TDAmeritrade.DotNetCore: A C# repository from NVentimiglia

TD Ameritrade Client Library for .NET

Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.

Features

Authentication Flow
Principal
Quotes
Historical Charts
Option Chain
Streaming QOS
Streaming Charts
Streaming Level 1 Quotes
Streaming Level 2 Quotes
Streaming Time & Sales

Sample

// Credentials are saved, please use the protected cache
var cache = TDProtectedCache();
var client = new TDAmeritradeClient(cache);

// Sign in first time
var url = client.GetSignInUrl("consumerkey");
client.SignIn("consumerkey", "codefromloginurl");
Assert.IsTrue(client.IsSignedIn);

// Sign in second time
client.SignIn();
Assert.IsTrue(client.IsSignedIn);

//Use!
var data = await client.GetQuote_Equity("SPY");
var data = await client.GetQuote_Future("/NQ");
var data = await client.GetQuote_Option("SPY_231215C500");
var data = await client.GetPriceHistory(new TDPriceHistoryRequest
{
    symbol = "SPY",
    frequencyType = TDPriceHistoryRequest.FrequencyType.minute,
    frequency = 5,
    periodType = TDPriceHistoryRequest.PeriodTypes.day,
    period = 2,
});
var data = await client.GetOptionsChain(new TDOptionChainRequest
{
    symbol = "SPY",
});
var data = await client.GetPrincipals(TDPrincipalsFields.preferences);
using (var socket = new TDAmeritradeStreamClient(client))
{
    socket.OnHeartbeatSignal += o => { };
    socket.OnQuoteSignal += o => { };
    socket.OnTimeSaleSignal += o => { };
    socket.OnChartSignal += o => { };
    socket.OnBookSignal += o => { };
    await socket.Connect();
    await socket.SubscribeQuote("QQQ");
    await socket.SubscribeChart("QQQ", TDChartSubs.CHART_EQUITY);
    await socket.SubscribeTimeSale("QQQ", TDTimeSaleServices.TIMESALE_EQUITY);
    await socket.SubscribeBook("QQQ", TDBookOptions.NASDAQ_BOOK);
}

Console/UnitTest Initialization

Setup is multi-step process. To use this SDK, you must run the console app and set up your security file.

Run the console app, this will prompt you for a consumer key.
Consumer key is located under MyApps
Sign in using the opened web browser.
Copy the code (?code={code}) from the returned website upon completion.
Input the code into the console app.
This will write a security file (TDAmeritradeKey). Place it in the runtime root when needed.
Copy this key to the test bin/debug folder next to the exe and dll

AspNetCore Initialization

I have included a AspNetCore example with Dataprotection implemented using a web page.

Run the web application
Start authentication by submitting your consumer key.
Sign in using the opened web browser.
Copy the code (?code={code}) from the returned website upon completion.
Input the code into the 'PostAccessToken' field
This will write a security file (TDAmeritradeKey).
Enjoy

Credits