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Create OptionsData class
This provides functionality to retrieve options-specific data from Tradier though the OptionsData Tradier-derived class. It includes methods to fetch expiries, strike prices, contract-sizes, OCC symbols, etc.
1 parent 18b00fa commit d084f1b

4 files changed

Lines changed: 178 additions & 18 deletions

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‎CMakeLists.txt‎

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@@ -30,6 +30,7 @@ set(COMMON_SRC
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src/EquityOrder.cpp
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src/OptionsOrder.cpp
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src/EquitiesData.cpp
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src/OptionsData.cpp
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)
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‎include/OptionsData.h‎

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// FILE: `include/OptionsData.h`
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#ifndef OPTIONS_DATA_H
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#define OPTIONS_DATA_H
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#include <string>
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#include "Tradier.h"
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class OptionsData : public Tradier {
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public:
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OptionsData(const std::string& accountNumber, const std::string& authToken, bool liveTrade);
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virtual ~OptionsData();
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nlohmann::json getChain(const std::string& symbol, const std::string& expiry, const bool greekAndVol=false) const;
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nlohmann::json getStrikesForExpiry(const std::string& symbol, const std::string& expiry, const bool includeAllRoots=false) const;
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nlohmann::json getOptionsContracts(const std::string& symbol, const bool strikePrice=false, const bool contractSize=false, const bool expiryFreq=false) const;
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nlohmann::json getOccsFromUnderlying(const std::string& symbol) const;
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private:
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std::string OPTIONS_CHAINS_ENDPOINT;
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std::string OPTIONS_STRIKES_ENDPOINT;
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std::string OPTIONS_EXPIRIES_ENDPOINT;
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std::string OPTIONS_LOOKUP_ENDPOINT;
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};
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#endif

‎src/OptionsData.cpp‎

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// FILE: `src/OptionsData.cpp`
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#include <iostream>
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#include "OptionsData.h"
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OptionsData::OptionsData (const std::string& accountNumber, const std::string& authToken, bool liveTrade)
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: Tradier(accountNumber, authToken, liveTrade),
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OPTIONS_CHAINS_ENDPOINT("/v1/markets/options/chains"), // OptionsData::getChain
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OPTIONS_STRIKES_ENDPOINT("/v1/markets/options/strikes"), //
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OPTIONS_EXPIRIES_ENDPOINT("/v1/markets/options/expirations"),
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OPTIONS_LOOKUP_ENDPOINT("/v1/markets/options/lookup")
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{
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// whadduhya got whadduhya got
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}
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OptionsData::~OptionsData () {}
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//
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// Retrieve Option Chain for a fixed (symbol, expiry) pair
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// https://documentation.tradier.com/brokerage-api/markets/get-options-chains
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//
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nlohmann::json OptionsData::getChain(const std::string& symbol, const std::string& expiry, const bool greekAndVol) const {
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std::cout << "hello, getChain!" << std::endl;
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std::string endpoint = OPTIONS_CHAINS_ENDPOINT + "?symbol=" + symbol
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+ "&expiration=" + expiry
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+ "&greeks=" + std::to_string(greekAndVol);
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try {
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auto response = sendGetRequest(endpoint);
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return response["options"]["option"];
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} catch (std::exception& e) {
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std::cerr << "Option Expiration getChain GET no good: " << e.what() << std::endl;
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return nlohmann::json();
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}
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return nlohmann::json();
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}
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//
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// Get an options strike prices for a specified underlying ticker symbol (and contract expiration date?).
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// https://documentation.tradier.com/brokerage-api/markets/get-options-strikes
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//
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nlohmann::json OptionsData::getStrikesForExpiry(const std::string& symbol, const std::string& expiry, const bool includeAllRoots) const {
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std::cout << "hello, getStrikesForExpiry!" << std::endl;
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std::string endpoint = OPTIONS_STRIKES_ENDPOINT + "?symbol=" + symbol
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+ "&expiration=" + expiry
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+ "&includeAllRoots=" + std::to_string(includeAllRoots);
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try {
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auto response = sendGetRequest(endpoint);
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return response["strikes"]["strike"];
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} catch (std::exception& e) {
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std::cerr << "Option strike GET request no good: " << e.what() << std::endl;
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return nlohmann::json();
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}
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return nlohmann::json();
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}
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//
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// Get Spect About Options Contracts
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// Ex: {"contract_size":100,"date":"2024-06-28","expiration_type":"quarterlys"}
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//
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nlohmann::json OptionsData::getOptionsContracts(const std::string& symbol, bool strikePrice, bool contractSize, bool expiryFreq) const {
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std::cout << "hello, getOptionsContracts!" << std::endl;
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std::string endpoint = OPTIONS_EXPIRIES_ENDPOINT + "?symbol=" + symbol
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+ "&strikePrice=" + std::to_string(strikePrice)
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+ "&contractSize=" + std::to_string(contractSize)
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+ "&expirationType=" + std::to_string(expiryFreq);
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try {
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auto response = sendGetRequest(endpoint);
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return response["expirations"]["expiration"];
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} catch (std::exception& e) {
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std::cerr << "Option expiration GET no good: " << e.what() << std::endl;
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return nlohmann::json();
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}
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return nlohmann::json();
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}
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//
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// Retrieve All Listed Options Clearning Corp (OCC) Symbols for Stock
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// https://documentation.tradier.com/brokerage-api/markets/get-lookup-options-symbols
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//
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nlohmann::json OptionsData::getOccsFromUnderlying(const std::string& symbol) const {
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std::cout << "hello, getOccsFromUnderlying!" << std::endl;
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std::string endpoint = OPTIONS_LOOKUP_ENDPOINT + "?underlying=" + symbol;
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try {
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auto response = sendGetRequest(endpoint);
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return response["symbols"];
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} catch (std::exception& e) {
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std::cerr << "Option symbol lookup no good: " << e.what() << std::endl;
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return nlohmann::json();
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}
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return nlohmann::json();
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}

