R/app/Robinhood/RobinhoodOptions.R
In QuantumFuse/robinhoodQF: Quantitative Financial Analytics and Visualization Framework
RobinhoodOptions <- R6::R6Class(
classname = "RobinhoodOptions",
portable = TRUE,
public = list(
rhUser = NULL,
underlyingTicker = NULL,
chainID = NULL,
chainInstrumentLinks = NULL,
chainChunkedParams = NULL,
optionsContractSpecs = NULL,
initialize = function(ticker, robinhoodUserList) {
self$underlyingTicker <- ticker
self$rhUser <- robinhoodUserList
private$get_chain_id()
private$get_chain_instrument_links()
private$get_options_specs()
},
## current numeric data for options contracts
current_contracts_data = function() {
contractDataList <- list()
for(i in 1:length(self$chainChunkedParams)){
tempRequest <- Requests$new(
url=private$optionsEndpoints$marketData,
parameters=list(instruments=self$chainChunkedParams[[i]]),
headers=c(private$optionsAddedHeader, self$rhUser$login$authHeader)
)
contractDataList[[i]] <- tempRequest$content(results=TRUE)
}
contractDataList <- lapply(contractDataList, function(x)
lapply(x, function(y)
lapply(y, function(z)
if(is.null(z[[1]])) NA else z
)
)
)
return(as.data.frame(do.call(cbind, private$reorganize_list(contractDataList))))
},
all_current_chains_unorganized = function(){
optionsContactData <- self$current_contracts_data()
optionsData <- suppressWarnings(
dplyr::inner_join(x=optionsContactData,y=self$optionsContractSpecs,by=c("instrument"))
)
return(optionsData)
},
current_chains = function() {
unorganizedData <- self$all_current_chains_unorganized()
experies <- as.list(names(table(unorganizedData$expiration_date)))
names(experies)<-unlist(experies)
optionsChains <- lapply(experies, function(x) unorganizedData[unorganizedData$expiration_date==x, ])
optionsChains <- lapply(optionsChains, function(x) list(calls=x[x$type=="call", ], puts=x[x$type=="put", ]))
optionsChains <- lapply(optionsChains, function(x) {
lapply(x, function(y){
colPrefixes <- c("ask","bid","last_trade")
deletePrices <- deleteSizes <- c()
for(i in 1:3) {
priceName <- paste0(colPrefixes[i], "_price")
sizeName <- paste0(colPrefixes[i], "_size")
temp <- trimws(paste(format(as.numeric(y[, paste0(priceName)],4), nsmall=3), y[, paste0(sizeName)], sep=" x "))
y[, paste0(colPrefixes[i], " (price x size)")] <- temp
}
return(y)
})
})
optionsChains <- lapply(optionsChains, function(x)
lapply(x, function(y) {
pricing <- c("mark_price", "adjusted_mark_price", "implied_volatility")
orderBook <- c("ask (price x size)", "bid (price x size)", "last_trade (price x size)")
greeks <- c("delta", "gamma", "theta", "vega", "rho")
liquidity <- c("volume", "open_interest")
hlc <- c("high_price", "low_price", "previous_close_price")
misc <- c("break_even_price", "chance_of_profit_short", "chance_of_profit_long")
dateTimes <- c("updated_at", "previous_close_date")
toReturn <- list(
numerical = as.data.frame(
apply(y[ ,c("strike_price", pricing, greeks, hlc, liquidity, misc)], 2, as.numeric)
),
strings = as.data.frame(
y[ ,c("strike_price", "instrument", orderBook, dateTimes)]
)
)
toReturn <- lapply(toReturn, function(z) {
z$strike_price <- as.numeric(as.character(z$strike_price))
sortedStrikeIndexes <- sort(z$strike_price, decreasing=TRUE, index.return=TRUE)[[2]]
return(z[sortedStrikeIndexes, ])
})
toReturn$combined <- as.data.frame(dplyr::inner_join(x=toReturn$numerical, y=toReturn$strings, by="strike_price"))
return(toReturn)
})
)
return(optionsChains)
},
historical_chains = function(span="year") {
requests <- list()
possibleIntervals<-list(day="5minute",week="10minute",year="day","5year"="week")
for(i in 1:length(self$chainChunkedParams)){
requests[[i]] <- Requests$new(
