def __init__(self, API_KEY, API_SECRET):
self.XTS_API_BASE_URL = "https://xts.compositedge.com"
self.source = "WEBAPI"
self.xt = XTSConnect(API_KEY, API_SECRET, self.source)
self.response = self.xt.marketdata_login()
print("Login:", self.response)
self.response = self.xt.get_config()
def xts_order_token(API_KEY='e3a64d975100976e6c3303', API_SECRET='Adoi655#hT'):
XTS_API_BASE_URL = "https://xts.compositedge.com"
source = "WEBAPI"
xt = XTSConnect(API_KEY, API_SECRET, source=source)
response = xt.interactive_login()
set_marketDataToken = response['result']['token']
set_muserID = response['result']['userID']
token_filename = "token_nif.ini"
print(token_filename)
text_file = open(token_filename, "w")
text_file.write("[ordertoken] \n token=%s \n" % set_marketDataToken)
text_file.write("[orderuser] \n user=%s \n" % set_muserID)
text_file.close()
def xts_data_token(API_KEY='576bffb2375a5011e67154', API_SECRET='Mlqd885$q7'):
XTS_API_BASE_URL = "https://xts.compositedge.com"
source = "WEBAPI"
xt = XTSConnect(API_KEY, API_SECRET, source=source)
response = xt.marketdata_login()
set_marketDataToken = response['result']['token']
set_muserID = response['result']['userID']
token_filename = "token_nif.ini"
print(token_filename)
text_file = open(token_filename, "a")
text_file.write("[datatoken] \n token=%s \n" % set_marketDataToken)
text_file.write("[datauser] \n user=%s \n" % set_muserID)
text_file.close()
import os
import csv
from datetime import datetime
from threading import Thread
from MarketDataSocketClient import MDSocket_io
from Connect import XTSConnect
from csv import writer
import asyncio
# MarketData API Credentials
API_KEY = "c2368d9aabcafe7a3e8529"
API_SECRET = "Xogi551#V5"
source = "WEBAPI"
# Initialise
xt = XTSConnect(API_KEY, API_SECRET, source)
# Login for authorization token
response = xt.marketdata_login()
# Store the token and userid
set_marketDataToken = response['result']['token']
set_muserID = response['result']['userID']
print("Login: ", response)
# Connecting to Marketdata socket
soc = MDSocket_io(set_marketDataToken, set_muserID)
# Instruments for subscribing
Instruments = [{
'exchangeSegment': 1,
def __init__(self, API_KEY, API_SECRET):
self.XTS_API_BASE_URL = "https://xts.compositedge.com"
self.source = "WEBAPI"
self.xt = XTSConnect(API_KEY, API_SECRET, self.source)
self.interactive = self.xt.interactive_login()
class XTS_order:
def __init__(self, API_KEY, API_SECRET):
self.XTS_API_BASE_URL = "https://xts.compositedge.com"
self.source = "WEBAPI"
self.xt = XTSConnect(API_KEY, API_SECRET, self.source)
self.interactive = self.xt.interactive_login()
def place_order(self, data, quantity, item, action, q_multiplier):
id1 = int(
data.loc[data['Description'] == item,
['ExchangeSegment', 'ExchangeInstrumentID']].iloc[0, 1])
order = self.xt.place_order(exchangeSegment='NSEFO',
exchangeInstrumentID=id1,
productType='NRML',
orderType='MARKET',
orderSide=action,
timeInForce=self.xt.VALIDITY_DAY,
orderQuantity=quantity * q_multiplier,
orderUniqueIdentifier="454845",
disclosedQuantity=0,
limitPrice=0,
stopPrice=0)
def exit_order(self, data, quantity, item, q_multiplier):
id1 = int(
data.loc[data['Description'] == item,
['ExchangeSegment', 'ExchangeInstrumentID']].iloc[0, 1])
exit = self.xt.squareoff_position(
exchangeSegment='NSEFO',
exchangeInstrumentID=id1,
productType='NRML',
squareoffMode='Netwise',
positionSquareOffQuantityType='ExactQty',
squareOffQtyValue=quantity * q_multiplier,
blockOrderSending=True,
cancelOrders=True)
def get_positions(self):
resp = self.xt.get_position_netwise()
return resp
def get_balance(self):
"""Get Balance API call grouped under this category information related to limits on equities, derivative,
upfront margin, available exposure and other RMS related balances available to the user."""
if self.xt.isInvestorClient:
try:
params = {}
if not self.xt.isInvestorClient:
params['clientID'] = self.xt.userID
response = self.xt._get('user.balance', params)
return response
except Exception as e:
return response['description']
else:
print(
"Balance : Balance API available for retail API users only, dealers can watch the same on dealer "
"terminal")
def get_holding(self):
"""Holdings API call enable users to check their long term holdings with the broker."""
