public static TWTransactions Transactions(string accountNumber, DateTime?start, DateTime?end)
{
SetHeaders(Token);
string url = "https://api.tastyworks.com/accounts/" + accountNumber + "/transactions?";
if (start != null)
{
url += "start-date=" + String.Format("{0:yyyy'-'MM'-'dd'T'HH':'mm':'ss'Z'}", start) + "&";
}
if (end != null)
{
url += "end-date=" + String.Format("{0:yyyy'-'MM'-'dd'T'HH':'mm':'ss'Z'}", end);
}
string reply = Web.DownloadString(url);
//Debug.WriteLine(reply);
JObject package = JObject.Parse(reply);
TWTransactions returnList = new TWTransactions();
Int32 pages = Convert.ToInt32(package["pagination"]["total-pages"]);
Int32 pageOffset = 0;
List <JToken> list = package["data"]["items"].Children().ToList();
do
{
foreach (JToken item in list)
{
//Debug.WriteLine(item.ToString());
TWTransaction inst = new TWTransaction();
inst.TransID = Convert.ToInt32(item["id"]);
inst.Time = Convert.ToDateTime(item["executed-at"]).ToUniversalTime();
inst.TransactionCode = item["transaction-type"].ToString();
inst.TransactionSubcode = item["transaction-sub-type"].ToString();
if (item["action"] != null)
{
inst.Action = item["action"].ToString();
}
inst.Description = item["description"].ToString();
inst.AccountRef = item["account-number"].ToString();
inst.Price = Convert.ToDecimal(item["price"]);
inst.Fees = Convert.ToDecimal(item["commission"]) + Convert.ToDecimal(item["clearing-fees"]) + Convert.ToDecimal(item["regulatory-fees"]);
inst.Amount = Convert.ToDecimal(item["value"]) * ((item["value-effect"].ToString() == "Debit") ? -1 : 1);
if ((inst.TransactionCode == "Trade") || (inst.TransactionCode == "Receive Deliver"))
{
inst.Symbol = item["underlying-symbol"].ToString();
inst.Quantity = Convert.ToDecimal(item["quantity"]);
SymbolDecoder symbol = new SymbolDecoder(item["symbol"].ToString(), item["instrument-type"].ToString());
inst.InsType = symbol.Type;
inst.ExpireDate = symbol.Expiration;
inst.Strike = symbol.Strike;
}
CompleteInstance(inst);
returnList.Add(inst);
}
if (pages > 1)
{
SetHeaders(Token);
reply = Web.DownloadString(url + "&page-offset=" + ++pageOffset);
package = JObject.Parse(reply);
list = package["data"]["items"].Children().ToList();
}
pages--;
} while (pages > 0);
return((returnList.Count > 0) ? returnList : null);
}
public static TWPositions Positions(string accountNumber)
{
Dictionary <string, decimal> marketValues = new Dictionary <string, decimal>();
Dictionary <string, Int32> orderIds = new Dictionary <string, Int32>();
SetHeaders(Token);
// retrieve current values
string reply = Web.DownloadString("https://api.tastyworks.com/margin/accounts/" + accountNumber);
JObject package = JObject.Parse(reply);
List <JToken> list = package["data"]["underlyings"].Children().ToList();
foreach (JToken item in list)
{
// capture the value of all of the options plus the underlaying
JToken prices = item["marks"];
foreach (JProperty price in prices)
{
if (!marketValues.ContainsKey(price.Name))
{
marketValues.Add(price.Name, Convert.ToDecimal(price.Value));
}
}
// capture any orders associated with the underlying
string symbol = item["underlying-symbol"].ToString();
JToken orders = item["order-ids"];
for (int i = 0; i < orders.Count(); i++)
{
if (!orderIds.ContainsKey(symbol))
{
Int32 order = Convert.ToInt32(orders[i]);
orderIds.Add(symbol, order);
}
}
}
SetHeaders(Token); // reset, lost after previous call
// retrieve specific positions
reply = Web.DownloadString("https://api.tastyworks.com/accounts/" + accountNumber + "/positions");
package = JObject.Parse(reply);
TWPositions returnList = new TWPositions();
list = package["data"]["items"].Children().ToList();
foreach (JToken item in list)
{
TWPosition inst = new TWPosition();
inst.Symbol = item["underlying-symbol"].ToString();
inst.OptionSymbol = item["symbol"].ToString();
inst.Quantity = Convert.ToDecimal(item["quantity"]);
if (item["quantity-direction"].ToString() == "Short")
{
inst.Quantity *= -1;
}
DateTime exp = Convert.ToDateTime(item["expires-at"]).Trim(TimeSpan.TicksPerDay);
inst.PreviousClose = Convert.ToDecimal(item["close-price"]);
if (inst.PreviousClose == 0)
{
inst.PreviousClose = Convert.ToDecimal(item["average-open-price"]);
}
inst.Multiplier = Convert.ToDecimal(item["multiplier"]);;
if (marketValues.ContainsKey(inst.OptionSymbol))
{
inst.Market = marketValues[inst.OptionSymbol] * inst.Multiplier;
}
if (marketValues.ContainsKey(inst.Symbol))
{
inst.UnderlyingPrice = marketValues[inst.Symbol];
}
inst.OrderActive = orderIds.ContainsKey(inst.Symbol);
SymbolDecoder symbol = new SymbolDecoder(inst.OptionSymbol, item["instrument-type"].ToString());
inst.Type = symbol.Type;
inst.ExpDate = symbol.Expiration;
inst.Strike = symbol.Strike;
returnList.Add(inst.OptionSymbol.Length > 0 ? inst.OptionSymbol : inst.Symbol, inst);
}
return((returnList.Count > 0) ? returnList : null);
}
