TDAmeritradeAPI

---

A front-end shared library - with C, C++, Python, and Java interfaces - for the recently expanded TDAmeritrade API. It provides object-oriented access to the simple HTTPS/JSON interface using libcurl and to the Streaming interface using uWebSockets.

After setting up a TDAmeritrade developer account you should be able to gain access to the API by following the instructions in the Authentication section below.

The library is designed to abstract away many of the lower level details of accessing the API while still providing almost complete control over authentication, access, data handling, and order execution.

• Provides a collection of API calls and stand-alone tools for custom authentication management.

• Does not completely parse returned data, allowing users to handle it as they see fit.

  • C++ interface returns json objects
  • C interface populates char buffers w/ un-parsed json strings
  • Python interface returns builtin objects(list, dict etc.) via json.loads().
  • Java interface returns org.json objects

• Exposes a stable C ABI to support a portable C++ interface and bindings for other languages.

If you're interested in contributing - or would like to write bindings for a currently unsupported language - please communicate your intentions first.

Communicating w/ 3rd party servers, accessing financial accounts, and automating trade execution are all operations that present risk and require responsibility. By using this software you agree that you understand and accept these risks and responsibilities. You accept sole responsibility for the results of said use. You completely absolve the author of any damages, financial or otherwise, incurred personally or by 3rd parties, directly or indirectly, by using this software - even those resulting from the gross negligence of the author. All communication with TDAmeritrade servers, access of accounts, and execution of orders must adhere to their policies and terms of service and is your repsonsibility, and yours alone.

Index

---

• Dependencies
• Updates
• Status
• Structure
• Getting Started
  • Build Dependencies
  • Build Library
  • Precompiled
  • Install
  • Use
    • C/C++
    • Python3
    • Java
    • Scala/SBT
• Conventions
• Errors & Exceptions
• Authentication
  • Streamlined Approach
  • Manual Approach
  • Credentials
• Access
  • Get
  • Streaming
  • Execute
• Utilities
  • DynamicDataStore
  • OptionSymbols
• Licensing & Warranty

Dependencies

---

This project would not be possible without some of the great open-source projects listed below.

• libcurl - Client-side C library supporting a ton of transfer protocols
• openssl - C library for tls/ssl and crypto
• zlib - Compression library
• libuv - Cross-platform asynchronous I/O
• uWebSockets - A simple and efficient C++ WebSocket library. The source is included, compiled and archived with our library to limit dependency issues.
• nlohmann::json : - An extensive C++ json library that only requires adding a single header file.
• jna - Java Native Access
• org.json - Reference implementation of a Java JSON package
• cefpython3 - Python bindings for the Chromium Embedded Framework

Updates

---

• Remove symbology conversions from streaming session to fix bug with decimal-strike option symbols
• New single makefile build for unix/linux/mac in 'Release2/'
• Fix Account ID bug in streamer, allow for optional account
• Transfer timeouts for Getters
• Account Activity Subscription to Streaming Session
• Update OrdersGetter to return ALL status types by default
• HTTPSharedConnection allows multiple getter instances to share a single connection(by default)
• Streaming Session calls back with a heartbeat every 10 seconds
• Java Bindings - get and streaming interfaces
• credential_builder.py - streamlined approach to authentication and credential building
• DynamicDataStore - module that abstracts away data retrieval, providing a simple bar-based interface
• Mac build (see below)
• Raw Subscriptions for complete control over accessing the Streaming interface
• ADD, VIEW, UNSUBS commands for Streaming interface

Status

---

	Get Interface	Streaming Interface	Execute Interface
C	Working	Working	OrderTicket, Builders, Send/Cancel
C++	Working	Working	OrderTicket, Builders, Send/Cancel
Python	Working	Working	OrderTicket, Builders, Send/Cancel
Java	Working	Working	Comming Soon

Note: 'Working' does not necessarily mean 'Stable'
Note: Execute Interface has undergone very little testing

Structure

---

|--------------------------------------|-----------------|------------|
|      client python, java etc.        |   client C++    |  client C  |
|--------------------------------------|                 |            | 
|          extension layer             |                 |            |
|--------------------------------------|-----------------|            |
| C-lib interface (e.g ctypes.py, JNA) | C++ Proxy Layer |            |
|=====================================================================|
|                   (binary compatible) C interface                   |
|---------------------------------------------------------------------|
|       (non binary compatible) C++ interface to TDAmeritradeAPI      |
|---------------------------------------------------------------------|

There are certain binary compatibility issues when exporting C++ code accross compilations(from name mangling, differing runtimes, changes to STL implementations etc.). Although we attempt to limit these issues with an ABI layer and 'proxy' objects, it's recommended to compile client code and the library using the same compiler/settings and link to the same libraries.

