account.get_order_history(session, page_offset=0)
 
 
+def test_get_complex_order_history(session, account):
+ account.get_complex_order_history(session, page_offset=0)
+
+
 def test_get_live_orders(session, account):
  account.get_live_orders(session)
 
 
-def test_place_oco_order(cert_session, cert_account):
- session = cert_session
- account = cert_account
- # first, buy share of SPY to set up the OCO order
- symbol = Equity.get_equity(session, 'SPY')
- opening = symbol.build_leg(Decimal(1), OrderAction.BUY_TO_OPEN)
- resp1 = account.place_order(session, NewOrder(
- time_in_force=OrderTimeInForce.DAY,
- order_type=OrderType.LIMIT,
- legs=[opening],
- price=Decimal('2.5'), # should fill immediately for cert account
- price_effect=PriceEffect.DEBIT
- ), dry_run=False)
- assert resp1.order.status != OrderStatus.REJECTED
-
+def test_place_oco_order(session, account):
+ # account must have a share of NVDA for this to work
+ symbol = Equity.get_equity(session, 'NVDA')
  closing = symbol.build_leg(Decimal(1), OrderAction.SELL_TO_CLOSE)
  oco = NewComplexOrder(
  orders=[
@@ -159,9 +150,7 @@ def test_place_oco_order(cert_session, cert_account):
  account.delete_complex_order(session, resp2.complex_order.id)
 
 
-def test_place_otoco_order(cert_session, cert_account):
- session = cert_session
- account = cert_account
+def test_place_otoco_order(session, account):
  symbol = Equity.get_equity(session, 'AAPL')
  opening = symbol.build_leg(Decimal(1), OrderAction.BUY_TO_OPEN)
  closing = symbol.build_leg(Decimal(1), OrderAction.SELL_TO_CLOSE)
@@ -170,15 +159,15 @@ def test_place_otoco_order(cert_session, cert_account):
  time_in_force=OrderTimeInForce.DAY,
  order_type=OrderType.LIMIT,
  legs=[opening],
- price=Decimal('250'), # won't fill
+ price=Decimal('100'), # won't fill
  price_effect=PriceEffect.DEBIT
  ),
  orders=[
  NewOrder(
  time_in_force=OrderTimeInForce.GTC,
  order_type=OrderType.LIMIT,
  legs=[closing],
- price=Decimal('2500'), # won't fill
+ price=Decimal('400'), # won't fill
  price_effect=PriceEffect.CREDIT
  ),
  NewOrder(
@@ -193,3 +182,8 @@ def test_place_otoco_order(cert_session, cert_account):
  resp = account.place_complex_order(session, otoco, dry_run=False)
  sleep(3)
  account.delete_complex_order(session, resp.complex_order.id)
+
+
+def test_get_live_complex_orders(session, account):
+ orders = account.get_live_complex_orders(session)
+ assert orders != []