Feature proposal: improved sandbox account/paper trading

[Graeme22]

Hello Tastytraders!

I wanted to let people know I'm working on a proprietary sandbox/paper trading system on top of the Tastytrade API which would allow for much better testing of ideas. It would eliminate a lot of the restrictions of the current sandbox accounts: you can control fill behavior, positions don't get reset every 24 hours, buying power usage would be realistic, etc.

The structure I've sketched out is basically:

import os
from datetime import date
from decimal import Decimal

from tastytrade import Account, Session
from tastytrade.instruments import OptionType, get_option_chain
from tastytrade.order import NewOrder, OrderAction, OrderTimeInForce, OrderType
from tastytrade.paper import PaperSession

session = Session(os.environ["TT_SECRET"], os.environ["TT_REFRESH"])
chain = get_option_chain(session, "SPY")[date(2025, 12, 12)]
option = next(
    c for c in chain if c.option_type == OptionType.PUT and round(c.strike_price) == 680
)

sesh = PaperSession("my-api-key")
acc = Account.get(sesh)[0]
print(acc)
order = NewOrder(
    time_in_force=OrderTimeInForce.DAY,
    order_type=OrderType.LIMIT,
    legs=[option.build_leg(1, OrderAction.SELL_TO_OPEN)],
    price=Decimal("0.91"),
)
print(acc.place_order(sesh, order, dry_run=False))

account_number='TW00000001' opened_at=datetime.datetime(2025, 12, 9, 12, 23, 15, 816000, tzinfo=TzInfo(-18000)) nickname='Test' account_type_name='Individual' is_firm_proprietary=True is_futures_approved=True is_test_drive=True margin_or_cash='Margin' created_at=datetime.datetime(2025, 12, 9, 12, 23, 15, 816000, tzinfo=TzInfo(-18000))
buying_power_effect=BuyingPowerEffect(change_in_margin_requirement=Decimal('-13373.9') change_in_buying_power=Decimal('-13284.01279') current_buying_power=Decimal('19758.0457075') new_buying_power=Decimal('6474.0329175') isolated_order_margin_requirement=Decimal('-13373.9') impact=Decimal('13284.01279') effect=<PriceEffect.DEBIT: 'Debit'>) order=PlacedOrder(account_number='TW00000001' time_in_force=<OrderTimeInForce.DAY: 'Day'> order_type=<OrderType.LIMIT: 'Limit'> underlying_symbol='SPY' underlying_instrument_type=<InstrumentType.EQUITY: 'Equity'> status=<OrderStatus.RECEIVED: 'Received'> cancellable=True editable=True updated_at=datetime.datetime(1970, 1, 1, 0, 0, tzinfo=TzInfo(0)) legs=[Leg(instrument_type=<InstrumentType.EQUITY_OPTION: 'Equity Option'> symbol='SPY   251212P00680000' action=<OrderAction.SELL_TO_OPEN: 'Sell to Open'> quantity=1 remaining_quantity=Decimal('1'))] id=132131 size=Decimal('1') price=Decimal('0.91') source='tastyware.dev') fee_calculation=FeeCalculation(regulatory_fees=Decimal('-0.03279') clearing_fees=Decimal('-0.1') commission=Decimal('-1.0') total_fees=Decimal('-1.13279'))

where the paper session can be used with any account-related endpoint to place orders, view positions, etc. and the normal OAuth sessions would continue to be used for other endpoints.

Since I'd have to host a server for this there'd be a monthly subscription fee. Drop a comment below if this is something you'd use or there's something I left out! I've found that testing is currently a real pain point and I hope this could fix that.

[klaypigeon]

Well, I am just getting started with the sandbox and so far I have had zero success placing option orders. Any (presumably) valid order sits in a ROUTED state and never transitions to inflight or filled. So, this may or may not be something I am interested in. At this point I am still assuming it is just me being a newb.

[Ramneantu]

@klaypigeon Any success with getting fills? I had a decent experience last year getting sandbox orders filled, if their limit was below $3. However now, I am also just getting orders sitting in ROUTED. This is from my discussion with tastytrade support last year:

Orders statuses in the sandbox system are all determined by the order type and order price. The logic is as follows:
Market orders will always fill at a price of $1.
Limit orders with a price <= $3 will fill immediately.
Limit orders with a price between >= $3 will be Live and never fill.

They did also mention that they are actively working on the sandbox environment.

[Graeme22]

I think their environment only supports a few symbols to make things worse

[maneum1]

Ha, that is an interesting coincidence. I'm currently starting to work my way into the tastytrade api.
First of all I want to thank you @Graeme22 putting this API together, really great work.

Two thoughts on your initial question, I think the sandbox purpose is mainly to error prove code before it goes live. Its intent is not to practice trading like in a paper trading account.

Offering a tastytrade paper trading service might be something people will find interesting, but there is already free competition out there, Like thinkorswim (probably more, but TOS is the one I know and use).

Regarding the sandbox environment I'm ok with keeping it simple, meaning just a few symbols, but it should allow to test all facets of the API, at the end it is a testing bucket to verify any product using the api works as expected.

I'm at an really early stage working my way into the different functions.
My first attempt is trying to load customer data, and already running into issues.

While the live environment properly can use the session.get_customer() function the sandbox session fails because here tastytrade does only use a limited number of fields causing pydantic to raise errors when creating a Customer instance with the sandbox return data..

@Graeme22 Probably the next should go into a different place here (I'm not too experienced using the git website and repository features), and I'll change it according to your feedback.

As far I see it either new specific data classes for some of the sand box entities are defined or, some of the current existing classes need to be changed to require missing fields from the sandbox only as Optional. What do you prefer?

thanks
maneum1

[Graeme22]

Actually the point of the proprietary sandbox wouldn't really be paper trading (though it could be used for that), but rather better testing since the tastytrade provided sandbox sessions don't really work at all.

If you want to make specific fields the sandbox session doesn't return optional open a PR or an issue.

[maneum1]

Thanks for the feedback,
let me work on a fix for the sandbox problems I encounter.
I'll open a PR when I got it to work.