mcxlib 0.1__tar.gz

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mcxlib-0.1/LICENSE ADDED
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mcxlib-0.1/MANIFEST.in ADDED
File without changes
mcxlib-0.1/PKG-INFO ADDED
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+ Metadata-Version: 2.1
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+ Name: mcxlib
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+ Version: 0.1
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+ Summary: python library to get MCX India data
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+ Home-page: https://github.com/RuchiTanmay/mcxlib
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+ Author: RuchiTanmay
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+ Author-email: ruchitanmay@gmail.com
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+ Keywords: mcx,mcx india,python,mcx data,mcx history data,commodity,mcx python,mcx python library,mcx library
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+ Classifier: Intended Audience :: Developers
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+ Classifier: Natural Language :: English
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+ Classifier: Operating System :: OS Independent
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+ Classifier: Programming Language :: Python
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: Implementation :: PyPy
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+ Classifier: Topic :: Software Development :: Libraries :: Python Modules
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+
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+ # mcxlib 0.1
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+
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+ Python Library to get publicly available data on MCX website.
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+
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+ Release Notes
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+ * Compatible and Tested with Python 3.8 and above
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+ * Future release will be done on requirement basic
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+
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+ ## Libraries Required
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+ - requests
29
+ - numpy
30
+ - pandas
31
+ - lxml
32
+
33
+ For Windows systems you can install Anaconda, this will cover many dependencies (You'll have to install requests additionally though)
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+
35
+ ## Installation
36
+ Fresh installation
37
+
38
+ ```$pip install mcxlib```
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+
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+ Upgrade
41
+
42
+ ```$pip install mcxlib --upgrade```
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+
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+ ## Function list
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+
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+ * get_recent_expires
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+ * get_market_watch
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+ * get_top_gainers
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+ * get_heat_map
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+ * get_top_gainers
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+ * get_top_losers
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+ * get_most_active_contracts
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+ * get_most_active_puts_calls
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+ * get_bhav_copy
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+ * get_historical_data
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+ * get_pro_cli_details
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+ * get_option_chain
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+ * get_put_call_ratio
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+ * get_category_wise_oi
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+ * get_category_wise_turnover
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+ * get_mcx_icomdex_indices
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+ * get_trading_statistics
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+ * get_ccl_delivery
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+
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+ Example :
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+
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+ import mcxlib
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+
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+ data = get_live_market_watch()
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+
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+ bhav_copy = get_bhav_copy(trade_date= '20231102', instrument = 'ALL')
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+
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+ option_chain = get_option_chain(commodity = 'CRUDEOIL', expiry = '15NOV2023')
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+
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+ cli_details = get_pro_cli_details(trade_month = '202301')
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+
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+ NB: always follow the function hint to apply valid parameter.
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+
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+ More functions will be available in future releases...
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+
81
+
82
+ ## How can I contribute?
83
+ There are multiple ways in which you can contribute-
84
+
85
+ ### Write about your project
86
+
87
+ There are working on to add many function to this library. mcxlib at the moment is short of good documentation. There are lot of features in mcxlib yet to come :( , so till we complete the documentation, I'll need support from the community.
88
+
89
+ Please write about your projects in blogs, quora answers and other forums, so that people find working examples to get started.
90
+
91
+ ### Raising issues, bugs, enhancement requests
92
+
93
+ For quick resolution please raise issues both [here on issue page](https://github.com/RuchiTanmay/mcxlib/issues). I'll try my best to address the issues quickly on github as and when I get notified, but raising it on stackoverflow will provide you access to a larger group and someone else might solve your problem before I do.
94
+
95
+ ### Submit patches
96
+
97
+ If you have fixed an issue or added a new feature, please fork this repository, make your changes and submit a pull request. [Here's good article on how to do this.](https://code.tutsplus.com/tutorials/how-to-collaborate-on-github--net-34267)
98
+
99
+ Looking forward for healthy participation from community.
mcxlib-0.1/README.md ADDED
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+ # mcxlib 0.1
2
+
3
+ Python Library to get publicly available data on MCX website.
