tastytrade 11.0.5__tar.gz → 11.1.0__tar.gz

{tastytrade-11.0.5 → tastytrade-11.1.0}/PKG-INFO

@@ -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 → tastytrade-11.1.0}/pyproject.toml

@@ -66,6 +66,7 @@ dev = [
     "proxy-py>=2.4.9",
     "sphinx-immaterial>=0.12.5",
     "mypy>=1.18.2",
+    "pandas-stubs>=2.2.2.240807",
 ]
 
 [tool.setuptools.package-data]

{tastytrade-11.0.5 → tastytrade-11.1.0}/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-11.0.5 → tastytrade-11.1.0}/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-11.0.5 → tastytrade-11.1.0}/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-11.0.5 → tastytrade-11.1.0}/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-11.0.5 → tastytrade-11.1.0}/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-11.0.5 → tastytrade-11.1.0}/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-11.0.5 → tastytrade-11.1.0}/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 → tastytrade-11.1.0}/tests/test_account.py

@@ -3,7 +3,7 @@ from datetime import datetime
 from decimal import Decimal
 from time import sleep
 
-from pytest import fixture, raises
+import pytest
 
 from tastytrade import Account, Session
 from tastytrade.instruments import Equity
@@ -15,17 +15,16 @@ from tastytrade.order import (
     OrderType,
     PlacedOrder,
 )
-from tastytrade.utils import TastytradeError
 
 
-@fixture(scope="module")
+@pytest.fixture(scope="module")
 def account_number() -> str:
     account_number = os.getenv("TT_ACCOUNT")
     assert account_number is not None
     return account_number
 
 
-@fixture(scope="module")
+@pytest.fixture(scope="module")
 async def account(session: Session, account_number: str, aiolib: str) -> Account:
     return Account.get(session, account_number)
 
@@ -55,27 +54,37 @@ def test_get_positions(session: Session, account: Account):
 
 
 def test_get_history(session: Session, account: Account):
-    account.get_history(session, page_offset=0)
+    hist = account.get_history(session, page_offset=0)
+    tid = hist[0].id
+    account.get_transaction(session, tid)
 
 
 def test_get_total_fees(session: Session, account: Account):
     account.get_total_fees(session)
 
 
-def test_get_position_limit(session: Session, account: Account):
-    account.get_position_limit(session)
-
-
 def test_get_margin_requirements(session: Session, account: Account):
     account.get_margin_requirements(session)
 
 
-def test_get_net_liquidating_value_history(session: Session, account: Account):
-    account.get_net_liquidating_value_history(session, time_back="1y")
-
-
-def test_get_effective_margin_requirements(session: Session, account: Account):
-    account.get_effective_margin_requirements(session, "SPY")
+@pytest.mark.parametrize(
+    "time_back, start_time",
+    [
+        ("1y", None),
+        (None, datetime(2024, 1, 1)),
+        pytest.param(None, None, marks=pytest.mark.xfail, id="intentional_fail"),
+    ],
+)
+def test_get_net_liquidating_value_history(
+    session: Session,
+    account: Account,
+    time_back: str | None,
+    start_time: datetime | None,
+):
+    sleep(1)
+    account.get_net_liquidating_value_history(
+        session, time_back=time_back, start_time=start_time
+    )
 
 
 def test_get_order_history(session: Session, account: Account):
@@ -116,31 +125,37 @@ async def test_get_positions_async(session: Session, account: Account):
 
 
 async def test_get_history_async(session: Session, account: Account):
-    await account.a_get_history(session, page_offset=0)
+    hist = await account.a_get_history(session, page_offset=0)
+    tid = hist[0].id
+    await account.a_get_transaction(session, tid)
 
 
 async def test_get_total_fees_async(session: Session, account: Account):
     await account.a_get_total_fees(session)
 
 
-async def test_get_position_limit_async(session: Session, account: Account):
-    await account.a_get_position_limit(session)
-
-
 async def test_get_margin_requirements_async(session: Session, account: Account):
     await account.a_get_margin_requirements(session)
 
 
+@pytest.mark.parametrize(
+    "time_back, start_time",
+    [
+        ("1y", None),
+        (None, datetime(2024, 1, 1)),
+        pytest.param(None, None, marks=pytest.mark.xfail, id="intentional_fail"),
+    ],
+)
 async def test_get_net_liquidating_value_history_async(
-    session: Session, account: Account
-):
-    await account.a_get_net_liquidating_value_history(session, time_back="1y")
-
-
-async def test_get_effective_margin_requirements_async(
-    session: Session, account: Account
+    session: Session,
+    account: Account,
+    time_back: str | None,
+    start_time: datetime | None,
 ):
-    await account.a_get_effective_margin_requirements(session, "SPY")
+    sleep(1)
+    await account.a_get_net_liquidating_value_history(
+        session, time_back=time_back, start_time=start_time
+    )
 
 
 async def test_get_order_history_async(session: Session, account: Account):
@@ -155,26 +170,10 @@ async def test_get_live_orders_async(session: Session, account: Account):
     await account.a_get_live_orders(session)
 
