add order chains, add is_market_open_on util

tastytrade/__init__.py

@@ -3,6 +3,7 @@
 API_URL = "https://api.tastyworks.com"
 BACKTEST_URL = "https://backtester.vast.tastyworks.com"
 CERT_URL = "https://api.cert.tastyworks.com"
+VAST_URL = "https://vast.tastyworks.com"
 VERSION = "9.0"
 
 logger = logging.getLogger(__name__)

tastytrade/account.py

@@ -2,14 +2,17 @@
 from decimal import Decimal
 from typing import Any, Dict, List, Literal, Optional, Union
 
+import httpx
 from pydantic import BaseModel, model_validator
 from typing_extensions import Self
 
+from tastytrade import VAST_URL
 from tastytrade.order import (
     InstrumentType,
     NewComplexOrder,
     NewOrder,
     OrderAction,
+    OrderChain,
     OrderStatus,
     PlacedComplexOrder,
     PlacedComplexOrderResponse,
@@ -26,6 +29,8 @@
     validate_response,
 )
 
+TT_DATE_FMT = "%Y-%m-%dT%H:%M:%SZ"
+
 
 class EmptyDict(BaseModel):
     class Config:
@@ -1049,7 +1054,7 @@ async def a_get_net_liquidating_value_history(
         params = {}
         if start_time:
             # format to Tastytrade DateTime format
-            params = {"start-time": start_time.strftime("%Y-%m-%dT%H:%M:%SZ")}
+            params = {"start-time": start_time.strftime(TT_DATE_FMT)}
         elif not time_back:
             msg = "Either time_back or start_time must be specified."
             raise TastytradeError(msg)
@@ -1083,7 +1088,7 @@ def get_net_liquidating_value_history(
         params = {}
         if start_time:
             # format to Tastytrade DateTime format
-            params = {"start-time": start_time.strftime("%Y-%m-%dT%H:%M:%SZ")}
+            params = {"start-time": start_time.strftime(TT_DATE_FMT)}
         elif not time_back:
             msg = "Either time_back or start_time must be specified."
             raise TastytradeError(msg)
@@ -1641,3 +1646,80 @@ def replace_order(
             ),
         )
         return PlacedOrder(**data)
+
+    async def a_get_order_chains(
+        self,
+        session: Session,
+        symbol: str,
+        start_time: datetime,
+        end_time: datetime,
+    ) -> List[OrderChain]:
+        """
+        Get a list of order chains (open + rolls + close) for given symbol
+        over the given time frame, with total P/L, commissions, etc.
+
+        :param session: the session to use for the request.
+        :param symbol: the underlying symbol for the chains.
+        :param start_time: the beginning time of the query.
+        :param end_time: the ending time of the query.
+        """
+        params = {
+            "account-numbers[]": self.account_number,
+            "underlying-symbols[]": symbol,
+            "start-at": start_time.strftime(TT_DATE_FMT),
+            "end-at": end_time.strftime(TT_DATE_FMT),
+            "defer-open-winner-loser-filtering-to-frontend": False,
+            "per-page": 250,
+        }
+        headers = {
+            "Authorization": session.session_token,
+            "Accept": "application/json",
+            "Content-Type": "application/json",
+        }
+        async with httpx.AsyncClient() as client:
+            response = await client.get(
+                f"{VAST_URL}/order-chains",
+                headers=headers,
+                params=params,
+            )
+            validate_response(response)
+            chains = response.json()["data"]["items"]
+            return [OrderChain(**i) for i in chains]
+
+    def get_order_chains(
+        self,
+        session: Session,
+        symbol: str,
+        start_time: datetime,
+        end_time: datetime,
+    ) -> List[OrderChain]:
+        """
+        Get a list of order chains (open + rolls + close) for given symbol
+        over the given time frame, with total P/L, commissions, etc.
+
+        :param session: the session to use for the request.
+        :param symbol: the underlying symbol for the chains.
+        :param start_time: the beginning time of the query.
+        :param end_time: the ending time of the query.
+        """
+        params = {
+            "account-numbers[]": self.account_number,
+            "underlying-symbols[]": symbol,
+            "start-at": start_time.strftime(TT_DATE_FMT),
+            "end-at": end_time.strftime(TT_DATE_FMT),
+            "defer-open-winner-loser-filtering-to-frontend": False,
+            "per-page": 250,
+        }
+        headers = {
+            "Authorization": session.session_token,
+            "Accept": "application/json",
+            "Content-Type": "application/json",
+        }
+        response = httpx.get(
+            f"{VAST_URL}/order-chains",
+            headers=headers,
+            params=params,
+        )
+        validate_response(response)
+        chains = response.json()["data"]["items"]
+        return [OrderChain(**i) for i in chains]

tastytrade/order.py

@@ -528,11 +528,11 @@ class OrderChain(TastytradeJsonDataclass):
     """
 
     id: int
-    updated_at: datetime
-    created_at: datetime
     account_number: str
     description: str
     underlying_symbol: str
     computed_data: ComputedData
-    lite_nodes_sizes: int
     lite_nodes: List[OrderChainNode]
+    lite_nodes_sizes: Optional[int] = None
+    updated_at: Optional[datetime] = None
+    created_at: Optional[datetime] = None

tastytrade/utils.py

@@ -41,6 +41,19 @@ def today_in_new_york() -> date:
     return now_in_new_york().date()
 
 
+def is_market_open_on(day: date = today_in_new_york()) -> bool:
+    """
+    Returns whether the market was/is/will be open at ANY point
+    during the given day.
+
+    :param day: date to check
+
+    :return: whether the market opens on given day
+    """
+    date_range = NYSE.valid_days(day, day)
+    return len(date_range) != 0
+
+
 def get_third_friday(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the month of the given date,

tests/test_account.py

@@ -1,4 +1,5 @@
 import os
+from datetime import datetime
 from decimal import Decimal
 from time import sleep
 
@@ -148,6 +149,20 @@ async def test_get_live_orders_async(session, account):
     await account.a_get_live_orders(session)
 
 
+def test_get_order_chains(session, account):
+    start_time = datetime(2024, 1, 1, 0, 0, 0)
+    end_time = datetime.now()
+    account.get_order_chains(session, "F", start_time=start_time, end_time=end_time)
+
+
+async def test_get_order_chains_async(session, account):
+    start_time = datetime(2024, 1, 1, 0, 0, 0)
+    end_time = datetime.now()
+    await account.a_get_order_chains(
+        session, "F", start_time=start_time, end_time=end_time
+    )
+
+
 @fixture(scope="module")
 def new_order(session):
     symbol = Equity.get_equity(session, "F")

tests/test_streamer.py

@@ -27,4 +27,5 @@ async def test_dxlink_streamer(session):
         async for _ in streamer.listen(Quote):
             break
         await streamer.unsubscribe_candle(subs[0], "1d")
-        await streamer.unsubscribe(Quote, subs)
+        await streamer.unsubscribe(Quote, [subs[0]])
+        await streamer.unsubscribe_all(Quote)