thinkorswim WsJson API client

This is a node and browser API client for the (undocumented) thinkorswim WebSocket API.

🚧 Work in progress 🚧

Prerequisites

• Node 18+

Building for Node

yarn install
yarn build

Running the test app

Create a .env file with the following:

DEBUG=*
DEBUG_DEPTH=5
# either the following
TOS_ACCESS_TOKEN=<access_token>
TOS_REFRESH_TOKEN=<refresh_token>
# or the following
# if you don't have an access token and refresh token, you can use your username and password
# this will launch a browser to authenticate and then save the access token and refresh token to .env
TOS_USERNAME=<username>
TOS_PASSWORD=<password>

node --env-file=.env dist/example/testApp.js

Running the proxy server

node --env-file=.env dist/example/wsProxyServer.js

Running the proxy client

node dist/example/wsProxyClient.js
> authenticateWithAccessToken {"accessToken":"<auth_token>","refreshToken":"<refresh_token>"}
> quotes ["ABNB", "UBER"]
> accountPositions "1234567890"

Authentication flow

There seems to be currently two ways to authenticate:

1. From scratch with username and password:

   1.1 Send a message with the login/schwab service including the authCode obtained from the browser oauth flow at trade.thinkorswim.com;

   1.2 This will return a token and refreshToken which should be saved for future use;

   1.3. The authCode is single use and cannot be used again once exchanged for a token.

2. From a previously obtained token

   2.1 Send a message with the login service including the token returned from the login/schwab response message (step 1 above)

   2.2 This will return the same token, weirdly, and a refreshToken, which should be saved for future use

   2.3 The token is valid for 24 hours.

Supported APIs

• ✅ Authentication via access token
• ✅ Quotes
• ✅ Price History (chart)
• ✅ Account positions
• ✅ Place & submit order
• ✅ Cancel order
• ✅ User properties
• ✅ Create alert
• ✅ Cancel alert
• ✅ Instrument search
• ✅ Option chains
• ✅ Alert lookup
• ✅ Option chain details
• ✅ Option chain quotes
• ✅ Option quotes
• ✅ Order events
• ✅ Market depth
• ✅ Get watchlist

Not yet implemented

• ❌ Instrument order events
• ❌ Alert subscription
• ❌ And many more 😀

Usage

import WsJsonClient from "tda-wsjson-client/wsJsonClient";

const client = new WsJsonClient();
await client.authenticate(accessToken);
console.log(loginResponse);
const chartRequest = {
  symbol: "UBER",
  timeAggregation: "DAY",
  range: "YEAR2",
  includeExtendedHours: true,
};
for await (const event of client.chart(chartRequest)) {
  console.log(event);
}

For more sample usage check out https://github.com/huskly/tos-wsjson-client/blob/master/src/example/testApp.ts

Running tests

yarn test

License

MIT