README
¶
go wrapper for schwab's trader-api
built by: @samjtro + other amazing ppl :)
see: CONTRIBUTING
why should you use this project?
- lightning fast
- return structs are easily indexable
- easy to setup, easy to use (personal preference, i know - but trust me!)
docs
0.0 quick start
- go to https://developer.schwab.com, create an account, create an app, get app credentials from https://developer.schwab.com/dashboard/apps
- create any file with the
.envextension in your project directory (can also have multiple, if necessary), formatted as such:
APPKEY=KEY0 // App Key
SECRET=KEY1 // App Secret
CBURL=https://127.0.0.1 // App Callback URL
mac & windows
- run the following command in your cwd to generate ssl certs for secure tls transmission of your bearer token:
openssl req -x509 -out localhost.crt -keyout localhost.key -newkey rsa:2048 -nodes -sha256 -subj '/CN=localhost' -extensions EXT -config <( \
printf "[dn]\nCN=localhost\n[req]\ndistinguished_name = dn\n[EXT]\nsubjectAltName=DNS.1:localhost,IP:127.0.0.1\nkeyUsage=digitalSignature\nextendedKeyUsage=serverAuth")
go get github.com/go-schwab/trader@v0.9.3
0.1 agent
requests in this library are made through a Handler(), facilitated by an Agent{}. from here on out, the documentation assumes you have included the following code prior to making any requests:
import (
"github.com/go-schwab/trader"
)
agent := trader.Initiate()
1.0 accessing market data
1.1.0 price history
code samples:
df, err := agent.GetPriceHistory("AAPL", "month", "1", "daily", "1", "", "")
check(err)
return:
agent.GetPriceHistory returns a []Candle, of the requested data period & frequency.
struct details
[{1714971600000 78569667 182.354 181.71 184.2 180.42} {1715058000000 77305771 183.45 182.4 184.9 181.32} {1715144400000 45057087 182.85 182.74 183.07 181.45} {1715230800000 48982972 182.56 184.57 184.66 182.11} {1715317200000 50759496 184.9 183.05 185.09 182.13} {1715576400000 72044809 185.435 186.28 187.1 184.62} {1715662800000 52393619 187.51 187.43 188.3 186.29} {1715749200000 70399988 187.91 189.72 190.65 187.37} {1715835600000 52845230 190.47 189.84 191.095 189.6601} {1715922000000 41282925 189.51 189.87 190.81 189.18} {1716181200000 44361275 189.325 191.04 191.9199 189.01} {1716267600000 42309401 191.09 192.35 192.73 190.9201} {1716354000000 34648547 192.265 190.9 192.8231 190.27} {1716440400000 51005924 190.98 186.88 191 186.625} {1716526800000 36326975 188.82 189.98 190.58 188.0404} {1716872400000 52280051 191.51 189.99 193 189.1} {1716958800000 53068016 189.61 190.29 192.247 189.51} {1717045200000 49947941 190.76 191.29 192.18 190.63} {1717131600000 75158277 191.44 192.25 192.57 189.91} {1717390800000 50080539 192.9 194.03 194.99 192.52} {1717477200000 47471445 194.635 194.35 195.32 193.0342} {1717563600000 54156785 195.4 195.87 196.9 194.87}]
1.2.0 quotes
code samples:
quote, err := agent.GetQuote("AAPL")
check(err)
return:
agent.GetQuote returns a real-time Quote of the asset's performance.
struct details
{EQUITY COE NBBO true 1973757747 AAPL 199.62 164.075 EDGX 195.75 5 1717687921950 XNAS 195.74 4 1717687920970 195.87 196.5 XADF 195.745 100 195.21 195.745 -0.125 -0.06381784 -0.125 -0.06381784 0 0 0 1717687921950 Normal 14237020 1717687921574}
1.3.0 instruments
code samples:
simple, err := agent.SearchInstrumentSimple("AAPL")
check(err)
return:
agent.SearchInstrumentSimple returns a SimpleInstrument for the desired asset.
