391 lines
13 KiB
Python
391 lines
13 KiB
Python
"""
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Questrade API backend.
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"""
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import time
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import datetime
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from functools import partial
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import trio
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from async_generator import asynccontextmanager
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from ..calc import humanize, percent_change
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from . import config
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from ._util import resproc, BrokerError
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from ..log import get_logger, colorize_json
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# TODO: move to urllib3/requests once supported
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import asks
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asks.init('trio')
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log = get_logger('questrade')
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_refresh_token_ep = 'https://login.questrade.com/oauth2/'
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_version = 'v1'
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class QuestradeError(Exception):
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"Non-200 OK response code"
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class Client:
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"""API client suitable for use as a long running broker daemon or
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single api requests.
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Provides a high-level api which wraps the underlying endpoint calls.
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"""
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def __init__(self, config: 'configparser.ConfigParser'):
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self._sess = asks.Session()
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self.api = _API(self._sess)
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self._conf = config
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self.access_data = {}
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self.user_data = {}
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self._reload_config(config)
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def _reload_config(self, config=None, **kwargs):
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self._conf = config or get_config(**kwargs)
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self.access_data = dict(self._conf['questrade'])
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async def _new_auth_token(self) -> dict:
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"""Request a new api authorization ``refresh_token``.
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Gain api access using either a user provided or existing token.
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See the instructions::
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http://www.questrade.com/api/documentation/getting-started
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http://www.questrade.com/api/documentation/security
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"""
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resp = await self._sess.get(
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_refresh_token_ep + 'token',
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params={'grant_type': 'refresh_token',
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'refresh_token': self.access_data['refresh_token']}
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)
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data = resproc(resp, log)
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self.access_data.update(data)
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return data
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def _prep_sess(self) -> None:
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"""Fill http session with auth headers and a base url.
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"""
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data = self.access_data
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# set access token header for the session
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self._sess.headers.update({
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'Authorization': (f"{data['token_type']} {data['access_token']}")})
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# set base API url (asks shorthand)
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self._sess.base_location = self.access_data['api_server'] + _version
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async def _revoke_auth_token(self) -> None:
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"""Revoke api access for the current token.
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"""
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token = self.access_data['refresh_token']
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log.debug(f"Revoking token {token}")
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resp = await asks.post(
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_refresh_token_ep + 'revoke',
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headers={'token': token}
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)
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return resp
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async def ensure_access(self, force_refresh: bool = False) -> dict:
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"""Acquire new ``access_token`` and/or ``refresh_token`` if necessary.
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Checks if the locally cached (file system) ``access_token`` has expired
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(based on a ``expires_at`` time stamp stored in the brokers.ini config)
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expired (normally has a lifetime of 3 days). If ``false is set then
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and refreshs token if necessary using the ``refresh_token``. If the
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``refresh_token`` has expired a new one needs to be provided by the
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user.
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"""
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access_token = self.access_data.get('access_token')
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expires = float(self.access_data.get('expires_at', 0))
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expires_stamp = datetime.datetime.fromtimestamp(
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expires).strftime('%Y-%m-%d %H:%M:%S')
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if not access_token or (expires < time.time()) or force_refresh:
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log.debug(
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f"Refreshing access token {access_token} which expired at"
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f" {expires_stamp}")
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try:
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data = await self._new_auth_token()
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except BrokerError as qterr:
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if "We're making some changes" in str(qterr.args[0]):
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# API service is down
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raise QuestradeError("API is down for maintenance")
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elif qterr.args[0].decode() == 'Bad Request':
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# likely config ``refresh_token`` is expired but may
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# be updated in the config file via another piker process
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self._reload_config()
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try:
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data = await self._new_auth_token()
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except BrokerError as qterr:
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if qterr.args[0].decode() == 'Bad Request':
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# actually expired; get new from user
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self._reload_config(force_from_user=True)
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data = await self._new_auth_token()
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else:
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raise QuestradeError(qterr)
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else:
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raise qterr
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# store absolute token expiry time
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self.access_data['expires_at'] = time.time() + float(
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data['expires_in'])
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# write to config on disk
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write_conf(self)
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else:
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log.debug(f"\nCurrent access token {access_token} expires at"
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f" {expires_stamp}\n")
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self._prep_sess()
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return self.access_data
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async def tickers2ids(self, tickers):
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"""Helper routine that take a sequence of ticker symbols and returns
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their corresponding QT symbol ids.
