quantplay 2.0.52__tar.gz → 2.0.54__tar.gz

{quantplay-2.0.52 → quantplay-2.0.54}/PKG-INFO

@@ -1,11 +1,36 @@
 Metadata-Version: 2.1
 Name: quantplay
-Version: 2.0.52
+Version: 2.0.54
 Summary: This python package will be stored in AWS CodeArtifact
 Home-page: 
 Author: 
 Author-email: 
 License: MIT
+Requires-Dist: setuptools
+Requires-Dist: path
+Requires-Dist: pyotp
+Requires-Dist: retrying
+Requires-Dist: boto3
+Requires-Dist: numpy
+Requires-Dist: websocket-client
+Requires-Dist: smartapi-python
+Requires-Dist: logzero
+Requires-Dist: selenium
+Requires-Dist: requests
+Requires-Dist: pandas
+Requires-Dist: pyarrow
+Requires-Dist: polars
+Requires-Dist: kiteconnect
+Requires-Dist: pya3
+Requires-Dist: py5paisa
+Requires-Dist: upstox-python-sdk
+Requires-Dist: undetected-chromedriver
+Requires-Dist: cachetools
+Requires-Dist: py_vollib
+Requires-Dist: python-engineio
+Requires-Dist: python-socketio
+Requires-Dist: six
+Requires-Dist: dhanhq
 
 # Quantplay Alpha playground
 

quantplay-2.0.54/quantplay/broker/broker_factory.py

@@ -0,0 +1,475 @@
+import codecs
+import os
+import pickle
+import traceback
+from dataclasses import dataclass
+from typing import Any, Dict
+
+from quantplay.broker.aliceblue import Aliceblue
+from quantplay.broker.angelone import AngelOne
+from quantplay.broker.dhan import Dhan
+from quantplay.broker.five_paisa import FivePaisa
+from quantplay.broker.flattrade import FlatTrade
+from quantplay.broker.iifl_xts import IIFL as IIFL_XTS
+from quantplay.broker.kotak import Kotak
+from quantplay.broker.motilal import Motilal
+from quantplay.broker.shoonya import FinvAsia
+from quantplay.broker.upstox import Upstox
+from quantplay.broker.zerodha import Zerodha
+from quantplay.exception.exceptions import InvalidArgumentException
+from quantplay.utils.caching import InstrumentCache
+from quantplay.utils.pickle_utils import PickleUtils
+
+
+BrokerType = (
+    Aliceblue
+    | AngelOne
+    | FlatTrade
+    | Motilal
+    | FinvAsia
+    | Upstox
+    | Zerodha
+    | IIFL_XTS
+    | FivePaisa
+    | Kotak
+    | Dhan
+)
+
+instrument_cache = InstrumentCache()
+
+
+@dataclass
+class Broker:
+    ZERODHA = "Zerodha"
+    UPSTOX = "Upstox"
+    ALICEBLUE = "Aliceblue"
+    FIVEPAISA_OPENAPI = "5Paisa_OpenAPI"
+    FINVASIA = "Finvasia"
+    FLATTRADE = "Flattrade"
+    IIFL_XTS = "IIFL_XTS"
+    MOTILAL = "Motilal"
+    ANGELONE = "Angelone"
+    KOTAK = "Kotak"
+    DHAN = "Dhan"
+
+
+broker_instruments_map = {
+    Broker.ZERODHA: "zerodha_instruments",
+    Broker.FINVASIA: "shoonya_instruments",
+    Broker.FLATTRADE: "shoonya_instruments",
+    Broker.IIFL_XTS: "xts_instruments",
+    Broker.MOTILAL: "motilal_instruments",
+    Broker.ANGELONE: "angelone_instruments",
+    Broker.ALICEBLUE: "aliceblue_instruments",
+    Broker.UPSTOX: "upstox_instruments",
+    Broker.FIVEPAISA_OPENAPI: "5paisa_instruments",
+    Broker.KOTAK: "upstox_instruments",
+}
+
+broker_required_args = {
+    Broker.ZERODHA: set(["user_id", "zerodha_wrapper"]),
+    Broker.FINVASIA: set(["user_id", "user_token"]),
+    Broker.FLATTRADE: set(["user_id", "user_token"]),
+    Broker.IIFL_XTS: set(["user_id", "wrapper", "md_wrapper"]),
+    Broker.MOTILAL: set(["user_id", "headers"]),
+    Broker.ALICEBLUE: set(["user_id", "client"]),
+    Broker.UPSTOX: set(["user_id", "access_token"]),
+    Broker.DHAN: set(["user_id", "access_token"]),
+    Broker.FIVEPAISA_OPENAPI: set(["user_id", "client"]),
+    Broker.KOTAK: set(["user_id", "configuration"]),
+    Broker.ANGELONE: set(
+        [
+            "user_id",
+            "api_key",
+            "access_token",
+            "refresh_token",
+            "feed_token",
+        ]
+    ),
+}
+
+broker_generate_args = {
+    Broker.ZERODHA: set(["user_id", "api_key", "api_secret", "password", "totp"]),
+    Broker.FINVASIA: set(["user_id", "user_token"]),
+    Broker.FLATTRADE: set(["user_id", "user_token"]),
+    Broker.IIFL_XTS: set(["user_id", "wrapper", "md_wrapper"]),
+    Broker.MOTILAL: set(["user_id", "password", "api_key", "two_fa", "totp"]),
+    Broker.ALICEBLUE: set(["user_id", "api_key"]),
+    Broker.DHAN: set(["user_id", "access_token"]),
+    Broker.FIVEPAISA_OPENAPI: set(["user_id", "client"]),
+    Broker.ANGELONE: set(["user_id", "api_key", "mpin", "totp"]),
+    Broker.KOTAK: set(
+        ["consumer_key", "consumer_secret", "mobilenumber", "password", "mpin"]
+    ),
+    Broker.UPSTOX: set(
+        [
+            "user_id",
+            "api_key",
+            "api_secret",
+            "totp",
+            "mobile_number",
+            "account_pin",