Getting Started

---

It's recommended you build from source. If not comfortable with this, or you just want to use the Python or Java interface, it may be easier to use a precompiled linux/windows library.

To more easily support different platforms, bindings, and use-cases while the library is in development we don't use a unified build system. The current approach:

1. build dependencies
2. build library
3. install dependencies and library
4. link to or load the library

We are currently in the process of converting to a (manually) generated makefile project - if you would like to contribute (or simply test on non-linux systems) please send an email or file an issue.

Build Dependencies

Unix/Linux

If using a package manager, like apt, install the libcurl, libssl, and zlib dev packages:

    sudo apt-get install libcurl4-openssl-dev libssl-dev zlib1g-dev

Alternatively, you can download them manually via github:

    git clone https://github.com/openssl/openssl.git
    git clone https://github.com/curl/curl.git 
    git clone https://github.com/madler/zlib.git   

... or the individual project sites:

• openssl
• libcurl
• zlib

Mac

You'll need the same libraries as the Unix/Linux build AND libuv.

    brew install libuv

Windows

Compiled dependencies - 32 and 64 bit release builds of openssl, curl, zlib, and uv - are included in the vsbuild/deps/libs directory. If you'd still like to download and build them yourselves visit the links from the sections above. Pay attention to the install section below.

Build Library

The library is implemented in C++ and needs to be built accordingly. It exports a C/ABI layer which is wrapped by header defined C calls and C++ calls/objects, allowing for access from pure C, C++, Python via ctypes.py, and Java via JNA.

  FunctionImpl(string)                [C++ implementation code defined in lib]
  Funtion_ABI(const char*)            [C ABI code defined in lib and exported]
    /\  /\  /\  /\
====||==||==||==||=====================[lib boundary]==========================
    ||  ||  ||  ||
    ||  ||  ||  ||    ---------------------[headers]----------------------------
    ||  ||  ||  ||       #ifdef __cplusplus
    ||  ||  ||  ||<===   Function(string)        [C++ wrapper defined in header]
    ||  ||  ||           #else
    ||  ||  ||<=======   Function(const char *)  [C wrapper defined in header]
    ||  ||               #endif
    ||  ||            --------/\------------------------------------------------
    ||  ||            --------||------------------------------------------------
    ||  ||               Function("foo")         [Client C/C++]
    ||  ||            ----------------------------------------------------------
    ||  || 
    ||  ||<=== ctypes.CDll.Function_ABI("foo")   [ctypes.py access to library] 
    ||
    ||<======= jna.Library.Function_ABI("foo")   [JNA access to library]
           

• Compilers need to support C++11.

• By default, exceptions are caught inside the library, exported as error codes, and (for C++) reconstituted/rethrown on the client side of the ABI.

• #define ALLOW_EXCEPTIONS_ACROSS_ABI to allow exceptions to be thrown directly from the library. Be sure there's binary compatibility between your code and the library. (On Windows you'll need to compile your code with the /EHs switch to allow exceptions from 'extern C' functions.)

• #define DEBUG_VERBOSE_1_ to send verbose logging/debug info to stdout. (Debug builds do this automatically.)

Unix/Linux/Mac (NEW)

Currently transitioning to a single makefile build that can be run from the 'Release2' subdirectory. If you have a problem w/ this please file an issue. (There are a few references to the the 'Release/' directory that may need to be manually changed to 'Release2/' until the two build approaches are fully merged e.g. test/python/test.py looks for 'Release/').

    user@host:~/dev/TDAmeritradeAPI/Release2$ make all

Unix/Linux/Mac (OLD)

The Eclipse/CDT generated makefiles are in the 'Debug' and 'Release' subdirectories. For Mac you need to manually add '-luv' to objects.mk(LIBS := -lssl -lcrypto -lz -lcurl -lpthread -lutil -ldl -luv)

    user@host:~/dev/TDAmeritradeAPI/Release$ make all

Windows

The build solution provided was created in VisualStudio2019 using toolset v142.

