def full_quotes_queue(accessToken, symbol):
upstox = Upstox(api_key, accessToken)
upstox.get_master_contract(master_contract_FO)
option = upstox.get_live_feed(
upstox.get_instrument_by_symbol(master_contract_FO, symbol),
LiveFeedType.Full)
optionData = json.dumps(option).encode('utf-8')
redis_obj.set(symbol, optionData)
def update_option_queue(access_token, exchange, instrument):
u = Upstox(api_key, access_token)
u.get_master_contract(master_contract_FO)
try:
live_instrument = u.get_live_feed(
u.get_instrument_by_symbol('NSE_FO', instrument),
LiveFeedType.Full)
redis_obj.set(instrument, json.dumps(live_instrument))
except:
print("deleting...", instrument)
redis_obj.delete(instrument)
class UpstoxMainPrg():
def __init__(self, period):
start = time.time()
self.ohlc_df = None
self.period = period
self.apiKey = mjp.API_KEY
self.accessCode = mjp.ACCESS_CODE
self.timestamp = mjp.TIME_STAMP
self.ltp = mjp.LTP
self.vtt = "vtt"
self.FIRST_FLAG = True
self.df_date = None
self.data_list = None
self.vol_data = 0.0
t_end = None
#self.live_df = pd.DataFrame()
# Scrip details
self.fut_exchange = mjp.FUTURE_EXCHANGE
self.fut_contract = mjp.FUTURE_CONTRACT
# Create the UpstoxAPI object bound to your API key
self.upstoxAPI = Upstox(self.apiKey, self.accessCode)
self.upstoxAPI.get_master_contract(mjp.FUTURE_EXCHANGE)
print("Connected Successfully............")
self.SCRIP = self.upstoxAPI.get_instrument_by_symbol(
self.fut_exchange, self.fut_contract)
self.ohlc_list = self.pre_process(self.upstoxAPI, self.SCRIP)
# print("Time taken in init method:: ", (time.time() - start),"<===")
def pre_process(self, myupstox, instrument):
ohlc_start_date = datetime.strptime(mjp.END_DATE,
mjp.DATE_FORMAT).date()
ohlc_end_date = datetime.strptime(mjp.END_DATE, mjp.DATE_FORMAT).date()
ohlc_interval = OHLCInterval.Minute_1
self.ohlc_df = pd.DataFrame(
myupstox.get_ohlc(instrument, ohlc_interval, ohlc_start_date,
ohlc_end_date)) # OHLC DATAFRAME
col_names = [
mjp.CLOSE, mjp.CP, mjp.HIGH, mjp.LOW, mjp.OPEN, mjp.DATE,
mjp.VOLUME
]
self.ohlc_df.columns = col_names
pd.set_option('display.expand_frame_repr', False)
pd.options.display.max_rows = 999
pd.options.mode.chained_assignment = None
# col_names = [mjp.CLOSE, mjp.CP, mjp.HIGH, mjp.LOW, mjp.OPEN, mjp.DATE, mjp.VOLUME]
# self.ohlc_df.columns = col_names
self.ohlc_df = self.ohlc_df[[
mjp.DATE, mjp.OPEN, mjp.HIGH, mjp.LOW, mjp.CLOSE, mjp.VOLUME
]]
self.ohlc_df[mjp.DATE] = pd.to_datetime(self.ohlc_df[mjp.DATE].apply(
lambda x: datetime.fromtimestamp(x / 1000)))
# print(ohlc_df)
self.ohlc_df.set_index(mjp.DATE, inplace=True)
self.ohlc_df.sort_index(inplace=True)
ohlc_df = self.ohlc_df[
self.ohlc_df.index.dayofweek <
5] # Here OHLC DATAFRAME will be without weekends
self.ohlc_df.reset_index(
inplace=True) # to remove mjp.DATE index after we remove weekends
holiday_mask_2018 = self.ohlc_df[mjp.DATE].apply(
lambda x: KuberHoliday().holidays_2018_mask(x))
self.ohlc_df = self.ohlc_df[
holiday_mask_2018] # Final OHLC DATAFRAME will be without weekends,Holidays in that year7
print(self.ohlc_df.tail(30))
return self.ohlc_df
def set_ltp(self, ltp, vtt, timestamp):
if (self.FIRST_FLAG):
# print("Ram==>",datetime.now())
# print("Anji==>",datetime.fromtimestamp(timestamp/1000))
self.df_date = datetime.now()
self.data_list = []
self.t_end = time.time() + 60 * self.period
self.FIRST_FLAG = False
if time.time() <= self.t_end:
self.data_list.append(ltp)
if self.vol_data == 0.0:
self.vol_data = vtt
elif vtt > self.vol_data:
self.vol_data = vtt - self.vol_data
else:
