nse-bse-api 0.1.0

package/dist/nse/api/options-api.js

@@ -0,0 +1,207 @@
+/**
+ * Options and derivatives API methods for NSE
+ */
+import { BASE_URL } from "../constants/index.js";
+import { OPTION_INDICES } from "../constants/index.js";
+import { formatDateExpiry } from "../utils/date-formatter.js";
+export class OptionsApi {
+    httpClient;
+    constructor(httpClient) {
+        this.httpClient = httpClient;
+    }
+    /**
+     * Get F&O lot sizes
+     */
+    async getFnoLots() {
+        const url = "https://nsearchives.nseindia.com/content/fo/fo_mktlots.csv";
+        // Try to get as JSON first, fallback to text
+        let csv;
+        try {
+            const res = await this.httpClient.request(url);
+            csv = typeof res === "string" ? res : "";
+        }
+        catch {
+            csv = "";
+        }
+        if (!csv) {
+            csv = await this.httpClient.getTextResponse(url);
+        }
+        const lines = csv.trim().split(/\r?\n/);
+        const lots = {};
+        for (const line of lines) {
+            const parts = line.split(",");
+            if (parts.length < 4)
+                continue;
+            const sym = parts[1]?.trim();
+            const lot = Number(parts[3]?.trim());
+            if (!sym || !Number.isFinite(lot))
+                continue;
+            lots[sym] = lot;
+        }
+        return lots;
+    }
+    /**
+     * Get option chain data
+     */
+    async getOptionChain(symbol) {
+        const isIndex = OPTION_INDICES.includes(symbol.toLowerCase());
+        const url = isIndex
+            ? `${BASE_URL}/option-chain-indices`
+            : `${BASE_URL}/option-chain-equities`;
+        return await this.httpClient.request(url, { symbol: symbol.toUpperCase() });
+    }
+    /**
+     * Get filtered option chain data with only essential information for LLM processing
+     * Reduces data volume by ~90% while retaining key metrics
+     */
+    async getFilteredOptionChain(symbol, strikeRange = 10) {
+        const fullData = await this.getOptionChain(symbol);
+        const underlying = fullData.records.underlyingValue;
+        // Calculate ATM strike
+        const strikes = fullData.records.data.map((item) => item.strikePrice);
+        const atmStrike = strikes.reduce((prev, curr) => Math.abs(curr - underlying) < Math.abs(prev - underlying) ? curr : prev);
+        // Filter strikes within range of ATM
+        const minStrike = atmStrike - (strikeRange * 50); // Assuming 50 point intervals
+        const maxStrike = atmStrike + (strikeRange * 50);
+        const filteredData = fullData.records.data.filter((item) => item.strikePrice >= minStrike && item.strikePrice <= maxStrike);
+        // Extract only essential fields
+        const essentialData = filteredData.map((item) => ({
+            strikePrice: item.strikePrice,
+            expiryDate: item.expiryDate,
+            CE: item.CE ? {
+                lastPrice: item.CE.lastPrice,
+                change: item.CE.change,
+                pChange: item.CE.pChange,
+                openInterest: item.CE.openInterest,
+                changeinOpenInterest: item.CE.changeinOpenInterest,
+                impliedVolatility: item.CE.impliedVolatility
+            } : null,
+            PE: item.PE ? {
+                lastPrice: item.PE.lastPrice,
+                change: item.PE.change,
+                pChange: item.PE.pChange,
+                openInterest: item.PE.openInterest,
+                changeinOpenInterest: item.PE.changeinOpenInterest,
+                impliedVolatility: item.PE.impliedVolatility
+            } : null
+        }));
+        return {
+            symbol: symbol.toUpperCase(),
+            underlyingValue: underlying,
+            atmStrike: atmStrike,
+            timestamp: fullData.records.timestamp,
+            strikeRange: `${minStrike}-${maxStrike}`,
+            totalStrikes: essentialData.length,
+            data: essentialData
+        };
+    }
+    /**
+     * Calculate max pain for option chain
+     */
+    static calculateMaxPain(optionChain, expiryDate) {
+        const painMap = {};
+        const expiryDateStr = formatDateExpiry(expiryDate);
