go wrapper for schwab's trader-api

built by: @samjtro + other amazing ppl :)

---

why should you use this project?

• lightning fast
• return structs are easily indexable
• easy to setup, easy to use (personal preference, i know - but trust me!)

docs

0.0 quick start

0. go to https://developer.schwab.com, create an account, create an app, get app credentials from https://developer.schwab.com/dashboard/apps

---

v > 0.9.2

1. set the following environment variables:

SCHWAB_APPKEY=KEY0 // App Key
SCHWAB_SECRET=KEY1 // App Secret
SCHWAB_CBURL=https://127.0.0.1 // App Callback URL

v <= 0.9.2

1. create any file with the .env extension in your project directory (can also have multiple, if necessary), formatted as such:

APPKEY=KEY0 // App Key
SECRET=KEY1 // App Secret
CBURL=https://127.0.0.1 // App Callback URL

---

mac & windows

2. run the following command in your cwd to generate ssl certs for secure tls transmission of your bearer token:

openssl req -x509 -out localhost.crt -keyout localhost.key   -newkey rsa:2048 -nodes -sha256   -subj '/CN=localhost' -extensions EXT -config <( \
printf "[dn]\nCN=localhost\n[req]\ndistinguished_name = dn\n[EXT]\nsubjectAltName=DNS.1:localhost,IP:127.0.0.1\nkeyUsage=digitalSignature\nextendedKeyUsage=serverAuth")

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go get github.com/go-schwab/[email protected]

0.1 agent

requests in this library are made through a Handler(), facilitated by an Agent{}. from here on out, the documentation assumes you have included the following code prior to making any requests:

import (
    "github.com/go-schwab/trader"
)

agent := trader.Initiate()

1.0 accessing market data

1.1.0 price history

code samples:

df, err := agent.GetPriceHistory("AAPL", "month", "1", "daily", "1", "", "")
check(err)

return:

agent.GetPriceHistory returns a []Candle, of the requested data period & frequency. struct details

[{1714971600000 78569667 182.354 181.71 184.2 180.42} {1715058000000 77305771 183.45 182.4 184.9 181.32} {1715144400000 45057087 182.85 182.74 183.07 181.45} {1715230800000 48982972 182.56 184.57 184.66 182.11} {1715317200000 50759496 184.9 183.05 185.09 182.13} {1715576400000 72044809 185.435 186.28 187.1 184.62} {1715662800000 52393619 187.51 187.43 188.3 186.29} {1715749200000 70399988 187.91 189.72 190.65 187.37} {1715835600000 52845230 190.47 189.84 191.095 189.6601} {1715922000000 41282925 189.51 189.87 190.81 189.18} {1716181200000 44361275 189.325 191.04 191.9199 189.01} {1716267600000 42309401 191.09 192.35 192.73 190.9201} {1716354000000 34648547 192.265 190.9 192.8231 190.27} {1716440400000 51005924 190.98 186.88 191 186.625} {1716526800000 36326975 188.82 189.98 190.58 188.0404} {1716872400000 52280051 191.51 189.99 193 189.1} {1716958800000 53068016 189.61 190.29 192.247 189.51} {1717045200000 49947941 190.76 191.29 192.18 190.63} {1717131600000 75158277 191.44 192.25 192.57 189.91} {1717390800000 50080539 192.9 194.03 194.99 192.52} {1717477200000 47471445 194.635 194.35 195.32 193.0342} {1717563600000 54156785 195.4 195.87 196.9 194.87}]

1.2.0 quotes

code samples:

quote, err := agent.GetQuote("AAPL")
check(err)

return:

agent.GetQuote returns a real-time Quote of the asset's performance. struct details

{EQUITY COE NBBO true 1973757747 AAPL 199.62 164.075 EDGX 195.75 5 1717687921950 XNAS 195.74 4 1717687920970 195.87 196.5 XADF 195.745 100 195.21 195.745 -0.125 -0.06381784 -0.125 -0.06381784 0 0 0 1717687921950 Normal 14237020 1717687921574}

1.3.0 instruments

1.3.1 simple

code samples:

simple, err := agent.SearchInstrumentSimple("AAPL")
check(err)

return:

agent.SearchInstrumentSimple returns a SimpleInstrument for the desired asset. struct details

{037833100 AAPL Apple Inc NASDAQ EQUITY}

1.3.2 fundamental

code samples:

fundamental, err := agent.SearchInstrumentFundamental("AAPL")
check(err)

return:

agent.SearchInstrumentFundamental returns a FundamentalInstrument for the desired asset. struct details

