"""Contains functions for getting information about options."""
import sys
from robin_stocks.robinhood.helper import *
from robin_stocks.robinhood.urls import *
[docs]def spinning_cursor():
""" This is a generator function to yield a character. """
while True:
for cursor in '|/-\\':
yield cursor
spinner = spinning_cursor()
[docs]def write_spinner():
""" Function to create a spinning cursor to tell user that the code is working on getting market data. """
if get_output()==sys.stdout:
marketString = 'Loading Market Data '
sys.stdout.write(marketString)
sys.stdout.write(next(spinner))
sys.stdout.flush()
sys.stdout.write('\b'*(len(marketString)+1))
[docs]@login_required
def get_aggregate_positions(info=None):
"""Collapses all option orders for a stock into a single dictionary.
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for each order. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
url = aggregate_url()
data = request_get(url, 'pagination')
return(filter_data(data, info))
[docs]@login_required
def get_aggregate_open_positions(info=None):
"""Collapses all open option positions for a stock into a single dictionary.
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for each order. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
url = aggregate_url()
payload = {'nonzero': 'True'}
data = request_get(url, 'pagination', payload)
return(filter_data(data, info))
[docs]@login_required
def get_market_options(info=None):
"""Returns a list of all options.
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for each option. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
url = option_orders_url()
data = request_get(url, 'pagination')
return(filter_data(data, info))
[docs]@login_required
def get_all_option_positions(info=None):
"""Returns all option positions ever held for the account.
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for each option. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
url = option_positions_url()
data = request_get(url, 'pagination')
return(filter_data(data, info))
[docs]@login_required
def get_open_option_positions(account_number=None, info=None):
"""Returns all open option positions for the account.
:param acccount_number: the robinhood account number.
:type acccount_number: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for each option. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
url = option_positions_url(account_number=account_number)
payload = {'nonzero': 'True'}
data = request_get(url, 'pagination', payload)
return(filter_data(data, info))
[docs]def get_chains(symbol, info=None):
"""Returns the chain information of an option.
:param symbol: The ticker of the stock.
:type symbol: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the option. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message, file=get_output())
return None
url = chains_url(symbol)
data = request_get(url)
return(filter_data(data, info))
[docs]@login_required
def find_tradable_options(symbol, expirationDate=None, strikePrice=None, optionType=None, info=None):
"""Returns a list of all available options for a stock.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the strike price of the option.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put' or left blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all calls of the stock. If info parameter is provided, \
a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbol = symbol.upper().strip()
except AttributeError as message:
print(message, file=get_output())
return [None]
url = option_instruments_url()
if not id_for_chain(symbol):
print("Symbol {} is not valid for finding options.".format(symbol), file=get_output())
return [None]
payload = {'chain_id': id_for_chain(symbol),
'chain_symbol': symbol,
'state': 'active'}
if expirationDate:
payload['expiration_dates'] = expirationDate
if strikePrice:
payload['strike_price'] = strikePrice
if optionType:
payload['type'] = optionType
data = request_get(url, 'pagination', payload)
return(filter_data(data, info))
[docs]@login_required
def find_options_by_expiration(inputSymbols, expirationDate, optionType=None, info=None):
"""Returns a list of all the option orders that match the seach parameters
:param inputSymbols: The ticker of either a single stock or a list of stocks.
:type inputSymbols: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param optionType: Can be either 'call' or 'put' or leave blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all options of the stock that match the search parameters. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbols = inputs_to_set(inputSymbols)
if optionType:
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=get_output())
return [None]
data = []
for symbol in symbols:
allOptions = find_tradable_options(symbol, expirationDate, None, optionType, None)
filteredOptions = [item for item in allOptions if item.get("expiration_date") == expirationDate]
for item in filteredOptions:
marketData = get_option_market_data_by_id(item['id'])
if marketData:
item.update(marketData[0])
write_spinner()
data.extend(filteredOptions)
return(filter_data(data, info))
[docs]@login_required
def find_options_by_strike(inputSymbols, strikePrice, optionType=None, info=None):
"""Returns a list of all the option orders that match the seach parameters
:param inputSymbols: The ticker of either a single stock or a list of stocks.
