sahiapi 0.1.0__py3-none-any.whl

sahiapi/sahi/orders.py

@@ -0,0 +1,225 @@
+"""Order endpoints: place, modify, cancel, and read the order book and trades.
+
+These mirror the Orders page of the API reference. Placing, modifying and
+cancelling need the ``orders.write`` scope and must originate from a registered
+static IP; the reads need ``orders.read``.
+
+As everywhere in the SDK, arguments are the API's own field names and values,
+prices are integer paise, quantities are integer units, and each method returns
+the parsed response body unchanged.
+"""
+
+from __future__ import annotations
+
+from typing import Any
+
+from .base import EndpointGroup
+from .exceptions import SahiConfigurationException
+
+__all__ = ["_Orders"]
+
+
+def build_order_body(
+    exchange_segment: str,
+    symbol: str,
+    txn_type: str,
+    qty: int,
+    order_type: str,
+    product: str,
+    validity: str,
+    price: int,
+    *,
+    trigger_price: int | None = None,
+    disclosed_qty: int | None = None,
+    market_protection: float | None = None,
+    variant: str | None = None,
+) -> dict[str, Any]:
+    """Build the order request body shared by place-order and the margin check.
+
+    An order and its pre-trade margin quote take the identical body, so both
+    :meth:`_Orders.place_order` and ``get_order_margin`` build it here to stay in
+    lockstep. Optional fields are included only when set, so the server sees
+    exactly what the caller specified.
+    """
+    body: dict[str, Any] = {
+        "exchange_segment": exchange_segment,
+        "symbol": symbol,
+        "txn_type": txn_type,
+        "qty": qty,
+        "order_type": order_type,
+        "product": product,
+        "validity": validity,
+        "price": price,
+    }
+    if trigger_price is not None:
+        body["trigger_price"] = trigger_price
+    if disclosed_qty is not None:
+        body["disclosed_qty"] = disclosed_qty
+    if market_protection is not None:
+        body["market_protection"] = market_protection
+    if variant is not None:
+        body["variant"] = variant
+    return body
+
+
+class _Orders(EndpointGroup):
+    """Order methods mixed into :class:`SahiAPI`."""
+
+    def place_order(
+        self,
+        *,
+        exchange_segment: str,
+        symbol: str,
+        txn_type: str,
+        qty: int,
+        order_type: str,
+        product: str,
+        validity: str,
+        price: int,
+        trigger_price: int | None = None,
+        disclosed_qty: int | None = None,
+        market_protection: float | None = None,
+        variant: str | None = None,
+        timeout: float | None = None,
+    ) -> dict[str, Any]:
+        """Place an order (``POST /v1/orders``).
+
+        Every argument is keyword-only: an order is a run of codes, units and
+        paise, and ``price=249955`` says what a bare ``249955`` cannot.
+
+        Args:
+            exchange_segment: ``NSE`` / ``NFO`` / ``BSE`` / ``BFO``.
+            symbol: The scrip master's ``symbol`` (e.g. ``RELIANCE``).
+            txn_type: ``B`` to buy, ``S`` to sell.
+            qty: Total quantity in units. Must not exceed the instrument's freeze
+                quantity.
+            order_type: ``LMT`` / ``MKT`` / ``SL-LMT`` / ``SL-MKT``.
+            product: ``C`` (delivery) / ``I`` (intraday) / ``M`` (margin, F&O).
+            validity: ``DAY`` or ``IOC``.
+            price: Limit price in paise. Use ``0`` for ``MKT`` / ``SL-MKT``; must
+                be a multiple of tick size for ``LMT`` / ``SL-LMT``.
+            trigger_price: Paise. Required for ``SL-LMT`` / ``SL-MKT``.
+            disclosed_qty: Disclosed quantity, in units.
+            market_protection: ``MKT`` / ``SL-MKT`` only. ``-1`` (or omitting it)
+                applies auto protection; otherwise a percentage from ``0.01`` to
+                ``100``. ``0`` is rejected. Ignored for limit orders.
+            variant: ``REGULAR`` (default) or ``AMO`` for an after-market order,
+                accepted while the market is closed. ``LMT`` / ``SL-LMT`` only.
+            timeout: Per-call timeout override.
+
+        Returns:
+            ``{"order_ids": [...]}``. Always a list, and it may hold more than one
+            id — read it as a list.
+        """
+        body = build_order_body(
+            exchange_segment,
+            symbol,
+            txn_type,
+            qty,
+            order_type,
+            product,