 
-def test_get_order_chains(session: Session, account: Account):
-    start_time = datetime(2024, 1, 1, 0, 0, 0)
-    end_time = datetime.now()
-    with raises(TastytradeError):
-        account.get_order_chains(session, "F", start_time=start_time, end_time=end_time)
-
-
-async def test_get_order_chains_async(session: Session, account: Account):
-    start_time = datetime(2024, 1, 1, 0, 0, 0)
-    end_time = datetime.now()
-    with raises(TastytradeError):
-        await account.a_get_order_chains(
-            session, "F", start_time=start_time, end_time=end_time
-        )
-
-
-@fixture(scope="module")
+@pytest.fixture(scope="module")
 def new_order(session: Session) -> NewOrder:
     symbol = Equity.get(session, "F")
-    leg = symbol.build_leg(Decimal(1), OrderAction.BUY_TO_OPEN)
+    leg = symbol.build_leg(1, OrderAction.BUY_TO_OPEN)
     return NewOrder(
         time_in_force=OrderTimeInForce.DAY,
         order_type=OrderType.LIMIT,
@@ -183,7 +182,7 @@ def new_order(session: Session) -> NewOrder:
     )
 
 
-@fixture(scope="module")
+@pytest.fixture(scope="module")
 def notional_order(session: Session) -> NewOrder:
     symbol = Equity.get(session, "AAPL")
     leg = symbol.build_leg(None, OrderAction.BUY_TO_OPEN)
@@ -195,7 +194,7 @@ def notional_order(session: Session) -> NewOrder:
     )
 
 
-@fixture(scope="module")
+@pytest.fixture(scope="module")
 def placed_order(
     session: Session, account: Account, new_order: NewOrder
 ) -> PlacedOrder:
@@ -230,7 +229,7 @@ def test_replace_and_delete_order(
 def test_place_oco_order(session: Session, account: Account):
     # account must have a share of F for this to work
     symbol = Equity.get(session, "F")
-    closing = symbol.build_leg(Decimal(1), OrderAction.SELL_TO_CLOSE)
+    closing = symbol.build_leg(1, OrderAction.SELL_TO_CLOSE)
     oco = NewComplexOrder(
         orders=[
             NewOrder(
@@ -256,8 +255,8 @@ def test_place_oco_order(session: Session, account: Account):
 
 def test_place_otoco_order(session: Session, account: Account):
     symbol = Equity.get(session, "AAPL")
-    opening = symbol.build_leg(Decimal(1), OrderAction.BUY_TO_OPEN)
-    closing = symbol.build_leg(Decimal(1), OrderAction.SELL_TO_CLOSE)
+    opening = symbol.build_leg(1, OrderAction.BUY_TO_OPEN)
+    closing = symbol.build_leg(1, OrderAction.SELL_TO_CLOSE)
     otoco = NewComplexOrder(
         trigger_order=NewOrder(
             time_in_force=OrderTimeInForce.DAY,
@@ -290,7 +289,7 @@ def test_get_live_complex_orders(session: Session, account: Account):
     assert orders != []
 
