streamers use async context managers; prod session in testing

.github/CONTRIBUTING.md

@@ -0,0 +1,13 @@
+# Contributions
+
+Since Tastytrade certification sessions are severely limited in capabilities, the test suite for this SDK requires the usage of your own Tastytrade credentials. In order to run the tests, you'll need to set up your Tastytrade credentials as repository secrets on your local fork.
+
+Secrets are protected by Github and are not visible to anyone. You can read more about repository secrets [here](https://docs.github.com/en/actions/reference/encrypted-secrets).
+
+## Steps to follow to contribute
+
+1. Fork the repository to your personal Github account, NOT to an organization where others may be able to indirectly access your secrets.
+2. Make your changes on the forked repository.
+3. Navigate to the forked repository's settings page and click on "Secrets and variables" > "Actions".
+4. Click on "New repository secret" to add your Tastytrade username named `TT_USERNAME`.
+5. Finally, do the same with your password, naming it `TT_PASSWORD`.

.github/pull_request_template.md

@@ -6,3 +6,5 @@ Fixes ...
 ## Pre-merge checklist
 - [ ] Passing tests
 - [ ] New tests added (if applicable)
+
+Please note that, in order to pass the tests, you'll need to set up your Tastytrade credentials as repository secrets on your local fork. Read more at CONTRIBUTING.md.

.github/workflows/python-app.yml

@@ -10,16 +10,13 @@ jobs:
   build:
 
     runs-on: ubuntu-latest
-    strategy:
-      matrix:
-        python-version: ["3.8", "3.9", "3.10", "3.11"]
 
     steps:
     - uses: actions/checkout@v2
-    - name: Set up Python ${{ matrix.python-version }}
+    - name: Set up Python 3.8
       uses: actions/setup-python@v2
       with:
-        python-version: ${{ matrix.python-version }}
+        python-version: '3.8'
     - name: Install dependencies
       run: |
         python -m pip install --upgrade pip
@@ -33,5 +30,5 @@ jobs:
       run: |
         python -m pytest --cov=tastytrade --cov-report=term-missing tests/ --cov-fail-under=95
       env:
-        TT_USERNAME: tastyware
-        TT_PASSWORD: :4s-S9/9L&Q~C]@v
+        TT_USERNAME: ${{ secrets.TT_USERNAME }}
+        TT_PASSWORD: ${{ secrets.TT_PASSWORD }}

README.rst

@@ -40,20 +40,19 @@ The streamer is a websocket connection to dxfeed (the Tastytrade data provider)
 
 .. code-block:: python
 
-   from tastytrade import DXFeedStreamer
+   from tastytrade import DXLinkStreamer
    from tastytrade.dxfeed import EventType
 
-   streamer = await DXFeedStreamer.create(session)
-   subs_list = ['SPY', 'SPX']
-
-   await streamer.subscribe(EventType.QUOTE, subs_list)
-   # this example fetches quotes once, then exits
-   quotes = []
-   async for quote in streamer.listen(EventType.QUOTE):
-      quotes.append(quote)
-      if len(quotes) >= len(subs_list):
-         break
-   print(quotes)
+   async with DXLinkStreamer(session) as streamer:
+      subs_list = ['SPY', 'GLD']  # list of symbols to subscribe to
+      await streamer.subscribe(EventType.QUOTE, subs_list)
+      # this example fetches quotes once, then exits
+      quotes = []
+      async for quote in streamer.listen(EventType.QUOTE):
+         quotes.append(quote)
+         if len(quotes) >= len(subs_list):
+            break
+      print(quotes)
 
 >>> [Quote(eventSymbol='SPY', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='Q', bidPrice=411.58, bidSize=400.0, askTime=0, askExchangeCode='Q', askPrice=411.6, askSize=1313.0), Quote(eventSymbol='SPX', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='\x00', bidPrice=4122.49, bidSize='NaN', askTime=0, askExchangeCode='\x00', askPrice=4123.65, askSize='NaN')]
 

docs/data-streamer.rst

@@ -9,23 +9,47 @@ You can create a streamer using an active production session:
 
