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trading.R
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#' Place an Equity Order
#'
#' Execute an equity order on the ETrade platform for the selected account.
#' Users are given the option to preview the order before submitting.
#'
#' @section Warning: TRADES THAT ARE SUCCESSFULLY ENTERED WILL BE SENT FOR
#' EXECUTION. THIS FUNCTION HAS HUNDREDS OF POTENTIAL COMBINATIONS AND ONLY A
#' HANDFUL HAVE BEEN TESTED. IT IS STRONGLY RECOMMENDED TO TEST THE DESIRED
#' ORDER USING THE SANDBOX ENVIRONMENT. PLEASE NOTE THE SANDBOX ENVIRONMENT
#' WILL NOT RETURN THE ORDER ENTERED, IT IS USED FOR CONFIRMING THE ORDER
#' ENTRY HAS CORRECT SYNTAX. ORDERS CAN ALSO BE TESTED IN OFF MARKET HOURS ON
#' A VERY SMALL QUANTITY WITH LITTLE MONEY AT STAKE. ANOTHER OPTION IS TO USE
#' LIMIT ORDERS FAR FROM THE CURRENT PRICE. ETRADE HAS THEIR OWN ERROR
#' HANDLING BUT IF A SUCCESSFUL COMBINATION IS ENTERED IT COULD BE EXECUTED
#' UNINTENTIONALLY. DOUBLE CHECK ALL ENTRIES BEFORE SUBMITTING.
#'
#' @inheritParams etrd_account_balance
#' @param symbol The market symbol for the security being bought or sold
#' @param quantity The number of shares to buy or sell
#' @param orderAction The action that the broker is requested to perform: BUY,
#' SELL, BUY_TO_COVER, SELL_SHORT
#' @param priceType The type of pricing: MARKET, LIMIT, STOP, STOP_LIMIT,
#' TRAILING_STOP_CNST, TRAILING_STOP_PRCT, MARKET_ON_OPEN, MARKET_ON_CLOSE,
#' LIMIT_ON_OPEN, LIMIT_ON_CLOSE
#' @param stopPrice The designated boundary price for a stop order. For trailing
#' stop orders this will represent the dollar amount or percentage trailing
#' value. Enter percentages as whole numbers.
#' @param limitPrice The highest price at which to buy or the lowest price at
#' which to sell if specified in a limit order
#' @param stopLimitPrice The designated boundary price for a stop-limit order
#' @param quantityType The type of the quantity - QUANTITY, DOLLAR, ALL_I_OWN
#' (note: DOLLAR is not yet an option)
#' @param orderTerm The term for which the order is in effect:
#' GOOD_UNTIL_CANCEL, GOOD_FOR_DAY, IMMEDIATE_OR_CANCEL, FILL_OR_KILL
#' @param marketSession The session in which the order will be placed: REGULAR,
#' EXTENDED
#' @param allOrNone If TRUE, the transactions specified in the order must be
#' executed all at once or not at all; default is FALSE
#' @param previewOrder Elect to preview the order before submitting. Options
#' are: 'df', 'json', or 'none' for an instant order entry. In a non
#' interactive environment will default to 'none'. This also indicates how the
#' order output is shown. json will return the output as a list, otherwise it
#' will return as a dataframe
#'
#'
