Tastytrade Python SDK

A simple, reverse-engineered SDK for Tastytrade built on their (now mostly public) API. This will allow you to create trading algorithms for whatever strategies you may have quickly and painlessly in Python.

Features

Up to 10x less code than using the API directly
Powerful websocket implementation for account alerts and data streaming
100% typed, with Pydantic models for all JSON responses from the API
95%+ unit test coverage
Comprehensive documentation
Utility functions for timezone calculations, futures monthly expiration dates, and more
Proprietary paper API for reliable testing

[!TIP]
Want to see the SDK in action? Check out tastytrade-cli, a CLI for Tastytrade that showcases many of the SDK's features.

Installation

console
$ pip install tastytrade

Creating a session

A session object is required to authenticate your requests to the Tastytrade API. See here for information on how to set up an OAuth application.

python
from tastytrade import Session
session = Session('client_secret', 'refresh_token')

Using the streamer

The streamer is a websocket connection to dxfeed (the Tastytrade data provider) that allows you to subscribe to real-time data for quotes, greeks, and more.

python
from tastytrade import DXLinkStreamer
from tastytrade.dxfeed import Quote

async with DXLinkStreamer(session) as streamer:
    subs_list = ['SPY']  # list of symbols to subscribe to
    await streamer.subscribe(Quote, subs_list)
    # fetch a single quote
    quote = await streamer.get_event(Quote)
    print(quote)
    # or multiple quotes...
    async for quote in streamer.listen(Quote):
        print(quote)

python
>>> Quote(event_symbol='SPY', event_time=0, sequence=0, time_nano_part=0, bid_time=0, bid_exchange_code='Q', bid_price=411.58, bid_size=400.0, ask_time=0, ask_exchange_code='Q', ask_price=411.6, ask_size=1313.0)

Getting current positions

python
from tastytrade import Account

account = (await Account.get(session))[0]
positions = await account.get_positions(session)
print(positions[0])

python
>>> CurrentPosition(account_number='5WX01234', symbol='IAU', instrument_type=<InstrumentType.EQUITY: 'Equity'>, underlying_symbol='IAU', quantity=Decimal('20'), quantity_direction='Long', close_price=Decimal('37.09'), average_open_price=Decimal('37.51'), average_yearly_market_close_price=Decimal('37.51'), average_daily_market_close_price=Decimal('37.51'), multiplier=1, cost_effect=<PriceEffect.CREDIT: 'Credit'>, is_suppressed=False, is_frozen=False, realized_day_gain=Decimal('7.888'), realized_day_gain_date=datetime.date(2023, 5, 19), realized_today=Decimal('-0.512'), realized_today_date=datetime.date(2023, 5, 19), created_at=datetime.datetime(2023, 3, 31, 14, 38, 32, 58000, tzinfo=datetime.timezone.utc), updated_at=datetime.datetime(2023, 5, 19, 16, 56, 51, 920000, tzinfo=datetime.timezone.utc), mark=None, mark_price=None, restricted_quantity=Decimal('0'), expires_at=None, fixing_price=None, deliverable_type=None)

Placing an order

python
from decimal import Decimal
from tastytrade import Account
from tastytrade.instruments import Equity
from tastytrade.order import NewOrder, OrderAction, OrderTimeInForce, OrderType

account = await Account.get(session, '5WX01234')
symbol = await Equity.get(session, 'USO')
leg = symbol.build_leg(5, OrderAction.BUY_TO_OPEN)  # buy to open 5 shares

order = NewOrder(
    time_in_force=OrderTimeInForce.DAY,
    order_type=OrderType.LIMIT,
    legs=[leg],  # you can have multiple legs in an order
    price=Decimal('-10')  # limit price, $10/share debit for a total value of $50
)
response = await account.place_order(session, order, dry_run=True)  # a test order
print(response)

python
>>> PlacedOrderResponse(buying_power_effect=BuyingPowerEffect(change_in_margin_requirement=Decimal('-125.0'), change_in_buying_power=Decimal('-125.004'), current_buying_power=Decimal('1000.0'), new_buying_power=Decimal('874.996'), isolated_order_margin_requirement=Decimal('-125.0'), is_spread=False, impact=Decimal('125.004'), effect=<PriceEffect.DEBIT: 'Debit'>), fee_calculation=FeeCalculation(regulatory_fees=Decimal('0.0'), clearing_fees=Decimal('-0.004'), commission=Decimal('0.0'), proprietary_index_option_fees=Decimal('0.0'), total_fees=Decimal('-0.004'), order=PlacedOrder(account_number='5WV69754', time_in_force=<OrderTimeInForce.DAY: 'Day'>, order_type=<OrderType.LIMIT: 'Limit'>, size='5', underlying_symbol='USO', underlying_instrument_type=<InstrumentType.EQUITY: 'Equity'>, status=<OrderStatus.RECEIVED: 'Received'>, cancellable=True, editable=True, edited=False, updated_at=datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), legs=[Leg(instrument_type=<InstrumentType.EQUITY: 'Equity'>, symbol='USO', action=<OrderAction.BUY_TO_OPEN: 'Buy to Open'>, quantity=Decimal('5'), remaining_quantity=Decimal('5'), fills=[])], id=None, price=Decimal('-10.0'), gtc_date=None, value=None, stop_trigger=None, contingent_status=None, confirmation_status=None, cancelled_at=None, cancel_user_id=None, cancel_username=None, replacing_order_id=None, replaces_order_id=None, in_flight_at=None, live_at=None, received_at=None, reject_reason=None, user_id=None, username=None, terminal_at=None, complex_order_id=None, complex_order_tag=None, preflight_id=None, order_rule=None), complex_order=None, warnings=[Message(code='tif_next_valid_sesssion', message='Your order will begin working during next valid session.', preflight_id=None)], errors=None)

Options chain/streaming greeks

python
from tastytrade import DXLinkStreamer
from tastytrade.dxfeed import Greeks
from tastytrade.instruments import get_option_chain
from tastytrade.utils import get_tasty_monthly

chain = await get_option_chain(session, 'SPLG')
exp = get_tasty_monthly()  # 45 DTE expiration!
subs_list = [chain[exp][0].streamer_symbol]

async with DXLinkStreamer(session) as streamer:
    await streamer.subscribe(Greeks, subs_list)
    greeks = await streamer.get_event(Greeks)
    print(greeks)

python
>>> Greeks(event_symbol='.SPLG230616C23', event_time=0, event_flags=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)