+        for (const x of optionChain.records.data) {
+            if (x.expiryDate !== expiryDateStr)
+                continue;
+            const expiryStrike = x.strikePrice;
+            let pain = 0;
+            for (const y of optionChain.records.data) {
+                if (y.expiryDate !== expiryDateStr)
+                    continue;
+                const diff = expiryStrike - y.strikePrice;
+                if (diff > 0 && y.CE)
+                    pain += -diff * y.CE.openInterest;
+                if (diff < 0 && y.PE)
+                    pain += diff * y.PE.openInterest;
+            }
+            painMap[expiryStrike] = pain;
+        }
+        const strikes = Object.keys(painMap).map(Number);
+        return strikes.sort((a, b) => painMap[b] - painMap[a])[0];
+    }
+    /**
+     * Get futures expiry dates
+     */
+    async getFuturesExpiry(index = "nifty") {
+        const indexMap = {
+            banknifty: "nifty_bank_fut",
+            finnifty: "finnifty_fut",
+            nifty: "nse50_fut",
+            niftyit: "niftyit_fut"
+        };
+        const idx = indexMap[index] || "nse50_fut";
+        const res = await this.httpClient.request(`${BASE_URL}/liveEquity-derivatives`, { index: idx });
+        const data = res.data.map((i) => i.expiryDate);
+        return data.sort((a, b) => new Date(a.replace(/-/g, "/")).getTime() - new Date(b.replace(/-/g, "/")).getTime());
+    }
+    /**
+     * Compile option chain with calculated metrics
+     */
+    async compileOptionChain(symbol, expiryDate) {
+        const data = await this.getOptionChain(symbol);
+        const chain = {};
+        const expiryDateStr = formatDateExpiry(expiryDate);
+        const oc = {
+            expiry: expiryDateStr,
+            timestamp: data.records.timestamp,
+        };
+        const strike1 = data.filtered.data[0].strikePrice;
+        const strike2 = data.filtered.data[1].strikePrice;
+        const multiple = strike1 - strike2;
+        const underlying = data.records.underlyingValue;
+        oc.underlying = underlying;
+        oc.atm = multiple * Math.round(underlying / multiple);
+        let maxCoi = 0;
+        let maxPoi = 0;
+        let totalCoi = 0;
+        let totalPoi = 0;
+        let maxCoiStrike = 0;
+        let maxPoiStrike = 0;
+        for (const idx of data.records.data) {
+            if (idx.expiryDate !== expiryDateStr)
+                continue;
+            const strike = String(idx.strikePrice);
+            if (!chain[strike])
+                chain[strike] = { pe: {}, ce: {} };
+            let poi = 0;
+            let coi = 0;
+            if (idx.PE) {
+                const { openInterest, lastPrice, chg, impliedVolatility } = idx.PE;
+                poi = openInterest;
+                chain[strike].pe = { last: lastPrice, oi: poi, chg, iv: impliedVolatility };
+                totalPoi += poi;
+                if (poi > maxPoi) {
+                    maxPoi = poi;
+                    maxPoiStrike = Number(strike);
+                }
+            }
+            else {
+                chain[strike].pe = { last: 0, oi: 0, chg: 0, iv: 0 };
+            }
+            if (idx.CE) {
+                const { openInterest, lastPrice, chg, impliedVolatility } = idx.CE;
+                coi = openInterest;
+                chain[strike].ce = { last: lastPrice, oi: coi, chg, iv: impliedVolatility };
+                totalCoi += coi;
+                if (coi > maxCoi) {
+                    maxCoi = coi;
+                    maxCoiStrike = Number(strike);
+                }
+            }
+            else {
+                chain[strike].ce = { last: 0, oi: 0, chg: 0, iv: 0 };
+            }
+            chain[strike].pcr = poi === 0 || coi === 0 ? null : Number((poi / coi).toFixed(2));
+        }
+        oc.maxpain = OptionsApi.calculateMaxPain(data, expiryDate);
+        oc.maxCoi = maxCoiStrike;
+        oc.maxPoi = maxPoiStrike;
+        oc.coiTotal = totalCoi;
+        oc.poiTotal = totalPoi;
+        oc.pcr = Number((totalPoi / totalCoi).toFixed(2));
+        oc.chain = chain;
+        return oc;
+    }
+}
+//# sourceMappingURL=options-api.js.map

