fix #126, use pydantic w/ dxfeed, don't raise for orders, add more fu…

…tures exp utils

docs/conf.py

@@ -9,7 +9,7 @@
 project = 'tastytrade'
 copyright = '2023, Graeme Holliday'
 author = 'Graeme Holliday'
-release = '6.6'
+release = '6.7'
 
 # -- General configuration ---------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration

docs/tastytrade.rst

@@ -45,18 +45,9 @@ Streamer
 
 Utils
 -----
-.. module:: tastytrade.utils
-
-.. autoclass:: TastytradeError
-
-.. autofunction:: _dasherize
-
-.. autopydantic_model:: TastytradeJsonDataclass
+.. automodule:: tastytrade.utils
    :members:
    :inherited-members:
-   :model-show-config-summary:
-
-.. autofunction:: validate_response
 
 Watchlists
 ----------

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name='tastytrade',
-    version='6.6',
+    version='6.7',
     description='An unofficial SDK for Tastytrade!',
     long_description=LONG_DESCRIPTION,
     long_description_content_type='text/x-rst',

tastytrade/__init__.py

@@ -2,7 +2,7 @@
 
 API_URL = 'https://api.tastyworks.com'
 CERT_URL = 'https://api.cert.tastyworks.com'
-VERSION = '6.6'
+VERSION = '6.7'
 
 logger = logging.getLogger(__name__)
 logger.setLevel(logging.DEBUG)

tastytrade/account.py

@@ -5,6 +5,7 @@
 import requests
 from pydantic import BaseModel
 
+from tastytrade import logger
 from tastytrade.order import (InstrumentType, NewComplexOrder, NewOrder,
                               OrderStatus, PlacedComplexOrder, PlacedOrder,
                               PlacedOrderResponse, PriceEffect)
@@ -1022,7 +1023,11 @@ def place_order(
         json = order.json(exclude_none=True, by_alias=True)
 
         response = requests.post(url, headers=session.headers, data=json)
-        validate_response(response)
+        # sometimes we just want to see BP usage for an invalid trade
+        try:
+            validate_response(response)
+        except TastytradeError as error:
+            logger.error(error)
 
         data = response.json()['data']
 

tastytrade/dxfeed/candle.py

@@ -1,9 +1,9 @@
-from dataclasses import dataclass
+from decimal import Decimal
+from typing import Optional
 
 from .event import Event
 
 
-@dataclass
 class Candle(Event):
     """
     A Candle event with open, high, low, close prices and other information
@@ -25,22 +25,22 @@ class Candle(Event):
     #: total number of events in the candle
     count: int
     #: the first (open) price of the candle
-    open: float
+    open: Optional[Decimal] = None
     #: the maximal (high) price of the candle
-    high: float
+    high: Optional[Decimal] = None
     #: the minimal (low) price of the candle
-    low: float
+    low: Optional[Decimal] = None
     #: the last (close) price of the candle
-    close: float
+    close: Optional[Decimal] = None
     #: the total volume of the candle
-    volume: int
+    volume: Optional[int] = None
     #: volume-weighted average price
-    vwap: float
+    vwap: Optional[Decimal] = None
     #: bid volume in the candle
-    bidVolume: int
+    bidVolume: Optional[int] = None
     #: ask volume in the candle
-    askVolume: int
+    askVolume: Optional[int] = None
     #: implied volatility in the candle
-    impVolatility: float
+    impVolatility: Optional[Decimal] = None
     #: open interest in the candle
-    openInterest: int
+    openInterest: Optional[int] = None

tastytrade/dxfeed/event.py

@@ -1,7 +1,10 @@
-from abc import ABC
 from enum import Enum
 from typing import List
 
+from pydantic import BaseModel, validator
+
+from tastytrade.utils import TastytradeError
+
 
 class EventType(str, Enum):
     """
@@ -24,7 +27,13 @@ class EventType(str, Enum):
     UNDERLYING = 'Underlying'
 