+            "redirect_url",
+        ]
+    ),
+}
+
+
+class BrokerFactory:
+    def __init__(self):
+        self.client_broker_data: Dict[str, BrokerType] = {}
+
+    def get_broker_key(self, username: str, broker_name: str) -> str:
+        return f"{username}:{broker_name}"
+
+    def validate_broker_args(
+        self, broker_info: Dict[str, Any], is_generator_args: bool = False
+    ):
+        broker = broker_info["broker"]
+        broker_data = broker_info["broker_data"]
+
+        compare_map = broker_generate_args if is_generator_args else broker_required_args
+
+        if broker not in compare_map.keys():
+            raise InvalidArgumentException(f"Unsupported Broker: '{broker}'")
+
+        if not compare_map[broker].issubset(broker_data.keys()):
+            raise InvalidArgumentException(
+                f"Missing Arguments for {broker_info['username']}:{broker_info['nickname']} in broker '{broker}' -> {compare_map[broker].difference(broker_info.keys())}"
+            )
+
+    def generate_token(self, broker_info: Dict[str, Any]):
+        broker_client: BrokerType | None = None
+
+        broker_data = broker_info["broker_data"]
+        broker = broker_info["broker"]
+
+        broker_client: BrokerType | None = None
+        self.validate_broker_args(broker_info, is_generator_args=True)
+
+        if broker == Broker.MOTILAL:
+            broker_client = Motilal(
+                user_id=broker_data["user_id"],
+                password=broker_data["password"],
+                api_key=broker_data["api_key"],
+                two_fa=broker_data["two_fa"],
+                totp=broker_data["totp"],
+                load_instrument=False,
+            )
+            broker_data["headers"] = broker_client.headers
+
+        elif broker == Broker.DHAN:
+            broker_client = Dhan(
+                user_id=broker_data["user_id"],
+                access_token=broker_data["access_token"],
+                load_instrument=False,
+            )
+
+        elif broker == Broker.KOTAK:
+            broker_client = Kotak(
+                consumer_key=broker_data["consumer_key"],
+                consumer_secret=broker_data["consumer_secret"],
+                mobilenumber=broker_data["mobilenumber"],
+                password=broker_data["password"],
+                mpin=broker_data["mpin"],
+                load_instrument=False,
+            )
+
+            broker_data["configuration"] = broker_client.configuration
+
+        elif broker == Broker.ZERODHA:
+            broker_client = Zerodha(
+                user_id=broker_data["user_id"],
+                api_key=broker_data["api_key"],
+                api_secret=broker_data["api_secret"],
+                password=broker_data["password"],
+                totp=broker_data["totp"],
+                load_instrument=False,
+            )
+
+            broker_data["zerodha_wrapper"] = codecs.encode(
+                pickle.dumps(broker_client.wrapper), "base64"
+            ).decode()
+
+        elif broker == Broker.ANGELONE:
+            broker_client = AngelOne(
+                api_key=broker_data["api_key"],
+                user_id=broker_data["user_id"],
+                mpin=broker_data["mpin"],
+                totp=broker_data["totp"],
+                load_instrument=False,
+            )
+
+            broker_data["refresh_token"] = broker_client.wrapper.refresh_token  # type: ignore
+            broker_data["access_token"] = broker_client.wrapper.access_token  # type: ignore
+            broker_data["feed_token"] = broker_client.wrapper.feed_token  # type: ignore
+
+        elif broker == Broker.ALICEBLUE:
+            broker_client = Aliceblue(
+                user_id=broker_data["user_id"],
+                api_key=broker_data["api_key"],
+                load_instrument=False,
+            )
+
+            broker_data["client"] = codecs.encode(
+                pickle.dumps(broker_client.alice), "base64"
+            ).decode()
+
+        elif broker == Broker.UPSTOX:
+            broker_client = Upstox(
+                user_id=broker_data["user_id"],
+                api_key=broker_data["api_key"],
+                api_secret=broker_data["api_secret"],
+                totp=broker_data["totp"],
+                mobile_number=broker_data["mobile_number"],
+                account_pin=broker_data["account_pin"],
+                redirect_url=broker_data["redirect_url"],
+                load_instrument=False,
+            )
+
+            broker_data["access_token"] = broker_client.configuration.access_token
+