#' @return A list or data frame of the order entry details
#' @export
#'
#' @examples
#'
#' \dontrun{
#'
#' # Place Equity Limit order
#' acts = etrd_account_list()
#' account = acts$accountIdKey[1]
#' etrd_place_eq_order(account = account,
#' symbol = 'PSLV',
#' quantity = 1,
#' orderAction = 'buy',
#' priceType = 'limit',
#' limitPrice = 8,
#' previewOrder = 'df')
#'
#' }
etrd_place_eq_order = function(account,
symbol,
quantity,
orderAction,
priceType,
stopPrice = '',
limitPrice = '',
stopLimitPrice = '',
quantityType = 'quantity',
orderTerm = 'good_for_day',
marketSession= 'regular',
allOrNone= 'false',
previewOrder = 'df',
etrade_cred = NULL,
access_tokens = NULL,
sandbox = FALSE) {
# Verify passed credentials or get credentials from options
etrade_cred = hlp_etrd_check_cred(etrade_cred, sandbox)
access_tokens = hlp_etrd_check_acctok(access_tokens, sandbox)
# symbol = 'pslv'; quantity = 1; orderAction = 'buy'; priceType = 'market'; allOrNone= 'false'
# quantityType = 'quantity'; orderTerm = 'good_for_day'; marketSession= 'regular'
# stopPrice = ''; limitPrice = ''; stopLimitPrice = ''; sandbox = TRUE; previewOrder = 'df'
clientOrdr = paste0('ordr',as.numeric(Sys.time()))
# Collect order details
orderList = list(
PreviewOrderRequest = list(
orderType = 'eq',
clientOrderId = clientOrdr,
Order = list(list(
allOrNone = allOrNone,
priceType = priceType,
orderTerm = orderTerm,
marketSession = marketSession,
stopPrice = stopPrice,
limitPrice = limitPrice,
stopLimitPrice = stopLimitPrice,
Instrument = list(list(
Product = list(
securityType = 'eq',
symbol = symbol
),
orderAction = orderAction,
quantityType = quantityType,
quantity = quantity
))
))
)
)
hlp_etrd_place_order(account, stopPrice, orderList, clientOrdr, tolower(previewOrder), etrade_cred, access_tokens, sandbox)
}
#' Place a Mutual Fund Order
#'
#' Submit a mutual fund order on the ETrade platform for the selected account.
#' Users are given the option to preview the order before submitting. Mutual
#' fund orders must be received before 4pm or will be executed the following
#' day.
#'
#' @section Warning: TRADES THAT ARE SUCCESSFULLY ENTERED WILL BE SENT FOR
#' EXECUTION. THIS FUNCTION HAS HUNDREDS OF POTENTIAL COMBINATIONS AND ONLY A
#' HANDFUL HAVE BEEN TESTED. IT IS STRONGLY RECOMMENDED TO TEST THE DESIRED
#' ORDER USING THE SANDBOX ENVIRONMENT. PLEASE NOTE THE SANDBOX ENVIRONMENT
#' WILL NOT RETURN THE ORDER ENTERED, IT IS USED FOR CONFIRMING THE ORDER
#' ENTRY HAS CORRECT SYNTAX. ORDERS CAN ALSO BE TESTED IN OFF MARKET HOURS ON
#' A VERY SMALL QUANTITY WITH LITTLE MONEY AT STAKE. ETRADE HAS THEIR OWN
#' ERROR HANDLING BUT IF A SUCCESSFUL COMBINATION IS ENTERED IT COULD BE
#' EXECUTED UNINTENTIONALLY. DOUBLE CHECK ALL ENTRIES BEFORE SUBMITTING.
