NOTE

This library is currently under development, and the only supported brokerage API is Schwab (Market Data Production), which is partially implemented. Contributions are welcome!

brokerage-api

A Rust library for integrating with various brokerage APIs.

Schwab API

Installation

Add the following to your Cargo.toml file:

[dependencies]
brokerage-api = "0.1.3"

Authentication

To use the Schwab API, you must first authorize the application. This is done by running the authorize function, which will prompt you to log in to your Schwab account and authorize the application.

use std::sync::Arc;
use brokerage_api::SchwabAuth;

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let client = Arc::new(reqwest::Client::new());
    let schwab_auth = SchwabAuth::new(client);

    let app_key = std::env::var("SCHWAB_APP_KEY")?;
    let app_secret = std::env::var("SCHWAB_APP_SECRET")?;

    schwab_auth.authorize(&app_key, &app_secret).await?;

    Ok(())
}

After running this code, you will be prompted to open a URL in your browser. After logging in and authorizing the application, you will be redirected to a blank page. Copy the URL of this page and paste it into the terminal. The application will then retrieve and store your access and refresh tokens in a tokens.json file.

Usage

Once you have authorized the application, you can use the SchwabApi to make requests to the Schwab API.

Get Quotes

use std::sync::Arc;
use brokerage_api::{SchwabApi, QuoteFields};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let client = Arc::new(reqwest::Client::new());
    let schwab_api = SchwabApi::new(client);

    let symbols = vec!["AAPL".to_string(), "GOOG".to_string()];
    let fields = Some(vec![QuoteFields::Quote, QuoteFields::Fundamental]);
    let indicative = Some(false);

    schwab_api.get_quotes(symbols, fields, indicative).await?;

    Ok(())
}

Get Option Chains

use std::sync::Arc;
use brokerage_api::{SchwabApi, ContractType};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let client = Arc::new(reqwest::Client::new());
    let schwab_api = SchwabApi::new(client);

    let symbol = "SPY".to_string();
    let contract_type = ContractType::All;
    let strike_count = 5;
    let include_underlying_quote = true;

    schwab_api.get_chains(symbol, contract_type, strike_count, include_underlying_quote).await?;

    Ok(())
}

brokerage-api 0.1.4