struct details
{037833100 AAPL Apple Inc NASDAQ EQUITY}
code samples:
fundamental, err := agent.SearchInstrumentFundamental("AAPL")
check(err)
return:
agent.SearchInstrumentFundamental returns a FundamentalInstrument for the desired asset.
struct details
{AAPL 037833100 Apple Inc NASDAQ EQUITY 199.62 164.075 0.51454 1 2024-05-10 00:00:00.0 30.51106 96.708 35.44905 6.98872 23.01545 45.5858 0 26.3058 46.578 0 26.0443 147.2497 22.0738 47.00102 0.87464 1.0371 0 51.3642 140.9682 123.7714 6.41964 9.1372 0 0 -2.8005 -0.9016 0 1.5334082e+16 0 2.9801788367e+12 4.83737 0 0 0 0.25 2024-05-16 00:00:00.0 0 0 0 0 57760123 49229712 61209206 2024-05-02 00:00:00.0 4 6.13 47471445 2024-08-16 00:00:00.0 2024-08-12 00:00:00.0 0}
1.4.0 movers
code samples:
movers, err := agent.GetMovers("$DJI", "up", "percent")
check(err)
return:
agent.GetMovers returns a []Screener of the day's top movers.
struct details
[{AMZN Amazon.com Inc 2883278 183.2 183.2 58.33 4943302 5450 1} {MRK Merck & Co. Inc. 546846 127.78 127.78 11.06 4943302 5420 1} {PG Procter & Gamble 540105 169.93 169.93 10.93 4943302 8155 1} {INTC INTEL CORP 284653 30.83 30.83 5.76 4943302 3654 1} {AAPL Apple Inc 216203 218.24 218.24 4.37 4943302 6985 1} {MSFT Microsoft Corp 137598 426.73 426.73 2.78 4943302 7008 1} {KO The Coca-Cola Co 90896 66.83 66.83 1.84 4943302 1103 1} {DIS Walt Disney Co 56167 92.14 92.14 1.14 4943302 1884 1} {NKE Nike Inc B 33306 73.55 73.55 0.67 4943302 1209 1} {MMM 3M Co 20242 125.16 125.16 0.41 4943302 632 1}]
2.0 trading, accessing account data
2.1.0 trading
to submit any trades in this library, one must use your encrypted account id. this as accessed by using the agent.GetAccountNumbers() function, which is then passed to the submission function. this is because there are use cases where you might want to change between multiple accounts while trading the same session.
an, err := agent.GetAccountNumbers()
check(err)
the rest of the docs assume you want to use the first element of the []AccountNumbers array returned. the encrypted id is stored in the HashValue element of the AccountNumbers struct: e.g. an[0].HashValue
suppose we wanted to submit a single-leg market order for the symbol "AAPL". this is as easy as:
err = agent.SubmitSingleLegOrder(an[0].HashValue, CreateSingleLegOrder(OrderType("MARKET"), Session("NORMAL"), Duration("DAY"), Strategy("SINGLE"), Instruction("BUY"), Quantity(1.0), Instrument(SimpleOrderInstrument{
Symbol: "AAPL",
AssetType: "EQUITY",
})))
check(err)
let's break this down, although it's fairly straight forward. CreateSingleLegOrder returns a SingleLegOrder, passed to agent.SubmitSingleLegOrder after the hash value of your encrypted id. CreateSingleOrder accepts an unknown amount of parameters setting the various elements for the order:
OrderType:
Session:
Duration:
Strategy:
Instruction:
Quantity:
Instrument:
the default behavior of CreateSingleLegOrder() assumes you are submitting an order with the following parameters:
OrderType: MARKET
Session: NORMAL
Duration: DAY
Strategy: SINGLE
meaning only INSTRUCTION, QUANTITY & INSTRUMENT are the only required directives. the above example can be simplified thusly:
err = agent.SubmitSingleLegOrder(an[0].HashValue, CreateSingleLegOrder(Instruction("BUY"), Quantity(1.0), Instrument(SimpleOrderInstrument{
Symbol: "AAPL",
AssetType: "EQUITY",
})))
check(err)
2.2.0 accessing account data
an, err := agent.GetAccountNumbers()
check(err)
fmt.Println(an)
aca, err := agent.GetAccounts()
check(err)
fmt.Println(aca)
ac, err := agent.GetAccount(an[0].HashValue)
check(err)
fmt.Println(ac)
