/// <summary>
/// Get option chain for an optionable Symbol
/// https://developer.tdameritrade.com/option-chains/apis/get/marketdata/chains
/// </summary>
public async Task <string> GetOptionsChainJson(TDOptionChainRequest request)
{
if (!HasConsumerKey)
{
throw new Exception("Consumer key is required");
}
NameValueCollection queryString = System.Web.HttpUtility.ParseQueryString(string.Empty);
if (!IsSignedIn)
{
queryString.Add("apikey", AuthResult.consumer_key);
}
queryString.Add("symbol", request.symbol);
queryString.Add("contractType", request.contractType.ToString());
queryString.Add("strikeCount", request.strikeCount.ToString());
queryString.Add("includeQuotes", request.includeQuotes ? "FALSE" : "TRUE");
queryString.Add("strategy", request.strategy.ToString());
queryString.Add("interval", request.interval.ToString());
if (request.strike.HasValue)
{
queryString.Add("strike", request.strike.Value.ToString());
}
queryString.Add("fromDate", request.fromDate.ToString("yyyy-MM-dd"));
queryString.Add("toDate", request.toDate.ToString("yyyy-MM-dd"));
queryString.Add("expMonth", request.expMonth);
queryString.Add("optionType", request.optionType.ToString());
if (request.strategy == TDOptionChainStrategy.ANALYTICAL)
{
queryString.Add("volatility", request.volatility.ToString());
queryString.Add("underlyingPrice", request.underlyingPrice.ToString());
queryString.Add("interestRate", request.interestRate.ToString());
queryString.Add("daysToExpiration", request.daysToExpiration.ToString());
}
var q = queryString.ToString();
var path = $"https://api.tdameritrade.com/v1/marketdata/chains{q}";
using (var client = new HttpClient())
{
client.DefaultRequestHeaders.Authorization = new AuthenticationHeaderValue("Bearer", AuthResult.access_token);
var res = await client.GetAsync(path);
switch (res.StatusCode)
{
case HttpStatusCode.OK:
return(await res.Content.ReadAsStringAsync());
default:
Console.WriteLine("Error: " + res.ReasonPhrase);
return(null);
}
}
}
/// <summary>
/// Get option chain for an optionable Symbol
/// https://developer.tdameritrade.com/option-chains/apis/get/marketdata/chains
/// </summary>
public async Task <OptionChain> GetOptionsChain(TDOptionChainRequest request)
{
var json = await GetOptionsChainJson(request);
if (!string.IsNullOrEmpty(json))
{
return(JsonSerializer.Deserialize <OptionChain>(json));
}
return(null);
}
/// <summary>
/// Get option chain for an optionable Symbol
/// https://developer.tdameritrade.com/option-chains/apis/get/marketdata/chains
/// </summary>
public async Task <TDOptionChain> GetOptionsChain(TDOptionChainRequest request)
{
var json = await GetOptionsChainJson(request);
if (!IsNullOrEmpty(json))
{
return(JsonConvert.DeserializeObject <TDOptionChain>(json, new TDOptionChainConverter()));
}
return(null);
}