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"""
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data = await self.api.symbols(names=','.join(tickers))
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symbols2ids = {}
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for ticker, symbol in zip(tickers, data['symbols']):
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symbols2ids[symbol['symbol']] = symbol['symbolId']
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return symbols2ids
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async def quote(self, tickers: [str]):
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"""Return quotes for each ticker in ``tickers``.
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"""
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t2ids = await self.tickers2ids(tickers)
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ids = ','.join(map(str, t2ids.values()))
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results = (await self.api.quotes(ids=ids))['quotes']
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quotes = {quote['symbol']: quote for quote in results}
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# set None for all symbols not found
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if len(t2ids) < len(tickers):
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for ticker in tickers:
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if ticker not in quotes:
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quotes[ticker] = None
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return quotes
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async def symbols(self, tickers):
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"""Return quotes for each ticker in ``tickers``.
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"""
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t2ids = await self.tickers2ids(tickers)
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ids = ','.join(map(str, t2ids.values()))
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symbols = {}
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for pkt in (await self.api.symbols(ids=ids))['symbols']:
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symbols[pkt['symbol']] = pkt
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return symbols
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class _API:
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"""Questrade API endpoints exposed as methods and wrapped with an
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http session.
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"""
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def __init__(self, session: asks.Session):
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self._sess = session
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async def _request(self, path: str, params=None) -> dict:
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resp = await self._sess.get(path=f'/{path}', params=params)
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return resproc(resp, log)
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async def accounts(self) -> dict:
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return await self._request('accounts')
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async def time(self) -> dict:
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return await self._request('time')
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async def markets(self) -> dict:
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return await self._request('markets')
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async def search(self, prefix: str) -> dict:
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return await self._request(
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'symbols/search', params={'prefix': prefix})
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async def symbols(self, ids: str = '', names: str = '') -> dict:
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log.debug(f"Symbol lookup for {ids}")
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return await self._request(
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'symbols', params={'ids': ids, 'names': names})
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async def quotes(self, ids: str) -> dict:
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return await self._request('markets/quotes', params={'ids': ids})
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async def candles(self, id: str, start: str, end, interval) -> dict:
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return await self._request(f'markets/candles/{id}', params={})
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async def balances(self, id: str) -> dict:
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return await self._request(f'accounts/{id}/balances')
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async def postions(self, id: str) -> dict:
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return await self._request(f'accounts/{id}/positions')
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async def token_refresher(client):
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"""Coninually refresh the ``access_token`` near its expiry time.
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"""
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while True:
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await trio.sleep(
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float(client.access_data['expires_at']) - time.time() - .1)
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await client.ensure_access(force_refresh=True)
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def _token_from_user(conf: 'configparser.ConfigParser') -> None:
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"""Get API token from the user on the console.
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"""
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refresh_token = input("Please provide your Questrade access token: ")
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conf['questrade'] = {'refresh_token': refresh_token}
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def get_config(force_from_user=False) -> "configparser.ConfigParser":
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conf, path = config.load()
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if not conf.has_section('questrade') or (
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not conf['questrade'].get('refresh_token') or (
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force_from_user)
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):
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log.warn(
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f"No valid refresh token could be found in {path}")
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_token_from_user(conf)
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return conf
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def write_conf(client):
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"""Save access creds to config file.
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"""
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client._conf['questrade'] = client.access_data
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config.write(client._conf)
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@asynccontextmanager
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async def get_client() -> Client:
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"""Spawn a broker client.
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A client must adhere to the method calls in ``piker.broker.core``.