+            validity,
+            price,
+            trigger_price=trigger_price,
+            disclosed_qty=disclosed_qty,
+            market_protection=market_protection,
+            variant=variant,
+        )
+        return self._request("POST", "/v1/orders", json=body, timeout=timeout)  # type: ignore[no-any-return]
+
+    def modify_order(
+        self,
+        order_id: str,
+        *,
+        qty: int | None = None,
+        price: int | None = None,
+        order_type: str | None = None,
+        validity: str | None = None,
+        trigger_price: int | None = None,
+        disclosed_qty: int | None = None,
+        market_protection: float | None = None,
+        timeout: float | None = None,
+    ) -> dict[str, Any]:
+        """Modify an open order (``PUT /v1/orders/{order_id}``).
+
+        Only orders in ``Open`` or ``OpenPartial`` can be modified. Pass only the
+        fields you are changing; at least one of ``qty``, ``price``,
+        ``order_type``, ``validity``, ``trigger_price`` or ``disclosed_qty`` is
+        required. ``market_protection`` is not a modification by itself: it only
+        sets the protection used when the modify targets ``MKT`` / ``SL-MKT``.
+
+        Returns:
+            ``{"order_id": ...}`` — the modified order id, echoed back.
+
+        Raises:
+            SahiConfigurationException: If no field to change is given. Raised
+                before any request is made.
+        """
+        body: dict[str, Any] = {}
+        if qty is not None:
+            body["qty"] = qty
+        if price is not None:
+            body["price"] = price
+        if order_type is not None:
+            body["order_type"] = order_type
+        if validity is not None:
+            body["validity"] = validity
+        if trigger_price is not None:
+            body["trigger_price"] = trigger_price
+        if disclosed_qty is not None:
+            body["disclosed_qty"] = disclosed_qty
+        if not body:
+            # market_protection alone is not a change (the API answers 400), so
+            # it is checked after the guard and does not satisfy it.
+            raise SahiConfigurationException(
+                "modify_order requires at least one field to change: qty, price, "
+                "order_type, validity, trigger_price or disclosed_qty. "
+                "market_protection alone does not modify an order."
+            )
+        if market_protection is not None:
+            body["market_protection"] = market_protection
+        return self._request(  # type: ignore[no-any-return]
+            "PUT", f"/v1/orders/{order_id}", json=body, timeout=timeout
+        )
+
+    def cancel_order(self, order_id: str, *, timeout: float | None = None) -> None:
+        """Cancel an open order (``DELETE /v1/orders/{order_id}``).
+
+        Cancellable states are ``Open`` and ``OpenPartial``. Returns ``None`` on
+        success (``204``).
+        """
+        self._request("DELETE", f"/v1/orders/{order_id}", timeout=timeout)
+
+    def get_order_list(self, *, timeout: float | None = None) -> dict[str, Any]:
+        """Return today's order book (``GET /v1/orders``).
+
+        Returns:
+            ``{"orders": [...]}`` — every order on the account for the current
+            trading day, in any status.
+        """
+        return self._request(  # type: ignore[no-any-return]
+            "GET", "/v1/orders", timeout=timeout, retry_on_rate_limit=True
+        )
+
+    def get_order_detail(self, order_id: str, *, timeout: float | None = None) -> dict[str, Any]:
+        """Return one order by id (``GET /v1/orders/{order_id}``).
+
+        Returns:
+            The order object itself, not a wrapper: the same fields as one entry
+            of the ``orders`` list from :meth:`get_order_list`.
+        """
+        return self._request(  # type: ignore[no-any-return]
+            "GET", f"/v1/orders/{order_id}", timeout=timeout, retry_on_rate_limit=True
+        )
+
+    def get_trade_list_for_order(
+        self, order_id: str, *, timeout: float | None = None
+    ) -> dict[str, Any]:
+        """Return the trades (fills) for one order (``GET /v1/orders/{order_id}/trades``).
+
+        Returns:
+            ``{"trades": [...]}``.
+        """
+        return self._request(  # type: ignore[no-any-return]
+            "GET", f"/v1/orders/{order_id}/trades", timeout=timeout, retry_on_rate_limit=True
+        )

