diff --git a/cschwabpy/SchwabAsyncClient.py b/cschwabpy/SchwabAsyncClient.py index 55494f3..2d3431f 100644 --- a/cschwabpy/SchwabAsyncClient.py +++ b/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( diff --git a/cschwabpy/models/__init__.py b/cschwabpy/models/__init__.py index 5ccfb22..f80eb6f 100644 --- a/cschwabpy/models/__init__.py +++ b/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 diff --git a/cschwabpy/models/trade_models.py b/cschwabpy/models/trade_models.py index b0770d0..a6429be 100644 --- a/cschwabpy/models/trade_models.py +++ b/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 diff --git a/pyproject.toml b/pyproject.toml index 8dc2ba2..71a887f 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [tool.poetry] name = "cschwabpy" -version = "0.1.3.9" +version = "0.1.4.0" description = "" authors = ["Tony Wang "] readme = "README.md" diff --git a/setup.py b/setup.py index 782d078..fe67658 100644 --- a/setup.py +++ b/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", diff --git a/tests/data/AAPL_options.json b/tests/data/AAPL_options.json new file mode 100644 index 0000000..c0b8647 --- /dev/null +++ b/tests/data/AAPL_options.json @@ -0,0 +1,5009 @@ +{ + "symbol": "AAPL", + "status": "SUCCESS", + "underlying": { + "symbol": "AAPL", + "description": "Apple Inc", + "change": -6.23, + "percentChange": -2.72, + "close": 229.0, + "quoteTime": 1725407999958, + "tradeTime": 1725407998891, + "bid": 220.8, + "ask": 220.95, + "last": 222.77, + "mark": 220.95, + "markChange": -8.05, + "markPercentChange": -3.52, + "bidSize": 1, + "askSize": 1, + "highPrice": 229.0, + "lowPrice": 221.17, + "openPrice": 228.55, + "totalVolume": 50190574, + "exchangeName": "NASDAQ", + "fiftyTwoWeekHigh": 237.23, + "fiftyTwoWeekLow": 164.08, + "delayed": false + }, + "strategy": "ANALYTICAL", + "interval": 0.0, + "isDelayed": false, + "isIndex": false, + "interestRate": 4.738, + "underlyingPrice": 220.875, + "volatility": 29.0, + "daysToExpiration": -1.0, + "numberOfContracts": 80, + "assetMainType": "EQUITY", + "assetSubType": "COE", + "isChainTruncated": false, + "callExpDateMap": { + "2024-09-06:3": { + "150.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00150000", + "description": "AAPL 09/06/2024 150.00 C", + "exchangeName": "OPR", + "bid": 71.0, + "ask": 73.1, + "last": 72.46, + "mark": 72.05, + "bidSize": 50, + "askSize": 30, + "bidAskSize": "50X30", + "lastSize": 0, + "highPrice": 74.52, + "lowPrice": 72.44, + "openPrice": 0.0, + "closePrice": 79.05, + "totalVolume": 11, + "tradeTimeInLong": 1725391397658, + "quoteTimeInLong": 1725393599997, + "netChange": -6.59, + "volatility": 136.446, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 28, + "timeValue": -0.31, + "theoreticalOptionValue": 72.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 150.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -8.34, + "markChange": -7.0, + "markPercentChange": -8.85, + "intrinsicValue": 72.77, + "extrinsicValue": -0.31, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 82.85, + "low52Week": 61.1, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "155.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00155000", + "description": "AAPL 09/06/2024 155.00 C", + "exchangeName": "OPR", + "bid": 67.2, + "ask": 68.6, + "last": 0.0, + "mark": 67.9, + "bidSize": 37, + "askSize": 41, + "bidAskSize": "37X41", + "lastSize": 0, + "highPrice": 0.0, + "lowPrice": 0.0, + "openPrice": 0.0, + "closePrice": 74.05, + "totalVolume": 0, + "tradeTimeInLong": 0, + "quoteTimeInLong": 1725393599643, + "netChange": 0.0, + "volatility": 125.832, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 0, + "timeValue": 0.13, + "theoreticalOptionValue": 67.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 155.