Add method to cancel an order using v2 API

schwab_api/schwab.py

@@ -27,11 +27,15 @@ def get_account_info(self):
         # '<something>|<some_acct_num>|AllAccts'
         # instead of:
         # '<something>|<some_acct_num>|'
+        # There can be multiple cookies with the same name but having different attributes,
+        # i.e. domains '' and '.schwab.com', so we need to be careful when deleting or modifying
+        # cookies with a certain name
         requests.cookies.remove_cookie_by_name(self.session.cookies, 'AcctInfo')
-        CustAccessInfo = self.session.cookies.get('CustAccessInfo')
-        if CustAccessInfo and CustAccessInfo.endswith('|'):
-            CustAccessInfo += 'AllAccts'
-            self.session.cookies['CustAccessInfo'] = CustAccessInfo
+        for cookie in self.session.cookies:
+            if cookie.name == 'CustAccessInfo':
+                if cookie.value.endswith('|'):
+                    cookie.value += 'AllAccts'
+                    self.session.cookies.set_cookie(cookie)
         r = self.session.get(urls.positions_data())
         response = json.loads(r.text)
         for account in response['Accounts']:
@@ -304,6 +308,69 @@ def trade_v2(self,
 
         return messages, False
 
+    def cancel_order_v2(
+            self, account_id, order_id,
+            # The fields below are experimental and should only be changed if you know what
+            # you're doing.
+            instrument_type=46,
+            ):
+        """
+        Cancels an open order (specified by order ID) using the v2 API
+
+        account_id (int) - The account ID of the order. If the ID is XXXX-XXXX, we're looking for
+            just XXXXXXXX.
+        order_id (int) - The order ID as listed in orders_v2. The most recent order ID is likely:
+            orders_v2(account_id=account_id)[0]['OrderList'][0]['OrderId'].
+            Note: the order IDs listed in the v1 orders() are different
+        instrument_type (int) - It is unclear what this means or when it should be different
+        """
+        data = {
+            "TypeOfOrder": 0,
+            "OrderManagementSystem": 2,
+            "Orders": [{
+                "OrderId": order_id,
+                "IsLiveOrder": True,
+                "InstrumentType": instrument_type,
+                "CancelOrderLegs": [{}],
+                }],
+            "ContingentIdToCancel": 0,
+            "OrderIdToCancel": 0,
+            "OrderProcessingControl": 1,
+            "ConfirmCancelOrderId": 0,
+            }
+        self.headers["schwab-client-account"] = account_id
+        self.headers["schwab-resource-version"] = '2.0'
+        # Web interface uses bearer token retrieved from:
+        # https://client.schwab.com/api/auth/authorize/scope/api
+        # and it seems to be good for 1800s (30min)
+        self.update_token(token_type='api')
+        r1 = requests.post(urls.cancel_order_v2(), json=data, headers=self.headers)
+        if r1.status_code not in (200, 202):
+            return [r1.text], False
+
+        try:
+            response = json.loads(r1.text)
+            cancel_order_id = response['CancelOrderId']
+        except (json.decoder.JSONDecodeError, KeyError):
+            return [r1.text], False
+
+        data['ConfirmCancelOrderId'] = cancel_order_id
+        data['OrderProcessingControl'] = 2
+        # Web interface uses bearer token retrieved from:
+        # https://client.schwab.com/api/auth/authorize/scope/api
+        # and it seems to be good for 1800s (30min)
+        self.update_token(token_type='api')
+        r2 = requests.post(urls.cancel_order_v2(), json=data, headers=self.headers)
+        if r2.status_code not in (200, 202):
+            return [r2.text], False
+        try:
+            response = json.loads(r2.text)
+            if response["CancelOperationSuccessful"]:
+                return response, True
+        except (json.decoder.JSONDecodeError, KeyError):
+            return [r2.text], False
+        return response, False
+
     def quote_v2(self, tickers):
         """
         quote_v2 takes a list of Tickers, and returns Quote information through the Schwab API.

schwab_api/urls.py

@@ -24,6 +24,9 @@ def ticker_quotes_v2():
 def orders_v2():
     return "https://ausgateway.schwab.com/api/is.TradeOrderStatusWeb/ITradeOrderStatusWeb/ITradeOrderStatusWebPort/orders/listView?DateRange=All&OrderStatusType=All&SecurityType=AllSecurities&Type=All&ShowAdvanceOrder=true&SortOrder=Ascending&SortColumn=Status&CostMethod=M&IsSimOrManagedAccount=false&EnableDateFilterByActivity=true"
 
+def cancel_order_v2():
+    return "https://ausgateway.schwab.com/api/is.TradeOrderStatusWeb/ITradeOrderStatusWeb/ITradeOrderStatusWebPort/orders/cancelorder"
+
 # Old API
 def positions_data():
     return "https://client.schwab.com/api/PositionV2/PositionsDataV2"