orders, err := agent.GetAllOrders("2023-06-12T00:00:00.000Z", "2024-06-12T00:00:00.000Z")
check(err)
Documentation
¶
Index ¶
- Variables
- type Account
- type AccountInstrument
- type AccountNumbers
- type Agent
- func (agent *Agent) GetAccount(id string, fields ...string) (Account, error)
- func (agent *Agent) GetAccountNumbers() ([]AccountNumbers, error)
- func (agent *Agent) GetAccountOrders(accountNumber, fromEnteredTime, toEnteredTime string) ([]FullOrder, error)
- func (agent *Agent) GetAccounts(fields ...string) ([]Account, error)
- func (agent *Agent) GetAllOrders(fromEnteredTime, toEnteredTime string) ([]FullOrder, error)
- func (agent *Agent) GetChains(symbol string) (Chain, error)
- func (agent *Agent) GetMovers(index, direction, change string) ([]Screener, error)
- func (agent *Agent) GetOrder(accountNumber, orderID string) (FullOrder, error)
- func (agent *Agent) GetPriceHistory(...) ([]Candle, error)
- func (agent *Agent) GetQuote(symbol string) (Quote, error)
- func (agent *Agent) GetTransaction(accountNumber, transactionId string) (Transaction, error)
- func (agent *Agent) Handler(req *http.Request) (*http.Response, error)
- func (agent *Agent) Refresh()
- func (agent *Agent) SearchInstrumentFundamental(symbol string) (FundamentalInstrument, error)
- func (agent *Agent) SearchInstrumentSimple(symbols string) (SimpleInstrument, error)
- func (agent *Agent) Single(symbol, contractType, strikeRange, strikeCount, toDate string) (Chain, error)
- func (agent *Agent) SubmitSingleLegOrder(hashValue string, order *SingleLegOrder) error
- type AggregatedBalance
- type Candle
- type Chain
- type CurrentBalance
- type FullExecutionLeg
- type FullOrder
- type FullOrderActivity
- type FullOrderLeg
- type FundamentalInstrument
- type InitialBalance
- type InstrumentRef
- type MultiLegOrder
- type MultiLegSimpleOrderComposition
- type OptionContract
- type OptionDeliverables
- type Position
- type ProjectedBalance
- type Quote
- type Screener
- type SecuritiesAccount
- type SimpleInstrument
- type SimpleOrderInstrument
- type SimpleOrderLeg
- type SingleLegOrder
- type SingleLegOrderComposition
- func Duration(duration string) SingleLegOrderComposition
- func Instruction(instruction string) SingleLegOrderComposition
- func Instrument(instrument SimpleOrderInstrument) SingleLegOrderComposition
- func OrderType(t string) SingleLegOrderComposition
- func Quantity(quantity float32) SingleLegOrderComposition
- func Session(session string) SingleLegOrderComposition
- func Strategy(strategy string) SingleLegOrderComposition
- type Token
- type Transaction
- type TransferItems
- type Underlying
- type User
Constants ¶
This section is empty.
Variables ¶
var ( ErrNeedReAuthorization = errors.New("need to reinitalize or account not available to caller") ErrValidation = errors.New("validation error - non fatal from Schwab") ErrForbidden = errors.New("url is forbidden to client") ErrNotFound = errors.New("url not found") ErrUnexpectedServer = errors.New("server is freaking out") ErrTemporaryServer = errors.New("server is taking a tylenol, brb") )
Thanks to @jazzboME for their work on the errors portion of this package!
var ( APPKEY string SECRET string CBURL string PATH string )
var LegTemplate = `
{
"instruction": "%s",
"quantity": %f,
"instrument": {
"symbol": "%s",
"assetType": "%s"
}
},
`
var LegTemplateLast = `
{
"instruction": "%s",
"quantity": %f,
"instrument": {
"symbol": "%s",
"assetType": "%s"
}
},
`
var OrderTemplate = `` /* 131-byte string literal not displayed */
Functions ¶
This section is empty.