#'
#' @inheritParams etrd_place_eq_order
#' @param quantity The amount of the investment in either DOLLARS or
#' SHARES depending on the input for quantityType
#' @param mfTransaction The transaction for the mutual fund order. Options: BUY,
#' SELL
#' @param reInvestOption Indicator flag to specify whether to reinvest profit on
#' mutual funds. Options: REINVEST, DEPOSIT, CURRENT_HOLDING
#'
#' @return A list or data frame of the order entry details
#' @export
#'
#' @examples
#' \dontrun{
#'
#' # Place Mutual Fund Buy order for $10
#' acts = etrd_account_list()
#' account = acts$accountIdKey[1]
#' etrd_place_mf_order(account = account,
#' symbol = 'SWTSX',
#' quantityType = 'DOLLAR',
#' quantity = 10,
#' mfTransaction = 'buy',
#' reInvestOption = 'reinvest',
#' previewOrder = 'df')
#'
#' }
etrd_place_mf_order = function(account,
symbol,
quantity,
mfTransaction,
reInvestOption = 'REINVEST',
quantityType = 'DOLLAR',
previewOrder = 'df',
etrade_cred = NULL,
access_tokens = NULL,
sandbox = FALSE) {
# Verify passed credentials or get credentials from options
etrade_cred = hlp_etrd_check_cred(etrade_cred, sandbox)
access_tokens = hlp_etrd_check_acctok(access_tokens, sandbox)
# reInvestOption = 'REINVEST'; investmentAmount = '10'; symbol = 'SWTSX'
# mfTransaction = 'BUY'; sandbox = TRUE; previewOrder = 'df'
clientOrdr = paste0('ordr',as.numeric(Sys.time()))
# Collect order details
orderList = list(
PreviewOrderRequest = list(
orderType = 'MF',
clientOrderId = clientOrdr,
Order = list(list(
reInvestOption = reInvestOption,
investmentAmount = quantity,
Instrument = list(list(
Product = list(
securityType = 'MF',
symbol = symbol
),
mfQuantity = list(cash = quantity),
orderAction = mfTransaction,
mfTransaction = mfTransaction,
quantityType = quantityType
))
))
)
)
# Mutual Funds do not require stop prices
stopPrice = ''
hlp_etrd_place_order(account, stopPrice, orderList, clientOrdr, tolower(previewOrder), etrade_cred, access_tokens, sandbox)
}
#' Place an Option Order
#'
#' Execute an option order on the ETrade platform for the selected account.
#' Users are given the option to preview the order before submitting. Note:
#' ETrade offers significantly more complex order structures than what is
#' offered in this function. See the
#' \href{https://apisb.etrade.com/docs/api/order/api-order-v1.html#}{ETrade
#' documentation} for more details on submitting complex option strategies.
#'
#' @section Warning: TRADES THAT ARE SUCCESSFULLY ENTERED WILL BE SENT FOR
#' EXECUTION. THIS FUNCTION HAS HUNDREDS OF POTENTIAL COMBINATIONS AND ONLY A
#' HANDFUL HAVE BEEN TESTED. IT IS STRONGLY RECOMMENDED TO TEST THE DESIRED
#' ORDER USING THE SANDBOX ENVIRONMENT. PLEASE NOTE THE SANDBOX ENVIRONMENT
#' WILL NOT RETURN THE ORDER ENTERED, IT IS USED FOR CONFIRMING THE ORDER
#' ENTRY HAS CORRECT SYNTAX. ORDERS CAN ALSO BE TESTED IN OFF MARKET HOURS ON
#' A VERY SMALL QUANTITY WITH LITTLE MONEY AT STAKE. ANOTHER OPTION IS TO USE
#' LIMIT ORDERS FAR FROM THE CURRENT PRICE. ETRADE HAS THEIR OWN ERROR
#' HANDLING BUT IF A SUCCESSFUL COMBINATION IS ENTERED IT COULD BE EXECUTED
#' UNINTENTIONALLY. DOUBLE CHECK ALL ENTRIES BEFORE SUBMITTING.