1. Open vsbuild/vsbuild.sln in VisualStudio
2. IMPORTANT Select an x64 or Win32 * Release * build configuration. (Build -> Configuration Manager -> Active solution configuration -> Release)
   • If you want a debug configuration you'll have to edit the 'Additional Library Directories' in Properties->Linker->General for the TDAmeritradeAPI project so it looks for Release builds of the dependencies. In the path strings change '$(Configuration)' to 'Release\'.*
3. Build->Build Solution.

If sucessful, the library and dependencies will be in vsbuild\x64 or vsbuild\Win32.

Files you should have:

• TDAmeritradeAPI.dll
• libcurl.dll
• libssl-[version-arch].dll
• libcrypto-[version-arch].dll
• libuv.dll
• zlibwapi.dll

Precompiled

Some precompiled versions of the library are provided for convenience. You'll still need to build and/or install the dependencies. For practical reasons these binaries will not be re-compiled with each commit so you may be using a stale library. See bin/BUILD_NOTES.txt for which commit they are built from.

bin/[os]--[architecture]--[toolchain]

• bin/debian-4.19--i686--gcc/
• bin/debian-4.19--x86_64--gcc/
• bin/win--x64--mscv/
• bin/win--x86--msvc/

The Linux/ELF binaries may or may not work on your particular system/distro BUT building the library from source is pretty straight forward.

The Windows/PE binaries are built using VisualStudio2017 and statically linked against the runtime libraries to limit dependency issues.

Install

Once built, you need to make sure the TDAmeritradeAPI library and dependencies are in a location the linker can find.

Unix/Linux

If dependencies were built/installed using a package manager they should be in the correct location already.

To make libTDAmeritradeAPI.so available to your program:

• move it to a directory already in the search path e.g /usr/local/lib
• -or- add the directory to the system library path
• -or- link your code with the appropriate flags '-L/path/to/lib -Wl,-rpath,/path/to/lib'
• -or- add its path to the LD_LIBRARY_PATH environment variable
• -or- move the file to the location of the binary that will link to it

Windows

Since all the dependencies are included(or built manually) you'll need to manage them AND TDAmeritradeAPI.dll.

• move them to the systems folder: C:/Windows/System32/
• -or- link your code with the appropriate flags (use link settings in VisualStudio)
• -or- add their folder(s) to your PATH variable.
• -or- move the files to the location of the binary that will link to it

The simplest approach for supporting all language bindings, generally, is to put TDAmeritrade.dll and its dependencies (libcurl.dll etc.) in a single folder, then add that folder location to your PATH: ControlPanel -> System -> Advanced System Settings -> Advanced Tab -> Environmental Variables -> Select 'Path' -> Edit -> append ';C:/my/library/path' to string in 'Variable' -> Ok -> log out and in again.

Use

The sections below outline basic steps for loading and using the library.

C/C++

1. include headers:
   • "tdma_api_get.h" for the 'HTTPS Get' interface
   • "tdma_api_streaming.h" for the 'Streaming' interface
   • "tdma_api_execute.h" for the 'Execute' interface
   • (headers/source use relative include links, don't change the directory structure)
2. add Library/API calls to your code (C++ uses namespace tdma)
3. compile
4. link your code with the TDAmeritradeAPI library
5. run

Python3

1. be sure to have built/installed the dependencies and shared library(above)
2. be sure the library build(32 vs 64 bit) matches the python build
3. user@host:~/dev/TDAmeritradeAPI/python$ python setup.py install
   • if your python links to python2 run python3 setup.py install instead
   • depending on how/where you've installed python you may need elevated privileges (e.g sudo, admin) to write to the python directory
   • some packages may not include distutils; if you get a ModuleNotFoundError you'll need to install e.g apt-get install python3-distutils
4. (optional) setup the package to load the C/C++ shared lib automatically by:
   • using one of the options in the install section
   • moving the library and (un-installed) dependencies to the location of python executable
5. import the package or module(s):

   import tdma_api # -or-
   from tdma_api import auth     # authorization methods and objects
   from tdma_api import get      # 'getter' objects and utilities
   from tdma_api import stream   # 'streaming' class and subscriptions
   from tdma_api import execute  # order objects, builders and execution calls
   