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"""
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conf = get_config()
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log.debug(f"Loaded config:\n{colorize_json(dict(conf['questrade']))}")
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client = Client(conf)
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await client.ensure_access()
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try:
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log.debug("Check time to ensure access token is valid")
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try:
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await client.api.time()
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except Exception as err:
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# access token is likely no good
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log.warn(f"Access token {client.access_data['access_token']} seems"
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f" expired, forcing refresh")
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await client.ensure_access(force_refresh=True)
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await client.api.time()
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accounts = await client.api.accounts()
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log.info(f"Available accounts:\n{colorize_json(accounts)}")
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yield client
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finally:
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write_conf(client)
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@asynccontextmanager
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async def quoter(client: Client, tickers: [str]):
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"""Quoter context.
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"""
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t2ids = await client.tickers2ids(tickers)
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ids = ','.join(map(str, t2ids.values()))
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async def get_quote(tickers):
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"""Query for quotes using cached symbol ids.
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"""
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try:
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quotes_resp = await client.api.quotes(ids=ids)
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except QuestradeError as qterr:
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if "Access token is invalid" in str(qterr.args[0]):
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# out-of-process piker may have renewed already
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client._reload_config()
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quotes_resp = await client.api.quotes(ids=ids)
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else:
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raise
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return {quote['symbol']: quote for quote in quotes_resp['quotes']}
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yield get_quote
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# Questrade key conversion / column order
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_qt_keys = {
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'symbol': 'symbol', # done manually in qtconvert
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'%': '%',
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'lastTradePrice': 'last',
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'askPrice': 'ask',
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'bidPrice': 'bid',
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'lastTradeSize': 'size',
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'bidSize': 'bsize',
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'askSize': 'asize',
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'VWAP': ('VWAP', partial(round, ndigits=3)),
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'mktcap': ('mktcap', humanize),
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'$ vol': ('$ vol', humanize),
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'volume': ('vol', humanize),
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'close': 'close',
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'openPrice': 'open',
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'lowPrice': 'low',
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'highPrice': 'high',
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# 'low52w': 'low52w', # put in info widget
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# 'high52w': 'high52w',
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# "lastTradePriceTrHrs": 7.99,
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# "lastTradeTick": "Equal",
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# "lastTradeTime": "2018-01-30T18:28:23.434000-05:00",
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# "symbolId": 3575753,
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# "tier": "",
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# 'isHalted': 'halted', # as subscript 'h'
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# 'delay': 'delay', # as subscript 'p'
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}
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_bidasks = {
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'last': ['bid', 'ask'],
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'size': ['bsize', 'asize'],
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'VWAP': ['low', 'high'],
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}
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def format_quote(
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quote: dict,
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symbol_data: dict,
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keymap: dict = _qt_keys,
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) -> (dict, dict):
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"""Remap a list of quote dicts ``quotes`` using the mapping of old keys
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-> new keys ``keymap`` returning 2 dicts: one with raw data and the other
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for display.
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Returns 2 dicts: first is the original values mapped by new keys,
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and the second is the same but with all values converted to a
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"display-friendly" string format.
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"""
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last = quote['lastTradePrice']
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symbol = quote['symbol']
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previous = symbol_data[symbol]['prevDayClosePrice']
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change = percent_change(previous, last)
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share_count = symbol_data[symbol].get('outstandingShares', None)
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mktcap = share_count * last if share_count else 'NA'
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computed = {
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'symbol': quote['symbol'],
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'%': round(change, 3),
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'mktcap': mktcap,
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'$ vol': round(quote['VWAP'] * quote['volume'], 3),
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'close': previous,
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}
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new = {}
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displayable = {}
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for key, new_key in keymap.items():
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display_value = value = computed.get(key) or quote.get(key)
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# API servers can return `None` vals when markets are closed (weekend)
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value = 0 if value is None else value
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# convert values to a displayble format using available formatting func
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if isinstance(new_key, tuple):
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new_key, func = new_key
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display_value = func(value)
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new[new_key] = value
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displayable[new_key] = display_value
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return new, displayable
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