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Clj-tda is a wrapper around TD Ameritrade's HTTP API. The wrapper tries to make it easier to login and manage authentication tokens while providing a thin, Clojure-friendly wrapper around each of the various API endpoints.

The TD Ameritrade API can be found here:

Dependency Info

Clojars Project

Leiningen project.clj:

{:dependencies {[com.github.dgr/clj-tda "1.0.0"]}}

Clojure CLI tools deps.edn:

{:deps {com.github.dgr/clj-tda {:mvn/version "1.0.0"}}}

Getting Started

First, pull in the required packages:

   '[camel-snake-kebab.core :as csk]
   '[clj-tda.api :as tda]
   '[clj-tda.orders :as orders]
   '[clj-tda.token-manager :as tm]
   '[ :as io]
   '[clojure.string :as str]
   '[etaoin.api :as etaoin]
   '[jsonista.core :as json])

You'll need Etaoin in order to allow clj-tda to log you into your TDA account via the web.

You don't have to use jsonista. Clj-tda works with Cheshire just as well, but clj-tda already has a depdency on jsonista, and jsonista is faster than Cheshire.

Next, we need to get set up to login to the TDA API.

(def syspath (-> (System/getenv "PATH")
                 (str/split #":")))

(defn find-geckodriver
  (first (for [d syspath
               :let [file (io/file d "geckodriver")]
               :when (and (.exists file)
                          (.canExecute file))]

(defn driver-factory
  (etaoin/firefox {:path-driver (find-geckodriver)}))

(def account-id "123456789") ; your account number at TD Ameritrade
(def api-key "01234567890ABCDEFGHIJ0123456789AB") ; your API key from the TDA API portal
(def redirect-uri "https://localhost") ; your redirect URI is from the TDA API portal
(def initial-token-map {:api-key api-key
                        :redirect-uri redirect-uri
                        :driver-factory #'driver-factory})

Now, initialize the token manager which will display a web browser using Etaoin and allow the user to log in. After logging in, the token manager will have a set of tokens that it will periodically refresh behind the scenes.

(tm/initialize initial-token-map)

... 1275 nearly random characters ...

The token manager actively refreshes the access token proactively, in the background, to ensure that a valid access token is always available. This ensures minimum latency when make an API call. Thus, you should always call (tm/access-token) to retrieve the current token rather than storing the token in a variable and using it across multiple calls.

Importantly, the token manager is optional functionality. Each of the TDA API calls includes an access-token parameter and you can develop your own access token management scheme if you prefer.

Regardless of whether you use the token manager or your own scheme, once you have a valid token, you can start to make API calls.

Note that the API functions return a clj-http response map, with full headers, HTTP status code, etc. Typically, you'll want to pull out the :body parameter, but everything is there if you need it. In particular, the place-order and replace-order APIs return a URL that can be used to access the new order in the Location: header.

Since many of the calls return JSON, we'll define a convenience function to help decode the responses.

(def tda-object-mapper
  (json/object-mapper {:encode-key-fn csk/->camelCaseString
                       :decode-key-fn csk/->kebab-case-keyword}))

(defn decode-json-body
  (-> resp
      (json/read-value tda-object-mapper)))

(-> (tda/get-accounts (tm/access-token))
... a large Clojure map with account information ...

(-> (tda/get-quote (tm/access-token) "ibm") decode-json-body)
 {:net-percent-change-in-double 1.1097,
  "International Business Machines Corporation Common Stock",
  :regular-market-net-change 1.43,
  :div-date "2023-08-09 00:00:00.000",
  :pe-ratio 71.1823,
  :regular-market-last-price 146.52,
  :asset-type "EQUITY",
  :net-change 1.61,
  :low-price 144.66,
  :realtime-entitled true,
  :bid-price 146.3,
  :delayed false,
  :regular-market-percent-change-in-double 0.9856,
  :52-wk-high 153.21,
  :high-price 146.72,
  :bid-id "P",
  :mark 146.52,
  :symbol "IBM",
  :regular-market-last-size 5080,
  :exchange-name "NYSE",
  :52-wk-low 115.545,
  :digits 2,
  :open-price 145.0,
  :volatility 0.0104,
  :security-status "Normal",
  :shortable true,
  :last-price 146.7,
  :ask-price 146.7,
  :bid-tick " ",
  :bid-size 500,
  :ask-size 500,
  :n-av 0.0,
  :mark-percent-change-in-double 0.9856,
  :asset-main-type "EQUITY",
  :regular-market-trade-time-in-long 1695154200002,
  :close-price 145.09,
  :total-volume 3945393,
  :div-amount 6.62,
  :cusip "459200101",
  :asset-sub-type "",
  :ask-id "P",
  :trade-time-in-long 1695160293760,
  :mark-change-in-double 1.43,
  :exchange "n",
  :quote-time-in-long 1695156139900,
  :last-size 0,
  :last-id "D",
  :div-yield 4.56,
  :marginable true}}

You can create orders suitable for place-order and replace-order using functions in the clj-tda.orders namespace.

(orders/equity-market-order :buy 100 "ibm")
{:session "NORMAL",
 :duration "DAY",
 :order-strategy-type "SINGLE",
 [{:instruction "BUY",
   :quantity 100,
   :instrument {:symbol "IBM", :asset-type "EQUITY"}}],
 :order-type "MARKET"}

(orders/oco-order (orders/equity-limit-order :sell 100 "ibm" 200.00)
                        (orders/equity-stop-market-order :sell 100 "ibm" 100.00))
{:order-strategy-type "OCO",
 [{:session "NORMAL",
   :duration "DAY",
   :order-strategy-type "SINGLE",
   [{:instruction "SELL",
     :quantity 100,
     :instrument {:symbol "IBM", :asset-type "EQUITY"}}],
   :order-type "LIMIT",
   :price "200.00"}
  {:session "NORMAL",
   :duration "DAY",
   :order-strategy-type "SINGLE",
   [{:instruction "SELL",
     :quantity 100,
     :instrument {:symbol "IBM", :asset-type "EQUITY"}}],
   :stop-price "100.00",
   :order-type "STOP"}]}


More coming. Right now, most functions have pretty thorough doc strings.


The full TD Ameritrade API has not yet been implemented. I've mostly focused on equitites right now and implemented those APIs that I need myself. If you want to implement others, please submit a PR.


Copyright © 2022-2023 David Roberts

Distributed under the MIT License. See LICENSE for more information.

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