Types ¶
type Account ¶
type Account struct {
SecuritiesAccount SecuritiesAccount
AggregatedBalance AggregatedBalance
}
type AccountInstrument ¶
type AccountNumbers ¶
type Agent ¶
type Agent struct {
Client *o.AuthorizedClient
Tokens Token
}
func Reinitiate ¶ added in v0.9.2
func Reinitiate() *Agent
func (*Agent) GetAccount ¶
Get account by encrypted account id
func (*Agent) GetAccountNumbers ¶
func (agent *Agent) GetAccountNumbers() ([]AccountNumbers, error)
Get encrypted account numbers for trading
func (*Agent) GetAccountOrders ¶
func (agent *Agent) GetAccountOrders(accountNumber, fromEnteredTime, toEnteredTime string) ([]FullOrder, error)
fromEnteredTime, toEnteredTime format: yyyy-MM-ddTHH:mm:ss.SSSZ
func (*Agent) GetAccounts ¶
Get all accounts associated with the user logged in
func (*Agent) GetAllOrders ¶
WIP: fromEnteredTime, toEnteredTime format: yyyy-MM-ddTHH:mm:ss.SSSZ
func (*Agent) GetMovers ¶
GetMovers returns information on the desired index's movers per your desired direction and change type(percent or value), It takes three params: index = "$DJI", "$SPX.X", or "$COMPX" direction = "up" or "down" change = "percent" or "value"
func (*Agent) GetPriceHistory ¶
func (agent *Agent) GetPriceHistory(symbol, periodType, period, frequencyType, frequency, startDate, endDate string) ([]Candle, error)
PriceHistory returns a series of candles with price volume & datetime info per candlestick. It takes seven parameters: ticker = "AAPL", etc.; periodType = "day", "month", "year", "ytd" - default is "day"; period = the number of periods to show; frequencyType = the type of frequency with which each candle is formed; valid fTypes by pType; "day": "minute" / "month": "daily", "weekly" / "year": "daily", "weekly", "monthly" / "ytd": "daily", "weekly"; frequency = the number of the frequencyType included in each candle; valid freqs by fType "minute": 1,5,10,15,30 / "daily": 1 / "weekly": 1 / "monthly": 1; startDate = endDate =
func (*Agent) GetQuote ¶
Quote returns a Quote; containing a real time quote of the desired stock's performance with a number of different indicators (including volatility, volume, price, fundamentals & more). It takes one parameter: ticker = "AAPL", etc.
func (*Agent) GetTransaction ¶
func (agent *Agent) GetTransaction(accountNumber, transactionId string) (Transaction, error)
Get a transaction for a specific account id
func (*Agent) Handler ¶
Handler is the general purpose request function for the td-ameritrade api, all functions will be routed through this handler function, which does all of the API calling work It performs a GET request after adding the apikey found in the config.env file in the same directory as the program calling the function, then returns the body of the GET request's return. It takes one parameter: req = a request of type *http.Request
func (*Agent) Refresh ¶ added in v0.9.2
func (agent *Agent) Refresh()
Use refresh token to generate a new bearer token for authentication
func (*Agent) SearchInstrumentFundamental ¶
func (agent *Agent) SearchInstrumentFundamental(symbol string) (FundamentalInstrument, error)
SearchInstrumentFundamental returns instrument's fundamentals. It takes one param:
func (*Agent) SearchInstrumentSimple ¶
func (agent *Agent) SearchInstrumentSimple(symbols string) (SimpleInstrument, error)
SearchInstrumentSimple returns instrument's simples. It takes one param:
func (*Agent) Single ¶
func (agent *Agent) Single(symbol, contractType, strikeRange, strikeCount, toDate string) (Chain, error)
