ianmadlenya/pytrademonster

An easy to use Python interface to optionshouse (trademonster) proprietary XML based API.

Pytrademonster is a simple, pythonic interface to TradeMonster/Optionhouses' https://www.optionshouse.com/ XML based API. It attempts to cover most of the functionality that their API provides. Optionshouse uses an xml schema which can be requested from them or by using a tool such as Charles Proxy to figure out.

Admittedly, their API documentation is a bit shoddy, but this project accounts for that where possible. In order to trade systematically with them there is an account minumum that you must maintain.

Tested against their API Version 2.5

Intended for Python 2.7

Getting Started

Choose one:
     1. Checkout the project here and run 'python setup.py install'
     2. 'pip install pytrademonster' (use sudo if needed)

Examples (for more, see the unit tests)

Create an instance of PyTradeMonster and log in

The first time this is done, you'll be prompted for your user/pass and it will be encrypted and saved into a default file, 'cred.dat' or one of your choice

from pytrademonster import PyTradeMonster
pyTradeMonster = PyTradeMonster()

Get a quote

from pytrademonster import PyTradeMonster
from pytrademonster.services import QuotesService
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()
quotesService = QuotesService(pyTradeMonster)

#add any number of 'ticker:instrumentType' pairs
symbolDict = {'SPY' : TradeMonsterConstants.INSTRUMENTS.EQUITY}
quoteResult = quotesService.getParsedQuotes(symbolDict)

Get an option chain

from pytrademonster import PyTradeMonster
from pytrademonster.services import QuotesService
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()
quotesService = QuotesService(pyTradeMonster)

#get a list of option strikes for various expirations for a single security
results = quotesService.getParsedOptionChain('SPY')

Get account information

from pytrademonster import PyTradeMonster
from pytrademonster.services import AccountServices

pyTradeMonster = PyTradeMonster()
accountsService = AccountServices(pyTradeMonster)

# return a dictionary of Account objects that contain useful account information
accounts = accountsService.getParsedAccountObjects()

Place an equity order

from pytrademonster import PyTradeMonster
from pytrademonster.services import OrderServices, AccountServices
from pytrademonster.objects import LimitOrder, OrderLeg
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()

orderService = OrderServices(pyTradeMonster)
accountsService = AccountServices(pyTradeMonster)

# get our list of accounts
accounts = accountsService.getParsedAccountObjects()

ACCOUNT_NUMBER = 'your account number'

# create a simple limit order with a silly price
order = LimitOrder()
orderLeg = OrderLeg()
orderLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
orderLeg.symbol = 'SPY'
orderLeg.orderSide = OrderLeg.side.BUY
order.price = 0.01
order.quantity = 1
order.orderLegs = [orderLeg]
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.EQUITY
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG

# send the order to the trademonster
orderResponse = orderService.sendOrderAndGetParsedResponse(self.accounts[ACCOUNT_NUMBER], order)

orderId = orderResponse.orderId
orderStatus = orderResponse.status
print 'Order {0} status is {1}'.format(orderId,status)

Place a multi-leg option order

from pytrademonster import PyTradeMonster
from pytrademonster.services import OrderServices, AccountServices
from pytrademonster.objects import LimitOrder, OrderLeg
from pytrademonster.constants import TradeMonsterConstants

pyTradeMonster = PyTradeMonster()

orderService = OrderServices(pyTradeMonster)
accountsService = AccountServices(pyTradeMonster)

# get our list of accounts
accounts = accountsService.getParsedAccountObjects()

ACCOUNT_NUMBER = 'your account number'

# Create a simple buy (debit) spread, by creating each individual leg
# The symbol and spread name fields should be changed depending on the ticker
order = LimitOrder()
shortLeg = OrderLeg()
longLeg = OrderLeg()

shortLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
shortLeg.symbol = 'TickerSymbol' #you can look up the ticker using a service or their GUI
shortLeg.orderSide = OrderLeg.side.SELL
shortLeg.quantityRatio = 1

longLeg.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
longLeg.symbol = 'TickerSymbol' #you can look up the ticker using a service or their GUI
longLeg.orderSide = OrderLeg.side.BUY
longLeg.quantityRatio = 1

order.price = 0.01
order.quantity = 1
order.instrumentType = TradeMonsterConstants.INSTRUMENTS.OPTION
order.timeInForce = LimitOrder.timeInForceEnum.DAY
order.marketSession = LimitOrder.marketSessionEnum.REG
order.orderLegs = []
order.orderLegs.append(shortLeg)
order.orderLegs.append(longLeg)
order.spreadName = TradeMonsterConstants.OrderRequests.ORDER_SPREAD_TYPES.PUT_VERTICAL #if it's a put spread

#send a live order with a silly price
orderResult = orderService.sendOrderAndGetParsedResponse(self.accounts[ACCOUNT_NUMBER], order)

status = orderResult.status
print 'Status of order is {0}'.format(status)

Cancel an order

from pytrademonster import PyTradeMonster
from pytrademonster.services import OrderServices

pyTradeMonster = PyTradeMonster()
orderService = OrderServices(pyTradeMonster)

# get the orderId from a recent order first
# i.e., orderId = orderService.sendOrderAndGetParsedResponse(self.accounts[ACCOUNT_NUMBER], order).orderId

result = orderService.sendCancelOrder(orderId)

Get detailed position information

from pytrademonster import PyTradeMonster
from pytrademonster.services import PositionService

pyTradeMonster = PyTradeMonster()
positionService = PositionService(pyTradeMonster)

# get account id from the account service first if needed
# this will return a list of existing positions by type and their associated information
result = positionService.getPositionsDetail(accountId)

Plot your pnl

from pytrademonster import PyTradeMonster
from pytrademonster.visualizer import plotAccountPnl

pyTradeMonster = PyTradeMonster()
accountNumber = 'xxxxxxx' # your account number
startTime = '20100101T00:00:00'
endTime = '20150730T00:00:00'
plotAccountPnl(pyTradeMonster, TradeMonsterConstants.AccountRequests.TRANSACTION_TYPES.TRADE, accountNumber, startTime, endTime, 'AAPL')

Functions provided

This tries to be as consistent with their API as possible, but some functions just don't work as described. The coverage is fairly robust, but not a complete representation of their entire API.

For more details, look at the XML mappings in *constants.py* as well as the function calls in the services.

Future development

This is certainly a work in progress, and no guarantees, but feel free to shoot me a note here for anything you'd like to see.