4
+
5
+ Release Notes
6
+ * Compatible and Tested with Python 3.8 and above
7
+ * Future release will be done on requirement basic
8
+
9
+ ## Libraries Required
10
+ - requests
11
+ - numpy
12
+ - pandas
13
+ - lxml
14
+
15
+ For Windows systems you can install Anaconda, this will cover many dependencies (You'll have to install requests additionally though)
16
+
17
+ ## Installation
18
+ Fresh installation
19
+
20
+ ```$pip install mcxlib```
21
+
22
+ Upgrade
23
+
24
+ ```$pip install mcxlib --upgrade```
25
+
26
+ ## Function list
27
+
28
+ * get_recent_expires
29
+ * get_market_watch
30
+ * get_top_gainers
31
+ * get_heat_map
32
+ * get_top_gainers
33
+ * get_top_losers
34
+ * get_most_active_contracts
35
+ * get_most_active_puts_calls
36
+ * get_bhav_copy
37
+ * get_historical_data
38
+ * get_pro_cli_details
39
+ * get_option_chain
40
+ * get_put_call_ratio
41
+ * get_category_wise_oi
42
+ * get_category_wise_turnover
43
+ * get_mcx_icomdex_indices
44
+ * get_trading_statistics
45
+ * get_ccl_delivery
46
+
47
+ Example :
48
+
49
+ import mcxlib
50
+
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+ data = get_live_market_watch()
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+
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+ bhav_copy = get_bhav_copy(trade_date= '20231102', instrument = 'ALL')
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+
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+ option_chain = get_option_chain(commodity = 'CRUDEOIL', expiry = '15NOV2023')
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+
57
+ cli_details = get_pro_cli_details(trade_month = '202301')
58
+
59
+ NB: always follow the function hint to apply valid parameter.
60
+
61
+ More functions will be available in future releases...
62
+
63
+
64
+ ## How can I contribute?
65
+ There are multiple ways in which you can contribute-
66
+
67
+ ### Write about your project
68
+
69
+ There are working on to add many function to this library. mcxlib at the moment is short of good documentation. There are lot of features in mcxlib yet to come :( , so till we complete the documentation, I'll need support from the community.
70
+
71
+ Please write about your projects in blogs, quora answers and other forums, so that people find working examples to get started.
72
+
73
+ ### Raising issues, bugs, enhancement requests
74
+
75
+ For quick resolution please raise issues both [here on issue page](https://github.com/RuchiTanmay/mcxlib/issues). I'll try my best to address the issues quickly on github as and when I get notified, but raising it on stackoverflow will provide you access to a larger group and someone else might solve your problem before I do.
76
+
77
+ ### Submit patches
78
+
79
+ If you have fixed an issue or added a new feature, please fork this repository, make your changes and submit a pull request. [Here's good article on how to do this.](https://code.tutsplus.com/tutorials/how-to-collaborate-on-github--net-34267)
80
+
81
+ Looking forward for healthy participation from community.
@@ -0,0 +1,6 @@
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+ from market_data import get_market_watch, get_top_gainers, get_heat_map, get_top_gainers, get_recent_expires, \
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+ get_top_losers, get_most_active_contracts, get_most_active_puts_calls, get_bhav_copy, \
3
+ get_historical_date_wise_data, get_pro_cli_details, get_option_chain, get_put_call_ratio, get_category_wise_oi, \
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+ get_category_wise_turnover, get_mcx_icomdex_indices, get_trading_statistics, get_ccl_delivery
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+
6
+ __version__ = 0.1
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+ from datetime import datetime
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+ import os
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+
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+ header = {
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+ 'Accept': 'application/json, text/javascript, */*; q=0.01',
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+ 'Accept-Language': 'en-US,en;q=0.5',
