pydantic2

docs/conf.py

@@ -9,7 +9,7 @@
 project = 'tastytrade'
 copyright = '2023, Graeme Holliday'
 author = 'Graeme Holliday'
-release = '6.7'
+release = '7.0'
 
 # -- General configuration ---------------------------------------------------
 # https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration

docs/data-streamer.rst

@@ -88,6 +88,7 @@ For example, we can use the streamer to create an option chain that will continu
    from tastytrade import DXFeedStreamer
    from tastytrade.instruments import get_option_chain
    from tastytrade.dxfeed import Greeks, Quote
+   from tastytrade.utils import today_in_new_york
 
    @dataclass
    class LivePrices:
@@ -102,7 +103,7 @@ For example, we can use the streamer to create an option chain that will continu
            cls,
            session: ProductionSession,
            symbol: str = 'SPY',
-           expiration: date = date.today()
+           expiration: date = today_in_new_york()
        ):
            chain = get_option_chain(session, symbol)
            options = [o for o in chain[expiration]]

requirements.txt

@@ -3,9 +3,10 @@ mypy==1.4.1
 flake8==5.0.4
 isort==5.11.5
 types-requests==2.31.0.1
+types-pytz==2024.1.0.20240203
 websockets==11.0.3
 pandas_market_calendars==4.3.3
-pydantic==1.10.11
+pydantic==2.6.3
 pytest==7.4.0
 pytest_cov==4.1.0
 pytest-asyncio==0.21.1

setup.py

@@ -7,7 +7,7 @@
 
 setup(
     name='tastytrade',
-    version='6.7',
+    version='7.0',
     description='An unofficial SDK for Tastytrade!',
     long_description=LONG_DESCRIPTION,
     long_description_content_type='text/x-rst',
@@ -18,7 +18,7 @@
     install_requires=[
         'requests<3',
         'websockets>=11.0.3',
-        'pydantic<2',
+        'pydantic>=2.6.3',
         'pandas_market_calendars>=4.3.3'
     ],
     packages=find_packages(exclude=['ez_setup', 'tests*']),

tastytrade/__init__.py

@@ -2,7 +2,7 @@
 
 API_URL = 'https://api.tastyworks.com'
 CERT_URL = 'https://api.cert.tastyworks.com'
-VERSION = '6.7'
+VERSION = '7.0'
 
 logger = logging.getLogger(__name__)
 logger.setLevel(logging.DEBUG)

tastytrade/account.py

@@ -11,7 +11,7 @@
                               PlacedOrderResponse, PriceEffect)
 from tastytrade.session import ProductionSession, Session
 from tastytrade.utils import (TastytradeError, TastytradeJsonDataclass,
-                              validate_response)
+                              today_in_new_york, validate_response)
 
 
 class EmptyDict(BaseModel):
@@ -254,7 +254,7 @@ class NetLiqOhlc(TastytradeJsonDataclass):
     total_high: Decimal
     total_low: Decimal
     total_close: Decimal
-    time: datetime
+    time: str
 
 
 class PositionLimit(TastytradeJsonDataclass):
@@ -379,7 +379,7 @@ class Account(TastytradeJsonDataclass):
     nickname: str
     account_type_name: str
     is_closed: bool
-    day_trader_status: str
+    day_trader_status: Union[str, bool]
     is_firm_error: bool
     is_firm_proprietary: bool
     is_futures_approved: bool
@@ -587,7 +587,7 @@ def get_history(
         types: Optional[List[str]] = None,
         sub_types: Optional[List[str]] = None,
         start_date: Optional[date] = None,
-        end_date: date = date.today(),
+        end_date: date = today_in_new_york(),
         instrument_type: Optional[InstrumentType] = None,
         symbol: Optional[str] = None,
         underlying_symbol: Optional[str] = None,
@@ -700,7 +700,7 @@ def get_transaction(
     def get_total_fees(
         self,
         session: Session,
-        date: date = date.today()
+        date: date = today_in_new_york()
     ) -> Dict[str, Any]:
         """
         Get the total fees for a given date.

tastytrade/dxfeed/event.py

@@ -45,7 +45,7 @@ def from_stream(cls, data: list) -> List['Event']:  # pragma: no cover
         :return: list of event objects from data
         """
         objs = []
-        size = len(cls.__fields__)
+        size = len(cls.model_fields)
         multiples = len(data) / size
         if not multiples.is_integer():
             msg = 'Mapper data input values are not a multiple of the key size'

tastytrade/instruments.py

@@ -1090,7 +1090,7 @@ def get_option_chain(
     In the case that there are two expiries on the same day (e.g. SPXW
     and SPX AM options), both will be returned in the same list. If you
     just want one expiry, you'll need to filter the list yourself, or use
-    ~:class:`NestedOptionChain` instead.
+    :class:`NestedOptionChain` instead.
 
