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(GH-139): get_positions_options: Column updated_at doesn't exist #140

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Jan 18, 2022
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(GH-139): get_positions_options: Column updated_at doesn't exist #140

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8 changes: 8 additions & 0 deletions NEWS.md
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Original file line number Diff line number Diff line change
@@ -1,6 +1,14 @@
---
title: "NEWS"

# RobinHood 1.6.2

## Bug Fixes
- [(GH-139)](https://github.com/JestonBlu/RobinHood/issues/139) `get_positions_options()`, `get_contracts()`: fixed api change (@fouslim, @SwingBotScripts)


-------------------------------------------------------------------------------

# RobinHood 1.6.1

## New Features
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4 changes: 2 additions & 2 deletions R/api_contracts.R
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Expand Up @@ -8,7 +8,7 @@
api_contracts <- function(RH, chain_symbol, type) {

# URL and token
url <- paste(api_endpoints(endpoint = "option_instruments"),
url <- paste(RobinHood::api_endpoints(endpoint = "option_instruments"),
"?state=active",
"&type=", type,
"&chain_symbol=", chain_symbol, sep = "")
Expand All @@ -22,7 +22,7 @@ api_contracts <- function(RH, chain_symbol, type) {
"Authorization" = token))

# format return
dta <- mod_json(dta, "fromJSON")
dta <- RobinHood::mod_json(dta, "fromJSON")
dta <- as.data.frame(dta$results)

# If returns no rows, no options exist
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8 changes: 4 additions & 4 deletions R/api_instruments_options.R
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Expand Up @@ -13,7 +13,7 @@
#' @param expiration_date (string) expiration date ("YYYY-MM-DD")
#' @import httr magrittr
#' @export
api_instruments_options <- function(RH, method = "url", option_instrument_url = NULL,
api_instruments_options <- function(RH, method = "url", option_instrument_url = NULL, # nolint
chain_symbol = NULL, type = NULL, state = NULL,
strike_price = NULL, tradability = NULL,
expiration_date = NULL) {
Expand All @@ -31,7 +31,7 @@ api_instruments_options <- function(RH, method = "url", option_instrument_url =
"Authorization" = token))

# Format return
dta <- mod_json(dta, "fromJSON")
dta <- RobinHood::mod_json(dta, "fromJSON")
dta <- as.data.frame(dta)

# Format output
Expand Down Expand Up @@ -64,7 +64,7 @@ api_instruments_options <- function(RH, method = "url", option_instrument_url =
"Authorization" = token))

# Format return
dta <- mod_json(dta, "fromJSON")
dta <- RobinHood::mod_json(dta, "fromJSON")
output <- as.data.frame(dta$results)

output <- cbind(output[, names(output) != "min_ticks"],
Expand All @@ -83,7 +83,7 @@ api_instruments_options <- function(RH, method = "url", option_instrument_url =
"Authorization" = token))

# Format return
dta <- mod_json(dta, "fromJSON")
dta <- RobinHood::mod_json(dta, "fromJSON")

dta2 <- dta$results

Expand Down
22 changes: 13 additions & 9 deletions R/api_marketdata.R
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Expand Up @@ -37,15 +37,19 @@ api_marketdata <- function(RH, instrument, type = "instrument_id") {

# Reformat columns
dta <- dta %>%
dplyr::mutate_at(c("adjusted_mark_price", "ask_price", "bid_price",
"break_even_price", "high_price", "last_trade_price",
"low_price", "mark_price", "previous_close_price",
"high_fill_rate_buy_price", "high_fill_rate_sell_price",
"low_fill_rate_buy_price", "low_fill_rate_sell_price",
"chance_of_profit_long", "chance_of_profit_short", "delta",
"gamma", "implied_volatility", "rho", "theta", "vega"),
function(x) as.numeric(as.character(x))) %>%
dplyr::mutate_at("previous_close_date", lubridate::ymd)
dplyr::mutate_at(c("adjusted_mark_price", "adjusted_mark_price_round_down",
"ask_price", "bid_price", "break_even_price",
"high_price", "last_trade_price", "low_price",
"mark_price", "previous_close_price",
"high_fill_rate_buy_price", "high_fill_rate_sell_price",
"low_fill_rate_buy_price", "low_fill_rate_sell_price",
"chance_of_profit_long", "chance_of_profit_short",
"delta", "gamma", "implied_volatility", "rho", "theta",
"vega"),
function(x) as.numeric(as.character(x))) %>%
dplyr::mutate_at(c("previous_close_date"), lubridate::ymd) %>%
dplyr::mutate_at(c("updated_at"), lubridate::ymd_hms)


return(dta)

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6 changes: 3 additions & 3 deletions R/api_positions_options.R
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Expand Up @@ -5,10 +5,10 @@
#' @param RH object of class RobinHood
#' @import httr magrittr
#' @export
api_positions_options <- function(RH) {
api_positions_options <- function(RH) { # nolint

