TD Ameritrade API Schemas

This repositgory contains automatically scraped and cleaned up Apigee schemas from the TD Ameritrade API webpage from:

https://developer.tdameritrade.com/apis

The schemas haven't been available since the API launched and they don't change very frequently (but they do a few times per year), but it's possible with some scraping magic to pull them in.

The schemas from the pages aren't proper JSON, they are interspersed with comments. The scripts here do minimal cleaning in order to produce valid, parseable JSON schema files.

Why this Is Useful

You can use this in a number of ways:

• Validate your outoging messages and check on the responses;
• Generate code bindings and/or converters/parsers for your favorite language.

In particular, gernerating serializable messages will make it easy to store serial binary logs with the original messages sent back and forth for analysis.

How to Use

The files are directly provided under schemas. Clone this repo and directly process to convert to your favorite language or protocol, or validate.

How to Update

Three phases:

1. Scrape updated downloads from the website:

    ./scripts/scrape_ameritrade_api.py
   

   This requires Selenium for Python with Chrome Webdriver. The site looks like an auto-generated site from and Apigee API so hopefully this should keep working for a while. This produces the raw downloaded files to the raw directory.

2. Convert the raw downloads to the sanitized schemas:

    ./scripts/convert_ameritrade_schemas.py
   

   This script will read the scraped files, clean them up and coalesce them into a single JSON file describing the endpoint under schemas.

3. Process the files to convert to your favorite language bindings or data types.

Status

The schemas from the TD website were converted to schemas/. This format is custom, not consumable directly by some well-known tools.

There is still more work to be done to deduplicate similar data types and enums, in particular. The ultimate goal is to do that in a fully automated fashion and generate a single clean proto API with the minimal schema. Work is underway under proto/.

Credentials

Martin Blais [email protected]