Single returns a []CONTRACT; containing a SINGLE option chain of your desired strike, type, etc., it takes four parameters: ticker = "AAPL", etc. contractType = "CALL", "PUT", "ALL"; strikeRange = returns option chains for a given range: ITM = in da money NTM = near da money OTM = out da money SAK = strikes above market SBK = strikes below market SNK = strikes near market ALL* = default, all strikes; strikeCount = The number of strikes to return above and below the at-the-money price; toDate = Only return expirations before this date. Valid ISO-8601 formats are: yyyy-MM-dd and yyyy-MM-dd'T'HH:mm:ssz. Lets examine a sample call of Single: Single("AAPL","CALL","ALL","5","2022-07-01"). This returns 5 AAPL CALL contracts both above and below the at the money price, with no preference as to the status of the contract ("ALL"), expiring before 2022-07-01
func (*Agent) SubmitSingleLegOrder ¶
func (agent *Agent) SubmitSingleLegOrder(hashValue string, order *SingleLegOrder) error
Submit a single-leg order for the specified encrypted account ID
type AggregatedBalance ¶
type Chain ¶ added in v0.9.2
type Chain struct {
Symbol string
Status string
Underlying Underlying
Strategy string
Interval float64
IsDelayed bool
IsIndex bool
DaysToExpiration float64
InterestRate float64
UnderlyingPrice float64
Volatility float64
CallExpDateMap map[string]map[string][]OptionContract
PutExpDateMap map[string]map[string][]OptionContract
}
type CurrentBalance ¶
type CurrentBalance struct {
AccruedInterest float64
CashBalance float64
CashReceipts float64
LongOptionMarketValue float64
LiquidationValue float64
LongMarketValue float64
MoneyMarketFund float64
Savings float64
ShortMarketValue float64
PendingDeposits float64
MutualFundValues float64
BondValue float64
ShortOptionMarketValue float64
AvailableFunds float64
AvailableFundsNonMarginableTrade float64
BuyingPower float64
BuyingPowerNonMarginableTrade float64
DayTradingBuyingPower float64
Equity float64
EquityPercentage float64
LongMarginValue float64
MaintenanceCall float64
MaintenanceRequirement float64
MarginBalance float64
RegTCall float64
ShortBalance float64
ShortMarginValue float64
SMA float64
}
type FullExecutionLeg ¶
type FullOrder ¶
type FullOrder struct {
Session string
Duration string
OrderType string
CancelTime string
ComplexOrderStrategyType string
Quantity int
FilledQuantity int
RemainingQuantity int
RequestedDestination string
DestinationLinkName string
ReleaseTime string
StopPrice int
StopPriceLinkBasis string
StopPriceLinkType string
StopPriceOffset int
StopType string
Price string
TaxLotMethod string
OrderLegCollection []FullOrderLeg
ActivationPrice int
SpecialInstruction string
OrderStrategyType string
OrderId int
Cancelable bool
Editable bool
Status string
EnteredTime string
CloseTime string
Tag string
AccountNumber int
OrderActivityCollection []FullOrderActivity
ReplacingOrderCollection string
ChildOrderStrategies string
StatusDescription string
}
type FullOrderActivity ¶
type FullOrderActivity struct {
ActivityType string
ExecutionType string
Quantity int
OrderRemainingQuantity int
ExecutionLegs []FullExecutionLeg
}
type FullOrderLeg ¶
type FundamentalInstrument ¶
type FundamentalInstrument struct {
Symbol string
Cusip string
Description string
Exchange string
AssetType string
Hi52 float64 `json:"high52"`
Lo52 float64 `json:"low52"`
DividendYield float64
DividendAmount float64
DividendDate string
PE float64 `json:"peRatio"`
PEG float64 `json:"pegRatio"`
PB float64 `json:"pbRatio"`
PR float64 `json:"prRatio"`
PCF float64 `json:"pcfRatio"`
GrossMarginTTM float64
NetMarginTTM float64
OperatingMarginTTM float64
