TD Ameritrade API gem for Ruby

This is a gem for connecting to the TD Ameritrade API.

Installation

Add this line to your application's Gemfile:

gem 'tdameritrade_api', :git=>'https://github.com/wakproductions/tdameritrade_api.git'

Important Note

This is in the very early stages of development. It has very limited functionality in comparison to the entirety of the API. See the /vendor/docs folder for more details on the overall API.

Setup

To use this, you need to have 3 environment variables set:

TDAMERITRADE_SOURCE_KEY - this is given to you by TD Ameritrade
TDAMERITRADE_USER_ID    - your username to connect to TD Ameritrade
TDAMERITRADE_PASSWORD   - your account password for TD Ameritrade

Basic Usage

To connect to the TD Ameritrade API using this gem, create an instance of TDAmeritradeApi::Client and then call the methods you need.

c = TDAmeritradeApi::Client.new
c.login
#=> true

c.get_price_history('MSFT', intervaltype: :minute, intervalduration: 15, periodtype: :day, period: 10)
#=> [{:open=>41.75, :high=>41.87, :low=>41.71, :close=>41.85, :volume=>17955.3, :timestamp=>2014-07-07
   09:30:00 -0400, :interval=>:day}, {:open=>41.85, :high=>41.92, :low=>41.84, :close=>41.9,
   :volume=>7380.78, :timestamp=>2014-07-07 09:45:00 -0400, :interval=>:day},...  a long hash array of
   the price candles]

Currently Supported Methods

The only API features really supported right now are the ability to capture real time quotes, price history, and streaming of Level 1 quotes.

login
get_price_history   # retrieves historical data
get_quote           # gets realtime snapshots of quotes

Streaming

c = TDAmeritradeApi::Client.new
c.login
streamer = c.create_streamer
streamer.run(symbols: symbols, request_fields: [:volume, :last, :symbol, :quotetime, :tradetime]) do |data|
   # Process the stream data here - this block gets called for every new chunk of data received from TDA
   # See what's in the data hash to get the requested information streaming in about the stock
end

The streamer also has the ability to read and write from a hard disk file for testing:

# This output_file attribute will cause the stream to be saved into a file as its being processed
streamer.output_file = '/Users/wkotzan/Development/gem-development/tda_stream_daemon/cache/stream20150205.binary'

# Run this code to read a stream from a presaved file
input_file = '~/stream20150213-should-have-WUBA-1010am.binary'
streamer = TDAmeritradeApi::Streamer::Streamer.new(read_from_file: input_file)

Watchlists (see lib/watchlist.rb for accepted parameters)

get_watchlists
create_watchlist
edit_watchlist

Balances and Positions (see lib/balances_and_positions.rb for accepted parameters)

get_balances_and_positions

Contributions

If you would like to make a contribution, please submit a pull request to the original branch. Feel free to email me Winston Kotzan at wak@wakproductions.com with any feature requests, bug reports, or feedback.

Release Notes

See CHANGELOG.md