+        elif broker == Broker.FINVASIA:
+            broker_client = FinvAsia(
+                api_secret=broker_data["api_secret"],
+                imei=broker_data["imei"],
+                password=broker_data["password"],
+                totp_key=broker_data["totp_key"],
+                user_id=broker_data["user_id"],
+                vendor_code=broker_data["vendor_code"],
+                load_instrument=False,
+            )
+
+            broker_client.api.close_websocket()
+            broker_data["user_token"] = broker_client.user_token
+
+        elif broker == Broker.FLATTRADE:
+            broker_client = FlatTrade(
+                user_id=broker_data["user_id"],
+                api_secret=broker_data["api_secret"],
+                password=broker_data["password"],
+                totp_key=broker_data["totp_key"],
+                api_key=broker_data["api_key"],
+                load_instrument=False,
+            )
+
+            broker_client.api.close_websocket()
+            broker_data["user_token"] = broker_client.user_token
+
+        elif broker == Broker.FIVEPAISA_OPENAPI:
+            broker_client = FivePaisa(
+                app_source=broker_data["app_source"],
+                app_user_id=broker_data["app_user_id"],
+                app_password=broker_data["app_password"],
+                user_key=broker_data["user_key"],
+                encryption_key=broker_data["encryption_key"],
+                client_id=broker_data["client_id"],
+                totp_key=broker_data["totp_key"],
+                pin=broker_data["pin"],
+                load_instrument=False,
+            )
+
+            broker_data["client"] = broker_client.get_client()
+            broker_data["user_id"] = broker_client.user_id
+
+        elif broker == Broker.IIFL_XTS:
+            broker_client = IIFL_XTS(
+                api_secret=broker_data["api_secret"],
+                api_key=broker_data["api_key"],
+                md_api_key=broker_data["md_api_key"],
+                md_api_secret=broker_data["md_api_secret"],
+                client_id=broker_data["user_id"],
+                load_instrument=False,
+            )
+            broker_data["user_id"] = broker_client.ClientID
+
+            broker_data["wrapper"] = codecs.encode(
+                pickle.dumps(broker_client.wrapper), "base64"
+            ).decode()
+
+            broker_data["md_wrapper"] = codecs.encode(
+                pickle.dumps(broker_client.md_wrapper), "base64"
+            ).decode()
+
+        else:
+            raise InvalidArgumentException(f"Broker '{broker}' not supported")
+
+        return (
+            broker_client,
+            broker_data,
+        )
+
+    def store_broker_client(
+        self, broker_info: Dict[str, Any], load_instrument: bool = True
+    ) -> BrokerType | None:
+        username = broker_info["username"]
+        nickname = broker_info["nickname"]
+
+        broker_key = self.get_broker_key(username, nickname)
+
+        broker_data = broker_info["broker_data"]
+        broker = broker_info["broker"]
+
+        broker_client: BrokerType | None = None
+
+        if broker == Broker.MOTILAL:
+            broker_client = Motilal(
+                headers=broker_data["headers"],
+                load_instrument=load_instrument,
+            )
+
+        if broker == Broker.DHAN:
+            broker_client = Dhan(
+                user_id=broker_data["user_id"],
+                access_token=broker_data["access_token"],
+                load_instrument=load_instrument,
+            )
+
+        if broker == Broker.KOTAK:
+            broker_client = Kotak(
+                configuration=broker_data["configuration"],
+                load_instrument=load_instrument,
+            )
+        elif broker == Broker.ZERODHA:
+            broker_client = Zerodha(
+                wrapper=broker_data["zerodha_wrapper"],
+                load_instrument=load_instrument,
+            )
+
+        elif broker == Broker.ANGELONE:
+            broker_client = AngelOne(
+                user_id=broker_data["user_id"],
+                api_key=broker_data["api_key"],
+                access_token=broker_data["access_token"],
+                refresh_token=broker_data["refresh_token"],
+                feed_token=broker_data["feed_token"],
+                load_instrument=load_instrument,
+            )
+
+        elif broker == Broker.ALICEBLUE:
+            broker_client = Aliceblue(
+                client=broker_data["client"],
+                load_instrument=load_instrument,
+            )
+