package/dist/nse/api/options-api.js.map

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package/dist/nse/constants/index.d.ts

@@ -0,0 +1,29 @@
+/**
+ * Constants and configuration values for NSE API
+ */
+export declare const NSE_VERSION = "0.1.0";
+export declare const SEGMENT_EQUITY: "equities";
+export declare const SEGMENT_SME: "sme";
+export declare const SEGMENT_MF: "mf";
+export declare const SEGMENT_DEBT: "debt";
+export declare const HOLIDAY_CLEARING: "clearing";
+export declare const HOLIDAY_TRADING: "trading";
+export declare const FNO_BANK: "banknifty";
+export declare const FNO_NIFTY: "nifty";
+export declare const FNO_FINNIFTY: "finnifty";
+export declare const FNO_IT: "niftyit";
+export declare const UDIFF_SWITCH_DATE: Date;
+export declare const OPTION_INDICES: readonly ["banknifty", "nifty", "finnifty", "niftyit"];
+export declare const BASE_URL = "https://www.nseindia.com/api";
+export declare const ARCHIVE_URL = "https://nsearchives.nseindia.com";
+export declare const DEFAULT_USER_AGENT = "Mozilla/5.0 (Windows NT 10.0; rv:109.0) Gecko/20100101 Firefox/118.0";
+export declare const DEFAULT_HEADERS: {
+    readonly "User-Agent": "Mozilla/5.0 (Windows NT 10.0; rv:109.0) Gecko/20100101 Firefox/118.0";
+    readonly Accept: "*/*";
+    readonly "Accept-Language": "en-US,en;q=0.5";
+    readonly "Accept-Encoding": "gzip, deflate";
+    readonly Referer: "https://www.nseindia.com/get-quotes/equity?symbol=HDFCBANK";
+};
+export declare const DEFAULT_TIMEOUT = 15000;
+export declare const PRIME_URL = "https://www.nseindia.com/option-chain";
+//# sourceMappingURL=index.d.ts.map

package/dist/nse/constants/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/nse/constants/index.ts"],"names":[],"mappings":"AAAA;;GAEG;AAEH,eAAO,MAAM,WAAW,UAAU,CAAC;AAGnC,eAAO,MAAM,cAAc,EAAG,UAAmB,CAAC;AAClD,eAAO,MAAM,WAAW,EAAG,KAAc,CAAC;AAC1C,eAAO,MAAM,UAAU,EAAG,IAAa,CAAC;AACxC,eAAO,MAAM,YAAY,EAAG,MAAe,CAAC;AAG5C,eAAO,MAAM,gBAAgB,EAAG,UAAmB,CAAC;AACpD,eAAO,MAAM,eAAe,EAAG,SAAkB,CAAC;AAGlD,eAAO,MAAM,QAAQ,EAAG,WAAoB,CAAC;AAC7C,eAAO,MAAM,SAAS,EAAG,OAAgB,CAAC;AAC1C,eAAO,MAAM,YAAY,EAAG,UAAmB,CAAC;AAChD,eAAO,MAAM,MAAM,EAAG,SAAkB,CAAC;AAGzC,eAAO,MAAM,iBAAiB,MAAyB,CAAC;AAGxD,eAAO,MAAM,cAAc,wDAKjB,CAAC;AAGX,eAAO,MAAM,QAAQ,iCAAiC,CAAC;AACvD,eAAO,MAAM,WAAW,qCAAqC,CAAC;AAG9D,eAAO,MAAM,kBAAkB,yEAAyE,CAAC;AAEzG,eAAO,MAAM,eAAe;;;;;;CAMlB,CAAC;AAGX,eAAO,MAAM,eAAe,QAAQ,CAAC;AAGrC,eAAO,MAAM,SAAS,0CAA0C,CAAC"}

package/dist/nse/constants/index.js

@@ -0,0 +1,43 @@
+/**
+ * Constants and configuration values for NSE API
+ */
+export const NSE_VERSION = "0.1.0";
+// Market segments
+export const SEGMENT_EQUITY = "equities";
+export const SEGMENT_SME = "sme";
+export const SEGMENT_MF = "mf";
+export const SEGMENT_DEBT = "debt";
+// Holiday types
+export const HOLIDAY_CLEARING = "clearing";
+export const HOLIDAY_TRADING = "trading";
+// F&O indices
+export const FNO_BANK = "banknifty";
+export const FNO_NIFTY = "nifty";
+export const FNO_FINNIFTY = "finnifty";
+export const FNO_IT = "niftyit";
+// Important dates
+export const UDIFF_SWITCH_DATE = new Date("2024-07-08");
+// Option indices array
+export const OPTION_INDICES = [
+    FNO_BANK,
+    FNO_NIFTY,
+    FNO_FINNIFTY,
+    FNO_IT,
+];
+// API URLs
+export const BASE_URL = "https://www.nseindia.com/api";
+export const ARCHIVE_URL = "https://nsearchives.nseindia.com";
+// HTTP headers
+export const DEFAULT_USER_AGENT = "Mozilla/5.0 (Windows NT 10.0; rv:109.0) Gecko/20100101 Firefox/118.0";
+export const DEFAULT_HEADERS = {
+    "User-Agent": DEFAULT_USER_AGENT,
+    Accept: "*/*",
+    "Accept-Language": "en-US,en;q=0.5",
+    "Accept-Encoding": "gzip, deflate",
+    Referer: "https://www.nseindia.com/get-quotes/equity?symbol=HDFCBANK",
+};
+// Default timeout
+export const DEFAULT_TIMEOUT = 15000;
+// Cookie priming URL
+export const PRIME_URL = "https://www.nseindia.com/option-chain";
+//# sourceMappingURL=index.js.map

package/dist/nse/constants/index.js.map

@@ -0,0 +1 @@
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package/dist/nse/http/http-client.d.ts

