tastytrade 11.0.5__py3-none-any.whl → 11.1.0__py3-none-any.whl

tastytrade/__init__.py

@@ -3,8 +3,7 @@ import logging
 API_URL = "https://api.tastyworks.com"
 API_VERSION = "20251101"
 CERT_URL = "https://api.cert.tastyworks.com"
-VAST_URL = "https://vast.tastyworks.com"
-VERSION = "11.0.5"
+VERSION = "11.1.0"
 
 __version__ = VERSION
 version_str: str = f"tastyware/tastytrade:v{VERSION}"

tastytrade/account.py

@@ -2,17 +2,14 @@ from datetime import date, datetime
 from decimal import Decimal
 from typing import Any, Literal, cast, overload
 
-import httpx
 from pydantic import BaseModel, ConfigDict, model_validator
 from typing_extensions import Self
 
-from tastytrade import VAST_URL
 from tastytrade.order import (
     InstrumentType,
     NewComplexOrder,
     NewOrder,
     OrderAction,
-    OrderChain,
     OrderStatus,
     PlacedComplexOrder,
     PlacedComplexOrderResponse,
@@ -28,7 +25,6 @@ from tastytrade.utils import (
     paginate,
     set_sign_for,
     today_in_new_york,
-    validate_response,
 )
 
 TT_DATE_FMT = "%Y-%m-%dT%H:%M:%SZ"
@@ -296,23 +292,6 @@ class MarginReport(TastytradeData):
         )
 
 
-class MarginRequirement(TastytradeData):
-    """
-    Dataclass containing general margin requirement information for a symbol.
-    """
-
-    underlying_symbol: str
-    long_equity_initial: Decimal
-    short_equity_initial: Decimal
-    long_equity_maintenance: Decimal
-    short_equity_maintenance: Decimal
-    naked_option_standard: Decimal
-    naked_option_minimum: Decimal
-    naked_option_floor: Decimal
-    clearing_identifier: str | None = None
-    is_deleted: bool | None = None
-
-
 class NetLiqOhlc(TastytradeData):
     """
     Dataclass containing historical net liquidation data in OHLC format
@@ -334,23 +313,6 @@ class NetLiqOhlc(TastytradeData):
     time: str
 
 
-class PositionLimit(TastytradeData):
-    """
-    Dataclass containing information about general account limits.
-    """
-
-    account_number: str
-    equity_order_size: int
-    equity_option_order_size: int
-    future_order_size: int
-    future_option_order_size: int
-    underlying_opening_order_limit: int
-    equity_position_size: int
-    equity_option_position_size: int
-    future_position_size: int
-    future_option_position_size: int
-
-
 class TradingStatus(TastytradeData):
     """
     Dataclass containing information about an account's trading status, such
@@ -1043,58 +1005,6 @@ class Account(TastytradeData):
         )
         return [NetLiqOhlc(**i) for i in data["items"]]
 