GrossMarginMRQ float64
NetProfitMarginMRQ float64
OperatingMarginMRQ float64
ROE float64 `json:"returnOnEquity"`
ROA float64 `json:"returnOnAssets"`
ROI float64 `json:"returnOnInvestment"`
QuickRatio float64
CurrentRatio float64
InterestCoverage float64
TotalDebtToCapital float64
LtDebtToEquity float64
TotalDebtToEquity float64
EpsTTM float64
EpsChangePercentTTM float64
EpsChangeYear float64
EpsChange float64
RevChangeYear float64
RevChangeTTM float64
RevChangeIn float64
MarketCapFloat float64
MarketCap float64
ShortIntToFloat float64
ShortIntDayToCover float64
DividendGrowthRate3Year float64
DividendPayAmount float64
DividendPayDate string
Beta float64
Vol1DayAvg float64
Vol10DayAvg float64
Vol3MonthAvg float64
Avg1DayVolume int
Avg10DaysVolume int
Avg3MonthVolume int
DeclarationDate string
DividendFreq int
Eps float64
DtnVolume int
NextDividendPayDate string
NextDividendDate string
FundLeverageFactor float64
}
Change this to reflect ordering of schwab return
type InitialBalance ¶
type InitialBalance struct {
AccruedInterest float64
AvailableFundsNonMarginableTrade float64
BondValue float64
BuyingPower float64
CashBalance float64
CashAvailableForTrading float64
CashReceipts float64
DayTradingBuyingPower float64
DayTradingBuyingPowerCall float64
DayTradingEquityCall float64
Equity float64
EquityPercentage float64
LiquidationValue float64
LongMarginValue float64
LongOptionMarketValue float64
LongStockValue float64
MaintenanceCall float64
MaintenanceRequirement float64
Margin float64
MarginEquity float64
MoneyMarketFund float64
MutualFundValue float64
RegTCall float64
ShortMarginValue float64
ShortOptionMarketValue float64
ShortStockValue float64
TotalCash float64
IsInCall bool
UnsettledCash float64
PendingDeposits float64
MarginBalance float64
ShortBalance float64
AccountValue float64
}
type InstrumentRef ¶
type MultiLegOrder ¶
type MultiLegOrder struct {
OrderType string // LIMIT, MARKET
Session string // NORMAL
Duration string // DAY
Strategy string // SINGLE
OrderLegCollection []SimpleOrderLeg
}
type MultiLegSimpleOrderComposition ¶
type MultiLegSimpleOrderComposition func(order *MultiLegOrder)
type OptionContract ¶ added in v0.9.2
type OptionContract struct {
PutCall string
Symbol string
Description string
ExchangeName string
Bid float64
Ask float64
Last float64
Mark float64
BidSize int64
AskSize int64
LastSize int64
HighPrice float64
LowPrice float64
OpenPrice float64
ClosePrice float64
TotalVolume int64
QuoteTimeInLong int64
TradeTimeInLong int64
NetChange float64
Volatility float64
Delta float64
Gamma float64
Theta float64
Vega float64
RHO float64
OpenInterest float64
TimeValue float64
InTheMoney bool
TheoreticalOptionValue float64
TheoreticalVolatility float64
Mini bool
NonStandard bool
OptionDeliverablesList []OptionDeliverables
StrikePrice float64
ExpirationDate string
DaysToExpiration int64
ExpirationType string
LastTradingDay int64
Multiplier float64
SettlementType string
DeliverableNote string
PercentChange float64
MarkChange float64
MarkPercentChange float64
PennyPilot bool
IntrinsicValue float64
ExtrinsicValue float64
OptionRoot string
ExerciseType string
Hi52 float64 `json:"high52Week"`
Lo52 float64 `json:"low52Week"`
}
type OptionDeliverables ¶ added in v0.9.2
type Position ¶
type Position struct {
ShortQuantity float64
AveragePrice float64
CurrentDayProfitLoss float64
CurrentDayProfitLossPercentage float64
LongQuantity float64
SettledLongQuantity float64
SettledShortQuantity float64
AgedQuantity float64
Instrument AccountInstrument
MarketValue float64
MaintenanceRequirement float64
AverageLongPrice float64