sahiapi/sahi/portfolio.py

@@ -0,0 +1,49 @@
+"""Portfolio endpoints: today's positions and demat holdings.
+
+Mirrors the Portfolio page of the API reference. ``get_positions`` needs the
+``positions.read`` scope and ``get_holdings`` needs ``holdings.read``. Both
+return the parsed body unchanged.
+"""
+
+from __future__ import annotations
+
+from typing import Any
+
+from .base import EndpointGroup
+
+__all__ = ["_Portfolio"]
+
+
+class _Portfolio(EndpointGroup):
+    """Portfolio methods mixed into :class:`SahiAPI`."""
+
+    def get_positions(self, *, timeout: float | None = None) -> dict[str, Any]:
+        """Return today's net positions across all products (``GET /v1/positions``).
+
+        A position squared off today is still listed, with ``net_qty`` at ``0``
+        and the ``realised_pnl`` it booked: the day's book, not only what is
+        still open. Filter on ``net_qty`` before acting on a row — an exit built
+        from every entry would send zero-quantity orders, which are rejected.
+
+        Returns:
+            ``{"positions": [...]}``.
+        """
+        return self._request(  # type: ignore[no-any-return]
+            "GET", "/v1/positions", timeout=timeout, retry_on_rate_limit=True
+        )
+
+    def get_holdings(self, *, timeout: float | None = None) -> dict[str, Any]:
+        """Return demat holdings (``GET /v1/holdings``).
+
+        One entry per ISIN, with today's delivery-product activity folded in:
+        ``net_qty`` adjusts the settled holding for today's delivery buys and
+        sells, and the nested ``position`` carries the day's totals. There are
+        no LTP or valuation fields; fetch prices with ``get_ltp`` using each
+        entry's ``instrument_ids``.
+
+        Returns:
+            ``{"holdings": [...]}``; an empty list when you hold nothing.
+        """
+        return self._request(  # type: ignore[no-any-return]
+            "GET", "/v1/holdings", timeout=timeout, retry_on_rate_limit=True
+        )