 
-@fixture(scope="module")
+@pytest.fixture(scope="module")
 async def placed_order_async(
     session: Session, account: Account, new_order: NewOrder
 ) -> PlacedOrder:
@@ -328,8 +327,8 @@ async def test_replace_and_delete_order_async(
 async def test_place_complex_order_async(session: Session, account: Account):
     sleep(3)
     symbol = Equity.get(session, "AAPL")
-    opening = symbol.build_leg(Decimal(1), OrderAction.BUY_TO_OPEN)
-    closing = symbol.build_leg(Decimal(1), OrderAction.SELL_TO_CLOSE)
+    opening = symbol.build_leg(1, OrderAction.BUY_TO_OPEN)
+    closing = symbol.build_leg(1, OrderAction.SELL_TO_CLOSE)
     otoco = NewComplexOrder(
         trigger_order=NewOrder(
             time_in_force=OrderTimeInForce.DAY,
@@ -360,3 +359,61 @@ async def test_place_complex_order_async(session: Session, account: Account):
 async def test_get_live_complex_orders_async(session: Session, account: Account):
     orders = await account.a_get_live_complex_orders(session)
     assert orders != []
+
+
+async def test_place_oco_order_async(session: Session, account: Account):
+    # account must have a share of F for this to work
+    symbol = await Equity.a_get(session, "F")
+    closing = symbol.build_leg(1, OrderAction.SELL_TO_CLOSE)
+    oco = NewComplexOrder(
+        orders=[
+            NewOrder(
+                time_in_force=OrderTimeInForce.GTC,
+                order_type=OrderType.LIMIT,
+                legs=[closing],
+                price=Decimal(1000),  # will never fill
+            ),
+            NewOrder(
+                time_in_force=OrderTimeInForce.GTC,
+                order_type=OrderType.STOP,
+                legs=[closing],
+                stop_trigger=Decimal(1),  # will never fill
+            ),
+        ]
+    )
+    resp2 = await account.a_place_complex_order(session, oco, dry_run=False)
+    sleep(3)
+    # test get complex order
+    _ = await account.a_get_complex_order(session, resp2.complex_order.id)
+    await account.a_delete_complex_order(session, resp2.complex_order.id)
+
+
+async def test_place_otoco_order_async(session: Session, account: Account):
+    symbol = await Equity.a_get(session, "AAPL")
+    opening = symbol.build_leg(1, OrderAction.BUY_TO_OPEN)
+    closing = symbol.build_leg(1, OrderAction.SELL_TO_CLOSE)
+    otoco = NewComplexOrder(
+        trigger_order=NewOrder(
+            time_in_force=OrderTimeInForce.DAY,
+            order_type=OrderType.LIMIT,
+            legs=[opening],
+            price=Decimal("-2"),  # won't fill
+        ),
+        orders=[
+            NewOrder(
+                time_in_force=OrderTimeInForce.GTC,
+                order_type=OrderType.LIMIT,
+                legs=[closing],
+                price=Decimal(400),  # won't fill
+            ),
+            NewOrder(
+                time_in_force=OrderTimeInForce.GTC,
+                order_type=OrderType.STOP,
+                legs=[closing],
+                stop_trigger=Decimal("1.5"),  # won't fill
+            ),
+        ],
+    )
+    resp = await account.a_place_complex_order(session, otoco, dry_run=False)
+    sleep(3)
+    await account.a_delete_complex_order(session, resp.complex_order.id)

{tastytrade-11.0.5 → tastytrade-11.1.0}/tests/test_dxfeed.py

@@ -29,21 +29,14 @@ def test_parse_infinities_and_nan():
     assert summary.day_high_price is None
 
 
-def test_malformatted_data():
+quote_data = ["SPY", 0, 0, 0, 0, "Q", 0, "Q", 576.88, 576.9, 230.0, 300.0]
+
+
+def test_wrong_number_data_fields():
     with pytest.raises(TastytradeError):
-        quote_data = [
-            "SPY",
-            0,
-            0,
-            0,
-            0,
-            "Q",
-            0,
-            "Q",
-            576.88,
-            576.9,
-            230.0,
-            300.0,
-            "extra",
-        ]
-        _ = Quote.from_stream(quote_data)
+        _ = Quote.from_stream(quote_data + ["extra"])
+
+
+def test_bad_extra_data():
+    extra_data = ["SPY", 0, "bad", 0, 0, "Q", 0, "Q", 576.88, 576.9, 230.0, 300.0]
+    _ = Quote.from_stream(quote_data + extra_data)

{tastytrade-11.0.5 → tastytrade-11.1.0}/tests/test_market_sessions.py

@@ -3,8 +3,10 @@ from pytest import fixture
 from tastytrade import Session
 from tastytrade.market_sessions import (
     ExchangeType,
+    a_get_futures_holidays,
     a_get_market_holidays,
     a_get_market_sessions,
+    get_futures_holidays,
     get_market_holidays,
     get_market_sessions,
 )
@@ -25,9 +27,17 @@ async def test_get_market_holidays_async(session: Session):
     await a_get_market_holidays(session)
 
 
+async def test_get_future_holidays_async(session: Session):
+    await a_get_futures_holidays(session, ExchangeType.CME)
+
+
 def test_get_market_sessions(session: Session, exchanges: list[ExchangeType]):
     get_market_sessions(session, exchanges=exchanges)
 
 
 def test_get_market_holidays(session: Session):
     get_market_holidays(session)
+
+
+def test_get_future_holidays(session: Session):
+    get_futures_holidays(session, ExchangeType.CME)