 
-class Event(ABC):
+class Event(BaseModel):
+    @validator('*', pre=True)
+    def change_nan_to_none(cls, v):
+        if v == 'NaN':
+            return None
+        return v
+
     @classmethod
     def from_stream(cls, data: list) -> List['Event']:  # pragma: no cover
         """
@@ -36,11 +45,11 @@ def from_stream(cls, data: list) -> List['Event']:  # pragma: no cover
         :return: list of event objects from data
         """
         objs = []
-        size = len(cls.__dataclass_fields__)  # type: ignore
+        size = len(cls.__fields__)
         multiples = len(data) / size
         if not multiples.is_integer():
             msg = 'Mapper data input values are not a multiple of the key size'
-            raise Exception(msg)
+            raise TastytradeError(msg)
         for i in range(int(multiples)):
             offset = i * size
             local_values = data[offset:(i + 1) * size]

tastytrade/dxfeed/greeks.py

@@ -1,9 +1,8 @@
-from dataclasses import dataclass
+from decimal import Decimal
 
 from .event import Event
 
 
-@dataclass
 class Greeks(Event):
     """
     Greek ratios, or simply Greeks, are differential values that show how the
@@ -26,16 +25,16 @@ class Greeks(Event):
     #: sequence number to distinguish events that have the same time
     sequence: int
     #: option market price
-    price: float
+    price: Decimal
     #: Black-Scholes implied volatility of the option
-    volatility: float
+    volatility: Decimal
     #: option delta
-    delta: float
+    delta: Decimal
     #: option gamma
-    gamma: float
+    gamma: Decimal
     #: option theta
-    theta: float
+    theta: Decimal
     #: option rho
-    rho: float
+    rho: Decimal
     #: option vega
-    vega: float
+    vega: Decimal

tastytrade/dxfeed/profile.py

@@ -1,9 +1,9 @@
-from dataclasses import dataclass
+from decimal import Decimal
+from typing import Optional
 
 from .event import Event
 
 
-@dataclass
 class Profile(Event):
     """
     A Profile event provides the security instrument description. It
@@ -22,31 +22,31 @@ class Profile(Event):
     #: trading status of the security instrument
     #: possible values are ACTIVE | HALTED | UNDEFINED
     tradingStatus: str
-    #: description of the reason that trading was halted
-    statusReason: str
     #: starting time of the trading halt interval
     haltStartTime: int
     #: ending time of the trading halt interval
     haltEndTime: int
-    #: maximal (high) allowed price
-    highLimitPrice: float
-    #: minimal (low) allowed price
-    lowLimitPrice: float
+    #: identifier of the ex-dividend date
+    exDividendDayId: int
+    #: description of the reason that trading was halted
+    statusReason: Optional[str] = None
     #: maximal (high) price in last 52 weeks
-    high52WeekPrice: float
+    high52WeekPrice: Optional[Decimal] = None
     #: minimal (low) price in last 52 weeks
-    low52WeekPrice: float
+    low52WeekPrice: Optional[Decimal] = None
     #: the correlation coefficient of the instrument to the S&P500 index
-    beta: float
+    beta: Optional[Decimal] = None
+    #: shares outstanding
+    shares: Optional[Decimal] = None
+    #: maximal (high) allowed price
+    highLimitPrice: Optional[Decimal] = None
+    #: minimal (low) allowed price
+    lowLimitPrice: Optional[Decimal] = None
     #: earnings per share
-    earningsPerShare: float
-    #: frequency of cash dividends payments per year (calculated)
-    dividendFrequency: float
+    earningsPerShare: Optional[Decimal] = None
     #: the amount of the last paid dividend
-    exDividendAmount: float
-    #: identifier of the ex-dividend date
-    exDividendDayId: int
-    #: shares outstanding
-    shares: float
+    exDividendAmount: Optional[Decimal] = None
+    #: frequency of cash dividends payments per year (calculated)
+    dividendFrequency: Optional[Decimal] = None
     #: the number of shares that are available to the public for trade
-    freeFloat: float
+    freeFloat: Optional[Decimal] = None

tastytrade/dxfeed/quote.py

@@ -1,9 +1,9 @@
-from dataclasses import dataclass
+from decimal import Decimal
+from typing import Optional
 