sahiapi/sahi/proto/codec.py

@@ -0,0 +1,126 @@
+"""Encode and decode the market-data tick stream's protobuf frames.
+
+The tick stream speaks binary protobuf, not JSON: each frame is one
+``ClientMessage`` (client to server) or ``ServerMessage`` (server to client).
+This module is the only place that touches the generated protobuf classes. It
+turns the SDK's plain arguments into ``ClientMessage`` bytes, and turns incoming
+``ServerMessage`` bytes into a ``(type, data)`` pair where ``data`` is a plain
+dict, so nothing above this layer depends on protobuf.
+
+The decoded dicts keep the proto field names verbatim (``instrument_id``,
+``last_trade_price``), keep integers as integers (unlike protobuf's JSON mapping,
+which renders 64-bit ints as strings), and give enum values as their string names
+with the enum prefix stripped (``NSE``, ``LTP``), matching the constants
+elsewhere in the SDK. Only fields the frame actually carries appear, so an absent
+optional such as an index's ``last_trade_time`` is simply missing rather than a
+zero.
+"""
+
+from __future__ import annotations
+
+from typing import Any
+
+from google.protobuf.descriptor import FieldDescriptor
+from google.protobuf.message import Message
+
+from .. import constants
+from . import marketdata_pb2 as pb
+
+__all__ = [
+    "decode_server_message",
+    "encode_subscribe",
+    "encode_unsubscribe",
+]
+
+# The tick stream carries enum numbers, not the SDK's mode strings; encode via
+# this table.
+_MODE_TO_PROTO = {
+    constants.MODE_LTP: pb.MODE_LTP,
+    constants.MODE_QUOTE: pb.MODE_QUOTE,
+    constants.MODE_DEPTH: pb.MODE_DEPTH,
+}
+
+
+def _proto_mode(mode: str) -> int:
+    try:
+        return _MODE_TO_PROTO[mode]
+    except KeyError:
+        raise ValueError(
+            f"unknown mode {mode!r}; use one of "
+            f"{constants.MODE_LTP}, {constants.MODE_QUOTE}, {constants.MODE_DEPTH}"
+        ) from None
+
+
+def encode_subscribe(mode: str, instrument_ids: list[int]) -> bytes:
+    """Build a ``subscribe`` ClientMessage frame."""
+    msg = pb.ClientMessage(
+        subscribe=pb.Subscribe(mode=_proto_mode(mode), instrument_ids=instrument_ids)
+    )
+    return msg.SerializeToString()
+
+
+def encode_unsubscribe(instrument_ids: list[int]) -> bytes:
+    """Build an ``unsubscribe`` ClientMessage frame."""
+    msg = pb.ClientMessage(unsubscribe=pb.Unsubscribe(instrument_ids=instrument_ids))
+    return msg.SerializeToString()
+
+
+def decode_server_message(raw: bytes) -> tuple[str, dict[str, Any]]:
+    """Decode a ServerMessage frame into a ``(type, data)`` pair.
+
+    Args:
+        raw: The binary protobuf frame.
+
+    Returns:
+        ``(type, data)``. ``type`` is one of ``ack``, ``ltp_tick``, ``quote_tick``,
+        ``depth_tick``, ``error`` or ``unknown``. ``data`` is the decoded payload
+        as a plain dict; for a tick it includes ``instrument_id``.
+    """
+    message = pb.ServerMessage()
+    message.ParseFromString(raw)
+    which = message.WhichOneof("payload")
+    if which is None:
+        return "unknown", {}
+    payload = getattr(message, which)
+    return which, _message_to_dict(payload)
+
+
+def _strip_enum_prefix(enum_type_name: str, value_name: str) -> str:
+    """Turn ``EXCHANGE_SEGMENT_NSE`` into ``NSE`` given the enum type name."""
+    prefix = "".join(f"_{c}" if c.isupper() else c.upper() for c in enum_type_name).lstrip("_")
+    prefix += "_"
+    if value_name.startswith(prefix):
+        return value_name[len(prefix) :]
+    return value_name
+
+
+def _is_repeated(field: FieldDescriptor) -> bool:
+    # protobuf >= 5.27 exposes is_repeated; older releases only have label.
+    is_repeated = getattr(field, "is_repeated", None)
+    if is_repeated is not None:
+        return bool(is_repeated)
+    return field.label == FieldDescriptor.LABEL_REPEATED  # type: ignore[attr-defined]
+
+
+def _convert_value(field: FieldDescriptor, value: Any) -> Any:
+    if field.type == FieldDescriptor.TYPE_ENUM:
+        name = field.enum_type.values_by_number[value].name
+        return _strip_enum_prefix(field.enum_type.name, name)
+    if field.type == FieldDescriptor.TYPE_MESSAGE:
+        return _message_to_dict(value)
+    return value
+
+
+def _message_to_dict(message: Message) -> dict[str, Any]:
+    """Convert a protobuf message to a plain dict, set fields only.
+
+    Integers stay integers, enums become their stripped string names, nested
+    messages recurse, and repeated fields become lists.
+    """
+    result: dict[str, Any] = {}
+    for field, value in message.ListFields():
+        if _is_repeated(field):
+            result[field.name] = [_convert_value(field, item) for item in value]
+        else:
+            result[field.name] = _convert_value(field, value)
+    return result