try:
params = {}
if not self.xt.isInvestorClient:
params['clientID'] = self.xt.userID
response = self.xt._get('portfolio.holdings', params)
return response
except Exception as e:
return response['description']
class XTS_parse:
def __init__(self, API_KEY, API_SECRET):
self.XTS_API_BASE_URL = "https://xts.compositedge.com"
self.source = "WEBAPI"
self.xt = XTSConnect(API_KEY, API_SECRET, self.source)
self.response = self.xt.marketdata_login()
print("Login:"******"454845")
def get_id(self, item):
if item == 'NIFTY':
self.quantity = 75
if item == 'BANKNIFTY':
self.quantity = 25
self.data = pd.DataFrame(
self.xt.search_by_scriptname(searchString=item)['result'])[[
'ExchangeSegment', 'ExchangeInstrumentID', 'Description'
]]
return self.quantity, self.data
def get_latest_price(self, item):
id1 = self.data.loc[self.data['Description'] == item,
['ExchangeSegment', 'ExchangeInstrumentID']].iloc[
0, 1]
instruments = [{
'exchangeSegment': 2,
'exchangeInstrumentID': int(id1)
}]
jsoned = json.loads(
self.xt.get_quote(Instruments=instruments,
xtsMessageCode=1502,
publishFormat='JSON')['result']['listQuotes'][0])
#print(jsoned)
dt = float(jsoned['Touchline']['LastTradedPrice'])
return dt
def get_quote_oi(self, item):
"""Get Quote Request"""
id1 = self.data.loc[self.data['Description'] == item,
['ExchangeSegment', 'ExchangeInstrumentID']].iloc[
0, 1]
instruments = [{
'exchangeSegment': 2,
'exchangeInstrumentID': int(id1)
}]
response = self.xt.get_quote(Instruments=instruments,
xtsMessageCode=1510,
publishFormat='JSON')
return int(
json.loads(response['result']['listQuotes'][0])['OpenInterest'])
def read_data(self,
item,
interval,
exchange,
division='NIFTY',
days=False,
prime=False):
if item == 'NIFTY':
symbol_1 = 26000
if item == 'BANKNIFTY':
symbol_1 = 26001
elif item not in ['NIFTY', 'BANKNIFTY']:
symbol_1 = self.data.loc[
self.data['Description'] == item,
['ExchangeSegment', 'ExchangeInstrumentID']].iloc[0, 1]
#print(symbol_1)
tzinfo = pytz.timezone('Asia/Kolkata')
#print(item)
now = datetime.now(tz=tzinfo) #tz= tzinf
today = now.date()
current_time = time(now.hour, now.minute, now.second)
# print(current_time,today, today.weekday())
to_d = datetime.combine(today, current_time)
if prime:
from_d = datetime.combine(today - timedelta(days=6),
time(9, 15, 00))
if days:
from_d = datetime.combine(days, time(9, 15, 00))
from_d = from_d.strftime("%b %d %Y %H%M%S")
to_d = to_d.strftime("%b %d %Y %H%M%S")
try:
data = self.xt.get_ohlc(
exchangeSegment=exchange,
exchangeInstrumentID=symbol_1,
startTime=from_d,
endTime=to_d,
compressionValue=interval)['result']['dataReponse']
result = [x.strip() for x in data.split(',')]
value = []
for item in result:
data = [x.strip() for x in item.split('|')]
value.append(data)
data = pd.DataFrame(
value,
columns=[
'date', 'open', 'high', 'low', 'close', 'volume', 'oi',
'red'
])[['date', 'open', 'high', 'low', 'close', 'oi']]
data['date'] = pd.to_datetime(data['date'], unit='s')
data[['open', 'high', 'low', 'close',
'oi']] = data[['open', 'high', 'low', 'close',
'oi']].apply(pd.to_numeric, errors='ignore')
except Exception as e:
print(item, e)
pass
return data, to_d
def get_instr_list(self):
nsefo_instr_url = 'http://public.fyers.in/sym_details/NSE_FO.csv'
s = requests.get(nsefo_instr_url).content
fo_instr = pd.read_csv(io.StringIO(s.decode('utf-8')), header=None)
fo_instr[1] = fo_instr[1].apply(lambda x: x.upper())
return fo_instr
def get_options_contract(self, underlying, opt_type, strike,
nearest_expiry, monthend_expiry):
if monthend_expiry == 'YES':
fyers_symbol = 'NSE:' + underlying + str(
nearest_expiry.year -
2000) + nearest_expiry.strftime('%b').upper() + str(strike)
else:
fyers_symbol = 'NSE:' + underlying + str(
nearest_expiry.year - 2000) + str(
int(nearest_expiry.strftime(
'%m'))) + nearest_expiry.strftime('%d') + str(strike)
td_symbol = underlying + str(
nearest_expiry.year - 2000) + nearest_expiry.strftime(
'%m') + nearest_expiry.strftime('%d') + str(strike)
if opt_type == 'CE':
fyers_symbol = fyers_symbol + 'CE'
td_symbol = td_symbol + 'CE'
else:
fyers_symbol = fyers_symbol + 'PE'
td_symbol = td_symbol + 'PE'
return fyers_symbol.replace("NSE:", ''), td_symbol
def roundup(self, x, y):
return int(math.ceil(x / y)) * y
def rounddown(self, x, y):
return int(math.floor(x / y)) * y
def roundoff(self, x):
return round(x, 2)
import os
import csv
from datetime import datetime
from threading import Thread
from InteractiveSocketClient import OrderSocket_io
from Connect import XTSConnect
from csv import writer
import asyncio
# Interactive API Credentials
API_KEY = "15fc93db915525ec829191"
API_SECRET = "Jwfr052#RY"
source = "WEBAPI"
# Initialise
xt = XTSConnect(API_KEY, API_SECRET, source)
# Login for authorization token
response = xt.interactive_login()
# Store the token and userid
set_interactiveToken = response['result']['token']
set_iuserID = response['result']['userID']
print("Login: ", response)
# Connecting to Interactive socket
apiType = 'INTERACTIVE'
soc = OrderSocket_io(set_interactiveToken, set_iuserID, apiType)
# Callback for connection