#'
#' @inheritParams etrd_place_eq_order
#' @param orderAction The action that the broker is requested to perform:
#' BUY_OPEN, BUY_CLOSE, SELL_OPEN, SELL_CLOSE
#' @param callPut The option type: CALL, PUT
#' @param expiryYear The four-digit year the option will expire
#' @param expiryMonth The month (1-12) the option will expire
#' @param expiryDay The day (1-31) the option will expire
#' @param strikePrice The strike price for the option
#'
#' @return A list or data frame of the order entry details
#' @export
#'
#' @examples
#' \dontrun{
#'
#' # Place Option Buy_to_open order
#' acts = etrd_account_list()
#' account = acts$accountIdKey[1]
#' etrd_place_optn_order(account = account,
#' symbol = 'FB',
#' callPut = 'call',
#' expiryYear = '2018',
#' expiryMonth = '12',
#' expiryDay = '21',
#' strikePrice = '140',
#' quantity = 1,
#' orderAction = 'BUY_OPEN',
#' priceType = 'market',
#' previewOrder = 'df')
#'
#' }
etrd_place_optn_order = function(account,
symbol,
callPut,
expiryYear,
expiryMonth,
expiryDay,
strikePrice,
quantity,
orderAction,
priceType,
stopPrice = '',
limitPrice = '',
stopLimitPrice = '',
quantityType = 'quantity',
orderTerm = 'good_for_day',
marketSession= 'regular',
allOrNone= 'false',
previewOrder = 'df',
etrade_cred = NULL,
access_tokens = NULL,
sandbox = FALSE) {
# Verify passed credentials or get credentials from options
etrade_cred = hlp_etrd_check_cred(etrade_cred, sandbox)
access_tokens = hlp_etrd_check_acctok(access_tokens, sandbox)
# symbol = 'pslv'; quantity = 1; orderAction = 'buy_open'; priceType = 'market'; allOrNone= 'false'
# quantityType = 'quantity'; orderTerm = 'good_for_day'; marketSession= 'regular'
# stopPrice = ''; limitPrice = ''; stopLimitPrice = ''; sandbox = TRUE; previewOrder = 'df'
# callPut = 'CALL'; expiryYear = 2018; expiryMonth = 12; expiryDay = 21; strikePrice = 140
clientOrdr = paste0('ordr',as.numeric(Sys.time()))
# Collect order details
orderList = list(
PreviewOrderRequest = list(
orderType = 'optn',
clientOrderId = clientOrdr,
Order = list(list(
allOrNone = allOrNone,
priceType = priceType,
orderTerm = orderTerm,
marketSession = marketSession,
stopPrice = stopPrice,
limitPrice = limitPrice,
stopLimitPrice = stopLimitPrice,
Instrument = list(list(
Product = list(
securityType = 'optn',
symbol = symbol,
callPut = callPut,
expiryYear = expiryYear,
expiryMonth = expiryMonth,
expiryDay = expiryDay,
strikePrice = strikePrice
),
orderAction = orderAction,
orderedQuantity = quantity,
quantity = quantity
))
))
)
)
hlp_etrd_place_order(account, stopPrice, orderList, clientOrdr, tolower(previewOrder), etrade_cred, access_tokens, sandbox)
}
#' Cancel an existing order
#'
#' Cancel an open order that has been submitted. Note: Verify the cancel request
#' was received and processed
#'
#' @inheritParams etrd_account_balance
#' @param orderId Order confirmation Id for the order placed.
#'
#' @return a response validating that the order has been canceled
#' @export
#'
#' @examples
#' \dontrun{
#' # Place Mutual Fund Buy order for $10
#' acts = etrd_account_list()
#' account = acts$accountIdKey[1]
#' mforder = etrd_place_mf_order(account = account,
#' symbol = 'SWTSX',
#' quantityType = 'DOLLAR',
#' investmentAmount = 10,
#' mfTransaction = 'buy',
#' reInvestOption = 'reinvest',
#' previewOrder = 'df')
#'
#' etrd_cancel_order(mforder$accountidKey, mforder$orderid.orderId)
#'
#' }
etrd_cancel_order = function(account,
orderId,
output = c('df','list'),
access_tokens = NULL,
etrade_cred = NULL,
sandbox = FALSE) {
# Verify passed credentials or get credentials from options
etrade_cred = hlp_etrd_check_cred(etrade_cred, sandbox)
access_tokens = hlp_etrd_check_acctok(access_tokens, sandbox)
# Generate signature
sb = ifelse(sandbox,'sb','')
cancelURL = paste0('https://api',sb,'.etrade.com/v1/accounts/',account,'/orders/cancel')