-    async def a_get_position_limit(self, session: Session) -> PositionLimit:
-        """
-        Get the maximum order size information for the account.
-
-        :param session: the session to use for the request.
-        """
-        data = await session._a_get(f"/accounts/{self.account_number}/position-limit")
-        return PositionLimit(**data)
-
-    def get_position_limit(self, session: Session) -> PositionLimit:
-        """
-        Get the maximum order size information for the account.
-
-        :param session: the session to use for the request.
-        """
-        data = session._get(f"/accounts/{self.account_number}/position-limit")
-        return PositionLimit(**data)
-
-    async def a_get_effective_margin_requirements(
-        self, session: Session, symbol: str
-    ) -> MarginRequirement:
-        """
-        Get the effective margin requirements for a given symbol.
-
-        :param session:
-            the session to use for the request, can't be certification
-        :param symbol: the symbol to get margin requirements for.
-        """
-        if symbol:
-            symbol = symbol.replace("/", "%2F")
-        data = await session._a_get(
-            f"/accounts/{self.account_number}/margin-requirements/{symbol}/effective"
-        )
-        return MarginRequirement(**data)
-
-    def get_effective_margin_requirements(
-        self, session: Session, symbol: str
-    ) -> MarginRequirement:
-        """
-        Get the effective margin requirements for a given symbol.
-
-        :param session:
-            the session to use for the request, can't be certification
-        :param symbol: the symbol to get margin requirements for.
-        """
-        if symbol:
-            symbol = symbol.replace("/", "%2F")
-        data = session._get(
-            f"/accounts/{self.account_number}/margin-requirements/{symbol}/effective"
-        )
-        return MarginRequirement(**data)
-
     async def a_get_margin_requirements(self, session: Session) -> MarginReport:
         """
         Get the margin report for the account, with total margin requirements
@@ -1500,84 +1410,3 @@ class Account(TastytradeData):
             ),
         )
         return PlacedOrder(**data)
-
-    async def a_get_order_chains(
-        self,
-        session: Session,
-        symbol: str,
-        start_time: datetime,
-        end_time: datetime,
-    ) -> list[OrderChain]:
-        """
-        Get a list of order chains (open + rolls + close) for given symbol
-        over the given time frame, with total P/L, commissions, etc.
-
-        Not supported for OAuth sessions--write Tasty to get this added!
-
-        :param session: the session to use for the request.
-        :param symbol: the underlying symbol for the chains.
-        :param start_time: the beginning time of the query.
-        :param end_time: the ending time of the query.
-        """
-        params = {
-            "account-numbers[]": self.account_number,
-            "underlying-symbols[]": symbol,
-            "start-at": start_time.strftime(TT_DATE_FMT),
-            "end-at": end_time.strftime(TT_DATE_FMT),
-            "defer-open-winner-loser-filtering-to-frontend": False,
-            "per-page": 250,
-        }
-        headers = {
-            "Authorization": session.session_token,
-            "Accept": "application/json",
-            "Content-Type": "application/json",
-        }
-        async with httpx.AsyncClient() as client:
-            response = await client.get(
-                f"{VAST_URL}/order-chains",
-                headers=headers,
-                params=params,  # type: ignore[arg-type]
-            )
-            validate_response(response)
-            chains = response.json()["data"]["items"]
-            return [OrderChain(**i) for i in chains]
-
-    def get_order_chains(
-        self,
-        session: Session,
-        symbol: str,
-        start_time: datetime,
-        end_time: datetime,
-    ) -> list[OrderChain]:
-        """
-        Get a list of order chains (open + rolls + close) for given symbol
-        over the given time frame, with total P/L, commissions, etc.
-
-        Not supported for OAuth sessions--write Tasty to get this added!
-
-        :param session: the session to use for the request.
-        :param symbol: the underlying symbol for the chains.
-        :param start_time: the beginning time of the query.
-        :param end_time: the ending time of the query.
-        """
-        params = {
-            "account-numbers[]": self.account_number,
-            "underlying-symbols[]": symbol,
-            "start-at": start_time.strftime(TT_DATE_FMT),
-            "end-at": end_time.strftime(TT_DATE_FMT),
-            "defer-open-winner-loser-filtering-to-frontend": False,
-            "per-page": 250,
-        }
-        headers = {
-            "Authorization": session.session_token,
-            "Accept": "application/json",
-            "Content-Type": "application/json",
-        }
-        response = httpx.get(
-            f"{VAST_URL}/order-chains",
-            headers=headers,
-            params=params,  # type: ignore[arg-type]
-        )
-        validate_response(response)
-        chains = response.json()["data"]["items"]
-        return [OrderChain(**i) for i in chains]

tastytrade/market_sessions.py

@@ -118,6 +118,25 @@ def get_market_holidays(session: Session) -> MarketCalendar:
     return MarketCalendar(**data)
 
 
+async def a_get_futures_holidays(
+    session: Session, exchange: ExchangeType
+) -> MarketCalendar:
+    """
+    Retrieves market calendar for half days and holidays for a futures exchange.
+
+    :param session: active user session to use
+    :param exchange: exchange to fetch calendar for
+    """
+    data = await session._a_get(f"/market-time/futures/holidays/{exchange.value}")
+    return MarketCalendar(**data)
+
+
 def get_futures_holidays(session: Session, exchange: ExchangeType) -> MarketCalendar:
+    """
+    Retrieves market calendar for half days and holidays for a futures exchange.
+
+    :param session: active user session to use
+    :param exchange: exchange to fetch calendar for
+    """
     data = session._get(f"/market-time/futures/holidays/{exchange.value}")
     return MarketCalendar(**data)

tastytrade/order.py

@@ -3,7 +3,7 @@ from decimal import Decimal
 from enum import Enum
 from typing import Any
 
-from pydantic import computed_field, field_serializer, model_validator
+from pydantic import ConfigDict, computed_field, field_serializer, model_validator
 
 from tastytrade import version_str
 from tastytrade.utils import (
@@ -237,6 +237,8 @@ class NewOrder(TastytradeData):
     modifying existing orders.
     """
 
