def startAlgo():
logging.info("Algo started...")
kite = getKite()
fetchInstruments(kite)
#testOrders()
testTicker()
def getCMP(tradingSymbol):
kite = getKite()
quote = kite.quote(tradingSymbol)
if quote:
return quote[tradingSymbol]['last_price']
else:
return 0
def cancelOrder(orderId):
logging.info('Going to cancel order %s', orderId)
kite = getKite()
try:
orderId = kite.cancel_order(variety=kite.VARIETY_REGULAR,
order_id=orderId)
logging.info('Order cancelled successfully, orderId = %s', orderId)
return orderId
except Exception as e:
logging.info('Order cancel failed: %s', e.message)
def modifyOrder(orderId, newPrice=0, newQty=0):
logging.info('Going to modify order %s %f %d', orderId, newPrice, newQty)
kite = getKite()
try:
orderId = kite.modify_order(variety=kite.VARIETY_REGULAR,
order_id=orderId,
quantity=newQty if newQty > 0 else None,
price=newPrice if newPrice > 0 else None)
logging.info('Order modified successfully, orderId = %s', orderId)
return orderId
except Exception as e:
logging.info('Order modify failed: %s', e.message)
def startAlgo():
logging.info("Algo started...")
kite = getKite()
fetchInstruments(kite)
exchange = 'NSE'
tradingSymbol = 'SBIN'
lastTradedPrice = getCMP(exchange + ':' + tradingSymbol)
logging.info(tradingSymbol + ' CMP = %f', lastTradedPrice)
limitPrice = lastTradedPrice - lastTradedPrice * 1 / 100
limitPrice = roundToNSEPrice(limitPrice)
qty = 1
direction = 'LONG'
# place order
origOrderId = placeOrder(tradingSymbol, limitPrice, qty, direction)
logging.info('Original order Id %s', origOrderId)
# sleep for 10 seconds then modify order
time.sleep(10)
newPrice = lastTradedPrice
modifyOrder(origOrderId, newPrice)
# sleep for 10 seconds and then place SL order
time.sleep(10)
slPrice = newPrice - newPrice * 1 / 100
slPrice = roundToNSEPrice(slPrice)
slDirection = 'SHORT' if direction == 'LONG' else 'LONG'
slOrderId = placeSLOrder(tradingSymbol, slPrice, qty, slDirection)
logging.info('SL order Id %s', slOrderId)
# sleep for 10 seconds and then place target order
time.sleep(10)
targetPrice = newPrice + newPrice * 2 / 100
targetPrice = roundToNSEPrice(targetPrice)
targetDirection = 'SHORT' if direction == 'LONG' else 'LONG'
targetOrderId = placeOrder(tradingSymbol, targetPrice, qty,
targetDirection)
logging.info('Target order Id %s', targetOrderId)
# sleep for 10 seconds and cancel target order
time.sleep(10)
cancelOrder(targetOrderId)
logging.info('Cancelled Target order Id %s', targetOrderId)
logging.info(
"Algo done executing all orders. Check ur orders and positions in broker terminal."
)
def placeSLOrder(tradingSymbol, triggerPrice, qty, direction):
logging.info('Going to place SL order %s %f %d %s', tradingSymbol,
triggerPrice, qty, direction)
kite = getKite()
try:
orderId = kite.place_order(
variety=kite.VARIETY_REGULAR,
exchange=kite.EXCHANGE_NSE,
tradingsymbol=tradingSymbol,
transaction_type=kite.TRANSACTION_TYPE_BUY
if direction == 'LONG' else kite.TRANSACTION_TYPE_SELL,
quantity=qty,
trigger_price=triggerPrice,
product=kite.PRODUCT_MIS,
order_type=kite.ORDER_TYPE_SLM)
logging.info('SL Order placed successfully, orderId = %s', orderId)
return orderId
except Exception as e:
logging.info('SL Order placement failed: %s', e.message)
def holdings():
kite = getKite()
holdings = kite.holdings()
print('getKite holdings => ', holdings)
return json.dumps(holdings)
def positions():
kite = getKite()
positions = kite.positions()
print('getKite positions => ', positions)
return json.dumps(positions)