‎src/main.cpp‎

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@@ -4,6 +4,7 @@
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#include "EquitiesData.h"
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#include "EquityOrder.h"
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#include "OptionsOrder.h"
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#include "OptionsData.h"
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#include "Tradier.h"
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#include <iostream>
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#include <iomanip>
@@ -66,13 +67,14 @@ int main() {
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bool liveTrade = false;
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//
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// Instantiate Account, EquitiesData, EquityOrder, OptionsOrder classes
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// Instantiate Account, EquitiesData, EquityOrder, OptionsOrder, OptionsData classes
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//
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Account myAccount(accountNumber, authToken, liveTrade);
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EquityOrder equityOrder(accountNumber, authToken, liveTrade);
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OptionsOrder optionsOrder(accountNumber, authToken, liveTrade);
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EquitiesData equitiesData(accountNumber, authToken, liveTrade);
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OptionsData optionsData(accountNumber, authToken, liveTrade);
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//
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// Retrieve general account information
@@ -121,15 +123,16 @@ int main() {
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std::cout << "!!!!! QUOTES - DOW 30 !!!!!" << std::endl;
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std::string symbolList = "AMZN,AXP,AMGN,AAPL,BA,CAT,CSCO,CVX,GS,HD,HON,IBM,INTC,JNJ,KO,JPM,MCD,MMM,MRK,MSFT,NKE,PG,TRV,UNH,CRM,VZ,V,WMT,DIS,DOW";
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auto dowQuotes = equitiesData.getQuotes(symbolList);
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std::cout << dowQuotes << std::endl;
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// std::string symbolList = "AMZN,AXP,AMGN,AAPL,BA,CAT,CSCO,CVX,GS,HD,HON,IBM,INTC,JNJ,KO,JPM,MCD,MMM,MRK,MSFT,NKE,PG,TRV,UNH,CRM,VZ,V,WMT,DIS,DOW";
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// auto symbolListNoDividends = equitiesData.getQuotes(symbolList);
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// std::string symbolListNoDividends = "AMZN, BKNG, CMG, CRM, SHOP, UBER, SQ, SNAP, GΟΟG";
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// std::cout << symbolListNoDividends << std::endl;
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//
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// Print Quotes in Sequential Blocks
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//
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// for (const auto& quote : dowQuotes) {
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// for (const auto& quote : symbolListNoDividends) {
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// std::cout << "Symbol: " << quote["symbol"] << std::endl;
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// std::cout << "Ask: " << quote["ask"] << std::endl;
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// std::cout << "Bid: " << quote["bid"] << std::endl;
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<< std::endl;
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std::cout << std::setfill('-') << std::setw(55) << "" << std::setfill(' ') << std::endl;
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for (const auto& quote : dowQuotes) {
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std::cout << std::left
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<< std::setw(10) << quote["symbol"].get<std::string>() << std::fixed << std::setprecision(2)
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<< std::setw(10) << quote["ask"].get<double>()
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<< std::setw(10) << quote["bid"].get<double>()
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<< std::setw(10) << quote["change"].get<double>()
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<< std::setw(10) << quote["change_percentage"].get<double>()
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<< std::endl;
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}
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std::cout << std::setfill('-') << std::setw(55) << "" << std::setfill(' ') << std::endl;
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std::cout << std::endl;
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// for (const quote : symbolListNoDividends) {
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// std::cout << std::left
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// << std::setw(10) << quote["symbol"].get<std::string>() << std::fixed << std::setprecision(2)
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// << std::setw(10) << quote["ask"].get<double>()
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// << std::setw(10) << quote["bid"].get<double>()
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// << std::setw(10) << quote["change"].get<double>()
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// << std::setw(10) << quote["change_percentage"].get<double>()
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// << std::endl;
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// }
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// std::cout << std::setfill('-') << std::setw(55) << "" << std::setfill(' ') << std::endl;
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// std::cout << std::endl;
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//
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std::string duration = "day";
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auto response = optionsOrder.order(occSymbol, orderType, side, quantity, underlying, limitPrice, stopPrice, duration);
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// std::cout << "Broker Response: " << response.dump(4) << std::endl;
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std::cout << std::setfill('-') << std::setw(55) << "" << std::setfill(' ') << std::endl;
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std::cout << std::endl;
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std::cerr << "Exception occurred: " << e.what() << std::endl;
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}
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//
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// OPTIONS DATA
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//
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std::cout << "!!!!! EQUITY DATA !!!!!" << std::endl;
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nlohmann::json dupontChain = optionsData.getChain("DD", "2024-06-28");
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std::cout << "Dupont Chain: " << dupontChain.dump(4) << std::endl;
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std::cout << std::endl;
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nlohmann::json dupontStrikes = optionsData.getStrikesForExpiry("DD", "2024-06-28");
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std::cout << "Dupont Strikes Jun28: " << dupontStrikes.dump(4) << std::endl;
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std::cout << std::endl;
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nlohmann::json dupontContracts = optionsData.getOptionsContracts("DD", true, true, true);
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std::cout << "Dupont Contracts: " << dupontContracts << std::endl;
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std::cout << std::endl;
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nlohmann::json dupontOccs = optionsData.getOccsFromUnderlying("DD");
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std::cout << "Dupont OCC Symbols" << std::endl;
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std::cout << dupontOccs << std::endl;
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std::cout << std::endl;
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std::cout << std::setfill('-') << std::setw(55) << "" << std::setfill(' ') << std::endl;
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std::cout << std::endl;
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return 0;
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}
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//
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//
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// ERROR
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//
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