url=private$optionsEndpoints$historicals,
parameters=list(span=span,interval=possibleIntervals[[span]],instruments=self$chainChunkedParams[[i]]),
headers=c(private$optionsAddedHeader, self$rhUser$login$authHeader)
)
}
results <- lapply(requests, function(x) x$content(results=TRUE))
if(span == "day" || span == "week") return(private$organize_historicals(private$clean_historicals(results)))
else return(private$organize_historicals(private$clean_historicals(results, intraday=FALSE)))
}
),
private = list(
## special header for options
optionsAddedHeader = c(
'Accept'='*/*',
'Accept-Encoding'='gzip, deflate',
'Accept-Langauge'='en;q=1, fr;q=0.9, de;q=0.8, ja;q=0.7, nl;q=0.6, it;q=0.5',
'User-Agent'='Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_6) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/68.0.3440.106 Safari/537.36'
),
## endpoints for options data
optionsEndpoints = list(
chains = "https://api.robinhood.com/options/chains/",
instruments = "https://api.robinhood.com/options/instruments/",
marketData = "https://api.robinhood.com/marketdata/options/",
strategyQuotes = "https://api.robinhood.com/marketdata/options/strategy/quotes/",
historicals = "https://api.robinhood.com/marketdata/options/historicals/"
),
## 1. get chain id for underlying ticker
get_chain_id = function() {
underlyingID <- strsplit(self$rhUser$quotes$get_quotes(self$underlyingTicker)$instrument,split="/")[[1]][5]
request <- Requests$new(
url=private$optionsEndpoints$chains,
parameters=list(equity_instrument_ids=underlyingID),
headers=self$rhUser$login$authHeader
)
results <- request$content(results=TRUE)
results <- results[[which(unlist(lapply(results, function(x) x$symbol==self$underlyingTicker)))]]
self$chainID <- results[c('id')][[1]]
},
## 2. get links to options instruments
get_chain_instrument_links = function(){
optionsInstrumentLinks <- list()
nextLink <- private$optionsEndpoints$instruments
while(!is.null(nextLink)) {
tempRequest <- Requests$new(
url=nextLink,
parameters=list(chain_id=self$chainID, tradability="tradable", state="active"),
headers=self$rhUser$login$authHeader
)
optionsInstrumentLinks <- append(optionsInstrumentLinks, tempRequest$content(results=T))
nextLink <- tempRequest$content(nextURL=TRUE)
}
optionsInstrumentLinks <- private$reorganize_list(optionsInstrumentLinks)
self$chainInstrumentLinks <- optionsInstrumentLinks$url
oiChunkedURLs <- split(optionsInstrumentLinks$url, ceiling(seq_along(optionsInstrumentLinks$url)/50))
oiChunkParams <- lapply(oiChunkedURLs, function(x) paste0(x,collapse=","))
names(oiChunkParams)<-NULL
self$chainChunkedParams <- oiChunkParams
},
## get contract specifications
get_options_specs = function() {
request <- RCurl::getURI(self$chainInstrumentLinks)
request <- lapply(as.list(request), function(x) gsub("\\", "", strsplit(x, ","), fixed=TRUE))
request <- lapply(request, unlist)
request <- lapply(request, function(y) gsub("{", "", x=y, fixed=TRUE))
request <- lapply(request, function(y) gsub("}", "", x=y, fixed=TRUE))
request <- lapply(request, function(x) lapply(strsplit(x, ","), function(y) strsplit(y, "\"")))
request <- lapply(request, function(x) trimws(unlist(x)))
request <- lapply(request, function(x) x[x!=""])
request <- lapply(request, function(x) x[-c(1,length(x))])
toReturn <- lapply(request, function(x) t(as.data.frame(x[which(x==":")+1], row.names=x[which(x==":")-1])))
toReturn <- lapply(toReturn, function(x) {rownames(x) <- NULL; x})
toReturn <- as.data.frame(do.call(rbind, toReturn))
colnames(toReturn)[which(colnames(toReturn)=="url")] <- "instrument"
self$optionsContractSpecs <- toReturn
},