{tastytrade-11.0.5 → tastytrade-11.1.0}/tests/test_utils.py

@@ -1,6 +1,8 @@
-from datetime import date
+from datetime import date, datetime
+from unittest.mock import patch
 
 from tastytrade.utils import (
+    TZ,
     get_future_fx_monthly,
     get_future_grain_monthly,
     get_future_index_monthly,
@@ -9,6 +11,7 @@ from tastytrade.utils import (
     get_future_treasury_monthly,
     get_tasty_monthly,
     get_third_friday,
+    is_market_open_now,
     today_in_new_york,
 )
 
@@ -158,3 +161,68 @@ def test_get_future_index_monthly():
     ]
     for exp in exps:
         assert get_future_index_monthly(exp) == exp
+
+
+def test_is_market_open_now():
+    # Use a known Tuesday (March 12, 2024) for weekday tests
+    tuesday = datetime(2024, 3, 12, 10, 0, 0, tzinfo=TZ)
+
+    # Test market open during trading hours (10:00 AM on a weekday)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = tuesday
+        assert is_market_open_now() is True
+
+    # Test market closed before opening (8:00 AM on a weekday)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 3, 12, 8, 0, 0, tzinfo=TZ)
+        assert is_market_open_now() is False
+
+    # Test market closed after closing (5:00 PM on a weekday)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 3, 12, 17, 0, 0, tzinfo=TZ)
+        assert is_market_open_now() is False
+
+    # Test market closed on weekend (Saturday, March 16, 2024)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 3, 16, 12, 0, 0, tzinfo=TZ)
+        assert is_market_open_now() is False
+
+    # Test edge case: exactly 9:30 AM (market opens)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 3, 12, 9, 30, 0, tzinfo=TZ)
+        assert is_market_open_now() is True
+
+    # Test edge case: just before 9:30 AM (9:29 AM)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 3, 12, 9, 29, 0, tzinfo=TZ)
+        assert is_market_open_now() is False
+
+    # Test edge case: exactly 4:00 PM (market closes, should be False)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 3, 12, 16, 0, 0, tzinfo=TZ)
+        assert is_market_open_now() is False
+
+    # Test edge case: just before 4:00 PM (3:59 PM)
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 3, 12, 15, 59, 0, tzinfo=TZ)
+        assert is_market_open_now() is True
+
+    # Test edge case: Black Friday just before market open
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 11, 29, 9, 29, 0, tzinfo=TZ)
+        assert is_market_open_now() is False
+
+    # Test edge case: Black Friday just after market open
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 11, 29, 9, 30, 0, tzinfo=TZ)
+        assert is_market_open_now() is True
+
+    # Test edge case: Black Friday just before market close half day
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 11, 29, 12, 59, 0, tzinfo=TZ)
+        assert is_market_open_now() is True
+
+    # Test edge case: Black Friday just after market close half day
+    with patch("tastytrade.utils.datetime") as mock_datetime:
+        mock_datetime.now.return_value = datetime(2024, 11, 29, 13, 0, 0, tzinfo=TZ)
+        assert is_market_open_now() is False

{tastytrade-11.0.5 → tastytrade-11.1.0}/uv.lock

@@ -1161,6 +1161,42 @@ wheels = [
     { url = "https://files.pythonhosted.org/packages/09/c3/4410606429c38a5c62597b903c65706de4b163a3c40a6a0308636a43cc30/pandas_market_calendars-5.1.1-py3-none-any.whl", hash = "sha256:efe85e335c927824e2714a70f8ba769ef4bbebab924bd13e7f80180262d5f7ee", size = 127359, upload-time = "2025-06-22T17:38:16.657Z" },
 ]
 
