tda

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 Go to latest Published: Sep 6, 2022 License: MIT Imports: 9 Imported by: 0

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Types

type AccessTokenResponse 

type AccessTokenResponse struct {
	// AccessToken provided from the endpoint to be used to make subsequent
	// requests
	AccessToken string `json:"access_token"`

	// Scope for what endpoints are allowed, for properly configured apps, this
	// will be all scopes
	Scope string `json:"scope"`

	// Expiry for the access token, all access tokens expire after 1800s (30m)
	// by default
	ExpiresIn int `json:"expires_in"`

	// TokenType is 'Bearer' for the TDA API
	TokenType string `json:"token_type"`
}

AccessTokenResponse is a struct to load the TDAmeritrade Response into, this takes many fields and the user is returned the AccessToken using *Session.GetAccessToken()

type AccessTokenStruct 

type AccessTokenStruct struct {
	// GrantType is the type of grant for the access token, this will always be
	// 'refresh_token' for this library
	GrantType string `url:"grant_type"`

	// RefreshToken provided by the Session intialization struct
	RefreshToken string `url:"refresh_token"`

	// ClientID is the CONSUMER_KEY with '@AMER.OAUTHAPP' added
	ClientID string `url:"client_id"`

	// RedirectUri of the app from TDAmeritrade's Development Portal
	RedirectUri string `url:"redirect_uri"`
}

AccessTokenStruct is the internal structure used for establishing the request between TDAmeritrade Servers and the library, this is used to create a URLEncoded Form object which is sent to retrieve a user's access token

type InstrumentFundamentals 

type InstrumentFundamentals struct {
	// Fundamental struct containing FA indicators
	Fundamental struct {
		// Symbol for the listed security on NYSE (and/or NASDAAQ)
		Symbol string `json:"symbol"`

		// 52Week high of the stock
		High52 json.Number `json:"high52"`

		// 52Week low of the stock
		Low52 json.Number `json:"low52"`

		// DividendAmount is a numerical value (in dollars) that a company will
		// pay out to its shareholders
		DividendAmount json.Number `json:"dividendAmount"`

		// DividendYield is the annualzied dividend amount divided by the price
		// of the stock, lower share price with a high dividend means a very
		// high yield
		DividendYield json.Number `json:"dividendYield"`

		// DividendDate is the expected ex-dividend date based on TDA's
		// calendar, this is not always accurate
		DividendDate string `json:"dividendDate"`

		// Price to Earnings Ratio
		PeRatio json.Number `json:"peRatio"`

		// Price to Earnings-Growth Ratio
		PegRatio json.Number `json:"pegRatio"`

		// Price to Book Ratio
		PbRatio json.Number `json:"pbRatio"`

		// TODO: What is a PRRatio?
		PrRatio json.Number `json:"prRatio"`

		// Price to Cash-Flow Ratio
		PcfRatio json.Number `json:"pcfRatio"`

		// Gross Margin (borrowed cash) in the Trailing Twelve Months
		GrossMarginTTM json.Number `json:"grossMarginTTM"`

		// Gross Margin (borrowed cash) in the Most Recent Quarter
		GrossMarginMRQ json.Number `json:"grossMarginMRQ"`

		// Net Profit Margin (Percantage of Revenue) in Trailing Twelve Months
		NetProfitMarginTTM json.Number `json:"netProfitMarginTTM"`

		// Net Profit Margin (Percantage of Revenue) in Most Recent Quarter
		NetProfitMarginMRQ json.Number `json:"netProfitMarginMRQ"`

		// Operating Margin Trailing Twelve Months
		OperatingMarginTTM json.Number `json:"operatingMarginTTM"`

		// Operating Margin Most Recent Quarter
		OperatingMarginMRQ json.Number `json:"operatingMarginMRQ"`

		// Net Income divided by Shareholder Equity
		ReturnOnEquity json.Number `json:"returnOnEquity"`

		// Net Income divided by Net Company Assets
		ReturnOnAssets json.Number `json:"returnOnAssets"`

		// Net Income divided by Investments
		ReturnOnInvestment json.Number `json:"returnOnInvestment"`

		// Ability of a company to use near cash to extinguish long term
		// maturities
		QuickRatio json.Number `json:"quickRatio"`

		// Ability of a company to use near cash to meet short-term obligations
		CurrentRatio json.Number `json:"currentRatio"`

		// Ability of a company to pay off interest expenses on outstanding debt
		InterestCoverage json.Number `json:"interestCoverage"`