   • the python package will try to load the library automatically (see #4 above)
   • if it can't, it will output an error message on package import
     • the most common issue is the library not being installed in the default library search path
     • move the lib(see Install) or load it manually:
       >>> tdma_api.clib.init("path/to/lib.so")
   • if you get an error message concerning the dependencies you'll need to move them to a location the dynamic linker can find. (see Install)

Java

1. be sure to have built/installed the dependencies and shared library(above)
2. be sure you're working with Java 8 or higher (Major Version 52 or higher)
3. be sure the library build(32 vs 64 bit) matches the JRE (java -version will mention "64-Bit")
4. (optional) setup TDAmeritradeAPI.jar to load the C/C++ shared lib automatically by:
   • using one of the options in the install section
   • bundling the shared lib with TDAmeritradeAPI.jar in the appropriately named folder (e.g linux-x86-64/TDAmeritradeAPI.so)
5. add library/API calls to your code
   • (if not done automatically in step 4) pass the path of the C/C++ shared lib to tdameritradeapi.TDAmeritradeAPI.init(String path)
   • attempts to access the library before init(path) is successful will throw TDAmeritradeAPI.LibraryNotLoaded
   • io.github.jeog.tdameritradeapi - high level package
   • io.github.jeog.tdameritrade.get - 'getter' objects and utilities package (still in development)
   • io.github.jeog.tdameritrade.stream - 'streaming' class and subscriptions package
   • io.github.jeog.tdameritrade.execute - execution interface package (coming soon)
6. add java/json.jar, java/jna.jar, and java/TDAmeritradeAPI.jar to your classpath and compile:
   • Windows: javac -cp "java/TDAmeritradeAPI.jar;java/json.jar;java/jna.jar" YourCode.java
   • Unix: javac -cp "java/TDAmeritradeAPI.jar:java/json.jar:java/jna.jar" YourCode.java
7. run:
   • Windows: java -cp ".:java/TDAmeritradeAPI.jar;java/json.jar;java/jna.jar" YourCode
   • Unix: java -cp ".:java/TDAmeritradeAPI.jar:java/json.jar:java/jna.jar" YourCode

    An example using test/java/Test.java on linux (uses wildcards and assumes a shared lib in Release/):  

        user@host:~/dev/TDAmeritradeAPI/test/java$ javac -cp "../../java/*" Test.java
        user@host:~/dev/TDAmeritradeAPI/test/java$ java -cp ".:../../java/*" Test ../../Release/libTDAmeritradeAPI.so

Scala/SBT

1. see steps 1 - 5 in the Use - Java section
2. add java/json.jar, java/jna.jar, and java/TDAmeritradeAPI.jar to the lib/ folder in the root directory
3. sbt run

Conventions

---

• All front-end C++ library code is in namespace tdma.

• ONLY Symbol strings are converted to upper-case by the library, e.g 'sPy' -> 'SPY'.

• This library generally ignores character encoding issues:

  • uses 1 byte wide characters: char, std::string etc.
  • assumes utf-8 encoded string data is returned from server
  • C -> Python is handled by ctypes.py

• Currently, decimal values are represented with double type and passed to the API as a string with four decimal places of fixed precision. This shouldn't be an issue for the current nature of access, but keep in mind:

  • Numbers requiring more precision than 4 decimal points will be passed to the API incorrectly
  • Very large floating point numbers can lose accuracy
  • Rounding behavior is the default used by stringstream with std::fixed and std::setprecision(4)

• Enums are defined for both C and C++ code using MACROS. Python mimics these enums by defining constant values. For example:

  DECL_C_CPP_TDMA_ENUM(AdminCommandType, 0, 2,
      BUILD_C_CPP_TDMA_ENUM_NAME(AdminCommandType, LOGIN),
      BUILD_C_CPP_TDMA_ENUM_NAME(AdminCommandType, LOGOUT),
      BUILD_C_CPP_TDMA_ENUM_NAME(AdminCommandType, QOS)
      );
  

  ... indicates values from index 0(LOGIN) to 2(QOS) are valid to pass to the API. The macros expand to:

  [C++]
  enum class AdminCommandType : int {
      LOGIN,
      LOGOUT,
      QOS
  };
  
  [C]
  enum AdminCommandType {
      AdminCommandType_LOGIN,
      AdminCommandType_LOGOUT,
      AdminCommandType_QOS
  };
  

  In python they would look like:

