tdapi

Documentation

Overview

Package tdapi supports an interface to the TDAmeritrade API.

Package tdapi supports an interface to the TDAmeritrade API.

Index

• Variables
• type Session
  • func New() *Session
  • func (s *Session) AddOptionToStrategy(opt *option.Option, strategy eventFactory.StrategyType) ([]string, error)
  • func (s *Session) AddStockOptionsToStream(stock *asset.Stock) error
  • func (s *Session) CancelOrder(orderids []string) error
  • func (s *Session) DeregisterOptionUpdateChan(id string)
  • func (s *Session) DeregisterOrderUpdateChan(id string)
  • func (s *Session) DeregisterPortfolioUpdateChan(id string)
  • func (s *Session) Login(loginid string, pass string) error
  • func (s *Session) Logout() error
  • func (s *Session) RegisterOptionUpdateChan(id string) chan *option.Option
  • func (s *Session) RegisterOrderUpdateChan(id string) chan *ordermessage.Message
  • func (s *Session) RegisterPortfolioUpdateChan(id string) chan *portfolio.Portfolio
  • func (s *Session) RemoveOptionFromStrategy(opt *option.Option, strategy eventFactory.StrategyType) ([]string, error)
  • func (s *Session) RemoveStockOptionsFromStream(stock *asset.Stock) error
  • func (s *Session) RetrieveImpliedVolatilityHistory(stockSymbol string, stock *asset.Stock) error
  • func (s *Session) RetrieveOrderBook(accountid string, ob *orderbook.OrderBook) error
  • func (s *Session) RetrievePortfolio(portfolioParam *portfolio.Portfolio) error
  • func (s *Session) RetrievePriceHistory(stockSymbol string, stock *asset.Stock) error
  • func (s *Session) RetrieveSnapshot(symbol string, assetType asset.AssetType, security interface{}) error
  • func (s *Session) RetrieveWatchlists(wls *watchlists.Watchlists) error
  • func (s *Session) SendSingleLegOptionTrade(order *order.Order) error

Variables

var ErrOrderValidation = errors.New("Validating order failed")

ErrOrderValidation represents an error when validation of order structure fails brokerage rules.

Types

type Session

type Session struct {
	sync.RWMutex //RW mutex on the whole structure for next 3 sets of data. Any API call will need to lock and unlock at this level
	// contains filtered or unexported fields
}

Session represents a TD Ameritrade session, which keeps track of various internal state information and caches. Current Spec: User can only stream 1 optionchain at a time, and stream the *tracked* options (from various underlyings)

func New

func New() *Session

New returns a pointer to the a new broker session

func (*Session) AddOptionToStrategy

func (s *Session) AddOptionToStrategy(opt *option.Option, strategy eventFactory.StrategyType) ([]string, error)

AddOptionToStrategy adds a strategy to an option

func (*Session) AddStockOptionsToStream

func (s *Session) AddStockOptionsToStream(stock *asset.Stock) error

AddStockOptionsToStream streams the stockSymbol and it's corresponding options. Currently only supporting OTM option only, FUTURE to make that configurable

func (*Session) CancelOrder

func (s *Session) CancelOrder(orderids []string) error

CancelOrder cancels an order that has been accepted by the broker. Note currently it only cancels the first order in orderids

func (*Session) DeregisterOptionUpdateChan

func (s *Session) DeregisterOptionUpdateChan(id string)

func (*Session) DeregisterOrderUpdateChan

func (s *Session) DeregisterOrderUpdateChan(id string)

func (*Session) DeregisterPortfolioUpdateChan

func (s *Session) DeregisterPortfolioUpdateChan(id string)

func (*Session) Login

func (s *Session) Login(loginid string, pass string) error

Login logs the user into the broker Post condition: Sets source id for the session, which is used as a param for other method calls

func (*Session) Logout

func (s *Session) Logout() error

Logout logs the user out from the broker

func (*Session) RegisterOptionUpdateChan

func (s *Session) RegisterOptionUpdateChan(id string) chan *option.Option

func (*Session) RegisterOrderUpdateChan

func (s *Session) RegisterOrderUpdateChan(id string) chan *ordermessage.Message

func (*Session) RegisterPortfolioUpdateChan

func (s *Session) RegisterPortfolioUpdateChan(id string) chan *portfolio.Portfolio

func (*Session) RemoveOptionFromStrategy

func (s *Session) RemoveOptionFromStrategy(opt *option.Option, strategy eventFactory.StrategyType) ([]string, error)

RemoveOptionFromStrategy sets the strategy back to null

func (*Session) RemoveStockOptionsFromStream

func (s *Session) RemoveStockOptionsFromStream(stock *asset.Stock) error

RemoveStockOptionsFromStream streams the stockSymbol and it's corresponding options. Currently only supporting OTM option only, FUTURE to make that configurable

func (*Session) RetrieveImpliedVolatilityHistory

func (s *Session) RetrieveImpliedVolatilityHistory(stockSymbol string, stock *asset.Stock) error

func (*Session) RetrieveOrderBook

func (s *Session) RetrieveOrderBook(accountid string, ob *orderbook.OrderBook) error

RetrieveOrderBook retrieves the orders from the brokerage firm in an asynchronous method (even though the function call is syncronous)

func (*Session) RetrievePortfolio

func (s *Session) RetrievePortfolio(portfolioParam *portfolio.Portfolio) error

RetrievePortfolio requests the broker for the Portfolio information

func (*Session) RetrievePriceHistory

func (s *Session) RetrievePriceHistory(stockSymbol string, stock *asset.Stock) error

func (*Session) RetrieveSnapshot

func (s *Session) RetrieveSnapshot(symbol string, assetType asset.AssetType, security interface{}) error

RetrieveSnapshot requests the broker for symbol, and is only a single value (for now... in future if needed, expand to mulitple)

func (*Session) RetrieveWatchlists

func (s *Session) RetrieveWatchlists(wls *watchlists.Watchlists) error

RetrieveWatchlists retrieves a watchlist from td

func (*Session) SendSingleLegOptionTrade

func (s *Session) SendSingleLegOptionTrade(order *order.Order) error

SendSingleLegOptionTrade sends the order to TD. It always validates the order before sending request.