## useful for organizing api output lists
reorganize_list = function(x) {
unlisted <- unlist(x)
newListNames <- names(table(names(unlisted)))
newList <- list()
for(i in 1:length(newListNames)) {
temp <- unlisted[names(unlisted)==newListNames[i]]
names(temp) <- NULL
newList[[i]] <-temp
}
names(newList)<-newListNames
return(newList)
},
clean_historicals = function(historicalList, intraday=TRUE) {
instrumentUrls <- lapply(historicalList, function(x)
lapply(x, function(y)
lapply(y$instrument, function(z)
unlist(z)
)
)
)
## get data points
dataPoints <- lapply(historicalList, function(x)
lapply(x, function(y)
lapply(y$data_point, function(z)
unlist(z)
)
)
)
## create matricies inside the list
dataPoints <- lapply(dataPoints, function(x)
lapply(x, function(y)
do.call(rbind, y)
)
)
instrumentUrls <- lapply(instrumentUrls, unlist)
## name the matricies
for(i in 1:length(dataPoints)) {
names(dataPoints[[i]]) <- instrumentUrls[[i]]
}
## create an xts object
dataPoints <- if (intraday) {
lapply(dataPoints, function(x)
lapply(x, function(y){
times <- lapply(strsplit(y[, 1], "T"), function(z) paste(z[1], z[2], sep=" "))
times <- unlist(lapply(strsplit(unlist(times), "Z"), function(z) paste(z, "UTC", sep=" ")))
times <- as.POSIXct(times, tz="UTC")
seriesData <- apply(y[, c("open_price", "high_price","low_price", "close_price", "volume")], 2, as.numeric)
seriesData <- as.data.frame(seriesData)
colnames(seriesData) <- c("open", "high", "low", "close", "volume")
toReturn <- xts::xts(seriesData, order.by=times, tzone=Sys.timezone())
return(toReturn)
})
)
} else {
lapply(dataPoints, function(x)
lapply(x, function(y){
times <- as.Date(unlist(lapply(strsplit(y[, 1], "T"), function(z) z[1])))
seriesData <- apply(y[, c("open_price", "high_price","low_price", "close_price", "volume")], 2, as.numeric)
seriesData <- as.data.frame(seriesData)
colnames(seriesData) <- c("open", "high", "low", "close", "volume")
toReturn <- xts::xts(seriesData, order.by=times)
return(toReturn)
}
)
)
}
return(dataPoints)
},
organize_historicals = function(cleanedHistoricals) {
temp <- lapply(cleanedHistoricals, function(x) {
listNames <- as.list(names(x))
matchedIndexes <- unlist(lapply(listNames, function(y) which(self$optionsContractSpecs$instrument == y)))
toReturn <- self$optionsContractSpecs[matchedIndexes, c("strike_price", "expiration_date", "instrument", "type")]
return(toReturn)
})
temp = do.call(rbind, temp)
historicalExpiries <- as.list(names(table(temp[, 2])))
names(historicalExpiries) <- historicalExpiries
temp <- as.data.frame(dplyr::group_by(temp, expiration_date, type))
historicalExpiries <- lapply(historicalExpiries, function(x) temp[temp$expiration_date == x, -2])
historicalExpiries <- lapply(historicalExpiries, function(x) {
strikesOrderedIndexes <- sort(as.numeric(as.character(x$strike_price)), decreasing=TRUE, index.return=TRUE)[[2]]
return(x[strikesOrderedIndexes, ])
})
historicalExpiries <- lapply(historicalExpiries, function(x) {
list(calls = x[x$type=="call", ], puts=x[x$type=="puts", ])
})
historicalData <- lapply(historicalExpiries, function(x) {
lapply(x, function(y) {
toReturn <- as.list(as.character(y$instrument))
names(toReturn) <- as.character(y$strike_price)
return(toReturn)
})
})
cleanedHistoricals <- do.call(c, cleanedHistoricals)
historicalData <- lapply(historicalData, function(x)
lapply(x, function(y)
lapply(y, function(z)
cleanedHistoricals[which(names(cleanedHistoricals) == z)]
)
)
)
historicalData <- lapply(historicalData, function(x)
lapply(x, function(y)
lapply(y, function(z)
z[[1]]
)
)
)
return(historicalData)
}
)
)
QuantumFuse/robinhoodQF documentation built on Sept. 27, 2019, 1:57 p.m.
