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https://github.com/Fatal1ty/tinkoff-api

Python Tinkoff API client for asyncio and humans
https://github.com/Fatal1ty/tinkoff-api

asyncio python tinkoff tinkoff-api tinkoff-invest tinkoff-sdk

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Python Tinkoff API client for asyncio and humans

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README

        

# tinkoff-api

> Python Tinkoff API client for asyncio and humans.

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Table of contens
--------------------------------------------------------------------------------
* [Covered APIs](#covered-apis)
* [Features](#features)
* [Installation](#installation)
* [Usage examples](#usage-examples)
* [REST API client](#rest-api-client)
* [Streaming client](#streaming-client)
* [Dynamic subscriptions in runtime](#dynamic-subscriptions-in-runtime)
* [Complete simple bot](#complete-simple-bot)
* [Historical data](#historical-data)
* [TODO](#todo)

Covered APIs
--------------------------------------------------------------------------------
* Tinkoff Investments ([official docs](https://tinkoffcreditsystems.github.io/invest-openapi/))

Features
--------------------------------------------------------------------------------
* Clients for both [REST](https://tinkoffcreditsystems.github.io/invest-openapi/rest/) and [Streaming](https://tinkoffcreditsystems.github.io/invest-openapi/marketdata/) protocols in Tinkoff Investments
* Presence of data classes for all interaction with API
* Automatic reconnection and keep-alive connections
* Internal exclusive rate limiter for every resource in REST protocol
* Friendly exceptions for API errors

Installation
--------------------------------------------------------------------------------

Use pip to install:
```shell
$ pip install tinkoff-api
```

Usage examples
--------------------------------------------------------------------------------

#### REST API client:
```python
import asyncio
from datetime import datetime
from tinkoff.investments import (
TinkoffInvestmentsRESTClient,
Environment,
CandleResolution,
)
from tinkoff.investments.client.exceptions import TinkoffInvestmentsError

async def show_apple_year_candles():
try:
async with TinkoffInvestmentsRESTClient(
token="TOKEN", environment=Environment.SANDBOX
) as client:

candles = await client.market.candles.get(
figi="BBG000B9XRY4",
dt_from=datetime(2019, 1, 1),
dt_to=datetime(2019, 12, 31),
interval=CandleResolution.DAY,
)
for candle in candles:
print(f"{candle.time}: {candle.h}")
except TinkoffInvestmentsError as e:
print(e)

async def jackpot():
try:
async with TinkoffInvestmentsRESTClient(
token="TOKEN", environment=Environment.SANDBOX
) as client:

instruments = await client.market.instruments.search("AAPL")
apple = instruments[0]

account = await client.sandbox.accounts.register()
await client.sandbox.accounts.positions.set_balance(
figi=apple.figi,
balance=100,
broker_account_id=account.brokerAccountId,
)

print("We created the following portfolio:")
positions = await client.portfolio.get_positions()
for position in positions:
print(f"{position.name}: {position.lots} lots")
except TinkoffInvestmentsError as e:
print(e)

asyncio.run(jackpot())
```

#### Streaming Client:
```python
import asyncio
from datetime import datetime
from tinkoff.investments import (
CandleEvent,
CandleResolution,
TinkoffInvestmentsStreamingClient,
)

client = TinkoffInvestmentsStreamingClient(token="TOKEN")

@client.events.candles("BBG009S39JX6", CandleResolution.MIN_1)
@client.events.candles("BBG000B9XRY4", CandleResolution.MIN_1)
async def on_candle(candle: CandleEvent, server_time: datetime):
print(candle, server_time)

asyncio.run(client.run())
```

#### Dynamic subscriptions in runtime:
```python
import asyncio
from datetime import datetime
from tinkoff.investments import (
CandleEvent,
CandleResolution,
TinkoffInvestmentsStreamingClient,
)

client = TinkoffInvestmentsStreamingClient(token="TOKEN")

@client.events.candles("BBG000B9XRY4", CandleResolution.HOUR)
async def on_candle(candle: CandleEvent, server_time: datetime):
if candle.h > 1000:
await client.events.candles.subscribe(
callback=on_candle,
figi=candle.figi,
interval=CandleResolution.MIN_1,
)
elif candle.h < 1000:
await client.events.candles.unsubscribe(
candle.figi, CandleResolution.MIN_1
)

asyncio.run(client.run())
```

#### Complete simple bot:
```python
import asyncio
from datetime import datetime

from tinkoff.investments import (
CandleEvent,
CandleResolution,
OperationType,
TinkoffInvestmentsRESTClient,
TinkoffInvestmentsStreamingClient,
)

streaming = TinkoffInvestmentsStreamingClient("TOKEN")
rest = TinkoffInvestmentsRESTClient("TOKEN")

@streaming.events.candles("BBG000B9XRY4", CandleResolution.MIN_1)
async def buy_apple(candle: CandleEvent, server_time: datetime):
if candle.c > 350:
await rest.orders.create_market_order(
figi="BBG000B9XRY4",
lots=1,
operation=OperationType.BUY,
broker_account_id=123,
)

asyncio.run(streaming.run())
```

#### Historical data:
```python
import asyncio
from datetime import datetime

from tinkoff.investments import (
CandleResolution,
Environment,
TinkoffInvestmentsRESTClient,
)
from tinkoff.investments.utils.historical_data import HistoricalData

async def get_minute_candles():
# show 1 minute candles for AAPL in 1 year period of time
async with TinkoffInvestmentsRESTClient(
token="TOKEN", environment=Environment.SANDBOX
) as client:
historical_data = HistoricalData(client)
async for candle in historical_data.iter_candles(
figi="BBG000B9XRY4",
dt_from=datetime(2019, 1, 1),
dt_to=datetime(2020, 1, 1),
interval=CandleResolution.MIN_1,
):
print(candle)

asyncio.run(get_minute_candles())
```

TODO
--------------------------------------------------------------------------------

* allow to provide str constants along with specific enum objects
* add ability to unsubscribe by pattern
* rename some fields
* make some fields in snake case
* generate documentation