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:

`
NODE_ENV=development
DEBUG=*
DEBUG_DEPTH=5


either the following

TOS_ACCESS_TOKEN=
TOS_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 the .env.development file.
TOS_USERNAME=
TOS_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":"","refreshToken":""}
> 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

`
yarn add tos-wsjson-client
`

`typescript
import { WsJsonClient } from "toa-wsjson-client";

const client = new WsJsonClient();
await client.authenticateWithAccessToken(accessToken, refreshToken);
const chartRequest = {
symbol: "UBER",
timeAggregation: "DAY",
range: "YEAR2",
includeExtendedHours: true,
};
for await (const { body: 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