{AAPL 037833100 Apple Inc NASDAQ EQUITY 199.62 164.075 0.51454 1 2024-05-10 00:00:00.0 30.51106 96.708 35.44905 6.98872 23.01545 45.5858 0 26.3058 46.578 0 26.0443 147.2497 22.0738 47.00102 0.87464 1.0371 0 51.3642 140.9682 123.7714 6.41964 9.1372 0 0 -2.8005 -0.9016 0 1.5334082e+16 0 2.9801788367e+12 4.83737 0 0 0 0.25 2024-05-16 00:00:00.0 0 0 0 0 57760123 49229712 61209206 2024-05-02 00:00:00.0 4 6.13 47471445 2024-08-16 00:00:00.0 2024-08-12 00:00:00.0 0}

1.4.0 movers

code samples:

movers, err := agent.GetMovers("$DJI", "up", "percent")
check(err)

return:

agent.GetMovers returns a []Screener of the day's top movers. struct details

[{AMZN Amazon.com Inc 2883278 183.2 183.2 58.33 4943302 5450 1} {MRK Merck & Co. Inc. 546846 127.78 127.78 11.06 4943302 5420 1} {PG Procter & Gamble 540105 169.93 169.93 10.93 4943302 8155 1} {INTC INTEL CORP 284653 30.83 30.83 5.76 4943302 3654 1} {AAPL Apple Inc 216203 218.24 218.24 4.37 4943302 6985 1} {MSFT Microsoft Corp 137598 426.73 426.73 2.78 4943302 7008 1} {KO The Coca-Cola Co 90896 66.83 66.83 1.84 4943302 1103 1} {DIS Walt Disney Co 56167 92.14 92.14 1.14 4943302 1884 1} {NKE Nike Inc B 33306 73.55 73.55 0.67 4943302 1209 1} {MMM 3M Co 20242 125.16 125.16 0.41 4943302 632 1}]

2.0 trading, accessing account data

2.1.0 trading

to submit any trades in this library, one must use your encrypted account id. this as accessed by using the agent.GetAccountNumbers() function, which is then passed to the submission function. this is because there are use cases where you might want to change between multiple accounts while trading the same session.

an, err := agent.GetAccountNumbers()
check(err)

the rest of the docs assume you want to use the first element of the []AccountNumbers array returned. the encrypted id is stored in the HashValue element of the AccountNumbers struct: e.g. an[0].HashValue

2.1.1.0 single-leg

suppose we wanted to submit a single-leg market order for the symbol "AAPL". this is as easy as:

err = agent.SubmitSingleLegOrder(an[0].HashValue, CreateSingleLegOrder(OrderType("MARKET"), Session("NORMAL"), Duration("DAY"), Strategy("SINGLE"), Instruction("BUY"), Quantity(1.0), Instrument(SimpleOrderInstrument{
    Symbol:    "AAPL",
    AssetType: "EQUITY",
})))
check(err)

let's break this down, although it's fairly straight forward. CreateSingleLegOrder returns a SingleLegOrder, passed to agent.SubmitSingleLegOrder after the hash value of your encrypted id. CreateSingleOrder accepts an unknown amount of parameters setting the various elements for the order:

OrderType:
Session:
Duration:
Strategy:
Instruction:
Quantity:
Instrument:

the default behavior of CreateSingleLegOrder() assumes you are submitting an order with the following parameters:

OrderType: MARKET
Session: NORMAL
Duration: DAY
Strategy: SINGLE

meaning only INSTRUCTION, QUANTITY & INSTRUMENT are the only required directives. the above example can be simplified thusly:

err = agent.SubmitSingleLegOrder(an[0].HashValue, CreateSingleLegOrder(Instruction("BUY"), Quantity(1.0), Instrument(SimpleOrderInstrument{
    Symbol:    "AAPL",
    AssetType: "EQUITY",
})))
check(err)

2.2.0 accessing account data

2.2.1.0

an, err := agent.GetAccountNumbers()
check(err)
fmt.Println(an)

aca, err := agent.GetAccounts()
check(err)
fmt.Println(aca)

ac, err := agent.GetAccount(an[0].HashValue)
check(err)
fmt.Println(ac)

orders, err := agent.GetAllOrders("2023-06-12T00:00:00.000Z", "2024-06-12T00:00:00.000Z")
check(err)