get option expirations

README.md

@@ -45,11 +45,15 @@ schwab_client.get_tokens_manually()
 # now you should have access token & refresh token downloaded to your device
 
 #----------------
+ticker = '$SPX'
+# get option expirations:
+expiration_list = await schwab_client.get_option_expirations_async(underlying_symbol = ticker)
+
 # download SPX option chains
 from_date = 2024-07-01
 to_date = 2024-07-01
-ticker = '$SPX'
-asyncio.run(opt_chain_result = schwab_client.download_option_chain(ticker, from_date, to_date))
+
+opt_chain_result = await schwab_client.download_option_chain_async(ticker, from_date, to_date)
 
 # get call-put dataframe pairs by expiration
 opt_df_pairs = opt_chain_result.to_dataframe_pairs_by_expiration()

cschwabpy/SchwabAsyncClient.py

@@ -1,5 +1,11 @@
 from cschwabpy.models.token import Tokens, ITokenStore, LocalTokenStore
-from cschwabpy.models import OptionChainQueryFilter, OptionContractType, OptionChain
+from cschwabpy.models import (
+    OptionChainQueryFilter,
+    OptionContractType,
+    OptionChain,
+    OptionExpiration,
+    OptionExpirationChainResponse,
+)
 from typing import Optional, List, Mapping
 from cschwabpy.costants import (
     SCHWAB_API_BASE_URL,
@@ -94,7 +100,24 @@ def __auth_header(self) -> Mapping[str, str]:
             "Accept": "application/json",
         }
 
-    async def download_option_chain(
+    async def get_option_expirations_async(
+        self, underlying_symbol: str
+    ) -> List[OptionExpiration]:
+        await self._ensure_valid_access_token()
+        target_url = f"{SCHWAB_MARKET_DATA_API_BASE_URL}/expirationchain?symbol={underlying_symbol}"
+        client = httpx.AsyncClient() if self.__client is None else self.__client
+        try:
+            response = await client.get(
+                url=target_url, params={}, headers=self.__auth_header()
+            )
+            json_res = response.json()
+            expiration_resp = OptionExpirationChainResponse(**json_res)
+            return expiration_resp.expirationList
+        finally:
+            if not self.__keep_client_alive:
+                await client.aclose()
+
+    async def download_option_chain_async(
         self,
         underlying_symbol: str,
         from_date: str,

cschwabpy/models/__init__.py

@@ -63,6 +63,17 @@ def to_query_params(self, ignore_fields: List[str] = []) -> str:
         return "&".join([f"{k}={v}" for k, v in query_dict.items() if v is not None])
 
 
+class OptionExpiration(JSONSerializableBaseModel):
+    expirationDate: str
+    daysToExpiration: Optional[int] = None
+    expirationType: Optional[str] = None
+    standard: Optional[bool] = None
+
+
+class OptionExpirationChainResponse(JSONSerializableBaseModel):
+    expirationList: List[OptionExpiration] = []
+
+
 class OptionContractType(str, Enum):
     """Option contract type."""
 

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "cschwabpy"
-version = "0.0.4"
+version = "0.0.5"
 description = ""
 authors = ["Tony Wang <[email protected]>"]
 readme = "README.md"

setup.py

@@ -5,7 +5,7 @@
 
 setup(
     name="CSchwabPy",
-    version="0.1.0",
+    version="0.0.5",
     description="Charles Schwab Stock & Option Trade API Client for Python.",
     long_description=long_description,
     long_description_content_type="text/markdown",

tests/data/mock_schwab_api_resp.json

@@ -1,4 +1,61 @@
 {
+    "option_expirations_list": {
+      "expirationList": [
+        {
+          "expirationDate": "2022-01-07",
+          "daysToExpiration": 2,
+          "expirationType": "W",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-01-14",
+          "daysToExpiration": 9,
+          "expirationType": "W",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-01-21",
+          "daysToExpiration": 16,
+          "expirationType": "S",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-01-28",
+          "daysToExpiration": 23,
+          "expirationType": "W",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-02-04",
+          "daysToExpiration": 30,
+          "expirationType": "W",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-02-11",
+          "daysToExpiration": 37,
+          "expirationType": "W",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-02-18",
+          "daysToExpiration": 44,
+          "expirationType": "S",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-03-18",
+          "daysToExpiration": 72,
+          "expirationType": "S",
+          "standard": true
+        },
+        {
+          "expirationDate": "2022-04-14",
+          "daysToExpiration": 99,
+          "expirationType": "S",
+          "standard": true
+        }]
+      },
     "option_chain_resp": {
         "symbol":"$SPX",
         "status":"SUCCESS",

tests/test_models.py

@@ -72,7 +72,7 @@ async def test_download_option_chain(httpx_mock: HTTPXMock):
             tokens=mocked_token,
             http_client=client,
         )
-        opt_chain_result = await cschwab_client.download_option_chain(
+        opt_chain_result = await cschwab_client.download_option_chain_async(
             underlying_symbol=symbol, from_date="2025-01-03", to_date="2025-01-03"
         )
         assert opt_chain_result is not None
@@ -88,3 +88,36 @@ async def test_download_option_chain(httpx_mock: HTTPXMock):
             print(f"put dataframe size: {df.put_df.shape}. expiration: {df.expiration}")
             print(df.call_df.head(5))
             print(df.put_df.head(5))
+
+
+@pytest.mark.asyncio
+async def test_get_option_expirations(httpx_mock: HTTPXMock):
+    mock_option_chain_resp = get_mock_response()
+    mocked_token = mock_tokens()
+    token_store = LocalTokenStore()
+    if os.path.exists(Path(token_store.token_output_path)):
+        os.remove(token_store.token_output_path)  # clean up before test
+
+    mock_response = {
+        **mock_option_chain_resp["option_expirations_list"],
+        **(mocked_token.to_json()),
+    }
+    symbol = "$SPX"
+    httpx_mock.add_response(json=mock_response)
+    async with httpx.AsyncClient() as client:
+        cschwab_client = SchwabAsyncClient(
+            app_client_id="fake_id",
+            app_secret="fake_secret",
+            token_store=token_store,
+            tokens=mocked_token,
+            http_client=client,
+        )
+        opt_expirations_list = await cschwab_client.get_option_expirations_async(
+            underlying_symbol=symbol
+        )
+        assert opt_expirations_list is not None
+        assert len(opt_expirations_list) > 0
+        assert opt_expirations_list[0].expirationDate == "2022-01-07"
+        assert opt_expirations_list[0].daysToExpiration == 2
+        assert opt_expirations_list[0].expirationType == "W"
+        assert opt_expirations_list[0].standard