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RobinhoodOptions <- R6::R6Class(
classname = "RobinhoodOptions",
portable = TRUE,
public = list(
rhUser = NULL,
underlyingTicker = NULL,
chainID = NULL,
chainInstrumentLinks = NULL,
chainChunkedParams = NULL,
optionsContractSpecs = NULL,
initialize = function(ticker, robinhoodUserList) {
self$underlyingTicker <- ticker
self$rhUser <- robinhoodUserList
private$get_chain_id()
private$get_chain_instrument_links()
private$get_options_specs()
},
## current numeric data for options contracts
current_contracts_data = function() {
contractDataList <- list()
for(i in 1:length(self$chainChunkedParams)){
tempRequest <- Requests$new(
url=private$optionsEndpoints$marketData,
parameters=list(instruments=self$chainChunkedParams[[i]]),
headers=c(private$optionsAddedHeader, self$rhUser$login$authHeader)
)
contractDataList[[i]] <- tempRequest$content(results=TRUE)
}
contractDataList <- lapply(contractDataList, function(x)
lapply(x, function(y)
lapply(y, function(z)
if(is.null(z[[1]])) NA else z
)
)
)
return(as.data.frame(do.call(cbind, private$reorganize_list(contractDataList))))
},
all_current_chains_unorganized = function(){
optionsContactData <- self$current_contracts_data()
optionsData <- suppressWarnings(
dplyr::inner_join(x=optionsContactData,y=self$optionsContractSpecs,by=c("instrument"))
)
return(optionsData)
},
current_chains = function() {
unorganizedData <- self$all_current_chains_unorganized()
experies <- as.list(names(table(unorganizedData$expiration_date)))
names(experies)<-unlist(experies)
optionsChains <- lapply(experies, function(x) unorganizedData[unorganizedData$expiration_date==x, ])
optionsChains <- lapply(optionsChains, function(x) list(calls=x[x$type=="call", ], puts=x[x$type=="put", ]))
optionsChains <- lapply(optionsChains, function(x) {
lapply(x, function(y){
colPrefixes <- c("ask","bid","last_trade")
deletePrices <- deleteSizes <- c()
for(i in 1:3) {
priceName <- paste0(colPrefixes[i], "_price")
sizeName <- paste0(colPrefixes[i], "_size")
temp <- trimws(paste(format(as.numeric(y[, paste0(priceName)],4), nsmall=3), y[, paste0(sizeName)], sep=" x "))
y[, paste0(colPrefixes[i], " (price x size)")] <- temp
}
return(y)
})
})
optionsChains <- lapply(optionsChains, function(x)
lapply(x, function(y) {
pricing <- c("mark_price", "adjusted_mark_price", "implied_volatility")
orderBook <- c("ask (price x size)", "bid (price x size)", "last_trade (price x size)")
greeks <- c("delta", "gamma", "theta", "vega", "rho")
liquidity <- c("volume", "open_interest")
hlc <- c("high_price", "low_price", "previous_close_price")
misc <- c("break_even_price", "chance_of_profit_short", "chance_of_profit_long")
dateTimes <- c("updated_at", "previous_close_date")
toReturn <- list(
numerical = as.data.frame(
apply(y[ ,c("strike_price", pricing, greeks, hlc, liquidity, misc)], 2, as.numeric)
),
strings = as.data.frame(
y[ ,c("strike_price", "instrument", orderBook, dateTimes)]
)
)
toReturn <- lapply(toReturn, function(z) {
z$strike_price <- as.numeric(as.character(z$strike_price))
sortedStrikeIndexes <- sort(z$strike_price, decreasing=TRUE, index.return=TRUE)[[2]]
return(z[sortedStrikeIndexes, ])
})
toReturn$combined <- as.data.frame(dplyr::inner_join(x=toReturn$numerical, y=toReturn$strings, by="strike_price"))
return(toReturn)
})
)
return(optionsChains)
},
historical_chains = function(span="year") {
requests <- list()
possibleIntervals<-list(day="5minute",week="10minute",year="day","5year"="week")
for(i in 1:length(self$chainChunkedParams)){
requests[[i]] <- Requests$new(
url=private$optionsEndpoints$historicals,