  ADMIN_COMMAND_TYPE_LOGIN = 0
  ADMIN_COMMAND_TYPE_LOGOUT = 1
  ADMIN_COMMAND_TYPE_QOS = 2
  

  Java defines them inside the relevant classes, e.g:

  public class StreamingSession {
      public enum CommandType implements CLib.ConvertibleEnum {
          SUBS(0),
          UNSUBS(1),
          ADD(2),
          VIEW(3);
          
          ...            
      };
      ...
  }
  

• C++ methods return values/objects and throw exceptions

• C functions populate pointers/buffers and return error codes

  • Most buffers require the client to Free the underlying memory using the appropriate library calls:
    • FreeBuffer(char *buf)
    • FreeBuffers(char **bufers, size_t n)
    • FreeFieldsBuffer(int* fields)
    • FreeOrderLegBuffer(OrderLeg_C *legs)
    • FreeOrderTicketBuffer(OrderTicket_C *orders)
  • All buffers are accompanied w/ a size_t* arg to be filled w/ the size of the populated buffer. Buffers of type char* return the size of the string + 1 for the null term.
  • Arrays passed by caller have to pass a size_t value of the number of elements

• Only ABI functions(those ending in '_ABI') are directly exported from the library. The C interface calls and C++ calls/classes wrap these as header-defined statics/inlines.

Errors & Exceptions

---

All exceptional/error states from the C++ interface will cause exceptions to be thrown.

• If ALLOW_EXCEPTIONS_ACROSS_ABI is not defined (default behavior) exceptions will be caught at the library boundary, converted to error codes, and reconstituted/rethrown from the client side.

  • Exceptions defined by the libaray will contain the line number, source file name, and corresponding error codes. Upon being reconstituted/rethrown this information will be appended to the string returned by the exception's what() method.
  • Exceptions inheriting from std::exception and NOT defined by the library will be reconstituted/rethrown as tdma::StdException objects without additional line number and filename info.
  • Anything else thrown be will be reconstituted/rethrown as a tdma::UnknownException object.

• Library Exceptions:

  • APIExcetion : base class and generic exceptions
    • LocalCredentialException : an issue creating/loading/storing/using credentials
    • ValueException : bad/invalid argument to a function or constructor (checked locally)
    • TypeException : type inconsistency of a proxy object
    • MemoryError : error allocating memory within the ABI layer
    • ConnectException : general error connecting/communicating with the server
      • AuthenticationException : error authenticating with the server
      • InvalidRequest : user made an invalid/malformed request to the server
      • ServerError : server has returned some type of error status
    • StreamingException : general error connecting/communicating via StreamingSession
    • ExectuteException : general error building/managing/executing orders
    • StdException : non-library exception, derived from std::exception, thrown from the library
    • UnknownException : indicates something unexpected was thrown from the library

• 3rd Party Exceptions:

  • json::exception : base class for exceptions from the json library (review the documentation for the derived classes). If ALLOW_EXCEPTIONS_ACROSS_ABI is not defined (default behavior) this will be rethrown as StdException.
  • org.json.JSONExcepetion : exceptions from the org.json Java library

• The C interface has corresponding error codes:

  #define TDMA_API_ERROR 1
  #define TDMA_API_CRED_ERROR 2
  #define TDMA_API_VALUE_ERROR 3
  #define TDMA_API_TYPE_ERROR 4
  #define TDMA_API_MEMORY_ERROR 5
  
  #define TDMA_API_CONNECT_ERROR 101
  #define TDMA_API_AUTH_ERROR 102
  #define TDMA_API_REQUEST_ERROR 103
  #define TDMA_API_SERVER_ERROR 104
  
  #define TDMA_API_STREAM_ERROR 201
  
  #define TDMA_API_EXECUTE_ERROR 301
  
  #define TDMA_API_STD_EXCEPTION 501
  
  #define TDMA_API_UNKNOWN_EXCEPTION 1001
  

• The Python interface throws tdma_api.clib.LibraryNotLoaded and tdma_api.clib.CLibException w/ the error code, name, and message returned from the library.

• The Java interface throws unchecked exception TDAmeritradeAPI.LibraryNotLoaded and checked exception TDAmeritradeAPI.CLibException w/ the error code, name, and message returned from the library.

• LastErrorMsg, LastErrorCode, LastErrorLineNumber, and LastErrorFilename can be used to get the last error message, code, line number and filename, respectively. This error state is only set by errors/exceptions from WITHIN the library, not errors/exceptions from code defined in the headers.