@@ -0,0 +1,38 @@
+/**
+ * HTTP client management for NSE API
+ */
+export declare class HttpClient {
+    private axiosClient?;
+    private gotClient?;
+    private jar;
+    private cookiePath;
+    private cookiesPrimed;
+    private server;
+    private timeout;
+    constructor(downloadDir: string, server: boolean, timeout: number);
+    /**
+     * Load cookies from disk
+     */
+    private loadCookies;
+    /**
+     * Save cookies to disk
+     */
+    saveCookies(): void;
+    /**
+     * Prime cookies by visiting NSE homepage
+     */
+    private primeCookies;
+    /**
+     * Make HTTP request and return JSON response
+     */
+    request(url: string, params?: Record<string, unknown>): Promise<any>;
+    /**
+     * Download file from URL
+     */
+    downloadFile(url: string, folder: string): Promise<string>;
+    /**
+     * Get text response from URL
+     */
+    getTextResponse(url: string): Promise<string>;
+}
+//# sourceMappingURL=http-client.d.ts.map

package/dist/nse/http/http-client.d.ts.map

@@ -0,0 +1 @@
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package/dist/nse/http/http-client.js

@@ -0,0 +1,164 @@
+/**
+ * HTTP client management for NSE API
+ */
+import fs from "fs";
+import path from "path";
+import axios from "axios";
+import { wrapper as axiosCookieJarSupport } from "axios-cookiejar-support";
+import got from "got";
+import { CookieJar } from "tough-cookie";
+import { DEFAULT_HEADERS, PRIME_URL } from "../constants/index.js";
+import { saveStreamToFile } from "../utils/file-operations.js";
+export class HttpClient {
+    axiosClient;
+    gotClient;
+    jar;
+    cookiePath;
+    cookiesPrimed = false;
+    server;
+    timeout;
+    constructor(downloadDir, server, timeout) {
+        this.server = server;
+        this.timeout = timeout;
+        // Set up cookie jar and load from disk
+        this.cookiePath = path.join(downloadDir, server ? "nse_cookies_http2.json" : "nse_cookies_http1.json");
+        this.jar = new CookieJar();
+        this.loadCookies();
+        if (server) {
+            // got with HTTP/2
+            this.gotClient = got.extend({
+                http2: true,
+                headers: DEFAULT_HEADERS,
+                cookieJar: this.jar,
+                timeout: { request: this.timeout },
+                throwHttpErrors: false,
+            });
+        }
+        else {
+            // axios with cookie jar
+            const ax = axios.create({
+                headers: DEFAULT_HEADERS,
+                timeout: this.timeout,
+                decompress: true,
+                validateStatus: () => true,
+            });
+            axiosCookieJarSupport(ax);
+            ax.defaults.jar = this.jar;
+            this.axiosClient = ax;
+        }
+    }
+    /**
+     * Load cookies from disk
+     */
+    loadCookies() {
+        if (!fs.existsSync(this.cookiePath))
+            return;
+        try {
+            const data = JSON.parse(fs.readFileSync(this.cookiePath, "utf8"));
+            this.jar = CookieJar.fromJSON(data);
+        }
+        catch {
+            // Ignore cookie loading errors
+        }
+    }
+    /**
+     * Save cookies to disk
+     */
+    saveCookies() {
+        try {
+            const json = this.jar.toJSON();
+            fs.writeFileSync(this.cookiePath, JSON.stringify(json), "utf8");
+        }
+        catch {
+            // Ignore cookie saving errors
+        }
+    }
+    /**
+     * Prime cookies by visiting NSE homepage
+     */
+    async primeCookies() {
+        if (this.cookiesPrimed)
+            return;
+        try {
+            if (this.server && this.gotClient) {
+                await this.gotClient.get(PRIME_URL);
+            }
+            else if (this.axiosClient) {
+                await this.axiosClient.get(PRIME_URL);
+            }
+            this.cookiesPrimed = true;
+            this.saveCookies();
+        }
+        catch {
+            // Ignore priming failures; subsequent requests may still succeed
+        }
+    }
+    /**
+     * Make HTTP request and return JSON response
+     */
+    async request(url, params) {
+        await this.primeCookies();
+        if (this.server && this.gotClient) {
+            const res = await this.gotClient.get(url, {
+                searchParams: params,
+            });
+            if (res.statusCode < 200 || res.statusCode >= 300) {
+                throw new Error(`${url} ${res.statusCode}: ${res.statusMessage}`);
+            }
+            return JSON.parse(res.body);
+        }
+        if (this.axiosClient) {
+            const res = await this.axiosClient.get(url, { params });
+            if (res.status < 200 || res.status >= 300) {
+                throw new Error(`${url} ${res.status}: ${res.statusText}`);
+            }
+            return res.data;
+        }
+        throw new Error("HTTP client not initialized");
+    }
+    /**
+     * Download file from URL
+     */
+    async downloadFile(url, folder) {
+        const fname = path.join(folder, path.basename(new URL(url).pathname));
+        await this.primeCookies();
+        if (this.server && this.gotClient) {
+            const res = await this.gotClient.get(url, { responseType: "buffer" });
+            const contentType = res.headers["content-type"];
+            if (contentType && String(contentType).includes("text/html")) {
+                throw new Error("NSE file is unavailable or not yet updated.");
+            }
+            fs.writeFileSync(fname, res.body);
+        }
+        else if (this.axiosClient) {
+            const res = await this.axiosClient.get(url, { responseType: "stream" });
+            const contentType = res.headers["content-type"];
+            if (contentType && contentType.includes("text/html")) {
+                throw new Error("NSE file is unavailable or not yet updated.");
+            }
+            await saveStreamToFile(res.data, fname);
+        }
+        else {
+            throw new Error("HTTP client not initialized");
+        }
+        return fname;
+    }
+    /**
+     * Get text response from URL
+     */
+    async getTextResponse(url) {
+        await this.primeCookies();
+        if (this.server && this.gotClient) {
+            const res = await this.gotClient.get(url, { responseType: "text" });
+            return res.body;
+        }
+        else if (this.axiosClient) {
+            const res = await this.axiosClient.get(url, { responseType: "text" });
+            return res.data;
+        }
+        else {
+            throw new Error("HTTP client not initialized");
+        }
+    }
+}
+//# sourceMappingURL=http-client.js.map