:type inputSymbols: str
:param strikePrice: Represents the strike price to filter for.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put' or leave blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all options of the stock that match the search parameters. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbols = inputs_to_set(inputSymbols)
if optionType:
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=get_output())
return [None]
data = []
for symbol in symbols:
filteredOptions = find_tradable_options(symbol, None, strikePrice, optionType, None)
for item in filteredOptions:
marketData = get_option_market_data_by_id(item['id'])
if marketData:
item.update(marketData[0])
write_spinner()
data.extend(filteredOptions)
return(filter_data(data, info))
[docs]@login_required
def find_options_by_expiration_and_strike(inputSymbols, expirationDate, strikePrice, optionType=None, info=None):
"""Returns a list of all the option orders that match the seach parameters
:param inputSymbols: The ticker of either a single stock or a list of stocks.
:type inputSymbols: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the strike price to filter for.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put' or leave blank to get both.
:type optionType: Optional[str]
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all options of the stock that match the search parameters. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
try:
symbols = inputs_to_set(inputSymbols)
if optionType:
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=get_output())
return [None]
data = []
for symbol in symbols:
allOptions = find_tradable_options(symbol, expirationDate, strikePrice, optionType, None)
filteredOptions = [item for item in allOptions if item.get("expiration_date") == expirationDate]
for item in filteredOptions:
marketData = get_option_market_data_by_id(item['id'])
if marketData:
item.update(marketData[0])
write_spinner()
data.extend(filteredOptions)
return filter_data(data, info)
[docs]@login_required
def find_options_by_specific_profitability(inputSymbols, expirationDate=None, strikePrice=None, optionType=None, typeProfit="chance_of_profit_short", profitFloor=0.0, profitCeiling=1.0, info=None):
"""Returns a list of option market data for several stock tickers that match a range of profitability.
:param inputSymbols: May be a single stock ticker or a list of stock tickers.
:type inputSymbols: str or list
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD. Leave as None to get all available dates.
:type expirationDate: str
:param strikePrice: Represents the price of the option. Leave as None to get all available strike prices.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put' or leave blank to get both.
:type optionType: Optional[str]
:param typeProfit: Will either be "chance_of_profit_short" or "chance_of_profit_long".
:type typeProfit: str
:param profitFloor: The lower percentage on scale 0 to 1.
:type profitFloor: int
:param profitCeiling: The higher percentage on scale 0 to 1.
:type profitCeiling: int
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a list of dictionaries of key/value pairs for all stock option market data. \
If info parameter is provided, a list of strings is returned where the strings are the value of the key that matches info.
"""
symbols = inputs_to_set(inputSymbols)
data = []
if (typeProfit != "chance_of_profit_short" and typeProfit != "chance_of_profit_long"):
print("Invalid string for 'typeProfit'. Defaulting to 'chance_of_profit_short'.", file=get_output())
typeProfit = "chance_of_profit_short"
for symbol in symbols:
tempData = find_tradable_options(symbol, expirationDate, strikePrice, optionType, info=None)
for option in tempData:
if expirationDate and option.get("expiration_date") != expirationDate:
continue
market_data = get_option_market_data_by_id(option['id'])
if len(market_data):
option.update(market_data[0])
write_spinner()
try:
floatValue = float(option[typeProfit])
if (floatValue >= profitFloor and floatValue <= profitCeiling):
data.append(option)
except:
pass
return(filter_data(data, info))
[docs]@login_required
def get_option_market_data_by_id(id, info=None):
"""Returns the option market data for a stock, including the greeks,
open interest, change of profit, and adjusted mark price.
:param id: The id of the stock.