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+ 'Connection': 'keep-alive',
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+ 'Content-Length': '0',
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+ 'Content-Type': 'application/json',
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+ 'Cookie': 'ASP.NET_SessionId=p4dkpr24k2j2ck1w2qnov1h5',
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+ 'Origin': 'https://www.mcxindia.com',
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+ 'Referer': 'https://www.mcxindia.com/market-data/market-watch',
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+ 'Sec-Fetch-Dest': 'empty',
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+ 'Sec-Fetch-Mode': 'cors',
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+ 'Sec-Fetch-Site': 'same-origin',
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+ 'Sec-GPC': '1',
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+ 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/118.0.0.0 Safari/537.36',
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+ 'X-Requested-With': 'XMLHttpRequest',
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+ 'sec-ch-ua': '"Chromium";v="118", "Brave";v="118", "Not=A?Brand";v="99"',
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+ 'sec-ch-ua-mobile': '?0',
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+ 'sec-ch-ua-platform': '"Windows"'
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+ }
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+
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+
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+ class CalenderNotFound(Exception):
26
+ def __init__(self, message):
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+
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+ # Call the base class constructor with the parameters it needs
29
+ super(CalenderNotFound, self).__init__(message)
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+
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+
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+ class MCXdataNotFound(Exception):
33
+ def __init__(self, message):
34
+ super(MCXdataNotFound, self).__init__(message)
35
+
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+
37
+ def get_headers(use_for:str = 'market-watch'):
38
+ return {
39
+ 'Accept': 'application/json, text/javascript, */*; q=0.01',
40
+ 'Accept-Language': 'en-US,en;q=0.5',
41
+ 'Connection': 'keep-alive',
42
+ 'Content-Length': '0',
43
+ 'Content-Type': 'application/json',
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+ 'Origin': 'https://www.mcxindia.com',
45
+ 'Referer': f'https://www.mcxindia.com/market-data/{use_for}',
46
+ 'Sec-GPC': '1',
47
+ 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/118.0.0.0 Safari/537.36',
48
+ 'X-Requested-With': 'XMLHttpRequest',
49
+ 'sec-ch-ua': '"Chromium";v="118", "Brave";v="118", "Not=A?Brand";v="99"',
50
+ 'sec-ch-ua-platform': '"Windows"'
51
+ }
52
+
53
+
54
+ def validate_date_param(start_date:str, end_date:str):
55
+ if not start_date or not end_date:
56
+ raise ValueError(' Please provide the valid parameters')
57
+ try:
58
+ start_date = datetime.strptime(start_date, '%Y%m%d')
59
+ end_date = datetime.strptime(end_date, '%Y%m%d')
60
+ time_delta = (end_date - start_date).days
61
+ if time_delta < 1:
62
+ raise ValueError(f'end_date should greater than start_date ')
63
+ elif time_delta > 365:
64
+ raise ValueError(f'Date range cannot be greater than 365 days')
65
+ except Exception as e:
66
+ print(e)
67
+ raise ValueError(f'either or both start_date = {start_date} || end_date = {end_date} are not valid value')
68
+
69
+
70
+ def get_mcxlib_path():
71
+ """
72
+ Extract isap file path
73
+ """
74
+ mydir = os.getcwd()
75
+ return mydir.split(r'\mcxlib', 1)[0]
76
+
77
+
78
+
79
+ # if __name__ == '__main__':
80
+ # # data = derive_from_and_to_date('6M')
81
+ # print(trading_holiday_calendar())
@@ -0,0 +1,15 @@
1
+ import logging
2
+ import sys
3
+
4
+
5
+ # Create a custom logger
6
+ def mylogger(logger):
7
+ logger.setLevel(logging.DEBUG)
8
+ # Create handlers
9
+ c_handler = logging.StreamHandler(sys.stdout)