package/dist/nse/http/http-client.js.map

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package/dist/nse/index.d.ts

@@ -0,0 +1,19 @@
+/**
+ * NSE API Module
+ *
+ * Re-exports all NSE functionality from the original nseapi package
+ */
+export { NSEClient } from "./nse/nse-client.js";
+export * from "./types/index.js";
+export * from "./constants/index.js";
+export * from "./utils/date-formatter.js";
+export * from "./utils/file-operations.js";
+export { EquityApi } from "./api/equity-api.js";
+export { OptionsApi } from "./api/options-api.js";
+export { HistoricalApi } from "./api/historical-api.js";
+export { CorporateApi } from "./api/corporate-api.js";
+export { IpoApi } from "./api/ipo-api.js";
+export { MarketApi } from "./api/market-api.js";
+export { DownloadApi } from "./api/download-api.js";
+export { HttpClient } from "./http/http-client.js";
+//# sourceMappingURL=index.d.ts.map

package/dist/nse/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/nse/index.js

@@ -0,0 +1,24 @@
+/**
+ * NSE API Module
+ *
+ * Re-exports all NSE functionality from the original nseapi package
+ */
+// Main NSE client
+export { NSEClient } from "./nse/nse-client.js";
+// Export types for TypeScript users
+export * from "./types/index.js";
+// Export constants
+export * from "./constants/index.js";
+// Export utilities
+export * from "./utils/date-formatter.js";
+export * from "./utils/file-operations.js";
+// Export API modules for advanced usage
+export { EquityApi } from "./api/equity-api.js";
+export { OptionsApi } from "./api/options-api.js";
+export { HistoricalApi } from "./api/historical-api.js";
+export { CorporateApi } from "./api/corporate-api.js";
+export { IpoApi } from "./api/ipo-api.js";
+export { MarketApi } from "./api/market-api.js";
+export { DownloadApi } from "./api/download-api.js";
+export { HttpClient } from "./http/http-client.js";
+//# sourceMappingURL=index.js.map

package/dist/nse/index.js.map

@@ -0,0 +1 @@
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