+    model_config = ConfigDict(extra="allow")
+
     time_in_force: OrderTimeInForce
     order_type: OrderType
     source: str = version_str
@@ -435,122 +437,3 @@ class PlacedOrderResponse(TastytradeData):
     fee_calculation: FeeCalculation | None = None
     warnings: list[Message] | None = None
     errors: list[Message] | None = None
-
-
-class OrderChainEntry(TastytradeData):
-    """
-    Dataclass containing information about a single order in an order chain.
-    """
-
-    symbol: str
-    instrument_type: InstrumentType
-    quantity: str
-    quantity_type: str
-    quantity_numeric: Decimal
-
-
-class OrderChainLeg(TastytradeData):
-    """
-    Dataclass containing information about a single leg in an order
-    from an order chain.
-    """
-
-    symbol: str
-    instrument_type: InstrumentType
-    action: OrderAction
-    fill_quantity: Decimal
-    order_quantity: Decimal
-
-
-class OrderChainNode(TastytradeData):
-    """
-    Dataclass containing information about a single node in an order chain.
-    """
-
-    node_type: str
-    id: str
-    description: str
-    occurred_at: datetime | None = None
-    total_fees: Decimal | None = None
-    total_fill_cost: Decimal | None = None
-    gcd_quantity: Decimal | None = None
-    fill_cost_per_quantity: Decimal | None = None
-    order_fill_count: int | None = None
-    roll: bool | None = None
-    legs: list[OrderChainLeg] | None = None
-    entries: list[OrderChainEntry] | None = None
-
-    @model_validator(mode="before")
-    @classmethod
-    def validate_price_effects(cls, data: Any) -> Any:
-        return set_sign_for(
-            data,
-            [
-                "total_fees",
-                "total_fill_cost",
-                "fill_cost_per_quantity",
-            ],
-        )
-
-
-class ComputedData(TastytradeData):
-    """
-    Dataclass containing computed data about an order chain.
-    """
-
-    open: bool
-    updated_at: datetime
-    total_fees: Decimal
-    total_commissions: Decimal
-    realized_gain: Decimal
-    realized_gain_with_fees: Decimal
-    winner_realized_and_closed: bool
-    winner_realized: bool
-    winner_realized_with_fees: bool
-    roll_count: int
-    opened_at: datetime
-    last_occurred_at: datetime
-    started_at_days_to_expiration: int
-    duration: int
-    total_opening_cost: Decimal
-    total_closing_cost: Decimal
-    total_cost: Decimal
-    gcd_open_quantity: Decimal
-    fees_missing: bool
-    open_entries: list[OrderChainEntry]
-    total_cost_per_unit: Decimal | None = None
-
-    @model_validator(mode="before")
-    @classmethod
-    def validate_price_effects(cls, data: Any) -> Any:
-        return set_sign_for(
-            data,
-            [
-                "total_fees",
-                "total_commissions",
-                "realized_gain",
-                "realized_gain_with_fees",
-                "total_opening_cost",
-                "total_closing_cost",
-                "total_cost",
-                "total_cost_per_unit",
-            ],
-        )
-
-
-class OrderChain(TastytradeData):
-    """
-    Dataclass containing information about an order chain: a group of orders
-    for a specific underlying, such as total P/L, rolls, current P/L in a
-    symbol, etc.
-    """
-
-    id: int
-    account_number: str
-    description: str
-    underlying_symbol: str
-    computed_data: ComputedData
-    lite_nodes: list[OrderChainNode]
-    lite_nodes_sizes: int | None = None
-    updated_at: datetime | None = None
-    created_at: datetime | None = None

tastytrade/session.py

@@ -233,7 +233,7 @@ class Customer(TastytradeData):
     desk_customer_id: str | None = None
     entity: CustomerEntity | None = None
     family_member_names: str | None = None
-    has_institutional_assets: str | None = None
+    has_institutional_assets: str | bool | None = None
     industry_affiliation_firm: str | None = None
     is_investment_adviser: bool | None = None
     listed_affiliation_symbol: str | None = None
@@ -289,9 +289,7 @@ class Session:
         self.streamer_expiration = now_in_new_york()
         self.refresh()
 