10
+ # Create formatters and add it to handlers
11
+ f_format = logging.Formatter('%(name)s::%(levelname)s::%(message)s')
12
+ c_handler.setFormatter(f_format)
13
+ # Add handlers to the logger
14
+ logger.addHandler(c_handler)
15
+ return logger
@@ -0,0 +1,375 @@
1
+ import pandas as pd
2
+ import requests
3
+ from mcxlib.libutil import *
4
+ import json
5
+ import calendar
6
+
7
+
8
+ def get_recent_expires(commodity:str = 'ALL') -> pd.DataFrame:
9
+ """
10
+ get recent expiry for commodity
11
+ :param commodity: any of the list ['ALL', 'CRUDEOIL', 'COPPER', 'GOLD', 'GOLDM', 'NATURALGAS', 'SILVER', 'SILVERM', 'ZINC']
12
+ :return: panda dataframe
13
+ """
14
+ url = "https://www.mcxindia.com/backpage.aspx/GetExpirywisePutCallRatio"
15
+ payload = {}
16
+ headers = get_headers(use_for='put-call-ratio')
17
+ try:
18
+ data_dict = requests.post(url, headers=headers, data=payload).json()
19
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
20
+ data_df.drop(columns=['ExtensionData', 'Date', 'Ratio'], inplace=True)
21
+ except Exception as e:
22
+ raise ValueError(f" data not found / Invalid request : MCX error:{e}")
23
+ if not commodity == 'ALL':
24
+ data_df = data_df[data_df['Symbol'] == commodity]
25
+ if data_df.empty:
26
+ raise ValueError("Apply a valid commodity name")
27
+ return data_df
28
+
29
+ def get_market_watch() -> pd.DataFrame:
30
+ """
31
+ get live market watch on MCX
32
+ :return: panda dataframe
33
+ """
34
+ url="https://www.mcxindia.com/backpage.aspx/GetMarketWatch"
35
+ payload = {}
36
+ headers = get_headers(use_for='market-watch')
37
+ try:
38
+ data_dict = requests.request("POST", url, headers=headers, data=payload).json()
39
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
40
+ data_df.drop(columns=['__type', 'LTT'], inplace=True)
41
+ except Exception as e:
42
+ raise ValueError(f" No Data Found : MCX error:{e}")
43
+ return data_df
44
+
45
+
46
+ def get_heat_map() -> pd.DataFrame:
47
+ """
48
+ get live market heat map on MCX
49
+ :return: panda dataframe
50
+ """
51
+ url="https://www.mcxindia.com/backpage.aspx/GetHeatMap"
52
+ payload = {}
53
+ headers = get_headers(use_for='heatmap')
54
+ try:
55
+ data_dict = requests.post(url, headers=headers, data=payload).json()
56
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
57
+ data_df.drop(columns=['__type', 'Dttm'], inplace=True)
58
+ except Exception as e:
59
+ raise ValueError(f" No heatmap Data Found : MCX error:{e}")
60
+ return data_df
61
+
62
+
63
+ def get_top_gainers() -> pd.DataFrame:
64
+ """
65
+ get live market top gainers on MCX
66
+ :return: panda dataframe
67
+ """
68
+ url = "https://www.mcxindia.com/backpage.aspx/GetGainer"
69
+ payload = {}
70
+ headers = get_headers(use_for='top-gainers')
71
+ try:
72
+ data_dict = requests.post(url, headers=headers, data=payload).json()
73
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
74
+ data_df.drop(columns=['ExtensionData', 'LTT'], inplace=True)
75
+ except Exception as e:
76
+ raise ValueError(f" No top-gainers Data Found / Invalid request : MCX error:{e}")
77
+ return data_df
78
+
79
+
80
+ def get_top_losers() -> pd.DataFrame:
81
+ """
82
+ get live market top losers on MCX
83
+ :return: panda dataframe
84
+ """
85
+ url = "https://www.mcxindia.com/backpage.aspx/GetLosers"
86
+ payload = {}
87
+ headers = get_headers(use_for='top-losers')
88
+ try:
89
+ data_dict = requests.post(url, headers=headers, data=payload).json()
90
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
91
+ data_df.drop(columns=['ExtensionData', 'LTT'], inplace=True)
92
+ except Exception as e:
93
+ raise ValueError(f" No top-losers Data Found / Invalid request : MCX error:{e}")
94
+ return data_df
95
+
96
+
97
+ def get_most_active_contracts(instrument:str = 'ALL') -> pd.DataFrame:
98
+ """
99
+ get live market most active contract on MCX
100
+ :param instrument: any value from the list ['ALL','FUTCOM','FUTIDX','OPTCOM','OPTFUT']
101
+ :return: panda dataframe
102
+ """
103
+ headers = get_headers(use_for='most-active-contracts')
104
+ url = "https://www.mcxindia.com/backpage.aspx/GetMostActiveContractByVolumeFilter"
105
+ payload = json.dumps({
106
+ "InstrumentType": f'{instrument}'