dummydf = pd.DataFrame(
{
mjp.DATE: self.df_date,
mjp.OPEN: self.data_list[0],
mjp.HIGH: max(self.data_list),
mjp.LOW: min(self.data_list),
mjp.CLOSE: self.data_list[-1],
mjp.VOLUME: self.vol_data
},
index=range(1))
live_df = self.ohlc_df.append(dummydf, ignore_index=True)
my_thread = KuberTradeThread(self.upstoxAPI, live_df)
my_thread.daemon = False # Daemonize thread
my_thread.start() # Start the execution
self.df_date = None
data_list = []
self.t_end = None
self.vol_data = 0.0
self.FIRST_FLAG = True
print(live_df.tail(), " Left else BLOCK @:: ", time.time(),
"<===")
def event_handler_quote_update(self, message):
#print(message[self.timestamp])
self.set_ltp(int(message[self.ltp]), float(message[self.vtt]),
int(message[self.timestamp]))
def event_handler_order_update(self, message):
print("Order Update:" + str(datetime.now()))
print(message)
def event_handler_trade_update(self, message):
print("Trade Update:" + str(datetime.now()))
print(message)
def event_handler_error(self, err):
print("ERROR" + str(datetime.now()))
print(err)
def event_handler_socket_disconnect(self):
print("SOCKET DISCONNECTED" + str(datetime.now()))
def placeOrder(self, side):
self.upstoxAPI.place_order(
side, # transaction_type
self.SCRIP, # instrument
1, # quantity
OrderType.Market, # order_type
ProductType.Intraday, # product_type
0.0, # price
None, # trigger_price
0, # disclosed_quantity
DurationType.DAY, # duration
None, # stop_loss
None, # square_off
None # trailing_ticks
)
def socket_connect(self, hours, minutes):
print("Adding Socket Listeners")
self.upstoxAPI.set_on_quote_update(self.event_handler_quote_update)
self.upstoxAPI.set_on_order_update(self.event_handler_order_update)
self.upstoxAPI.set_on_trade_update(self.event_handler_trade_update)
self.upstoxAPI.set_on_error(self.event_handler_error)
self.upstoxAPI.set_on_disconnect(self.event_handler_socket_disconnect)
print("Suscribing to: " + self.SCRIP[4])
print(self.SCRIP)
# self.upstoxAPI.unsubscribe(self.SCRIP, LiveFeedType.LTP)
# self.upstoxAPI.subscribe(self.SCRIP, LiveFeedType.LTP)
self.upstoxAPI.unsubscribe(self.SCRIP, LiveFeedType.Full)
self.upstoxAPI.subscribe(self.SCRIP, LiveFeedType.Full)
print("Connecting to Socket")
while_flag = True
while while_flag:
if (datetime.now() >= datetime.now().replace(
hour=hours, minute=minutes, second=00, microsecond=0)):
self.upstoxAPI.start_websocket(False)
#Signal line> simple average of previous 3 %D line
import threading
from datetime import timedelta, datetime
from upstox_api.api import Upstox, OHLCInterval
# to calculate stocastics
# 1 fetch last 20 candles and store them
# 2 calculate above things
# 3 after every 10 mins fetch new 10 min . Using prcandle and add it to above and recalculate things
#
u = Upstox('7QQDdOIHNxatXDiRIHbyv2sG3J8QOozU7o8UYKmu',
'4e8532c96bf13efcc72648e594d8fe58ebbf5eee')
u.get_master_contract('NSE_FO') # get contracts for NSE FO
banknifty_instu = u.get_instrument_by_symbol('NSE_FO', 'banknifty18janfut')
def fetch_previous_n_candles(n):
bn = u.get_ohlc(banknifty_instu, OHLCInterval.Minute_10,
(datetime.today() - timedelta(4)).date(),
datetime.today().date())
return bn[-n:]
bn_last_20 = fetch_previous_n_candles(20)
print bn_last_20
for bn in bn_last_20:
print bn['open']
# banknifty_month_data = u.get_ohlc(banknifty_instu, OHLCInterval.Minute_10,
def live_feed_queue(access_token, exchange, instrument):
u = Upstox(api_key, access_token)
u.get_master_contract(master_contract_FO)
u.subscribe(u.get_instrument_by_symbol('NSE_FO', instrument),
LiveFeedType.Full)