parameters=list(span=span,interval=possibleIntervals[[span]],instruments=self$chainChunkedParams[[i]]),
headers=c(private$optionsAddedHeader, self$rhUser$login$authHeader)
)
}
results <- lapply(requests, function(x) x$content(results=TRUE))
if(span == "day" || span == "week") return(private$organize_historicals(private$clean_historicals(results)))
else return(private$organize_historicals(private$clean_historicals(results, intraday=FALSE)))
}
),
private = list(
## special header for options
optionsAddedHeader = c(
'Accept'='*/*',
'Accept-Encoding'='gzip, deflate',
'Accept-Langauge'='en;q=1, fr;q=0.9, de;q=0.8, ja;q=0.7, nl;q=0.6, it;q=0.5',
'User-Agent'='Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_6) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/68.0.3440.106 Safari/537.36'
),
## endpoints for options data
optionsEndpoints = list(
chains = "https://api.robinhood.com/options/chains/",
instruments = "https://api.robinhood.com/options/instruments/",
marketData = "https://api.robinhood.com/marketdata/options/",
strategyQuotes = "https://api.robinhood.com/marketdata/options/strategy/quotes/",
historicals = "https://api.robinhood.com/marketdata/options/historicals/"
),
## 1. get chain id for underlying ticker
get_chain_id = function() {
underlyingID <- strsplit(self$rhUser$quotes$get_quotes(self$underlyingTicker)$instrument,split="/")[[1]][5]
request <- Requests$new(
url=private$optionsEndpoints$chains,
parameters=list(equity_instrument_ids=underlyingID),
headers=self$rhUser$login$authHeader
)
results <- request$content(results=TRUE)
results <- results[[which(unlist(lapply(results, function(x) x$symbol==self$underlyingTicker)))]]
self$chainID <- results[c('id')][[1]]
},
## 2. get links to options instruments
get_chain_instrument_links = function(){
optionsInstrumentLinks <- list()
nextLink <- private$optionsEndpoints$instruments
while(!is.null(nextLink)) {
tempRequest <- Requests$new(
url=nextLink,
parameters=list(chain_id=self$chainID, tradability="tradable", state="active"),
headers=self$rhUser$login$authHeader
)
optionsInstrumentLinks <- append(optionsInstrumentLinks, tempRequest$content(results=T))
nextLink <- tempRequest$content(nextURL=TRUE)
}
optionsInstrumentLinks <- private$reorganize_list(optionsInstrumentLinks)
self$chainInstrumentLinks <- optionsInstrumentLinks$url
oiChunkedURLs <- split(optionsInstrumentLinks$url, ceiling(seq_along(optionsInstrumentLinks$url)/50))
oiChunkParams <- lapply(oiChunkedURLs, function(x) paste0(x,collapse=","))
names(oiChunkParams)<-NULL
self$chainChunkedParams <- oiChunkParams
},
## get contract specifications
get_options_specs = function() {
request <- RCurl::getURI(self$chainInstrumentLinks)
request <- lapply(as.list(request), function(x) gsub("\\", "", strsplit(x, ","), fixed=TRUE))
request <- lapply(request, unlist)
request <- lapply(request, function(y) gsub("{", "", x=y, fixed=TRUE))
request <- lapply(request, function(y) gsub("}", "", x=y, fixed=TRUE))
request <- lapply(request, function(x) lapply(strsplit(x, ","), function(y) strsplit(y, "\"")))
request <- lapply(request, function(x) trimws(unlist(x)))
request <- lapply(request, function(x) x[x!=""])
request <- lapply(request, function(x) x[-c(1,length(x))])
toReturn <- lapply(request, function(x) t(as.data.frame(x[which(x==":")+1], row.names=x[which(x==":")-1])))
toReturn <- lapply(toReturn, function(x) {rownames(x) <- NULL; x})
toReturn <- as.data.frame(do.call(rbind, toReturn))
colnames(toReturn)[which(colnames(toReturn)=="url")] <- "instrument"
self$optionsContractSpecs <- toReturn
},