		// Company Debt compared to Current Company Capital
		TotalDebtToCapital json.Number `json:"totalDebtToCapital"`

		// Long Term Debts to Equity Ratio
		LtDebtToEquity json.Number `json:"ltDebtToEquity"`

		// All Debt to Equity Ratio
		TotalDebtToEquity json.Number `json:"totalDebtToEquity"`

		// Earnings-Per-Share Trailing Twelve Months
		EpsTTM json.Number `json:"epsTTM"`

		// Earnings-Per-Share Change % (Growth/Decline) Twailing Twelve Months
		EpsChangePercentTTM json.Number `json:"epsChangePercentTTM"`

		// Earnings-Per-Share Change over 1-Year (Annual Filing)
		EpsChangeYear json.Number `json:"epsChangeYear"`

		// Earnings-Per-Share Change QoQ (Quarterly Filing)
		EpsChange json.Number `json:"epsChange"`

		// Revenue Change YoY (Annual Filing)
		RevChangeYear json.Number `json:"revChangeYear"`

		// Revenue Change Trailing Twelve Months
		RevChangeTTM json.Number `json:"revChangeTTM"`

		// Incoming Revenue Change
		RevChangeIn json.Number `json:"revChangeIn"`

		// Number of shares currently availabile in the market
		// (NumberOfShares * SharePrice = MarketCapitalization)
		SharesOutstanding json.Number `json:"sharesOutstanding"`

		// $ Value of Available Shares Traded on Exchanges
		MarketCapFloat json.Number `json:"marketCapFloat"`

		// Market Capitalization
		MarketCap json.Number `json:"marketCap"`

		// Value of Share based on Books
		BookValuePerShare json.Number `json:"bookValuePerShare"`

		// % of Short Interest Compared to Available Shares
		ShortIntToFloat json.Number `json:"shortIntToFloat"`

		// # of Days before Company Closes out Shorted Shares
		ShortIntDayToCover json.Number `json:"shortIntDayToCover"`

		// Dividend Growth Rate over 3 Years
		DivGrowthRate3Year json.Number `json:"divGrowthRate3Year"`

		// Dividend Pay Amount (QoQ or MoM Basis)
		DividendPayAmount json.Number `json:"dividendPayAmount"`

		// Pay Date (as opposed to Ex-Div Date) for Dividend
		DividendPayDate string `json:"dividendPayDate"`

		// Beta Correlation to SPX (Broad Market)
		Beta json.Number `json:"beta"`

		// Average Volume based on 1 Day of Trading
		Vol1DayAvg json.Number `json:"vol1DayAvg"`

		// Average Volume based on 10 Days of Trading
		Vol10DayAvg json.Number `json:"vol10DayAvg"`

		// Average Volume based on 90 days of Trading
		Vol3MonthAvg json.Number `json:"vol3MonthAvg"`
	} `json:"fundamental"`
	// Committee on Uniform Securities Identification Procedures
	Cusip string `json:"cusip"`