107
+ })
108
+ try:
109
+ data_dict = requests.request("POST", url, headers=headers, data=payload).json()
110
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
111
+ data_df.drop(columns=['ExtensionData', 'Date', 'Unit'], inplace=True)
112
+ except Exception as e:
113
+ raise ValueError(f" No most-active-contracts Data Found / Invalid request : MCX error:{e}")
114
+ return data_df
115
+
116
+
117
+ def get_most_active_puts_calls(option_type:str = 'PE',
118
+ product:str = 'ALL',
119
+ instrument:str = 'OPTFUT') -> pd.DataFrame:
120
+ """
121
+ get live market most active put/calls on MCX
122
+ :param option_type: any value from the list ['PE','CE']
123
+ :param product: any value from the list ['ALL','COPPER','CRUDEOIL','GOLD','GOLDM','NATURALGAS',
124
+ 'SILVER','SILVERM','ZINC']
125
+ :param instrument: any value from the list ['OPTCOM','OPTIONS']
126
+ :return: panda dataframe
127
+ """
128
+ headers = get_headers(use_for='most-active-puts-calls')
129
+ url = "https://www.mcxindia.com/backpage.aspx/GetMostActiveOptionsContractsByVolume"
130
+ payload_param = {'OptionType':f'{option_type}','Product':f'{product}','InstrumentType':f'{instrument}'}
131
+ payload = f"{payload_param}"
132
+ try:
133
+ data_dict = requests.request("POST", url, headers=headers, data=payload).json()
134
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
135
+ data_df.drop(columns=['ExtensionData', 'LTT'], inplace=True)
136
+ except Exception as e:
137
+ raise ValueError(f" No Data Found / Invalid request : MCX error:{e}")
138
+ return data_df
139
+
140
+
141
+ def get_bhav_copy(trade_date:str = '20230102',
142
+ instrument:str = 'ALL') -> pd.DataFrame:
143
+ """
144
+ get bhav copy
145
+ :param trade_date: in str format : YYYYMMDD
146
+ :param instrument: any value from the list ['ALL','FUTCOM','FUTIDX','OPTCOM','OPTFUT']
147
+ :return: panda dataframe
148
+ """
149
+ headers = get_headers(use_for='bhavcopy')
150
+ url="https://www.mcxindia.com/backpage.aspx/GetDateWiseBhavCopy"
151
+ payload_param = {'Date': f'{trade_date}', 'InstrumentName': f'{instrument}'}
152
+ payload = f"{payload_param}"
153
+ try:
154
+ data_dict = requests.request("POST", url, headers=headers, data=payload).json()
155
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
156
+ data_df.drop(columns='__type', inplace=True)
157
+ except Exception as e:
158
+ raise ValueError(f" No Data Found / Invalid parameters : MCX error:{e}")
159
+ return data_df
160
+
161
+
162
+ def get_historical_date_wise_data(start_date:str = '20230101',
163
+ end_date:str = '20231103',) -> pd.DataFrame:
164
+ """
165
+ to get date wise history data in a panda dataframe
166
+ Date range cannot be greater than 365 days
167
+ :param start_date: in str format : YYYYMMDD
168
+ :param end_date: in str format : YYYYMMDD
169
+ :return: panda dataframe
170
+ """
171
+ headers = get_headers(use_for='historical-data')
172
+ url = "https://www.mcxindia.com/backpage.aspx/GetHistoricalDataDetails"
173
+ payload = json.dumps({
174
+ "GroupBy": "D",
175
+ "Segment": "ALL",
176
+ "CommodityHead": "ALL",
177
+ "Commodity": "ALL",
178
+ "Startdate": f"{start_date}",
179
+ "EndDate": f"{end_date}",
180
+ "InstrumentName": "ALL"
181
+ })
182
+ validate_date_param(start_date=start_date, end_date=end_date)
183
+ try:
184
+ data_dict = requests.request("POST", url, headers=headers, data=payload).json()
185
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
186
+ data_df['Date'] = pd.to_datetime(data_df['Date'])
187
+ data_df.drop(columns=['__type', 'Year', 'Month'], inplace=True)
188
+ except Exception as e:
189
+ raise ValueError(f" No Data Found / Invalid parameters : MCX error:{e}")
190
+ return data_df
191
+
192
+
193
+ def get_mcx_icomdex_indices() -> pd.DataFrame:
194
+ """
195
+ get MCX iCOMDEX Indices
196
+ :return: panda dataframe
197
+ """
198
+ url = "https://www.mcxindia.com/backpage.aspx/GetMCXIComdexIndicesDetails"
199
+ payload = json.dumps({
200
+ "Instrument_Identifier": "0",
201
+ "Lang": "en"
202
+ })
203
+ headers = get_headers(use_for='mcx-icomdex-indices')
204
+ try:
205
+ data_dict = requests.post(url, headers=headers, data=payload).json()
206