Authentication

---

Authentication is done through OAuth2. The user logs in to grant access to the app they created (when setting up the developer account), receives an access code, and uses that code to request access and refresh tokens.

The library uses a 'Credentials' object to store and manage tokens. When access tokens expire(every 30 minutes) the library automatically uses the refresh token and updates the Credentials object. When refresh tokens expire(every 90 days) the user has to build new Credentials. The library is built to throw when a Credentials object is used within 24 hours of expiration, but this behavior should NOT be relied upon.

Credentials can be built in different ways:

1. By using one of the python/html tools in /tools (easiest, see below)
2. By getting an access code and passing it into the (poorly named) RequestAccessToken API call (see below)
3. By getting tokens and manually constructing the object (not recommended)

A (typical) user will set up a developer account. with certain fields:

• 'redirect_uri' of the localhost(https://127.0.0.1). IMPORTANT - redirect uri fields passed to the API and related tools need to match EXACTLY what you set here, e.g 'http' and 'https' will conflict.
• 'client id' appears to have changed to 'consumer key' and is now auto-generated. IMPORTANT - you still need to append @AMER.OAUTHAP to your consumer key when the library asks for the client id, e.g if you id/key is 'ABCDEF12345' you will pass [email protected].

If looking for more robust means of authentication:

• Set up your own server
• Use a 3rd party solution e.g auth0

The typical authentication/credentialization flow looks like:

LOGIN -> GRANT ACCESS -> receive access code -> REQUEST TOKENS -> build Credentials -> store Credentials

Streamlined Approach

After you've setup a developer account simply use:

tools/> credential_builder.py <Client ID/Conumer Key> <Credentials Path> <Credentials Password>

It will open up an embedded web browser to login and grant access. It will then handle all the background steps and store a password protected Credentials file to disk. Going forward - until the refresh token expires in 90 days - you'll simply use the API to load the Credentials file on demand.

In order to use you'll need python and the python bindings for the Chromium Embedded Framework (pip install cefpython3) and a working tdma_api python package (python/> python setup.py install) that can load the underlying C library(see above).

There are a number of custom switches, use /> python credential_builder.py --help to view.

Manual Approach

Use tools/get-access-code.html in your web browser to grant access and receive an access code.

If you're able to retreive an access code, securely record it. IF NOT (e.g. your browser doesn't show the popup for parsing the redirect url and returns Access Code: undefined) record the ENTIRE url returned from the grant access/login redirect error page(the long string in the browser address bar).

If you have the access code you can do one of the following:

• use tools/creds_from_access_code.py to build an encrypted Credentials file directly
• use RequestAccessToken library call to get a Credentials object, when done with it use StoreCredentials library call to save/encrypt the object. (see below)

If you don't have the access code but have the redirect url you can do one of the following:

• use toos/creds_from_access_code.py --extract-code-from-url <redirect url> to build an ecrypted Credentials file directly.
• use a url decoder on all the text after 'code=' and pass that string to the RequestAccessToken library call to get a Credentials object, when done with it use StoreCredentials library call to save/encrypt the object. (see below)

Credentials

References/Pointers to a Credentials object are passed to various objects and functions throughout the API.

If not using one of the python tools mentioned above you can build a Credentials object by passing an access code directly to the library.

    [C++]
    Credentials 
    RequestAccessToken(string code, string client_id, string redirect_uri="127.0.0.1");
    
       code          ::  the access code retrieved
       client_id     ::  the client id used to set up the account
       redirect_uri  ::  the redirect uri used to set up the account
       
    [C]
    inline int
    RequestAccessToken( const char* code,
                        const char* client_id,
                        const char* redirect_uri,
                        struct Credentials* pcreds );

        ...
        pcreds :: a pointer to a Credentials struct to be populated
        returns -> 0 on success, error code on failure

    [C, C++]
    struct Credentials{
        char *access_token;
        char *refresh_token;
        long long epoch_sec_token_expiration;
        char *client_id;
    };

    [Python]    
    def auth.request_access_token(code, client, redirect_uri="https://127.0.0.1"):
        ...
        returns -> Credentials class
        throws CLibException on error

    [Python]
    class auth.Credentials(_Structure):
        _fields = [
            ("access_token", c_char_p),
            ("refresh_token", c_char_p),
            ("epoch_sec_token_expiration", c_longlong),
            ("client_id", c_char_p)
        ]