-    def _streamer_refresh(self) -> None:
-        # Pull streamer tokens and urls
-        data = self._get("/api-quote-tokens")
+    def _streamer_refresh(self, data: Any) -> None:
         # Auth token for dxfeed websocket
         self.streamer_token = data["token"]
         # URL for dxfeed websocket
@@ -331,7 +329,8 @@ class Session:
         self.async_client.headers.update(auth_headers)
         # update the streamer token if necessary
         if not self.is_test and self.streamer_expiration < self.session_expiration:
-            self._streamer_refresh()
+            data = self._get("/api-quote-tokens")
+            self._streamer_refresh(data)
 
     async def a_refresh(self) -> None:
         """
@@ -365,13 +364,7 @@ class Session:
         if not self.is_test and self.streamer_expiration < self.session_expiration:
             # Pull streamer tokens and urls
             data = await self._a_get("/api-quote-tokens")
-            # Auth token for dxfeed websocket
-            self.streamer_token = data["token"]
-            # URL for dxfeed websocket
-            self.dxlink_url = data["dxlink-url"]
-            self.streamer_expiration = datetime.fromisoformat(
-                data["expires-at"].replace("Z", "+00:00")
-            )
+            self._streamer_refresh(data)
 
     async def a_get_customer(self) -> Customer:
         """

tastytrade/streamer.py

@@ -29,12 +29,7 @@ from tastytrade.dxfeed import (
     Trade,
     Underlying,
 )
-from tastytrade.order import (
-    InstrumentType,
-    OrderChain,
-    PlacedComplexOrder,
-    PlacedOrder,
-)
+from tastytrade.order import InstrumentType, PlacedComplexOrder, PlacedOrder
 from tastytrade.session import Session
 from tastytrade.utils import TastytradeData, TastytradeError, set_sign_for
 from tastytrade.watchlists import Watchlist
@@ -133,7 +128,6 @@ AlertType: TypeAlias = (
     | ExternalTransaction
     | PlacedComplexOrder
     | PlacedOrder
-    | OrderChain
     | CurrentPosition
     | QuoteAlert
     | TradingStatus
@@ -146,7 +140,6 @@ MAP_ALERTS: dict[str, type[AlertType]] = {
     "ComplexOrder": PlacedComplexOrder,
     "ExternalTransaction": ExternalTransaction,
     "Order": PlacedOrder,
-    "OrderChain": OrderChain,
     "CurrentPosition": CurrentPosition,
     "QuoteAlert": QuoteAlert,
     "TradingStatus": TradingStatus,
@@ -761,7 +754,7 @@ class DXLinkStreamer:
         }
 
         def dict_from_schema(event_class: Any) -> dict[str, list[Any]]:
-            schema = event_class.schema()
+            schema = event_class.model_json_schema()
             return {schema["title"]: list(schema["properties"].keys())}
 
         cls = MAP_EVENTS[event_type]

tastytrade/utils.py

@@ -6,6 +6,7 @@ from typing import Any, Type, TypeVar, cast
 from zoneinfo import ZoneInfo
 
 from httpx import AsyncClient, Client, Response
+from pandas import Timestamp
 from pandas_market_calendars import get_calendar  # type: ignore[import-untyped]
 from pydantic import BaseModel, ConfigDict
 
@@ -40,6 +41,22 @@ def today_in_new_york() -> date:
     return now_in_new_york().date()
 
 
+def is_market_open_now() -> bool:
+    """
+    Check if the market is currently open.
+    """
+    today = today_in_new_york()
+    sched = NYSE.schedule(start_date=today, end_date=today)
+    if sched.empty:
+        # Closed full day (weekend or holiday)
+        return False
+
+    # Use iloc[0] since schedule has only one row for a single day
+    market_open: Timestamp = sched.iloc[0]["market_open"]
+    market_close: Timestamp = sched.iloc[0]["market_close"]
+    return market_open <= now_in_new_york() < market_close
+
+
 def is_market_open_on(day: date | None = None) -> bool:
     """
     Returns whether the market was/is/will be open at ANY point

{tastytrade-11.0.5.dist-info → tastytrade-11.1.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: tastytrade
-Version: 11.0.5
+Version: 11.1.0
 Summary: An unofficial, sync/async SDK for Tastytrade!
 Project-URL: Homepage, https://github.com/tastyware/tastytrade
 Project-URL: Documentation, https://tastyworks-api.rtfd.io

