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Ameritrade Python Interface

Handles Authentication, WebSocket streaming subscriptions and API requests. (Developed on Anaconda Spyder on Windows platform)

TDAuthentication.py:

Keeps a valid token access to be used by TDAPI(endpoint requests).

In order to get client_id, redirect_uri you have to register API client at https://developer.tdameritrade.com

There is an explaining video on how to register your API at Ameritrade: https://www.youtube.com/watch?v=qJ94sSyPGBw 

It handles different authentication methods.

Full Automated where account info will be stored for future authentication 
or Full Manual where you have to authenticate each 30 min.

New feature: Handles config file as an object.

TDAPI.py Based on areed1192:

Handle all API requests. GET, POST,PUT, PATCH.

In order to send a valid request it keep authenticating throuh TDAtuthentication Class.

Find below the table with all possible requests.

TDAPI-Test.py:

Has multiple endpoints check for the TDAPI file.

Customed create orders.

Pandas DataFrame output for each enpoint.

TDStream.py:

Handle all subscription for WebSocket streaming. SUBS, UNSUBS, ADD, LOGIN, LOGOUT, QOS.

In order to request the credentials it uses TDAPI Class.

Find below subscription table.

New feature: Keep alive method that subscribes back all subscription when connection comes alive again.
            CSV storadge. 
            Callback function to trigger observers when new data arrives.

TDStreamer-test-py:

Has multiple subscription method to test TDStream.

TDAPI requests table:

Screenshot

TDStream subscription table:

Screenshot

TO DO:

Add DataFrame interface to convert from JSON output.
Add parameter verification.

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