:type id: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
instrument = get_option_instrument_data_by_id(id)
if instrument is None:
# e.g. 503 Server Error: Service Unavailable for url: https://api.robinhood.com/options/instruments/d1058013-09a2-4063-b6b0-92717e17d0c0/
return None # just return None which the caller can easily check; do NOT use faked empty data, it will only cause future problem
else:
payload = {
"instruments" : instrument['url']
}
url = marketdata_options_url()
data = request_get(url, 'results', payload)
return(filter_data(data, info))
[docs]@login_required
def get_option_market_data(inputSymbols, expirationDate, strikePrice, optionType, info=None):
"""Returns the option market data for the stock option, including the greeks,
open interest, change of profit, and adjusted mark price.
:param inputSymbols: The ticker of the stock.
:type inputSymbols: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the price of the option.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
try:
symbols = inputs_to_set(inputSymbols)
if optionType:
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=get_output())
return [None]
data = []
for symbol in symbols:
optionID = id_for_option(symbol, expirationDate, strikePrice, optionType)
marketData = get_option_market_data_by_id(optionID)
data.append(marketData)
return(filter_data(data, info))
[docs]def get_option_instrument_data_by_id(id, info=None):
"""Returns the option instrument information.
:param id: The id of the stock.
:type id: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
url = option_instruments_url(id)
data = request_get(url)
return(filter_data(data, info))
[docs]def get_option_instrument_data(symbol, expirationDate, strikePrice, optionType, info=None):
"""Returns the option instrument data for the stock option.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the price of the option.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param info: Will filter the results to get a specific value.
:type info: Optional[str]
:returns: Returns a dictionary of key/value pairs for the stock. \
If info parameter is provided, the value of the key that matches info is extracted.
"""
try:
symbol = symbol.upper().strip()
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=get_output())
return [None]
optionID = id_for_option(symbol, expirationDate, strikePrice, optionType)
url = option_instruments_url(optionID)
data = request_get(url)
return(filter_data(data, info))
[docs]def get_option_historicals(symbol, expirationDate, strikePrice, optionType, interval='hour', span='week', bounds='regular', info=None):
"""Returns the data that is used to make the graphs.
:param symbol: The ticker of the stock.
:type symbol: str
:param expirationDate: Represents the expiration date in the format YYYY-MM-DD.
:type expirationDate: str
:param strikePrice: Represents the price of the option.
:type strikePrice: str
:param optionType: Can be either 'call' or 'put'.
:type optionType: str
:param interval: Interval to retrieve data for. Values are '5minute', '10minute', 'hour', 'day', 'week'. Default is 'hour'.
:type interval: Optional[str]
:param span: Sets the range of the data to be either 'day', 'week', 'year', or '5year'. Default is 'week'.
:type span: Optional[str]
:param bounds: Represents if graph will include extended trading hours or just regular trading hours. Values are 'regular', 'trading', and 'extended'. \
regular hours are 6 hours long, trading hours are 9 hours long, and extended hours are 16 hours long. Default is 'regular'
:type bounds: Optional[str]
:param info: Will filter the results to have a list of the values that correspond to key that matches info.
:type info: Optional[str]
:returns: Returns a list that contains a list for each symbol. \
Each list contains a dictionary where each dictionary is for a different time.
"""
try:
symbol = symbol.upper().strip()
optionType = optionType.lower().strip()
except AttributeError as message:
print(message, file=get_output())
return [None]
interval_check = ['5minute', '10minute', 'hour', 'day', 'week']
span_check = ['day', 'week', 'year', '5year']
bounds_check = ['extended', 'regular', 'trading']
if interval not in interval_check:
print(
'ERROR: Interval must be "5minute","10minute","hour","day",or "week"', file=get_output())
return([None])
if span not in span_check:
print('ERROR: Span must be "day", "week", "year", or "5year"', file=get_output())
return([None])
if bounds not in bounds_check:
print('ERROR: Bounds must be "extended","regular",or "trading"', file=get_output())
return([None])
optionID = id_for_option(symbol, expirationDate, strikePrice, optionType)
url = option_historicals_url(optionID)
payload = {'span': span,
'interval': interval,
'bounds': bounds}
data = request_get(url, 'regular', payload)
if (data == None or data == [None]):
return data
histData = []
for subitem in data['data_points']:
subitem['symbol'] = symbol
histData.append(subitem)
return(filter_data(histData, info))