	// Symbol for Security
	Symbol string `json:"symbol"`

	// Description of Security
	Description string `json:"description"`

	// Exchange the Security trades on
	Exchange string `json:"exchange"`

	// Type of Asset the Security is
	AssetType string `json:"assetType"`
}

InstrumentFundmanetals is the struct for a valid fundamentals response from TDA

type Quote 

type Quote struct {
	AssetType                          string  `json:"assetType"`
	AssetMainType                      string  `json:"assetMainType"`
	Cusip                              string  `json:"cusip"`
	AssetSubType                       string  `json:"assetSubType"`
	Symbol                             string  `json:"symbol"`
	Description                        string  `json:"description"`
	BidPrice                           float64 `json:"bidPrice"`
	BidSize                            int     `json:"bidSize"`
	BidID                              string  `json:"bidId"`
	AskPrice                           float64 `json:"askPrice"`
	AskSize                            int     `json:"askSize"`
	AskID                              string  `json:"askId"`
	LastPrice                          float64 `json:"lastPrice"`
	LastSize                           int     `json:"lastSize"`
	LastID                             string  `json:"lastId"`
	OpenPrice                          float64 `json:"openPrice"`
	HighPrice                          float64 `json:"highPrice"`
	LowPrice                           float64 `json:"lowPrice"`
	BidTick                            string  `json:"bidTick"`
	ClosePrice                         float64 `json:"closePrice"`
	NetChange                          float64 `json:"netChange"`
	TotalVolume                        int     `json:"totalVolume"`
	QuoteTimeInLong                    int64   `json:"quoteTimeInLong"`
	TradeTimeInLong                    int64   `json:"tradeTimeInLong"`
	Mark                               float64 `json:"mark"`
	Exchange                           string  `json:"exchange"`
	ExchangeName                       string  `json:"exchangeName"`
	Marginable                         bool    `json:"marginable"`
	Shortable                          bool    `json:"shortable"`
	Volatility                         float64 `json:"volatility"`
	Digits                             int     `json:"digits"`
	Five2WkHigh                        float64 `json:"52WkHigh"`
	Five2WkLow                         float64 `json:"52WkLow"`
	NAV                                float64 `json:"nAV"`
	PeRatio                            float64 `json:"peRatio"`
	DivAmount                          float64 `json:"divAmount"`
	DivYield                           float64 `json:"divYield"`
	DivDate                            string  `json:"divDate"`
	SecurityStatus                     string  `json:"securityStatus"`
	RegularMarketLastPrice             float64 `json:"regularMarketLastPrice"`
	RegularMarketLastSize              int     `json:"regularMarketLastSize"`
	RegularMarketNetChange             float64 `json:"regularMarketNetChange"`
	RegularMarketTradeTimeInLong       int64   `json:"regularMarketTradeTimeInLong"`
	NetPercentChangeInDouble           float64 `json:"netPercentChangeInDouble"`
	MarkChangeInDouble                 float64 `json:"markChangeInDouble"`
	MarkPercentChangeInDouble          float64 `json:"markPercentChangeInDouble"`
	RegularMarketPercentChangeInDouble float64 `json:"regularMarketPercentChangeInDouble"`
	Delayed                            bool    `json:"delayed"`
	RealtimeEntitled                   bool    `json:"realtimeEntitled"`
}

Quote is the response for a quote.

type QuoteRequest 

type QuoteRequest struct {
	Symbols string `url:"symbol"`
}

type Session 

type Session struct {
	// RefreshKey of your account given by the TDAmeritrade OAuth2 Workflow
	Refresh string

	// ConsumerKey from the TDAmeritrade Developer Application Portal
	ConsumerKey string

	// RootUrl for the API, this will usually be https://api.tdameritrade.com/v1
	RootUrl string
	// contains filtered or unexported fields
}

Session is the client structure that is used for all relevant parts of this library. The session struct takes in 3 required parameters which is the refresh key, consumer key, and the root url (which is usually the same for all endusers).

func NewSession 

func NewSession(refresh, consumerKey, rootUrl string, opts ...SessionOption) *Session

NewSession constructs a new TDA Go Session taking in options.

func (*Session) GetAccessToken 

func (s *Session) GetAccessToken() (string, error)

GetAccessToken is the session function to retrieve the access token, this returns a multitude of errors and is only intended for internal library usage but is exposed in case the AccessToken is important to be accessed externally

func (*Session) GetInstrumentFundamentals 

func (s *Session) GetInstrumentFundamentals(ticker string) (*InstrumentFundamentals, error)

GetInstrumentFundmamentals accesses the TDAmeritrade API using an existing Session struct to provide fundamental data in the form of the InstrumentFundamentals Struct. If the payload from the TDAmeritrade API is empty, an error is returned (rather than only an empty struct) with the fundamentalsEmpty error. The only input parameter is the relevant ticker, which is not case-sensitive.

func (*Session) GetQuote 

func (s *Session) GetQuote(ticker string) (*Quote, error)

GetQuote accesses the TDAmeritrade API using an existing Session struct to provide quote data for a single ticker. If you are quoting more than one security, use GetQuotes()

func (*Session) GetQuotes 

func (s *Session) GetQuotes(tickers []string) (*map[string]Quote, error)

GetQuotes accesses the TDAmeritrade API using an existing Session struct to provide quote data for multiple tickers.

type SessionOption 

type SessionOption func(*Session)

SessionOption is an option that can be provided to NewSession in order to modify the internal state of the created Session.

func WithHttpClient 

func WithHttpClient(client http.Client) SessionOption

WithHttpClient is an option that returns a SessionOption that can be used to change the internal HTTP Client used by the TDA Session.

func WithStatPath 

func WithStatPath(path string) SessionOption

WithStatPath is an option that sets the stat path to prevent creating a new access token on every request. This is recommended to be used if server is frequently making requests.

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