signature = httr::oauth_signature(
url = cancelURL,
method = 'PUT',
app = etrade_cred,
token = access_tokens$oauth_token,
token_secret = access_tokens$oauth_token_secret
)
# pull account list
cancel_req = httr::PUT(cancelURL,
hlp_etrd_auth_headers(signature),
body=list(CancelOrderRequest = list(orderId = orderId)),encode='json')
# Check status
hlp_etrd_status(cancel_req)
cancel_req_resp = httr::content(cancel_req)
# Return output
cancel_req_resp
}
# ---------- Helper Trade Function 1 hlp_etrd_trd_status ----------------
# Check if trade function did not return 200 send back error code
hlp_etrd_trd_status = function(x,msg=NULL){
# Check if status code is 200 or 201 (201 is specific to orders)
SC = x$status_code
if (SC!=200) {
# Default to TD Error message and append custom if needed
ErrMsg = httr::content(x)
stop(paste0(SC,' - ',ErrMsg), call. = FALSE)
}
}
# ---------- Helper Trade Function 2 hlp_etrd_place_order ----------------
# Place order collected from trade function
hlp_etrd_place_order = function(account,
stopPrice, # For trailing stop this must be explicitly passed
orderList,
clientOrdr,
previewOrder,
etrade_cred,
access_tokens,
sandbox) {
# Create URL and generate signature
sb = ifelse(sandbox,'sb','')
ordrprevURL = paste0('https://api',sb,'.etrade.com/v1/accounts/',account,'/orders/preview.json')
sign = httr::oauth_signature(
url = ordrprevURL,
method = 'POST',
app = etrade_cred,
token = access_tokens$oauth_token,
token_secret = access_tokens$oauth_token_secret
)
# Post order for preview
order_prev = httr::POST(ordrprevURL,hlp_etrd_auth_headers(sign),body=orderList,encode='json')
# Check preview status and pull content
hlp_etrd_trd_status(order_prev)
ordrCon = httr::content(order_prev)
# If interactive and preview requested, then show order and ask for confirmation
if (previewOrder != 'none' & interactive()==TRUE) {
# Display order details
dfOut = data.frame(orderDetails = c(accountid = ordrCon$PreviewOrderResponse$accountId,
unlist(ordrCon$PreviewOrderResponse$Order)))
jsonOut = jsonlite::toJSON(ordrCon, pretty = TRUE, auto_unbox = TRUE)
printOut = if(previewOrder == 'json') {jsonOut} else {dfOut}
print(printOut)
# Show order output as data frame
# purrr::map_df(ordrCon, ~as.data.frame(.))
# Ask for confirmation
prevorder <- utils::menu(c('Yes','No'),
title = paste0('\nDo you want to place the order as shown above?'))
# If user selects No or exits, do not place order
####****** Revisit with cancel order and indicate order is canceled
if (prevorder %in% c(0,2)) stop('Order Not Placed', call. = FALSE)
}
# Ensure stop price matches original entry - necessary for trailing stops
ordrCon$PreviewOrderResponse$Order[[1]]$stopPrice <- stopPrice
# Create list of order to place using output
placeList <- list(
PlaceOrderRequest = list(
orderType = ordrCon$PreviewOrderResponse$orderType,
clientOrderId = clientOrdr,
PreviewIds = ordrCon$PreviewOrderResponse$PreviewIds,
Order = ordrCon$PreviewOrderResponse$Order
)
)
# Generate URL and signature for placing order
sb <- ifelse(sandbox,'sb','')
ordrplaceURL <- paste0('https://api',sb,'.etrade.com/v1/accounts/',account,'/orders/place.json')
sign <- httr::oauth_signature(
url = ordrplaceURL,
method = 'POST',
app = etrade_cred,
token = access_tokens$oauth_token,
token_secret = access_tokens$oauth_token_secret
)
# Place Order
order_place <- httr::POST(ordrplaceURL,hlp_etrd_auth_headers(sign),body=placeList,encode='json')
# Verify order placed successfully
hlp_etrd_trd_status(order_place)
# Return order content
orderList <- httr::content(order_place)
orderDF <- data.frame(accountid = orderList$PlaceOrderResponse$accountId,
accountidKey = account,
orderid = orderList$PlaceOrderResponse$OrderIds[[1]],
t(unlist(orderList$PlaceOrderResponse$Order)))
printOut <- if(previewOrder == 'json') {orderList} else {orderDF}
printOut
}