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
207
+ data_df.drop(columns=['__type'], inplace=True)
208
+ except Exception as e:
209
+ raise ValueError(f" No Data Found / Invalid request : MCX error:{e}")
210
+ return data_df
211
+
212
+
213
+ def get_pro_cli_details(trade_month:str = '202301') -> pd.DataFrame:
214
+ """
215
+ get PRO CLI Details for given month
216
+ :param trade_month: in str format : YYYYMM
217
+ :return: panda dataframe
218
+ """
219
+ headers = get_headers(use_for='pro-cli-details')
220
+ url = "https://www.mcxindia.com/backpage.aspx/GetPROClientDetailsSegmentWise"
221
+ payload = json.dumps({
222
+ "GroupBy": "M",
223
+ "Segment": "ALL",
224
+ "CommodityHead": "ALL",
225
+ "Commodity": "ALL",
226
+ "Startdate": f"{trade_month}"
227
+ })
228
+ try:
229
+ data_dict = requests.request("POST", url, headers=headers, data=payload).json()
230
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
231
+ data_df['Date'] = pd.to_datetime(data_df['Date'])
232
+ data_df.drop(columns=['ExtensionData', 'TradingDate', 'Date'], inplace=True)
233
+ except Exception as e:
234
+ raise ValueError(f" No Data Found / Invalid parameters : MCX error:{e}")
235
+ return data_df
236
+
237
+
238
+ def get_option_chain(commodity:str = 'CRUDEOIL', expiry:str = '15NOV2023') -> pd.DataFrame:
239
+ """
240
+ get live option chain from MCX site, the expiry date is different for different commodity
241
+ :param commodity: any of the list ['CRUDEOIL', 'COPPER', 'GOLD', 'GOLDM', 'NATURALGAS', 'SILVER', 'SILVERM', 'ZINC']
242
+ :param expiry: in the format od 'DDMMMYYYY' eg:'15NOV2023'
243
+ :return: panda dataframe
244
+ """
245
+ headers = get_headers(use_for='option-chain')
246
+ url = "https://www.mcxindia.com/backpage.aspx/GetOptionChain"
247
+ payload_param = {'Commodity':f'{commodity}','Expiry':f'{expiry}'}
248
+ payload = f"{payload_param}"
249
+ try:
250
+ data_dict = requests.request("POST", url, headers=headers, data=payload).json()
251
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
252
+ data_df.drop(columns=['ExtensionData', 'PE_LTT', 'CE_LTT', 'LTT', 'Symbol'], inplace=True)
253
+ data_df = data_df[(data_df['CE_OpenInterest']>0) | (data_df['PE_OpenInterest']>0)].copy()
254
+ except Exception as e:
255
+ raise ValueError(f" Invalid parameters : MCX error:{e}")
256
+ data_df.reset_index(inplace=True)
257
+ data_df.drop(columns='index', inplace=True)
258
+ return data_df
259
+
260
+
261
+ def get_put_call_ratio(ratio_type:str = 'expiry_wise') -> pd.DataFrame:
262
+ """
263
+ get recent expiry wise put call ratio
264
+ :param ratio_type: 'expiry_wise' or 'commodity_wise'
265
+ :return: panda dataframe
266
+ """
267
+ if ratio_type =='expiry_wise':
268
+ url = "https://www.mcxindia.com/backpage.aspx/GetExpirywisePutCallRatio"
269
+ elif ratio_type =='commodity_wise':
270
+ url = "https://www.mcxindia.com/backpage.aspx/GetCommoditywisePutCallRatio"
271
+ else:
272
+ raise ValueError(" Please apply valid ratio type")
273
+ payload = {}
274
+ headers = get_headers(use_for='put-call-ratio')
275
+ try:
276
+ data_dict = requests.post(url, headers=headers, data=payload).json()
277
+ data_df = pd.DataFrame.from_dict(data_dict['d']['Data'])
278
+ data_df.drop(columns=['ExtensionData', 'Date'], inplace=True)
279
+ except Exception as e:
280
+ raise ValueError(f" call put ratio data not found / Invalid request : MCX error:{e}")
281
+ return data_df
282
+
283
+
284
+ def get_category_wise_turnover(year:int = 2023, month_number:int = 9) -> pd.DataFrame:
285
+ """
286
+ get the category wise turnover data
287
+ :param year: int format : YYYY
288
+ :param month_number: int between (1 to 12)
289
+ :return: pandas dataframe
290
+ """
291
+ month_long = calendar.month_name[month_number].lower()
292
+ month_short = calendar.month_abbr[month_number].lower()
293
+ try:
294
+ url=f"https://www.mcxindia.com/docs/default-source/market-data/historicaldata/{str(year)}/{month_long}/" \
295
+ f"category-wise-turnover-{month_short}-{str(year)}.xlsx"
296
+ data_df = pd.read_excel(url, skiprows=2, skipfooter=9)
297
+ except Exception as e:
298
+ raise ValueError(f" apply valid parameter : MCX error:{e}")
299
+ return data_df
300
+
301
+
302