     :param session: the session to use for the request.
     :param symbol: the symbol to get the option chain for.

tastytrade/order.py

@@ -261,8 +261,8 @@ class PlacedOrder(TastytradeJsonDataclass):
     edited: bool
     updated_at: datetime
     legs: List[Leg]
-    size: Optional[str] = None
-    id: Optional[str] = None
+    size: Optional[int] = None
+    id: Optional[int] = None
     price: Optional[Decimal] = None
     price_effect: Optional[PriceEffect] = None
     gtc_date: Optional[date] = None

tastytrade/utils.py

@@ -1,13 +1,33 @@
-from datetime import date, timedelta
+from datetime import date, datetime, timedelta
 
 import pandas_market_calendars as mcal  # type: ignore
+import pytz
 from pydantic import BaseModel
 from requests import Response
 
 NYSE = mcal.get_calendar('NYSE')
+TZ = pytz.timezone('US/Eastern')
 
 
-def get_third_friday(day: date = date.today()) -> date:
+def now_in_new_york() -> datetime:
+    """
+    Gets the current time in the New York timezone.
+
+    :return: current time as datetime
+    """
+    return datetime.now(TZ)
+
+
+def today_in_new_york() -> date:
+    """
+    Gets the current date in the New York timezone.
+
+    :return: current date
+    """
+    return now_in_new_york().date()
+
+
+def get_third_friday(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the month of the given date,
     or the monthly expiration associated with today's month.
@@ -29,11 +49,11 @@ def get_tasty_monthly() -> date:
 
     :return: the closest to 45 DTE monthly expiration
     """
-    day = date.today()
+    day = today_in_new_york()
     exp1 = get_third_friday(day + timedelta(weeks=4))
     exp2 = get_third_friday(day + timedelta(weeks=8))
     day45 = day + timedelta(days=45)
-    return exp1 if day45 - exp2 < exp2 - day45 else exp2
+    return exp1 if day45 - exp1 < exp2 - day45 else exp2
 
 
 def _get_last_day_of_month(day: date) -> date:
@@ -44,7 +64,7 @@ def _get_last_day_of_month(day: date) -> date:
     return last - timedelta(days=1)
 
 
-def get_future_fx_monthly(day: date = date.today()) -> date:
+def get_future_fx_monthly(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the FX futures: /6E, /6A, etc.
     As far as I can tell, these expire on the first Friday prior to the second
@@ -63,7 +83,7 @@ def get_future_fx_monthly(day: date = date.today()) -> date:
     return day
 
 
-def get_future_treasury_monthly(day: date = date.today()) -> date:
+def get_future_treasury_monthly(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the treasury futures: /ZN,
     /ZB, etc. According to CME, these expire the Friday before the 2nd last
@@ -85,7 +105,7 @@ def get_future_treasury_monthly(day: date = date.today()) -> date:
     return itr - timedelta(days=1)
 
 
-def get_future_metal_monthly(day: date = date.today()) -> date:
+def get_future_metal_monthly(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the metals futures: /GC, /SI,
     etc. According to CME, these expire on the 4th last business day of the
@@ -106,7 +126,7 @@ def get_future_metal_monthly(day: date = date.today()) -> date:
     return itr
 
 
-def get_future_grain_monthly(day: date = date.today()) -> date:
+def get_future_grain_monthly(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the grain futures: /ZC, /ZW,
     etc. According to CME, these expire on the Friday which precedes, by at
@@ -125,7 +145,7 @@ def get_future_grain_monthly(day: date = date.today()) -> date:
     return itr
 
 
-def get_future_oil_monthly(day: date = date.today()) -> date:
+def get_future_oil_monthly(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the WTI oil futures: /CL and
     /MCL. According to CME, these expire 6 business days before the 25th day
@@ -142,7 +162,7 @@ def get_future_oil_monthly(day: date = date.today()) -> date:
     return valid_range[-7]
 
 
-def get_future_index_monthly(day: date = date.today()) -> date:
+def get_future_index_monthly(day: date = today_in_new_york()) -> date:
     """
     Gets the monthly expiration associated with the index futures: /ES, /RTY,
     /NQ, etc. According to CME, these expire on the last business day of the
@@ -183,7 +203,7 @@ class TastytradeJsonDataclass(BaseModel):
     """
     class Config:
         alias_generator = _dasherize
-        allow_population_by_field_name = True
+        populate_by_name = True
 
 
 def validate_response(response: Response) -> None:

tests/test_account.py

@@ -103,7 +103,7 @@ def test_get_order(session, account, placed_order):
 
 
 def test_replace_and_delete_order(session, account, new_order, placed_order):
-    modified_order = new_order.copy()
+    modified_order = new_order.model_copy()
     modified_order.price = Decimal(40)
     replaced = account.replace_order(session, placed_order.id, modified_order)
     sleep(3)

tests/test_utils.py

@@ -4,15 +4,15 @@
                               get_future_index_monthly,
                               get_future_metal_monthly, get_future_oil_monthly,
                               get_future_treasury_monthly, get_tasty_monthly,
-                              get_third_friday)
+                              get_third_friday, today_in_new_york)
 
 
 def test_get_third_friday():
     assert get_third_friday(date(2024, 3, 2)) == date(2024, 3, 15)
 
 
 def test_get_tasty_monthly():
-    delta = (get_tasty_monthly() - date.today()).days
+    delta = (get_tasty_monthly() - today_in_new_york()).days
     assert abs(45 - delta) <= 17