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": 0.0, + "markChange": -6.15, + "markPercentChange": -8.31, + "intrinsicValue": 67.77, + "extrinsicValue": -67.77, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 0.0, + "low52Week": 0.0, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "160.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00160000", + "description": "AAPL 09/06/2024 160.00 C", + "exchangeName": "OPR", + "bid": 62.3, + "ask": 63.25, + "last": 64.85, + "mark": 62.78, + "bidSize": 34, + "askSize": 26, + "bidAskSize": "34X26", + "lastSize": 0, + "highPrice": 64.85, + "lowPrice": 64.7, + "openPrice": 0.0, + "closePrice": 69.06, + "totalVolume": 3, + "tradeTimeInLong": 1725374474793, + "quoteTimeInLong": 1725393599658, + "netChange": -4.21, + "volatility": 115.515, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 4, + "timeValue": 2.08, + "theoreticalOptionValue": 62.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 160.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -6.1, + "markChange": -6.28, + "markPercentChange": -9.1, + "intrinsicValue": 62.77, + "extrinsicValue": 2.08, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 72.68, + "low52Week": 50.33, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "165.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00165000", + "description": "AAPL 09/06/2024 165.00 C", + "exchangeName": "OPR", + "bid": 56.6, + "ask": 58.6, + "last": 58.5, + "mark": 57.6, + "bidSize": 54, + "askSize": 56, + "bidAskSize": "54X56", + "lastSize": 0, + "highPrice": 59.7, + "lowPrice": 58.5, + "openPrice": 0.0, + "closePrice": 64.06, + "totalVolume": 7, + "tradeTimeInLong": 1725386376561, + "quoteTimeInLong": 1725393599900, + "netChange": -5.56, + "volatility": 105.476, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 30, + "timeValue": 0.73, + "theoreticalOptionValue": 57.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 165.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -8.68, + "markChange": -6.46, + "markPercentChange": -10.09, + "intrinsicValue": 57.77, + "extrinsicValue": 0.73, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 64.26, + "low52Week": 58.5, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "170.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00170000", + "description": "AAPL 09/06/2024 170.00 C", + "exchangeName": "OPR", + "bid": 52.25, + "ask": 54.05, + "last": 55.7, + "mark": 53.15, + "bidSize": 63, + "askSize": 92, + "bidAskSize": "63X92", + "lastSize": 0, + "highPrice": 58.34, + "lowPrice": 55.7, + "openPrice": 0.0, + "closePrice": 59.07, + "totalVolume": 23, + "tradeTimeInLong": 1725372570797, + "quoteTimeInLong": 1725393599996, + "netChange": -3.37, + "volatility": 95.689, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 132, + "timeValue": 2.93, + "theoreticalOptionValue": 52.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 170.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -5.71, + "markChange": -5.92, + "markPercentChange": -10.02, + "intrinsicValue": 52.77, + "extrinsicValue": 2.93, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 61.0, + "low52Week": 36.55, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "175.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00175000", + "description": "AAPL 09/06/2024 175.00 C", + "exchangeName": "OPR", + "bid": 47.25, + "ask": 48.4, + "last": 50.39, + "mark": 47.83, + "bidSize": 30, + "askSize": 30, + "bidAskSize": "30X30", + "lastSize": 0, + "highPrice": 50.39, + "lowPrice": 50.39, + "openPrice": 0.0, + "closePrice": 54.07, + "totalVolume": 1, + "tradeTimeInLong": 1725373741975, + "quoteTimeInLong": 1725393599940, + "netChange": -3.68, + "volatility": 86.134, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 0, + "timeValue": 2.62, + "theoreticalOptionValue": 47.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 175.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -6.81, + "markChange": -6.25, + "markPercentChange": -11.55, + "intrinsicValue": 47.77, + "extrinsicValue": 2.62, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 57.9, + "low52Week": 32.9, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "180.