+ def get_category_wise_oi(year:int = 2023, month_number:int = 9) -> pd.DataFrame:
303
+ """
304
+ get the category wise open interest data
305
+ :param year: int format : YYYY
306
+ :param month_number: int between (1 to 12)
307
+ :return: pandas dataframe
308
+ """
309
+ month_long = calendar.month_name[month_number].lower()
310
+ month_short = calendar.month_abbr[month_number].lower()
311
+ try:
312
+ url = f"https://www.mcxindia.com/docs/default-source/market-data/historicaldata/{str(year)}/{month_long}/" \
313
+ f"category-wise-oi-{month_short}-{str(year)}.xlsx"
314
+ data_df = pd.read_excel(url, skiprows=3, skipfooter=8)
315
+ except Exception as e:
316
+ raise ValueError(f" apply valid parameter : MCX error:{e}")
317
+ data_df.columns = ['Date', 'Commodity', 'Instrument', 'Open Interest', 'FPOs/ Farmers(Long OI)',
318
+ 'FPOs/ Farmers(Short OI)', 'VCPs/ Hedger(Long OI)', 'VCPs/ Hedger(Short OI)',
319
+ 'Proprietary traders(Long OI)', 'Proprietary traders(Short OI)',
320
+ 'Domestic Financial institutional investors(Long OI)',
321
+ 'Domestic Financial institutional investors(Short OI)', 'Foreign Participants(Long OI)',
322
+ 'Foreign Participants(Short OI)', 'Others(Long OI)', 'Others(Short OI)']
323
+ return data_df
324
+
325
+
326
+ def get_ccl_delivery(year:int = 2023, month_number:int = 9) -> pd.DataFrame:
327
+ """
328
+ get the ccl delivery data
329
+ :param year: int format : YYYY
330
+ :param month_number: int between (1 to 12)
331
+ :return: pandas dataframe
332
+ """
333
+ month_long = calendar.month_name[month_number].lower()
334
+ month_short = calendar.month_abbr[month_number].lower()
335
+ try:
336
+ url=f"https://www.mcxindia.com/docs/default-source/market-data/historicaldata/{str(year)}/{month_long}/" \
337
+ f"ccl_delivery.xlsx"
338
+ data_df = pd.read_excel(url)
339
+ except Exception as e:
340
+ raise ValueError(f" apply valid parameter : MCX error:{e}")
341
+ data_df.dropna(inplace=True)
342
+ data_df.reset_index(inplace=True)
343
+ data_df.drop(columns='index', inplace=True)
344
+ return data_df
345
+
346
+
347
+ def get_trading_statistics(year:int = 2023, month_number:int = 9) -> pd.DataFrame:
348
+ """
349
+ get the trading statistics data from MCX
350
+ :param year: int format : YYYY
351
+ :param month_number: int between (1 to 12)
352
+ :return: pandas dataframe
353
+ """
354
+ month_long = calendar.month_name[month_number].lower()
355
+ month_short = calendar.month_abbr[month_number].lower()
356
+ try:
357
+ url=f"https://www.mcxindia.com/docs/default-source/market-data/historicaldata/{str(year)}/{month_long}/" \
358
+ f"trading-statistics-{month_short}-{str(year)}.xlsx"
359
+ data_df = pd.read_excel(url, skipfooter=5)
360
+ except Exception as e:
361
+ raise ValueError(f" apply valid parameter : MCX error:{e}")
362
+ data_df.rename(columns={"Mode of Trading (% of Turnover)": "Mode of ALGO Trading (% of Turnover)",
363
+ "Unnamed: 25": "Mode of Non-ALGO Trading (% of Turnover)"},inplace=True)
364
+ data_df.dropna(inplace=True)
365
+ data_df.reset_index(inplace=True)
366
+ data_df.drop(columns='index', inplace=True)
367
+ return data_df
368
+
369
+
370
+ # if __name__ == '__main__':
371
+ # df = get_recent_expires(commodity='COPPE')
372
+ # print(df.columns)
373
+ # print(df)
374
+
375
+
@@ -0,0 +1,99 @@
1
+ Metadata-Version: 2.1
2
+ Name: mcxlib
3
+ Version: 0.1
4
+ Summary: python library to get MCX India data
5
+ Home-page: https://github.com/RuchiTanmay/mcxlib
6
+ Author: RuchiTanmay
7
+ Author-email: ruchitanmay@gmail.com
8
+ Keywords: mcx,mcx india,python,mcx data,mcx history data,commodity,mcx python,mcx python library,mcx library
9
+ Classifier: Intended Audience :: Developers
10
+ Classifier: Natural Language :: English
11
+ Classifier: Operating System :: OS Independent
12
+ Classifier: Programming Language :: Python
13
+ Classifier: Programming Language :: Python :: 3
14
+ Classifier: Programming Language :: Python :: Implementation :: PyPy
15
+ Classifier: Topic :: Software Development :: Libraries :: Python Modules
16
+ Description-Content-Type: text/markdown
17
+ License-File: LICENSE
18
+
19
+ # mcxlib 0.1
20
+
21
+ Python Library to get publicly available data on MCX website.