 .. code-block:: python
 
-   from tastytrade import DXFeedStreamer
-   streamer = await DXFeedStreamer.create(session)
+   from tastytrade import DXLinkStreamer
+   streamer = await DXLinkStreamer.create(session)
+
+Or, you can create a streamer using an asynchronous context manager:
+
+.. code-block:: python
+
+   from tastytrade import DXLinkStreamer
+   async with DXLinkStreamer(session) as streamer:
+      pass
 
+There are two kinds of streamers: ``DXLinkStreamer`` and ``DXFeedStreamer``. ``DXFeedStreamer`` is older, but has been kept around for compatibility reasons. It supports more event types, but it's now deprecated as it will probably be moved to delayed quotes at some point.
 Once you've created the streamer, you can subscribe/unsubscribe to events, like ``Quote``:
 
 .. code-block:: python
 
    from tastytrade.dxfeed import EventType
    subs_list = ['SPY', 'SPX']
 
-   await streamer.subscribe(EventType.QUOTE, subs_list)
-   quotes = []
-   async for quote in streamer.listen(EventType.QUOTE):
-      quotes.append(quote)
-      if len(quotes) >= len(subs_list):
-         break
-   print(quotes)
+   async with DXFeedStreamer(session) as streamer:
+      await streamer.subscribe(EventType.QUOTE, subs_list)
+      quotes = []
+      async for quote in streamer.listen(EventType.QUOTE):
+         quotes.append(quote)
+         if len(quotes) >= len(subs_list):
+            break
+      print(quotes)
+
+>>> [Quote(eventSymbol='SPY', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='Q', bidPrice=411.58, bidSize=400.0, askTime=0, askExchangeCode='Q', askPrice=411.6, askSize=1313.0), Quote(eventSymbol='SPX', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='\x00', bidPrice=4122.49, bidSize='NaN', askTime=0, askExchangeCode='\x00', askPrice=4123.65, askSize='NaN')]
+
+Note that these are ``asyncio`` calls, so you'll need to run this code asynchronously. Alternatively, you can do testing in a Jupyter notebook, which allows you to make async calls directly. Here's an example:
+
+.. code-block:: python
+
+   async def main():
+      async with DXLinkStreamer(session) as streamer:
+         await streamer.subscribe(EventType.QUOTE, subs_list)
+         quote = await streamer.get_event(EventType.QUOTE)
+         print(quote)
+   
+   asyncio.run(main())
 
 >>> [Quote(eventSymbol='SPY', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='Q', bidPrice=411.58, bidSize=400.0, askTime=0, askExchangeCode='Q', askPrice=411.6, askSize=1313.0), Quote(eventSymbol='SPX', eventTime=0, sequence=0, timeNanoPart=0, bidTime=0, bidExchangeCode='\x00', bidPrice=4122.49, bidSize='NaN', askTime=0, askExchangeCode='\x00', askPrice=4123.65, askSize='NaN')]
 
@@ -39,13 +63,14 @@ We can also use the streamer to stream greeks for options symbols:
    chain = get_option_chain(session, 'SPLG')
    subs_list = [chain[date(2023, 6, 16)][0].streamer_symbol]
 
-   await streamer.subscribe(EventType.GREEKS, subs_list)
-   greeks = []
-   async for greek in streamer.listen(EventType.GREEKS):
-      greeks.append(greek)
-      if len(greeks) >= len(subs_list):
-         break
-   print(greeks)
+   async with DXFeedStreamer(session) as streamer:
+      await streamer.subscribe(EventType.GREEKS, subs_list)
+      greeks = []
+      async for greek in streamer.listen(EventType.GREEKS):
+         greeks.append(greek)
+         if len(greeks) >= len(subs_list):
+            break
+      print(greeks)
 
 >>> [Greeks(eventSymbol='.SPLG230616C23', eventTime=0, eventFlags=0, index=7235129486797176832, time=1684559855338, sequence=0, price=26.3380972233688, volatility=0.396983376650804, delta=0.999999999996191, gamma=4.81989763184255e-12, theta=-2.5212017514875e-12, rho=0.01834504287973133, vega=3.7003015672215e-12)]
 
