tda_order_templates.py

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from pprint import pprint
from tda.orders.generic import OrderBuilder
from typing import Union
import sys
from tda.orders.common import (one_cancels_other as oco,
                               first_triggers_second as trigger)


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# conditional Helper                                                #
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# see line 126 and 132 for example
# Just use `oco` and `trigger` lol. They're both available in the same namespace.

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# Helpers                                                         #
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# MARKET Equity Order
def market_equity(symbol: str, qty: int, instr: str = 'BUY', session: str = 'NORMAL', duration: str = 'DAY'):
    return OrderBuilder(enforce_enums=False).set_order_strategy_type('SINGLE') \
        .set_session(session.upper()) \
        .set_duration(duration.upper()) \
        .set_order_type('MARKET') \
        .add_equity_leg(instr.upper(), symbol.upper(), qty)


# LIMIT Equity Order
def limit_equity(symbol: str, qty: Union[int, str], limit_price: Union[str, int, float], instr: str = 'BUY',
                 session: str = 'NORMAL', duration: str = 'DAY'):
    return OrderBuilder(enforce_enums=False).set_order_strategy_type('SINGLE') \
        .set_session(session.upper()) \
        .set_duration(duration.upper()) \
        .set_order_type('LIMIT') \
        .set_price(limit_price) \
        .add_equity_leg(instr.upper(), symbol.upper(), qty)


# STOP Equity Order
def stop_equity(symbol: str, qty: Union[int, str], stop_price: Union[str, int, float], instr: str = 'SELL',
                stop_type: str = 'MARK', session: str = 'NORMAL', duration: str = 'DAY'):
    return OrderBuilder(enforce_enums=False) \
        .set_order_strategy_type('SINGLE') \
        .set_session(session.upper()) \
        .set_duration(duration.upper()) \
        .set_order_type('STOP') \
        .set_stop_type(stop_type.upper()) \
        .set_stop_price(stop_price) \
        .add_equity_leg(instr.upper(), symbol.upper(), qty) 


# STOP LIMIT Equity Order
def stop_limit_equity(symbol: str, qty: Union[int, str], stop_price: Union[str, int, float],
                      limit_price: Union[str, int, float], instr: str = 'SELL', session: str = 'NORMAL',
                      duration: str = 'DAY', stop_type: str = 'MARK'):
    return OrderBuilder(enforce_enums=False) \
        .set_order_strategy_type('SINGLE') \
        .set_session(session.upper()) \
        .set_duration(duration.upper()) \
        .set_order_type('STOP_LIMIT') \
        .set_stop_type(stop_type.upper()) \
        .set_stop_price(stop_price) \
        .set_price(limit_price) \
        .add_equity_leg(instr.upper(), symbol.upper(), qty)


# TRAILING STOP Equity Order
def trailing_stop_equity(symbol: str, qty: Union[int, str], trailing_offset: Union[str, int, float], instr: str = 'SELL',
                         stop_price_link_type: str = 'PERCENT', stop_price_link_basis: str = 'MARK',
                         stop_type: str = 'MARK', session: str = 'NORMAL', duration: str = 'DAY'):

    if stop_price_link_type == 'PERCENT' and (float(trailing_offset) < 1 or float(trailing_offset) > 99):
        raise ValueError('For percent trail, the offset must be between 1 to 99')

    return OrderBuilder(enforce_enums=False) \
        .set_duration(duration.upper()) \
        .set_order_strategy_type('SINGLE') \
        .set_order_type('TRAILING_STOP') \
        .set_quantity(qty) \
        .set_session(session.upper()) \
        .set_stop_price_link_basis(stop_price_link_basis.upper()) \
        .set_stop_price_link_type(stop_price_link_type.upper()) \
        .set_stop_price_offset(trailing_offset) \
        .set_stop_type(stop_type.upper()) \
        .add_equity_leg(instr.upper(), symbol.upper(), qty)


# TRAILING STOP LIMIT Equity Order
def trailing_stop_limit_equity(symbol: str, qty: Union[int, str], trailing_offset: Union[str, int, float],
                               limit_price: Union[str, int, float], instr: str = 'SELL',
                               stop_price_link_type: str = 'PERCENT', stop_price_link_basis: str = 'MARK',
                               stop_type: str = 'MARK', session: str = 'NORMAL', duration: str = 'DAY'):

    if stop_price_link_type == 'PERCENT' and (float(trailing_offset) < 1 or float(trailing_offset) > 99):
        raise ValueError('For percent trail, the offset must be between 1 to 99')

    return OrderBuilder(enforce_enums=False) \
        .set_duration(duration.upper()) \
        .set_order_strategy_type('SINGLE') \
        .set_order_type('TRAILING_STOP_LIMIT') \
        .set_quantity(qty) \
        .set_session(session.upper()) \
        .set_stop_price_link_basis(stop_price_link_basis.upper()) \
        .set_stop_price_link_type(stop_price_link_type.upper()) \
        .set_stop_price_offset(trailing_offset) \
        .set_stop_type(stop_type.upper()) \
        .set_price(limit_price.upper()) \
        .add_equity_leg(instr.upper(), symbol.upper(), qty) 


# MARKET ON CLOSE equity Order
def market_on_close_equity(symbol: str, qty: int, instr: str = 'BUY'):
    return OrderBuilder(enforce_enums=False).set_order_strategy_type('SINGLE') \
        .set_order_type('MARKET_ON_CLOSE') \
        .add_equity_leg(instr.upper(), symbol.upper(), qty)

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if __name__ == '__main__':  # tests. Do NOT run the file directly.
    a = market_equity('SNAP', 1)
    b = trailing_stop_equity('GOOG', 1, 1, 'SELL')
    c = trigger(a, b)  # TRIGGER example

    order1 = market_equity('SNAP', qty=1)

    order2 = trailing_stop_equity('SNAP', 1, 1, instr='SELL')

    oco(order1, order2)  # OCO example

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