AverageShortPrice float64
TaxLotAverageLongPrice float64
TaxLotAverageShortPrice float64
LongOpenProfitLoss float64
ShortOpenProfitLoss float64
PreviousSessionLongQuantity float64
PreviousSessionShortQuantity float64
CurrentDayCost float64
}
type ProjectedBalance ¶
type ProjectedBalance struct {
AvailableFunds float64
AvailableFundsNonMarginableTrade float64
BuyingPower float64
BuyingPowerNonMarginableTrade float64
DayTradingBuyingPower float64
DayTradingBuyingPowerCall float64
Equity float64
EquityPercentage float64
LongMarginValue float64
MaintenanceCall float64
MaintenanceRequirement float64
MarginBalance float64
RegTCall float64
ShortBalance float64
ShortMarginValue float64
SMA float64
IsInCall bool
StockBuyingPower float64
OptionBuyingPower float64
}
type Quote ¶
type Quote struct {
AssetMainType string
AssetSubType string
QuoteType string
RealTime bool
SSID int `json:"ssid"`
Symbol string
Hi52 float64 `json:"52WeekHigh"`
Lo52 float64 `json:"52WeekLow"`
AskMICId string
AskPrice float64
AskSize int
AskTime int
BidMICId string
BidPrice float64
BidSize int
BidTime int
Close float64 `json:"closePrice"`
HiPrice float64 `json:"highPrice"`
LastMICId string
LastPrice float64
LastSize int
LoPrice float64 `json:"lowPrice"`
Mark float64 `json:"mark"`
MarkChange float64
MarkPercentChange float64
NetChange float64
NetPercentChange float64
Open float64
PostMarketChange float64
PostMarketPercentChange float64
QuoteTime int
SecurityStatus string
TotalVolume int
TradeTime int
}
type SecuritiesAccount ¶ added in v0.9.3
type SecuritiesAccount struct {
Type string
AccountNumber string
RoundTrips int
IsDayTrader bool
IsClosingOnlyRestricted bool
PFCBFlag bool
Positions []Position
InitialBalances InitialBalance
CurrentBalances CurrentBalance
ProjectedBalances ProjectedBalance
}
type SimpleInstrument ¶
type SimpleOrderInstrument ¶
type SimpleOrderLeg ¶
type SimpleOrderLeg struct {
Instruction string
Quantity float32
Instrument SimpleOrderInstrument
}
type SingleLegOrder ¶
type SingleLegOrder struct {
OrderType string `default:"MARKET"`
Session string `default:"NORMAL"`
Duration string `default:"DAY"`
Strategy string `default:"SINGLE"`
Instruction string
Quantity float32
Instrument SimpleOrderInstrument
}
func CreateSingleLegOrder ¶
func CreateSingleLegOrder(opts ...SingleLegOrderComposition) *SingleLegOrder
Create a new Market order
type SingleLegOrderComposition ¶
type SingleLegOrderComposition func(order *SingleLegOrder)
func Duration ¶
func Duration(duration string) SingleLegOrderComposition
Set SingleLegOrder.Duration
func Instruction ¶
func Instruction(instruction string) SingleLegOrderComposition
Set SingleLegOrder.Instruction
func Instrument ¶
func Instrument(instrument SimpleOrderInstrument) SingleLegOrderComposition
Set SingleLegOrder.Instrument
func Quantity ¶
func Quantity(quantity float32) SingleLegOrderComposition
Set SingleLegOrder.Quantity
func Strategy ¶
func Strategy(strategy string) SingleLegOrderComposition
Set SingleLegOrder.Strategy
type Transaction ¶
type TransferItems ¶
type Underlying ¶ added in v0.9.2
type Underlying struct {
Ask float64
AskSize float64
Bid float64
BidSize float64
Change float64
Close float64
Delayed bool
Description string
ExchangeName string
Hi52 float64 `json:"fiftyTwoWeekHigh"fiftyTwoWeekHigh"`
Lo52 float64 `json:"fiftyTwoWeekHigh"fiftyTwoWeekLow"`
HiPrice float64 `json:"highPrice"`
LoPrice float64 `json:"lowPrice"`
Mark float64
MarkPercentChange float64
OpenPrice float64
PercentChange float64
QuoteTime int64
Symbol string
TotalVolume int64
TradeTime int64
}
Source Files