{tastytrade-11.0.5.dist-info → tastytrade-11.1.0.dist-info}/RECORD

@@ -1,15 +1,15 @@
-tastytrade/__init__.py,sha256=xHWei-s28krH-rZAarRbWbUNypkAe5cSh7frMFlr4mQ,531
-tastytrade/account.py,sha256=Jsgq0hfkvMZlNI7c_-J-zLA3yF6KN8P7ozypckPLgPc,56778
+tastytrade/__init__.py,sha256=DvTWfw-6-YKHKsRPptZDHxdn4iqnRK8hTVzd8lSfJxE,490
+tastytrade/account.py,sha256=Tekp-k1V6PIne9saasRyhkmFp3Zj4bypWtuk-KNVp58,50850
 tastytrade/instruments.py,sha256=QZHakLgxsgscZx7ouz1LgIuahlHM2n0AfY9UQBdlEoM,46803
 tastytrade/market_data.py,sha256=iyBpleKvDWfXReo6DuKbXP-gN1Yv8iyvNs9z2x5Gxig,5940
-tastytrade/market_sessions.py,sha256=r0L-4CSzjx2gC3pJS1C0ae9RiahaKWs67Ljng3DwODI,3382
+tastytrade/market_sessions.py,sha256=qx1oSOqmFzrGVN_IwxAbG7oSEIob2H_RTEX8zTlFoOA,3995
 tastytrade/metrics.py,sha256=LqpUZIR4L2bQwawf_L4gJ3Pjg_S72eURrJpu4ebKtpU,7495
-tastytrade/order.py,sha256=BNgiFAjKvE5jYW4IGK-T6lGjb_Tp2fg2CnV-X2Xg8rU,15082
+tastytrade/order.py,sha256=NUAL8Ac8mH0CULe1g1Xz_A7m5ZeKPkLjFPCF5_3D6m0,12032
 tastytrade/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 tastytrade/search.py,sha256=LdoVEhiYNvtolXlf_jAVZUtA2ymUWOvHMhQxJxuVt_A,1529
-tastytrade/session.py,sha256=ZqjonG0oJRPvLYVoArBRwR3d8OK7xHEYmQ8a1eQroyY,15122
-tastytrade/streamer.py,sha256=7HISXzo3AKloOafMDp5NHSxW19cRcobfrrOUoymt-g4,32609
-tastytrade/utils.py,sha256=a4hzwlN-rc7vJ6LBDml36ys0ZPwrhfNlJeFUaORJao0,12302
+tastytrade/session.py,sha256=iV4M_dBbpi9H5umiVBVDYm0I-7823xgqiOc6cVN5Xu8,14832
+tastytrade/streamer.py,sha256=VTZBlPfiYIwsg_hoYBvofjTPExubYSGmxbfFo-ELrj4,32540
+tastytrade/utils.py,sha256=65Zr8hz3oUNmh8WYL2YGYt2pRBafljyLghfHLU60mtA,12851
 tastytrade/watchlists.py,sha256=K9jpgXi9a9dklGl-jCXzpbM0tOd836GSkXa4fySeH3Q,8657
 tastytrade/dxfeed/__init__.py,sha256=GmC0aKtiUjs7aqbX7PeqMaROxqalwzHOnJOMJn8TaZk,458
 tastytrade/dxfeed/candle.py,sha256=j9nuWftzOT_qGDTZNNfFIABZp_n_5Gi7OFm5KPK2dnc,1757
@@ -22,7 +22,7 @@ tastytrade/dxfeed/theoprice.py,sha256=L5aH--F_6xLZCSYZ4APpzlihbW0-cYEwRdeGVI-aNa
 tastytrade/dxfeed/timeandsale.py,sha256=QuMFoccq8x3c2y6s3DnwBNIVTrLS6OPqV6GmCNoXQEQ,1903
 tastytrade/dxfeed/trade.py,sha256=qNo4oKb7iq0Opoq3FCBEUUcGGF6udda1bD0eKQVty_0,1402
 tastytrade/dxfeed/underlying.py,sha256=YYqJNlmrlt6Kpg0F6voQ18g60obXiYTVlroXirBWPR8,1226
-tastytrade-11.0.5.dist-info/METADATA,sha256=ZNfRbZ3yg5nbwV2dHXN_0I9kgcB3Uys1w297e-MGzvM,10904
-tastytrade-11.0.5.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
-tastytrade-11.0.5.dist-info/licenses/LICENSE,sha256=enBkMN4OsfLt6Z_AsrGC7u5dAJkCEODnoN7BwMCzSfc,1072
-tastytrade-11.0.5.dist-info/RECORD,,
+tastytrade-11.1.0.dist-info/METADATA,sha256=MANTjAy63Lj770EI56KQ06oVm9pOp69g2svr_x8yvmc,10904
+tastytrade-11.1.0.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
+tastytrade-11.1.0.dist-info/licenses/LICENSE,sha256=enBkMN4OsfLt6Z_AsrGC7u5dAJkCEODnoN7BwMCzSfc,1072
+tastytrade-11.1.0.dist-info/RECORD,,