+[[package]]
+name = "pandas-stubs"
+version = "2.2.2.240807"
+source = { registry = "https://pypi.org/simple" }
+resolution-markers = [
+    "python_full_version < '3.10'",
+]
+dependencies = [
+    { name = "numpy", version = "2.0.2", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version < '3.10'" },
+    { name = "types-pytz", marker = "python_full_version < '3.10'" },
+]
+sdist = { url = "https://files.pythonhosted.org/packages/1f/df/0da95bc75c76f1e012e0bc0b76da31faaf4254e94b9870f25e6311145e98/pandas_stubs-2.2.2.240807.tar.gz", hash = "sha256:64a559725a57a449f46225fbafc422520b7410bff9252b661a225b5559192a93", size = 103095, upload-time = "2024-08-07T12:30:54.538Z" }
+wheels = [
+    { url = "https://files.pythonhosted.org/packages/0a/f9/22c91632ea1b4c6165952f677bf9ad95f9ac36ffd7ef3e6450144e6d8b1a/pandas_stubs-2.2.2.240807-py3-none-any.whl", hash = "sha256:893919ad82be4275f0d07bb47a95d08bae580d3fdea308a7acfcb3f02e76186e", size = 157069, upload-time = "2024-08-07T12:30:51.868Z" },
+]
+
+[[package]]
+name = "pandas-stubs"
+version = "2.3.3.251201"
+source = { registry = "https://pypi.org/simple" }
+resolution-markers = [
+    "python_full_version >= '3.13'",
+    "python_full_version == '3.12.*'",
+    "python_full_version == '3.11.*'",
+    "python_full_version == '3.10.*'",
+]
+dependencies = [
+    { name = "numpy", version = "2.2.6", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version == '3.10.*'" },
+    { name = "numpy", version = "2.3.3", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version >= '3.11'" },
+    { name = "types-pytz", marker = "python_full_version >= '3.10'" },
+]
+sdist = { url = "https://files.pythonhosted.org/packages/ee/a6/491b2af2cb3ee232765a73fb273a44cc1ac33b154f7745b2df2ee1dc4d01/pandas_stubs-2.3.3.251201.tar.gz", hash = "sha256:7a980f4f08cff2a6d7e4c6d6d26f4c5fcdb82a6f6531489b2f75c81567fe4536", size = 107787, upload-time = "2025-12-01T18:29:22.403Z" }
+wheels = [
+    { url = "https://files.pythonhosted.org/packages/e2/68/78a3c253f146254b8e2c19f4a4768f272e12ef11001d9b45ec7b165db054/pandas_stubs-2.3.3.251201-py3-none-any.whl", hash = "sha256:eb5c9b6138bd8492fd74a47b09c9497341a278fcfbc8633ea4b35b230ebf4be5", size = 164638, upload-time = "2025-12-01T18:29:21.006Z" },
+]
+
 [[package]]
 name = "pathspec"
 version = "0.12.1"
@@ -1994,6 +2030,8 @@ dev = [
     { name = "autodoc-pydantic" },
     { name = "enum-tools", extra = ["sphinx"] },
     { name = "mypy" },
+    { name = "pandas-stubs", version = "2.2.2.240807", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version < '3.10'" },
+    { name = "pandas-stubs", version = "2.3.3.251201", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version >= '3.10'" },
     { name = "proxy-py" },
     { name = "pyright" },
     { name = "pytest" },
@@ -2020,6 +2058,7 @@ dev = [
     { name = "autodoc-pydantic", specifier = ">=2.2.0" },
     { name = "enum-tools", extras = ["sphinx"], specifier = ">=0.12.0" },
     { name = "mypy", specifier = ">=1.18.2" },
+    { name = "pandas-stubs", specifier = ">=2.2.2.240807" },
     { name = "proxy-py", specifier = ">=2.4.9" },
     { name = "pyright", specifier = ">=1.1.401" },
     { name = "pytest", specifier = ">=8.3.3" },
@@ -2078,6 +2117,15 @@ wheels = [
     { url = "https://files.pythonhosted.org/packages/03/98/eb27cc78ad3af8e302c9d8ff4977f5026676e130d28dd7578132a457170c/toolz-1.0.0-py3-none-any.whl", hash = "sha256:292c8f1c4e7516bf9086f8850935c799a874039c8bcf959d47b600e4c44a6236", size = 56383, upload-time = "2024-10-04T16:17:01.533Z" },
 ]
 
+[[package]]
+name = "types-pytz"
+version = "2025.2.0.20251108"
+source = { registry = "https://pypi.org/simple" }
+sdist = { url = "https://files.pythonhosted.org/packages/40/ff/c047ddc68c803b46470a357454ef76f4acd8c1088f5cc4891cdd909bfcf6/types_pytz-2025.2.0.20251108.tar.gz", hash = "sha256:fca87917836ae843f07129567b74c1929f1870610681b4c92cb86a3df5817bdb", size = 10961, upload-time = "2025-11-08T02:55:57.001Z" }
+wheels = [
+    { url = "https://files.pythonhosted.org/packages/e7/c1/56ef16bf5dcd255155cc736d276efa6ae0a5c26fd685e28f0412a4013c01/types_pytz-2025.2.0.20251108-py3-none-any.whl", hash = "sha256:0f1c9792cab4eb0e46c52f8845c8f77cf1e313cb3d68bf826aa867fe4717d91c", size = 10116, upload-time = "2025-11-08T02:55:56.194Z" },
+]
+
 [[package]]
 name = "typing-extensions"
 version = "4.15.0"