TradeStationAPI

A Julia client library for the TradeStation API.

The functions that are available:

Authorization

manual_authorization_url(), access_token_req(), refresh_token_req(), refresh_token_timer()

MarketData

get_bars()

Brokerage

get_accounts(), get_balances(), get_balances_BOD(), get_historical_orders(), get_historical_orders_by_order_id(), get_orders(), get_orders_by_order_id(), get_positions(), get_wallets(), stream_wallets(), stream_orders(), stream_orders_by_id(), stream_positions()

Orders

place_order(), get_routes(), simple_market_order(), simple_limit_order(), simple_stop_limit_order()

Authorization

Step 1

using TradeStationAPI
TradeStationAPI.select_account("paper")
TradeStationAPI.manual_authorization_url(client_id, redirect_uri, scopes)

This will output a URL where you can enter into a web browser in exchange for a 16 digit Authorization Code

Step 2

authorization_code = 16 digit Authorization Code recieived in Step 1

TradeStationAPI.access_token_req(client_id, client_secret, authorization_code, redirect_uri)

Step 3

Each access token will last for 20 minutes.

However, a refresh token is long-lived. This means you do not need to continually perform the full sign-in process. A refresh token can be used, as needed, to generate new access tokens.

To generate a new access token

TradeStationAPI.refresh_token_req(client_id, client_secret, refresh_token_out)

Given each access tokens life span is 20 minutes. Inside a trading application one may call

TradeStationAPI.refresh_token_timer(expiry_seconds; offset_seconds, client_id, client_secret, refresh_token_out, stop_date_time=DateTime("2023-12-03T22:15:00"))

This function refreshes the access token after each countdown duration in seconds. It runs recursivley until a specified stop date/time. Use case may be running in a trading application and stopping at a session end. An example of calling this with @async

println("Starting refresh_token_timer()")
task_token_refresh_timer = @async TradeStationAPI.refresh_token_timer(10; offset_seconds=2, client_id, client_secret, refresh_token, stop_date_time=DateTime("2023-12-03T22:15:00"))

# Make other calls while refresh_token_timer runs
println("While refresh_token_timer() is running make a request for bar data using get_bars()")
get_bars_out = TradeStationAPI.get_bars(access_token_out; symbol="AAPL", interval="1", unit="Daily", barsback="10", firstdate=nothing, lastdate=nothing, sessiontemplate="Default")
println(get_bars_out)
# Do something else
println("After get_bars() when refresh_token_timer() still running do something else")
for i = 1:10
    println("doing something else $i")
    sleep(1)
end

print("End")

Output

Starting refresh_token_timer()
While refresh_token_timer() is running make a request for bar data using get_bars()

10×18 DataFrame
 Row │ High    Low     Open    Close   TimeStamp             TotalVolume  DownTicks  DownVolume  OpenInterest  IsRealtime  IsEndOfHistory  TotalTicks  UnchangedTicks  UnchangedVolume  UpTicks  UpVolume  Epoch          BarStatus 
     │ String  String  String  String  String                String       Int64      Int64       String        Bool        Bool            Int64       Int64           Int64            Int64    Int64     Int64          String    
─────┼──────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────────
   1 │ 190.38  188.57  190.25  189.69  2023-11-17T21:00:00Z  50941404        258379    29400125  0                  false           false      509887               0                0   251508  21541278  1700254800000  Closed
   2 │ 191.91  189.88  189.89  191.45  2023-11-20T21:00:00Z  46538614        278659    28300453  0                  false           false      553971               0                0   275312  18238161  1700514000000  Closed
   3 │ 191.52  189.74  191.41  190.64  2023-11-21T21:00:00Z  38134485        229633    21544808  0                  false           false      450729               0                0   221096  16589676  1700600400000  Closed
   4 │ 192.93  190.83  191.49  191.31  2023-11-22T21:00:00Z  39630011        233007    17613202  0                  false           false      463417               0                0   230410  22016808  1700686800000  Closed
   5 │ 190.9   189.25  190.87  189.97  2023-11-24T21:00:00Z  24048344        168861    13446145  0                  false           false      335947               0                0   167086  10602198  1700859600000  Closed
   6 │ 190.67  188.9   189.92  189.79  2023-11-27T21:00:00Z  40552609        258657    18985329  0                  false           false      508876               0                0   250219  21567280  1701118800000  Closed
   7 │ 191.08  189.4   189.78  190.4   2023-11-28T21:00:00Z  38415419        232097    16455790  0                  false           false      457974               0                0   225877  21959628  1701205200000  Closed
   8 │ 192.09  188.97  190.9   189.37  2023-11-29T21:00:00Z  43014224        250131    22795072  0                  false           false      493028               0                0   242897  20219151  1701291600000  Closed
   9 │ 190.32  188.19  189.84  189.95  2023-11-30T21:00:00Z  48794366        247382    30585349  0                  false           false      486679               0                0   239297  18209017  1701378000000  Closed
  10 │ 191.56  189.23  190.33  191.24  2023-12-01T21:00:00Z  45704823        260477    23206016  0                  false            true      515409               0                0   254932  22498806  1701464400000  Closed
After get_bars() when refresh_token_timer() still running do something else
doing something else 1
doing something else 2
doing something else 3
doing something else 4
doing something else 5
doing something else 6
doing something else 7
doing something else 8
2 seconds left. Executing refresh token function
doing something else 9
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doing something else 10
End