    [Java]
    public class Auth {    
        ...
        public static Credentials
        requestAccessToken(String code, String clientID, String redirectURI) throws  CLibException;

        public static Credentials
        requestAccessToken(String code, String clientID) throws  CLibException;
        ...
        public static class Credentials {    
            ...
            public String getAccessToken();    
            public void setAccessToken(String accessToken) throws  CLibException;    

            public String getRefreshToken();    
            public void setRefreshToken(String refreshToken) throws  CLibException;    

            public long    getEpochSecTokenExpiration();    
            public void setEpochSecTokenExpiration( long epochSecTokenExpiration ) 
                    throws  CLibException;    

            public String getClientID();     
            public void setClientID( String clientID ) throws  CLibException;
            ...
        }
    }    

When done accessing the API the Credential object should be stored to disk. The file will be encrypted with the password provided.

    [C++]
    void 
    StoreCredentials(string path, string password, const Credentials& creds)
    
        path      ::  the full path of the file to store in
        password  ::  the password used for AES256_CBC encryption
        creds     ::  the Credentials struct returned from 'RequestAccessToken'

    [C]
    inline int
    StoreCredentials( const char* path,
                      const char* password,
                      const struct Credentials* pcreds )

        ...
        pcreds :: a pointer to the Credentials struct to store
        returns -> 0 on success, error code on failure

    [Python]
    def auth.store_credentials(path, password, creds):
        ...
        creds :: the Credentials instance returned from 'request_access_token'
        throws CLibException on error

    [Java]
    public class Auth{
        ...
        public static void
        storeCredentials(String path, String password, Credentials creds) throws  CLibException;
        ...
    }

In the future a new Credential object can be loaded from the saved credentials file.

    [C++]
    Credentials
    LoadCredentials(string path, string password)
    
        path      ::  the full path of the file previously stored in
        password  ::  the password used above

    [C]
    inline int
    LoadCredentials( const char* path,
                     const char* password,
                     struct Credentials* pcreds )

        ...
        pcreds :: a pointer to the Credentials struct to load into
        returns -> 0 on success, error code on failure

    [Python]
    def auth.load_credentials(path, password):
        ...
        returns -> Credentials instance
        throws CLibException on error

    [Java]
    public class Auth{
        ...
        public static Credentials
        loadCredentials(String path, String password) throws CLibException; 
        ...
    }

To avoid having to manually load and save each time your code runs - and risking program termination without storing the (likely) updated Credentials - use a CredentialsManager to automatically load and store on construction and destruction(or the exiting of a try-with-resource block in java).

    [C++]
    struct CredentialsManager{
        Credentials credentials;
        string path;
        string password;
        CredentialsManager(string path, string password)
            : credentials( LoadCredentials(path, password) ),
              path( path ),
              password( password )
        {}
        virtual ~CredentialsManager()
        { StoreCredentials(path, password, credentials);}
    };


    [Python]
    #Context Manager
    class auth.CredentialsManager:
        def __init__(self, path, password, verbose=False):
            ...
        def __enter__(self):
            ...
        def __exit__(self, _1, _2, _3);
            ...

    [Java]
    public static class CredentialsManager implements AutoCloseable {
        ...
        public CredentialsManager(String path, String password) throws CLibException;
        
        @Override
        public void close() throws CLibException;

        public Credentials getCredentials() { return credentials; }
        public String getPath() { return path; }
        public void setPath(String path) { this.path = path; }
        public String getPassword() { return password; }
        public void setPassword(String password) { this.password = password; }                
    }

Just use the .credentials member (or the .getCredentials() method in Java) as an argument for the API calls, where required. Keep in mind, with this approach the password will be stored in memory, in plain-text, for the life of the CredentialsManager object.

Since the library allocates memory for the Credential fields do not assign to these fields directly. If, for some reason, you need to change them you should create a new instance (and destroy the old, if necessary).