@@ -60,6 +85,7 @@ For example, we can use the streamer to create an option chain that will continu
    import asyncio
    from datetime import date
    from dataclasses import dataclass
+   from tastytrade import DXFeedStreamer
    from tastytrade.instruments import get_option_chain
    from tastytrade.dxfeed import Greeks, Quote
 

tastytrade/account.py

@@ -295,7 +295,6 @@ class TradingStatus(TastytradeJsonDataclass):
     is_in_margin_call: bool
     is_pattern_day_trader: bool
     is_portfolio_margin_enabled: bool
-    is_risk_reducing_only: bool
     is_small_notional_futures_intra_day_enabled: bool
     is_roll_the_day_forward_enabled: bool
     are_far_otm_net_options_restricted: bool
@@ -305,6 +304,7 @@ class TradingStatus(TastytradeJsonDataclass):
     is_equity_offering_enabled: bool
     is_equity_offering_closing_only: bool
     updated_at: datetime
+    is_risk_reducing_only: Optional[bool] = None
     day_trade_count: Optional[int] = None
     autotrade_account_type: Optional[str] = None
     clearing_account_number: Optional[str] = None
@@ -668,7 +668,7 @@ def get_history(
 
         return [Transaction(**entry) for entry in results]
 
-    def get_transaction(self, session: Session, id: int) -> Transaction:
+    def get_transaction(self, session: Session, id: int) -> Transaction:  # pragma: no cover
         """
         Get a single transaction by ID.
 
@@ -715,7 +715,7 @@ def get_net_liquidating_value_history(
         session: ProductionSession,
         time_back: Optional[str] = None,
         start_time: Optional[datetime] = None
-    ) -> List[NetLiqOhlc]:  # pragma: no cover
+    ) -> List[NetLiqOhlc]:
         """
         Returns a list of account net liquidating value snapshots over the
         specified time period.
@@ -775,7 +775,7 @@ def get_effective_margin_requirements(
         self,
         session: ProductionSession,
         symbol: str
-    ) -> MarginRequirement:  # pragma: no cover
+    ) -> MarginRequirement:
         """
         Get the effective margin requirements for a given symbol.
 

tastytrade/instruments.py

@@ -412,7 +412,7 @@ def get_options(
         symbols: Optional[List[str]] = None,
         active: Optional[bool] = None,
         with_expired: Optional[bool] = None
-    ) -> List['Option']:
+    ) -> List['Option']:  # pragma: no cover
         """
         Returns a list of :class:`Option` objects from the given symbols.
 
@@ -1062,7 +1062,7 @@ def get_option_chain(
 def get_future_option_chain(
     session: ProductionSession,
     symbol: str
-) -> Dict[date, List[FutureOption]]:  # pragma: no cover
+) -> Dict[date, List[FutureOption]]:
     """
     Returns a mapping of expiration date to a list of futures options
     objects representing the options chain for the given symbol.

tastytrade/metrics.py

@@ -93,7 +93,7 @@ class MarketMetricInfo(TastytradeJsonDataclass):
 def get_market_metrics(
     session: ProductionSession,
     symbols: List[str]
-) -> List[MarketMetricInfo]:  # pragma: no cover
+) -> List[MarketMetricInfo]:
     """
     Retrieves market metrics for the given symbols.
 
@@ -117,7 +117,7 @@ def get_market_metrics(
 def get_dividends(
     session: ProductionSession,
     symbol: str
-) -> List[DividendInfo]:  # pragma: no cover
+) -> List[DividendInfo]:
     """
     Retrieves dividend information for the given symbol.
 
@@ -142,7 +142,7 @@ def get_earnings(
     session: ProductionSession,
     symbol: str,
     start_date: date
-) -> List[EarningsInfo]:  # pragma: no cover
+) -> List[EarningsInfo]:
     """
     Retrieves earnings information for the given symbol.
 

tastytrade/session.py

@@ -113,7 +113,7 @@ def __init__(
         self.validate()
 
 
-class ProductionSession(Session):  # pragma: no cover
+class ProductionSession(Session):
     """
     Contains a local user login which can then be used to interact with the
     remote API.