JavaScript / TypeScript TD Ameritrade Streamer - WebSocket client

Overview

This is an unofficial JavaScript/TypeScript WebSocket client implementation for the Charles Schwab / TD Ameritrade Streaming APIs. It allows developers to interact with TD Ameritrade's services and access streaming financial data programmatically. Please note that this implementation is not affiliated with or endorsed by Charles Schwab and/or TD Ameritrade.

TD Ameritrade API SDK Client @allensarkisyan/schwab-td-ameritrade-api

Features

• MIT Licensed: This project is fully open source and available under the MIT License.
• Cross-Platform: It is designed to work in both Node.js and Browser environments.
• Strongly Typed: The codebase is strongly typed using JSDoc annotations for enhanced code quality and autocompletion support in TypeScript.
• Implementation of Official Streaming Data Endpoints: Official TD Ameritrade Streaming Data Documentation
• Derived from proprietary & internally developed quantitative trading and research software.

Installation

To install and use this TD Ameritrade Streamer client, you can add it to your project using npm or yarn:

npm install @allensarkisyan/schwab-td-ameritrade-streamer

yarn add @allensarkisyan/schwab-td-ameritrade-streamer

Getting Started

To get started with this library, follow the documentation provided here for detailed instructions on how to set up and use the client to access TD Ameritrade's Streaming Endpoints.

See Examples

Import Module

/** Using ECMAScript Modules */
import { TDAmeritradeStreamer } from '@allensarkisyan/schwab-td-ameritrade-streamer';

/** Using CommonJS */
const { TDAmeritradeStreamer } = require('@allensarkisyan/schwab-td-ameritrade-streamer');

TDAmeritradeStreamer / WebSocket Client Initialization

import { TDAmeritradeAPI } from '@allensarkisyan/schwab-td-ameritrade-api';

const tdApi = new TDAmeritradeAPI({
  clientId: process.env.TD_AMERITRADE_CLIENT_ID,
  callbackUrl: process.env.TD_AMERITRADE_CALLBACK_URL
});

/** Authenticate with TD Ameritrade and retrieve User Principals data to make a streaming connection */

/** Get User Principals data */
const { data: principals } = await tdApi.getUserPrincipals();

/** Configure Streamer Connection Options */
const streamerConnectionOptions = {
  streamerSubscriptionKeys: principals.streamerSubscriptionKeys.keys,
  quotes: principals.quotes,

  accountId: principals.accounts[0].accountId,
  company: principals.accounts[0].company,
  segment: principals.accounts[0].segment,
  accountCdDomainId: principals.accounts[0].accountCdDomainId,
  primaryAccountId: principals.accounts[0].primaryAccountId,
  tokenExpirationTime: principals.accounts[0].tokenExpirationTime,

  streamerSocketUrl: principals.streamerInfo.streamerSocketUrl,
  token: principals.streamerInfo.token,
  userGroup: principals.streamerInfo.userGroup,
  accessLevel: principals.streamerInfo.accessLevel,
  tokenTimestamp: principals.streamerInfo.tokenTimestamp,
  appId: principals.streamerInfo.appId,
  acl: principals.streamerInfo.acl,
}

/** Quick configuration */
const streamerConnectionOptions = {
  ...principals,
  ...principals.accounts[0],
  ...principals.streamerInfo,
  streamerSubscriptionKeys: principals.streamerSubscriptionKeys.keys,
};

/** Create a new instance of TDAmeritradeStreamer */
const tdStreamer = new TDAmeritradeStreamer(streamerConnectionOptions);

createTDAmeritradeStreamer Factory

import { createTDAmeritradeStreamer } from '@allensarkisyan/schwab-td-ameritrade-streamer';

const tdStreamer = createTDAmeritradeStreamer(streamerConnectionOptions);

License

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

MIT License

Copyright (c) 2023 Allen Sarkisyan

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

Contributing

Contributions are welcome! If you have suggestions, bug reports, or would like to contribute to this project, please open an issue or submit a pull request.

Author

Allen Sarkisyan

Copyright (c) 2019 - 2023 Allen Sarkisyan. XT-TX. All Rights Reserved.