    [C]
    static inline int
    CreateCredentials( const char* access_token
                       const char* refresh_token,
                       long long epoch_sec_token_expiration,
                       const char *client_id,
                       struct Credentials *pcreds);


    [C++]
    Credentials::Credentials( const char* access_token,
                              const char* refresh_token,
                              long long epoch_sec_token_expiration,
                              const char *client_id );

    [Python]
    @classmethod
    def auth.Credentials.Create(access_token, refresh_token, 
                                epoch_sec_token_expiration, client_id):
        ...
        returns -> Credentials instance
        throws CLibException on error

    [Java]
    public class Auth{
        ...
        public static class Credentials {
            ...
            public Credentials( String accessToken, String refreshToken, 
                    long epochSecTokenExpiration, String clientID) throws  CLibException;
            ...
    }

C code should explicitly close the Credentials object to deallocate the underlying resources. (C++, Python, and Java do this for you.)

inline int
CloseCredentials(struct Credentials* pcreds );

Access

---

• Get

  For queries, (non-streaming) real-time data, and account information you'll make HTTPS Get requests through 'Getter' objects that internally use libcurl and return json objects or strings. Please review the full documentation.

• Streaming

  For real-time, low(er)-latency streaming data you'll establish a long-lived WebSocket connection through the StreamingSession class that will callback with json objects or strings. Please review the full documentation.

• Execute

  For executing trades you'll make HTTPS Put/Post/Delete requests using the JSON from OrderTicket/Leg objects. Building OrderTickets/Legs can be done manually or through static Builders that help with popular order types. This has undergone very limited live testing - we are waiting on a mechanism from Ameritrade to test execution outside of live trading. Please review the preliminary documentation.

Utilities

---

DynamicDataStore

A C++ module for TDAmeritradeAPI that attempts to abstract away the details of retrieving historical and streaming data, providing an indexable interface while caching historical data to disk.

Option Symbols

To construct a standard option symbol that can be used with the certain getter and execution objects:

[C++]
inline std::string
BuildOptionSymbol( const std::string& underlying,
                     unsigned int month,
                     unsigned int day,
                     unsigned int year,
                     bool is_call,
                     double strike )

[C]
static inline int
BuildOptionSymbol( const char* underlying,
                     unsigned int month,
                     unsigned int day,
                     unsigned int year,
                     int is_call,
                     double strike,
                     char **buf,
                     size_t *n )

[Python]
def common.build_option_symbol(underlying, month, day, year, is_call, strike):
    returns -> str

[Java]
public class TDAmeritradeAPI{
    ...
    public static String
    buildOptionSymbol(String underlying, int month, int day, int year, boolean is_call, double strike) 
        throws CLibException;
    ...
}

This is not guaranteed to work on all underlying types but generally:

BuildOptionSymbol("SPY", 1, 17, 2020, true, 300.00) --> "SPY_011720C300"

For Example:

string spy_c300 = BuildOptionSymbol("SPY", 1, 17, 2020, true, 300.00);
string spy_p250 = BuildOptionSymbol("SPY", 1, 17, 2020, false, 250.00);

QuotesGetter qg(creds, {spy_c300, spy_p250});
qg.get();

If using C don't forget to call FreeBuffer on the populated 'buf' when done.

To check if a standard option symbol string is formatted properly:

[C++]
inline void
CheckOptionSymbol( const std::string& symbol )

[C]
static inline int
CheckOptionSymbol( const char* symbol )

[Python]
def common.check_option_symbol( symbol ):

[Java]
public class TDAmeritradeAPI{
    ...
    public static void
    checkOptionSymbol(String symbol) throws CLibException
    ...
}

Invalid symbols will throw (C++,Python,Java) with a description of issue, or return TDMA_API_VALUE_ERROR(C). C code can use LastErrorMsg to get a description of the issue.

LICENSING & WARRANTY

---

TDAmeritradeAPI is released under the GNU General Public License(GPL); a copy (LICENSE.txt) should be included. If not, see http://www.gnu.org/licenses. The author reserves the right to issue current and/or future versions of TDAmeritradeAPI under other licensing agreements. Any party that wishes to use TDAmeritradeAPI, in whole or in part, in any way not explicitly stipulated by the GPL - including, but not limited to, commercial use - is thereby required to obtain a separate license from the author. The author reserves all other rights.

TDAmeritradeAPI includes 3rd party material operating under different licensing agreements which, although requiring adherence, do not to subsume or subordinate this agreement.

This software/program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. By choosing to use this software/program - under the broadest interpretation of the term 'use' - you absolve the author of ANY and ALL responsibility, for ANY and ALL damages incurred; even damages resulting from the author's gross negligence; damages including, but not limited to, those arising from the accuracy, timeliness, responsiveness, and general operation of the aformentioned software/program.