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00180000", + "description": "AAPL 09/06/2024 180.00 C", + "exchangeName": "OPR", + "bid": 42.35, + "ask": 43.6, + "last": 44.05, + "mark": 42.98, + "bidSize": 28, + "askSize": 29, + "bidAskSize": "28X29", + "lastSize": 0, + "highPrice": 44.2, + "lowPrice": 44.05, + "openPrice": 0.0, + "closePrice": 49.08, + "totalVolume": 3, + "tradeTimeInLong": 1725375623861, + "quoteTimeInLong": 1725393599906, + "netChange": -5.03, + "volatility": 76.789, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 220, + "timeValue": 1.28, + "theoreticalOptionValue": 42.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 180.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -10.25, + "markChange": -6.1, + "markPercentChange": -12.44, + "intrinsicValue": 42.77, + "extrinsicValue": 1.28, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 52.89, + "low52Week": 28.0, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "185.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00185000", + "description": "AAPL 09/06/2024 185.00 C", + "exchangeName": "OPR", + "bid": 37.0, + "ask": 38.4, + "last": 39.5, + "mark": 37.7, + "bidSize": 96, + "askSize": 68, + "bidAskSize": "96X68", + "lastSize": 0, + "highPrice": 39.5, + "lowPrice": 39.5, + "openPrice": 0.0, + "closePrice": 44.09, + "totalVolume": 1, + "tradeTimeInLong": 1725376039792, + "quoteTimeInLong": 1725393599989, + "netChange": -4.59, + "volatility": 67.634, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 0, + "timeValue": 1.73, + "theoreticalOptionValue": 37.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 185.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -10.41, + "markChange": -6.39, + "markPercentChange": -14.5, + "intrinsicValue": 37.77, + "extrinsicValue": 1.73, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 47.64, + "low52Week": 27.35, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "190.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00190000", + "description": "AAPL 09/06/2024 190.00 C", + "exchangeName": "OPR", + "bid": 31.75, + "ask": 33.7, + "last": 32.95, + "mark": 32.73, + "bidSize": 22, + "askSize": 17, + "bidAskSize": "22X17", + "lastSize": 0, + "highPrice": 36.6, + "lowPrice": 31.96, + "openPrice": 0.0, + "closePrice": 39.11, + "totalVolume": 215, + "tradeTimeInLong": 1725390353237, + "quoteTimeInLong": 1725393599989, + "netChange": -6.16, + "volatility": 65.175, + "delta": 1.0, + "gamma": 0.0, + "theta": 0.0, + "vega": 0.0, + "rho": 0.0, + "openInterest": 426, + "timeValue": 0.18, + "theoreticalOptionValue": 32.77, + "theoreticalVolatility": 29.0, + "optionDeliverablesList": [ + { + "symbol": "AAPL", + "assetType": "STOCK", + "deliverableUnits": 100.0 + } + ], + "strikePrice": 190.0, + "expirationDate": "2024-09-06T20:00:00.000+00:00", + "daysToExpiration": 3, + "expirationType": "W", + "lastTradingDay": 1725667200000, + "multiplier": 100.0, + "settlementType": "P", + "deliverableNote": "100 AAPL", + "percentChange": -15.75, + "markChange": -6.38, + "markPercentChange": -16.32, + "intrinsicValue": 32.77, + "extrinsicValue": 0.18, + "optionRoot": "AAPL", + "exerciseType": "A", + "high52Week": 42.66, + "low52Week": 15.45, + "nonStandard": false, + "inTheMoney": true, + "mini": false, + "pennyPilot": true + } + ], + "195.0": [ + { + "putCall": "CALL", + "symbol": "AAPL 240906C00195000", + "description": "AAPL 09/06/2024 195.00 C", + "exchangeName": "OPR", + "bid": 27.55, + "ask": 28.9, + "last": 29.35, + "mark": 28.23, + "bidSize": 27, + "askSize": 78, + "bidAskSize": "27X78", + "lastSize": 0, + "highPrice": 30.7, + "lowPrice": 29.35, + "openPrice": 0.0, + "closePrice": 34.12, + "totalVolume": 186, + "tradeTimeInLong": 1725374780916, + 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