Created
July 27, 2018 18:32
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A Python Client For TdAmeritrade API
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import pandas as pd | |
import requests | |
from pandas.io.json import json_normalize | |
from datetime import datetime | |
import time | |
class Td: | |
def __init__(self,refresh_token,client_id,apikey): | |
# URL decoded refresh token | |
self.refresh_token= refresh_token | |
self.apikey= apikey | |
self.client_id= client_id | |
def get_access_token(self): | |
#Post Access Token Request | |
headers = { 'Content-Type': 'application/x-www-form-urlencoded' } | |
data = { 'grant_type': 'refresh_token', 'refresh_token': self.refresh_token, | |
'client_id': self.client_id, 'redirect_uri': 'http://localhost:8080'} | |
authReply = requests.post('https://api.tdameritrade.com/v1/oauth2/token', headers=headers, data=data) | |
return authReply | |
# print(results['access_token']) | |
def get_quotes(self,symbol): | |
access_token = self.get_access_token().json() | |
access_token = access_token['access_token'] | |
headers={'Content-Type': 'application/x-www-form-urlencoded', | |
'Authorization': 'Bearer {}'.format(access_token)} | |
data = { 'symbol': symbol, 'apikey': self.apikey} | |
authReply = requests.get('https://api.tdameritrade.com/v1/marketdata/quotes', | |
headers=headers, params=data) | |
# print(authReply) | |
return (authReply.json()) | |
def unix_time_millis(self,dt): | |
epoch = datetime.utcfromtimestamp(0) | |
return int((dt - epoch).total_seconds() * 1000.0) | |
def get_price_history(self,symbol,startDate=None,endDate=None): | |
access_token = self.get_access_token().json() | |
access_token = access_token['access_token'] | |
headers={'Content-Type': 'application/x-www-form-urlencoded', | |
'Authorization': 'Bearer {}'.format(access_token)} | |
data = { 'periodType': 'year','frequencyType':'daily', | |
'startDate':startDate,'endDate':endDate} | |
authReply = requests.get('https://api.tdameritrade.com/v1/marketdata/'+symbol+'/pricehistory', | |
headers=headers, params=data) | |
# print(authReply.json()) | |
candles = authReply.json() | |
df = json_normalize(authReply.json()) | |
df = pd.DataFrame(candles['candles']) | |
return df | |
token='' | |
apikey ='xxxxxx@AMER.OAUTHAP' | |
client_id = 'xxxxxxx@AMER.OAUTHAP' | |
p = Td(token,client_id,apikey) | |
start_date = datetime.strptime('04 3 2018 1:33PM', '%m %d %Y %I:%M%p') | |
end_date = datetime.strptime('05 3 2018 1:33PM', '%m %d %Y %I:%M%p') | |
print(p.get_price_history('SNAP',p.unix_time_millis(start_date),p.unix_time_millis(end_date))) |
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