Merge pull request #40 from rcholic/fix_bid

update field name for bid ask last

cschwabpy/SchwabAsyncClient.py

@@ -381,6 +381,7 @@ async def download_option_chain_async(
             )
             if response.status_code == 200:
                 json_res = response.json()
+                print("json_res", json.dumps(json_res, indent=4))
                 return OptionChain(**json_res)
             else:
                 raise Exception(

cschwabpy/models/__init__.py

@@ -265,10 +265,10 @@ class OptionContract(JSONSerializableBaseModel):
     symbol: str
     description: str
     exchangeName: str
-    bidPrice: Optional[float] = None
-    askPrice: Optional[float] = None
-    lastPrice: Optional[float] = None
-    markPrice: Optional[float] = None
+    bid: Optional[float] = None
+    ask: Optional[float] = None
+    last: Optional[float] = None
+    mark: Optional[float] = None
     bidSize: Optional[int] = None
     askSize: Optional[int] = None
     lastSize: Optional[int] = None
@@ -277,9 +277,8 @@ class OptionContract(JSONSerializableBaseModel):
     openPrice: Optional[float] = None
     closePrice: Optional[float] = None
     totalVolume: Optional[int] = None
-    tradeDate: Optional[int] = None
-    quoteTimeInLong: Optional[int]
     tradeTimeInLong: Optional[int] = None
+    quoteTimeInLong: Optional[int]
     netChange: Optional[float] = None
     volatility: Optional[float] = None
     delta: Optional[float] = None
@@ -292,7 +291,7 @@ class OptionContract(JSONSerializableBaseModel):
     theoreticalOptionValue: Optional[float] = None
     theoreticalVolatility: Optional[float] = None
     strikePrice: float
-    expirationDate: str
+    expirationDate: str  # TODO: change to datetime
     daysToExpiration: int
     expirationType: str  # M for end of month, W for week, Q for quarter, S for third friday
     lastTradingDay: Optional[int] = None
@@ -312,10 +311,10 @@ def to_dataframe_row(self, strip_space: bool = False) -> List[Any]:
         result: List[Any] = [
             self.strikePrice,
             symbol,
-            self.lastPrice,
+            self.last,
             self.openInterest,
-            self.askPrice,
-            self.bidPrice,
+            self.ask,
+            self.bid,
             self.expirationDate,
             util.ts_to_date_string(self.quoteTimeInLong),
             self.totalVolume,
@@ -337,14 +336,14 @@ class Underlying(JSONSerializableBaseModel):
     description: Optional[str] = None
     exchangeName: str
     highPrice: Optional[float] = None
-    lastPrice: Optional[float] = None
+    last: Optional[float] = None
     lowPrice: Optional[float] = None
     mark: Optional[float] = None
     markChange: Optional[float] = None
     markPercentChange: Optional[float] = None
     openPrice: Optional[float] = None
-    percentChange: float
-    quoteTime: int
+    percentChange: Optional[float] = None
+    quoteTime: Optional[int] = None
     symbol: str
     totalVolume: Optional[int] = None
     tradeTime: Optional[int] = None

cschwabpy/models/trade_models.py

@@ -318,10 +318,10 @@ class AccountOption(AccountInstrument):
 
 
 class OrderLeg(JSONSerializableBaseModel):
-    askPrice: Optional[float] = None
-    bidPrice: Optional[float] = None
-    lastPrice: Optional[float] = None
-    marketPrice: Optional[float] = None
+    ask: Optional[float] = None
+    bid: Optional[float] = None
+    last: Optional[float] = None
+    market: Optional[float] = None
     projectedCommission: Optional[float] = None
     quantity: Optional[float] = None
     finalSymbol: Optional[str] = None

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "cschwabpy"
-version = "0.1.3.9"
+version = "0.1.4.0"
 description = ""
 authors = ["Tony Wang <[email protected]>"]
 readme = "README.md"

setup.py

@@ -5,7 +5,7 @@
 
 setup(
     name="CSchwabPy",
-    version="0.1.3.9",
+    version="0.1.4.0",
     description="Charles Schwab Stock & Option Trade API Client for Python.",
     long_description=long_description,
     long_description_content_type="text/markdown",