 from .event import Event
 
 
-@dataclass
 class Quote(Event):
     """
     A Quote event is a snapshot of the best bid and ask prices, and other
@@ -21,15 +21,15 @@ class Quote(Event):
     bidTime: int
     #: bid exchange code
     bidExchangeCode: str
-    #: bid price
-    bidPrice: float
-    #: bid size as integer number (rounded toward zero)
-    bidSize: int
     #: time of the last ask change
     askTime: int
     #: ask exchange code
     askExchangeCode: str
+    #: bid price
+    bidPrice: Optional[Decimal] = None
     #: ask price
-    askPrice: float
+    askPrice: Optional[Decimal] = None
+    #: bid size as integer number (rounded toward zero)
+    bidSize: Optional[int] = None
     #: ask size as integer number (rounded toward zero)
-    askSize: int
+    askSize: Optional[int] = None

tastytrade/dxfeed/summary.py

@@ -1,9 +1,9 @@
-from dataclasses import dataclass
+from decimal import Decimal
+from typing import Optional
 
 from .event import Event
 
 
-@dataclass
 class Summary(Event):
     """
     Summary is an information snapshot about the trading session including
@@ -22,25 +22,25 @@ class Summary(Event):
     eventTime: int
     #: identifier of the day that this summary represents
     dayId: int
-    #: the first (open) price for the day
-    dayOpenPrice: float
-    #: the maximal (high) price for the day
-    dayHighPrice: float
-    #: the minimal (low) price for the day
-    dayLowPrice: float
-    #: the last (close) price for the day
-    dayClosePrice: float
     #: the price type of the last (close) price for the day
     #: possible values are FINAL | INDICATIVE | PRELIMINARY | REGULAR
     dayClosePriceType: str
     #: identifier of the previous day that this summary represents
     prevDayId: int
-    #: the last (close) price for the previous day
-    prevDayClosePrice: float
     #: the price type of the last (close) price for the previous day
     #: possible values are FINAL | INDICATIVE | PRELIMINARY | REGULAR
     prevDayClosePriceType: str
-    #: total volume traded for the previous day
-    prevDayVolume: float
     #: open interest of the symbol as the number of open contracts
     openInterest: int
+    #: the first (open) price for the day
+    dayOpenPrice: Optional[Decimal] = None
+    #: the maximal (high) price for the day
+    dayHighPrice: Optional[Decimal] = None
+    #: the minimal (low) price for the day
+    dayLowPrice: Optional[Decimal] = None
+    #: the last (close) price for the day
+    dayClosePrice: Optional[Decimal] = None
+    #: the last (close) price for the previous day
+    prevDayClosePrice: Optional[Decimal] = None
+    #: total volume traded for the previous day
+    prevDayVolume: Optional[Decimal] = None

tastytrade/dxfeed/theoprice.py

@@ -1,9 +1,8 @@
-from dataclasses import dataclass
+from decimal import Decimal
 
 from .event import Event
 
 
-@dataclass
 class TheoPrice(Event):
     """
     Theo price is a snapshot of the theoretical option price computation that
@@ -25,14 +24,14 @@ class TheoPrice(Event):
     #: sequence number to distinguish events that have the same time
     sequence: int
     #: theoretical price
-    price: float
+    price: Decimal
     #: underlying price at the time of theo price computation
-    underlyingPrice: float
+    underlyingPrice: Decimal
     #: delta of the theoretical price
-    delta: float
+    delta: Decimal
     #: gamma of the theoretical price
-    gamma: float
+    gamma: Decimal
     #: implied simple dividend return of the corresponding option series
-    dividend: float
+    dividend: Decimal
     #: implied simple interest return of the corresponding option series
-    interest: float
+    interest: Decimal

tastytrade/dxfeed/timeandsale.py

@@ -1,9 +1,8 @@
-from dataclasses import dataclass
+from decimal import Decimal
 
 from .event import Event
 
 
-@dataclass
 class TimeAndSale(Event):
     """
     TimeAndSale event represents a trade or other market event with a price,
@@ -30,13 +29,13 @@ class TimeAndSale(Event):
     #: exchange code of this time and sale event
     exchangeCode: str
     #: price of this time and sale event
-    price: float
+    price: Decimal
     #: size of this time and sale event as integer number (rounded toward zero)
     size: int
     #: the bid price on the market when this time and sale event occured
-    bidPrice: float
+    bidPrice: Decimal
     #: the ask price on the market when this time and sale event occured
-    askPrice: float
+    askPrice: Decimal
     #: sale conditions provided for this event by data feed
     exchangeSaleConditions: str
     #: transaction is concluded by exempting from compliance with some rule