## useful for organizing api output lists
reorganize_list = function(x) {
unlisted <- unlist(x)
newListNames <- names(table(names(unlisted)))
newList <- list()
for(i in 1:length(newListNames)) {
temp <- unlisted[names(unlisted)==newListNames[i]]
names(temp) <- NULL
newList[[i]] <-temp
}
names(newList)<-newListNames
return(newList)
},
clean_historicals = function(historicalList, intraday=TRUE) {
instrumentUrls <- lapply(historicalList, function(x)
lapply(x, function(y)
lapply(y$instrument, function(z)
unlist(z)
)
)
)
## get data points
dataPoints <- lapply(historicalList, function(x)
lapply(x, function(y)
lapply(y$data_point, function(z)
unlist(z)
)
)
)
## create matricies inside the list
dataPoints <- lapply(dataPoints, function(x)
lapply(x, function(y)
do.call(rbind, y)
)
)
instrumentUrls <- lapply(instrumentUrls, unlist)
## name the matricies
for(i in 1:length(dataPoints)) {
names(dataPoints[[i]]) <- instrumentUrls[[i]]
}
## create an xts object
dataPoints <- if (intraday) {
lapply(dataPoints, function(x)
lapply(x, function(y){
times <- lapply(strsplit(y[, 1], "T"), function(z) paste(z[1], z[2], sep=" "))
times <- unlist(lapply(strsplit(unlist(times), "Z"), function(z) paste(z, "UTC", sep=" ")))
times <- as.POSIXct(times, tz="UTC")
seriesData <- apply(y[, c("open_price", "high_price","low_price", "close_price", "volume")], 2, as.numeric)
seriesData <- as.data.frame(seriesData)
colnames(seriesData) <- c("open", "high", "low", "close", "volume")
toReturn <- xts::xts(seriesData, order.by=times, tzone=Sys.timezone())
return(toReturn)
})
)
} else {
lapply(dataPoints, function(x)
lapply(x, function(y){
times <- as.Date(unlist(lapply(strsplit(y[, 1], "T"), function(z) z[1])))
seriesData <- apply(y[, c("open_price", "high_price","low_price", "close_price", "volume")], 2, as.numeric)
seriesData <- as.data.frame(seriesData)
colnames(seriesData) <- c("open", "high", "low", "close", "volume")
toReturn <- xts::xts(seriesData, order.by=times)
return(toReturn)
}
)
)
}
return(dataPoints)
},
organize_historicals = function(cleanedHistoricals) {
temp <- lapply(cleanedHistoricals, function(x) {
listNames <- as.list(names(x))
matchedIndexes <- unlist(lapply(listNames, function(y) which(self$optionsContractSpecs$instrument == y)))
toReturn <- self$optionsContractSpecs[matchedIndexes, c("strike_price", "expiration_date", "instrument", "type")]
return(toReturn)
})
temp = do.call(rbind, temp)
historicalExpiries <- as.list(names(table(temp[, 2])))
names(historicalExpiries) <- historicalExpiries
temp <- as.data.frame(dplyr::group_by(temp, expiration_date, type))
historicalExpiries <- lapply(historicalExpiries, function(x) temp[temp$expiration_date == x, -2])
historicalExpiries <- lapply(historicalExpiries, function(x) {
strikesOrderedIndexes <- sort(as.numeric(as.character(x$strike_price)), decreasing=TRUE, index.return=TRUE)[[2]]
return(x[strikesOrderedIndexes, ])
})
historicalExpiries <- lapply(historicalExpiries, function(x) {
list(calls = x[x$type=="call", ], puts=x[x$type=="puts", ])
})
historicalData <- lapply(historicalExpiries, function(x) {
lapply(x, function(y) {
toReturn <- as.list(as.character(y$instrument))
names(toReturn) <- as.character(y$strike_price)
return(toReturn)
})
})
cleanedHistoricals <- do.call(c, cleanedHistoricals)
historicalData <- lapply(historicalData, function(x)
lapply(x, function(y)
lapply(y, function(z)
cleanedHistoricals[which(names(cleanedHistoricals) == z)]
)
)
)
historicalData <- lapply(historicalData, function(x)
lapply(x, function(y)
lapply(y, function(z)
z[[1]]
)
)
)
return(historicalData)
}
)
)
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