TradeStation API TypeScript Wrapper

A comprehensive TypeScript wrapper for TradeStation WebAPI v3, providing type-safe access to TradeStation's brokerage and market data services.

Overview

This project provides a complete TypeScript implementation of the TradeStation WebAPI v3, offering:

• 🔒 Secure authentication and token management
• 🚦 Built-in rate limiting
• 📊 Real-time market data streaming
• 💼 Complete brokerage functionality
• 📈 Order execution capabilities
• 📘 Comprehensive TypeScript definitions
• ⚡ Streaming WebSocket support
• 🧪 Example implementations

Note: For the most up-to-date API specifications and documentation, please refer to the official TradeStation API documentation.

Installation

npm install tradestation-api-ts

Usage

Basic Setup

import { TradeStationClient } from 'tradestation-api-ts';

// Initialize with environment variables
const client = new TradeStationClient();

// Or with explicit configuration
const client = new TradeStationClient({
    clientId: 'your_client_id',
    clientSecret: 'your_client_secret',
    username: 'your_username',
    password: 'your_password',
    environment: 'Simulation'  // or 'Live'
});

Market Data

// Get quote snapshots
const quotes = await client.marketData.getQuoteSnapshots(['MSFT', 'AAPL']);

// Stream real-time quotes
const stream = await client.marketData.streamQuotes(['MSFT', 'AAPL']);
stream.on('data', (quote) => {
    console.log('Quote update:', quote);
});

// Get historical bars
const bars = await client.marketData.getBarHistory('MSFT', {
    interval: '1',
    unit: 'Minute',
    barsback: 100
});

Order Execution

// Place a market order
const order = await client.orderExecution.placeOrder({
    AccountID: 'your_account_id',
    Symbol: 'MSFT',
    Quantity: '100',
    OrderType: 'Market',
    TradeAction: 'Buy',
    TimeInForce: { Duration: 'DAY' },
    Route: 'Intelligent'
});

// Place a bracket order
const bracketOrder = await client.orderExecution.placeGroupOrder({
    Type: 'BRK',
    Orders: [
        {
            AccountID: 'your_account_id',
            Symbol: 'MSFT',
            Quantity: '100',
            OrderType: 'Market',
            TradeAction: 'Buy',
            TimeInForce: { Duration: 'DAY' }
        },
        {
            AccountID: 'your_account_id',
            Symbol: 'MSFT',
            Quantity: '100',
            OrderType: 'Limit',
            LimitPrice: '160.00',
            TradeAction: 'Sell',
            TimeInForce: { Duration: 'GTC' }
        },
        {
            AccountID: 'your_account_id',
            Symbol: 'MSFT',
            Quantity: '100',
            OrderType: 'StopMarket',
            StopPrice: '145.00',
            TradeAction: 'Sell',
            TimeInForce: { Duration: 'GTC' }
        }
    ]
});

Brokerage

// Get accounts
const accounts = await client.brokerage.getAccounts();

// Get positions
const positions = await client.brokerage.getPositions('your_account_id');

// Stream position updates
const positionStream = await client.brokerage.streamPositions('your_account_id');
positionStream.on('data', (position) => {
    console.log('Position update:', position);
});

Error Handling

try {
    const quotes = await client.marketData.getQuoteSnapshots(['INVALID']);
} catch (error) {
    if (error.name === 'ValidationError') {
        console.error('Invalid input:', error.message);
    } else if (error.name === 'ApiError') {
        console.error('API error:', error.message);
    } else {
        console.error('Unknown error:', error);
    }
}

Resource Cleanup

// Close specific stream
stream.emit('close');

// Close all active streams
client.closeAllStreams();

Quick Start

1. Create a .env.local file with your TradeStation API credentials:

CLIENT_ID=your_client_id
CLIENT_SECRET=your_client_secret
USERNAME=your_username
PASSWORD=your_password
ENVIRONMENT=Simulation  # or 'Live'

2. Initialize the client:

import { TradeStationClient } from 'tradestation-api-ts';

const client = new TradeStationClient();

// Get account balances
const balances = await client.brokerage.getBalances('your_account_id');

// Stream real-time quotes
const quoteStream = await client.marketData.streamQuotes(['MSFT', 'AAPL']);
quoteStream.on('data', (quote) => {
    console.log('Quote update:', quote);
});

Features

1. Request Client

• Automatic token management
• Configurable retry logic
• Error handling
• Request/response interceptors

2. Authentication

• OAuth 2.0 implementation
• Automatic token refresh
• Simulation/Live environment support

3. Rate Limiter

• Automatic rate limiting
• Configurable limits
• Queue management
• Headers-based rate tracking

4. Market Data APIs

• Real-time quotes
• Historical bars
• Option chains
• Market depth
• Symbol information

5. Brokerage APIs

• Account management
• Position tracking
• Balance information
• Order history
• Activity tracking

6. Order Execution APIs

• Order placement
• Order modification
• Order cancellation
• Complex order types
• OCO and bracket orders

Local Development

Prerequisites

• Node.js (>=14.0.0)
• npm or yarn
• Git

Clone and Setup

# Clone the repository
git clone https://github.com/mxcoppell/tradestation-api-ts.git
cd tradestation-api-ts

# Install dependencies
npm install

# Create local environment file
cp .env.local.sample .env.local
# Edit .env.local with your TradeStation API credentials

Build

# Build the library
npm run build

# Build examples
npm run build:examples

# Build both library and examples
npm run build:all

Test

# Run all tests
npm test

# Run tests with coverage
npm run test:coverage

# Run tests in watch mode
npm run test:watch

Run Examples

The project includes a helper script to run examples:

# List all available examples
./run-example.sh --list

# Run a specific example
./run-example.sh QuickStart/getStarted

# Run multiple examples
./run-example.sh MarketData/getBars MarketData/getQuotes

Development Workflow

1. Make your changes in the src directory
2. Add or update tests in src/**/__tests__
3. Run tests to ensure everything works
4. Build the project to check for compilation errors
5. Try your changes using the examples
6. Submit a pull request with your changes

Documentation

• Detailed API Documentation
• Authentication Guide
• Streaming Guide
• Rate Limiting
• Examples Guide
• Contributing Guide
• Changelog

Contributing

We welcome contributions! Please see our Contributing Guide for details on:

• Code of Conduct
• Development process
• Pull request process
• Coding standards
• Testing requirements

Building from Source

# Install dependencies
npm install

# Build the library
npm run build

# Build examples
npm run build:examples

# Run tests
npm test

License

This project is licensed under the MIT License - see the LICENSE file for details.

Acknowledgments

• TradeStation for providing the WebAPI
• All contributors to this project
• The TypeScript team for the amazing language and tools

Support

• For API-specific questions, refer to TradeStation API Documentation
• For issues with this wrapper, open an issue
• For general TradeStation questions, contact TradeStation Client Services

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Disclaimer: This is an unofficial wrapper for the TradeStation WebAPI. It is not affiliated with, maintained, authorized, or endorsed by TradeStation.