# URL and token
url <- api_endpoints("option_positions")
url <- RobinHood::api_endpoints("option_positions")
token <- paste("Bearer", RH$tokens.access_token)

# GET call
Expand All @@ -18,7 +18,7 @@ api_positions_options <- function(RH) {
"Authorization" = token))

# format return
dta <- mod_json(dta, "fromJSON")
dta <- RobinHood::mod_json(dta, "fromJSON")
dta <- as.data.frame(dta$results)

dta <- dta %>%
Expand Down
25 changes: 8 additions & 17 deletions R/get_contracts.R
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Expand Up @@ -16,13 +16,13 @@
get_contracts <- function(RH, chain_symbol, type, detail = FALSE) {

# Check if RH is valid
check_rh(RH)
RobinHood::check_rh(RH)

# Get last price
contracts <- api_contracts(RH, chain_symbol, type)
contracts <- RobinHood::api_contracts(RH, chain_symbol, type)

# Trim output
contracts <- contracts[, !names(contracts) %in% c("instrument")]
# Remove conflicting updated_at
contracts <- contracts %>% dplyr::select(-c("updated_at"))

# Get market data on contracts, split up calls into 50 instruments at a time
market_data <- data.frame()
Expand All @@ -39,7 +39,7 @@ get_contracts <- function(RH, chain_symbol, type, detail = FALSE) {
instruments <- as.character(stats::na.omit(contracts$url[x]))
instruments <- paste(instruments, collapse = ",")

intr_market_data <- api_marketdata(RH, instruments, type = "insturment_url")
intr_market_data <- RobinHood::api_marketdata(RH, instruments, type = "insturment_url")

market_data <- rbind(market_data, intr_market_data)

Expand All @@ -54,22 +54,13 @@ get_contracts <- function(RH, chain_symbol, type, detail = FALSE) {
# Select columns
if (detail == TRUE) {

contracts <- contracts %>%
dplyr::select(c("expiration_date", "type", "strike_price", "last_trade_price", "last_trade_size",
"break_even_price", "chance_of_profit_short", "chance_of_profit_long", "ask_price",
"ask_size", "bid_price", "bid_size", "low_price", "high_price", "mark_price",
"adjusted_mark_price", "below_tick", "above_tick", "cutoff_price", "rhs_tradability",
"tradability", "created_at", "updated_at", "previous_close_date", "previous_close_price",
"volume", "delta", "gamma", "implied_volatility", "rho", "theta", "vega", "high_fill_rate_buy_price",
"high_fill_rate_sell_price", "low_fill_rate_buy_price", "low_fill_rate_sell_price", "id"))
return(contracts)

} else {

contracts <- contracts %>%
dplyr::select(c("expiration_date", "type", "strike_price", "last_trade_price", "last_trade_size", "break_even_price",
"chance_of_profit_short", "chance_of_profit_long", "ask_price", "ask_size", "bid_price", "bid_size",
"low_price", "high_price", "mark_price", "adjusted_mark_price", "below_tick", "above_tick",
"cutoff_price", "rhs_tradability", "tradability", "created_at", "updated_at", "id"))
dplyr::select(-c("chain_id", "id", "url", "long_strategy_code",
"short_strategy_code", "instrument_id"))

}

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13 changes: 7 additions & 6 deletions R/get_positions_options.R
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Expand Up @@ -11,13 +11,13 @@
#'
#' get_positions_options(RH)
#'}
get_positions_options <- function(RH, trim_pending = TRUE) {
get_positions_options <- function(RH, trim_pending = TRUE) { # nolint

# Check if RH is valid
check_rh(RH)
RobinHood::check_rh(RH)

# Options postions
options <- api_positions_options(RH)
options <- RobinHood::api_positions_options(RH)

# Get option type, loop through URL
x <- unique(options$option)
Expand All @@ -26,7 +26,7 @@ get_positions_options <- function(RH, trim_pending = TRUE) {

# Loop through option instruments to pull additional columns
for (i in x) {
y <- api_instruments_options(RH, i)
y <- RobinHood::api_instruments_options(RH, method = "url", option_instrument_url = i)

y <- y %>%
dplyr::select(c("url", "type", "state", "strike_price", "rhs_tradability", "tradability")) %>%
Expand All @@ -39,7 +39,8 @@ get_positions_options <- function(RH, trim_pending = TRUE) {
# Join with option positions
options$option <- as.character(options$option)
options_instruments$option <- as.character(options_instruments$option)
options <- dplyr::inner_join(options, options_instruments, by = "option")
options <- dplyr::inner_join(options, options_instruments, by = "option") %>%
dplyr::select(-c("updated_at"))

if (nrow(options) == 0) stop("You dont have any open positions")

Expand All @@ -52,7 +53,7 @@ get_positions_options <- function(RH, trim_pending = TRUE) {
option_market_data <- data.frame()

for (i in x) {
y <- api_marketdata(RH, i)
y <- RobinHood::api_marketdata(RH, i)

option_market_data <- rbind(option_market_data, y)

Expand Down