+        elif broker == Broker.UPSTOX:
+            broker_client = Upstox(
+                access_token=broker_data["access_token"],
+                user_id=broker_data["user_id"],
+                load_instrument=load_instrument,
+            )
+
+        elif broker == Broker.FINVASIA:
+            broker_client = FinvAsia(
+                user_id=broker_data["user_id"],
+                user_token=broker_data["user_token"],
+                load_instrument=load_instrument,
+            )
+
+        elif broker == Broker.FLATTRADE:
+            broker_client = FlatTrade(
+                user_id=broker_data["user_id"],
+                user_token=broker_data["user_token"],
+                load_instrument=load_instrument,
+            )
+
+        elif broker == Broker.FIVEPAISA_OPENAPI:
+            broker_client = FivePaisa(
+                client=broker_data["client"],
+                load_instrument=load_instrument,
+            )
+
+        elif broker == Broker.IIFL_XTS:
+            broker_client = IIFL_XTS(
+                wrapper=broker_data["wrapper"],
+                md_wrapper=broker_data["md_wrapper"],
+                client_id=broker_data["user_id"],
+                load_instrument=load_instrument,
+            )
+
+        else:
+            raise InvalidArgumentException(f"Broker '{broker}' not supported")
+
+        if not load_instrument:
+            broker_client = self.set_broker_instruments(
+                broker_name=broker, broker=broker_client
+            )
+
+        broker_client.username = broker_info["username"]
+        broker_client.nickname = broker_info["nickname"]
+        broker_client.broker_name = broker_info["broker"]
+        broker_client.user_id = broker_data["user_id"]
+
+        self.client_broker_data[broker_key] = broker_client
+
+        return broker_client
+
+    def get_broker_client(self, broker_info: Dict[str, Any]) -> BrokerType:
+        username = broker_info["username"]
+        nickname = broker_info["nickname"]
+
+        broker_key = self.get_broker_key(username, nickname)
+
+        if broker_key in self.client_broker_data:
+            return self.client_broker_data[broker_key]
+
+        self.validate_broker_args(broker_info)
+        broker_client = self.store_broker_client(broker_info, load_instrument=False)
+
+        if broker_client is not None:
+            return broker_client
+        else:
+            raise InvalidArgumentException("Invalid broker API configuration")
+
+    def set_broker_instruments(self, broker_name: str, broker: BrokerType) -> BrokerType:
+        symbol_data_key = f"{broker_name}_instruments"
+        quantplay_symbol_key = f"{broker_name}_qplay_symbols"
+        broker_symbol_key = f"{broker_name}_broker_symbols"
+
+        symbol_data = instrument_cache.get(symbol_data_key)
+        quantplay_symbol_map = instrument_cache.get(quantplay_symbol_key)
+        broker_symbol_map = instrument_cache.get(broker_symbol_key)
+
+        if symbol_data is not None:
+            broker.symbol_data = symbol_data
+
+            if broker_name != "Zerodha":
+                if quantplay_symbol_map is not None and broker_symbol_map is not None:
+                    broker.quantplay_symbol_map = quantplay_symbol_map
+                    broker.broker_symbol_map = broker_symbol_map
+
+                else:
+                    broker.initialize_broker_symbol_map()
+                    instrument_cache.set(
+                        quantplay_symbol_key, broker.quantplay_symbol_map
+                    )
+                    instrument_cache.set(broker_symbol_key, broker.broker_symbol_map)
+
+            return broker
+
+        try:
+            symbol_data = PickleUtils.load_data(broker_instruments_map[broker_name])
+            broker.symbol_data = symbol_data
+
+            if broker_name != "Zerodha":
+                broker.initialize_broker_symbol_map()
+                instrument_cache.set(quantplay_symbol_key, broker.quantplay_symbol_map)
+
+            instrument_cache.set(symbol_data_key, symbol_data)
+
+        except Exception:
+            traceback.print_exc()
+
+            if broker_name != "Zerodha":
+                broker.load_instrument(broker_instruments_map[broker_name])
+            else:
+                broker.initialize_symbol_data()
+
+        return broker
+
+    def clear_instrument_cache(self, broker: str) -> None:
+        symbol_data_key = f"{broker}_instruments"
+        instrument_cache.delete(symbol_data_key)
+
+        file_name = broker_instruments_map[broker]
+        os.system(f"rm /tmp/{file_name}*")