22
+
23
+ Release Notes
24
+ * Compatible and Tested with Python 3.8 and above
25
+ * Future release will be done on requirement basic
26
+
27
+ ## Libraries Required
28
+ - requests
29
+ - numpy
30
+ - pandas
31
+ - lxml
32
+
33
+ For Windows systems you can install Anaconda, this will cover many dependencies (You'll have to install requests additionally though)
34
+
35
+ ## Installation
36
+ Fresh installation
37
+
38
+ ```$pip install mcxlib```
39
+
40
+ Upgrade
41
+
42
+ ```$pip install mcxlib --upgrade```
43
+
44
+ ## Function list
45
+
46
+ * get_recent_expires
47
+ * get_market_watch
48
+ * get_top_gainers
49
+ * get_heat_map
50
+ * get_top_gainers
51
+ * get_top_losers
52
+ * get_most_active_contracts
53
+ * get_most_active_puts_calls
54
+ * get_bhav_copy
55
+ * get_historical_data
56
+ * get_pro_cli_details
57
+ * get_option_chain
58
+ * get_put_call_ratio
59
+ * get_category_wise_oi
60
+ * get_category_wise_turnover
61
+ * get_mcx_icomdex_indices
62
+ * get_trading_statistics
63
+ * get_ccl_delivery
64
+
65
+ Example :
66
+
67
+ import mcxlib
68
+
69
+ data = get_live_market_watch()
70
+
71
+ bhav_copy = get_bhav_copy(trade_date= '20231102', instrument = 'ALL')
72
+
73
+ option_chain = get_option_chain(commodity = 'CRUDEOIL', expiry = '15NOV2023')
74
+
75
+ cli_details = get_pro_cli_details(trade_month = '202301')
76
+
77
+ NB: always follow the function hint to apply valid parameter.
78
+
79
+ More functions will be available in future releases...
80
+
81
+
82
+ ## How can I contribute?
83
+ There are multiple ways in which you can contribute-
84
+
85
+ ### Write about your project
86
+
87
+ There are working on to add many function to this library. mcxlib at the moment is short of good documentation. There are lot of features in mcxlib yet to come :( , so till we complete the documentation, I'll need support from the community.
88
+
89
+ Please write about your projects in blogs, quora answers and other forums, so that people find working examples to get started.
90
+
91
+ ### Raising issues, bugs, enhancement requests
92
+
93
+ For quick resolution please raise issues both [here on issue page](https://github.com/RuchiTanmay/mcxlib/issues). I'll try my best to address the issues quickly on github as and when I get notified, but raising it on stackoverflow will provide you access to a larger group and someone else might solve your problem before I do.
94
+
95
+ ### Submit patches
96
+
97
+ If you have fixed an issue or added a new feature, please fork this repository, make your changes and submit a pull request. [Here's good article on how to do this.](https://code.tutsplus.com/tutorials/how-to-collaborate-on-github--net-34267)
98
+
99
+ Looking forward for healthy participation from community.
@@ -0,0 +1,14 @@
1
+ LICENSE
2
+ MANIFEST.in
3
+ README.md
4
+ setup.cfg
5
+ setup.py
6
+ mcxlib/__init__.py
7
+ mcxlib/libutil.py
8
+ mcxlib/logger.py
9
+ mcxlib/market_data.py
10
+ mcxlib.egg-info/PKG-INFO
11
+ mcxlib.egg-info/SOURCES.txt
12
+ mcxlib.egg-info/dependency_links.txt
13
+ mcxlib.egg-info/requires.txt
14
+ mcxlib.egg-info/top_level.txt
@@ -0,0 +1,2 @@
1
+ requests
2
+ pandas
@@ -0,0 +1 @@
1
+ mcxlib
mcxlib-0.1/setup.cfg ADDED
@@ -0,0 +1,7 @@
1
+ [metadata]
2
+ description_file = README.md
3
+
4
+ [egg_info]
5
+ tag_build =
6
+ tag_date = 0
7
+
mcxlib-0.1/setup.py ADDED
@@ -0,0 +1,28 @@
1
+ import setuptools
2
+
3
+ with open("README.md", "r") as fh:
4
+ long_description = fh.read()
5
+
6
+ setuptools.setup(
7
+ name='mcxlib',
8
+ packages=setuptools.find_packages(),
9
+ version='0.1',
10
+ include_package_data=True,
11
+ description='python library to get MCX India data',
12
+ long_description=long_description,
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+ long_description_content_type="text/markdown", author='RuchiTanmay',
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+ author_email='ruchitanmay@gmail.com',
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+ url='https://github.com/RuchiTanmay/mcxlib',
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+ install_requires=['requests', 'pandas'],
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+ keywords=['mcx', 'mcx india', 'python', 'mcx data', 'mcx history data', 'commodity', 'mcx python',
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+ 'mcx python library', 'mcx library'],
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+ classifiers=[
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+ 'Intended Audience :: Developers',
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+ 'Natural Language :: English',
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+ 'Operating System :: OS Independent',
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+ 'Programming Language :: Python',
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+ 'Programming Language :: Python :: 3',
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+ 'Programming Language :: Python :: Implementation :: PyPy',
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+ 'Topic :: Software Development :: Libraries :: Python Modules'
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+ ],
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+ )