sahiapi/sahi/proto/marketdata.proto

@@ -0,0 +1,138 @@
+// Sahi market-data tick stream schema.
+//
+// Vendored verbatim from the public API reference:
+//   https://docs.sahi.com/api/v1/reference/market-data/
+//   (section "WSS /v1/stream/marketdata — Tick stream" → "Schema")
+// Fetched 2026-09-13.
+//
+// Regenerate marketdata_pb2.py with tools/regen_proto.sh after editing this file.
+// Do not edit the generated file by hand.
+
+syntax = "proto3";
+
+package sahi.direct.marketdata.v1;
+
+// Enums
+
+enum ExchangeSegment {
+  EXCHANGE_SEGMENT_INVALID = 0;
+  EXCHANGE_SEGMENT_NSE = 1;
+  EXCHANGE_SEGMENT_BSE = 2;
+  EXCHANGE_SEGMENT_NFO = 3;
+  EXCHANGE_SEGMENT_BFO = 4;
+}
+
+enum InstrumentType {
+  INSTRUMENT_TYPE_INVALID = 0;
+  INSTRUMENT_TYPE_INDEX = 1;
+  INSTRUMENT_TYPE_STOCK = 2;
+  INSTRUMENT_TYPE_ETF = 3;
+  INSTRUMENT_TYPE_INDEX_FUT = 4;
+  INSTRUMENT_TYPE_INDEX_OPT_CE = 5;
+  INSTRUMENT_TYPE_INDEX_OPT_PE = 6;
+  INSTRUMENT_TYPE_STOCK_FUT = 7;
+  INSTRUMENT_TYPE_STOCK_OPT_CE = 8;
+  INSTRUMENT_TYPE_STOCK_OPT_PE = 9;
+}
+
+enum Mode {
+  MODE_INVALID = 0;
+  MODE_LTP = 1;
+  MODE_QUOTE = 2;
+  MODE_DEPTH = 3;
+}
+
+// Client -> server
+
+message ClientMessage {
+  oneof payload {
+    Subscribe   subscribe   = 1;
+    Unsubscribe unsubscribe = 2;
+    ModeChange  mode_change = 3;
+  }
+}
+
+message Subscribe {
+  Mode mode = 1;
+  repeated int64 instrument_ids = 2;
+}
+
+message Unsubscribe {
+  repeated int64 instrument_ids = 1;
+}
+
+message ModeChange {
+  Mode mode = 1;
+  repeated int64 instrument_ids = 2;
+}
+
+// Server -> client
+
+message ServerMessage {
+  oneof payload {
+    Ack         ack        = 1;
+    LtpTick     ltp_tick   = 2;
+    QuoteTick   quote_tick = 3;
+    DepthTick   depth_tick = 4;
+    StreamError error      = 5;
+  }
+}
+
+message Ack {
+  enum Action {
+    ACTION_INVALID = 0;
+    ACTION_SUBSCRIBE = 1;
+    ACTION_UNSUBSCRIBE = 2;
+    ACTION_MODE_CHANGE = 3;
+  }
+  Action action = 1;
+  repeated int64 instrument_ids = 2;
+}
+
+message StreamError {
+  string code = 1;
+  string message = 2;
+}
+
+message LtpTick {
+  int64 instrument_id = 1;
+  ExchangeSegment exchange_segment = 2;
+  InstrumentType instrument_type = 3;
+  int64 last_trade_price = 4;          // paise
+  optional int64 last_trade_time = 5;  // epoch ms; absent for indices
+}
+
+message QuoteTick {
+  int64 instrument_id = 1;
+  ExchangeSegment exchange_segment = 2;
+  InstrumentType instrument_type = 3;
+  int64 last_trade_price = 4;
+  optional int64 last_trade_time = 5;
+  int64 volume_today = 6;
+  int64 dpr_upper = 7;
+  int64 dpr_lower = 8;
+  optional int64 prev_open_interest = 9;  // derivative-only
+  optional int64 open_interest = 10;      // derivative-only
+}
+
+message DepthTick {
+  int64 instrument_id = 1;
+  ExchangeSegment exchange_segment = 2;
+  InstrumentType instrument_type = 3;
+  int64 last_trade_price = 4;
+  optional int64 last_trade_time = 5;
+  int64 volume_today = 6;
+  int64 dpr_upper = 7;
+  int64 dpr_lower = 8;
+  optional int64 prev_open_interest = 9;
+  optional int64 open_interest = 10;
+  // 5 or 20 levels per side depending on the instrument's feed type (L2 vs L3).
+  repeated DepthLevel best_buys = 11;
+  repeated DepthLevel best_sells = 12;
+}
+
+message DepthLevel {
+  int64 price = 1;       // paise
+  int64 qty = 2;
+  int64 num_orders = 3;
+}

sahiapi/sahi/proto/marketdata_pb2.py

@@ -0,0 +1,55 @@
+# -*- coding: utf-8 -*-
+# Generated by the protocol buffer compiler.  DO NOT EDIT!
+# source: marketdata.proto
+# Protobuf Python Version: 4.25.1
+"""Generated protocol buffer code."""
+
+from google.protobuf import descriptor as _descriptor
+from google.protobuf import descriptor_pool as _descriptor_pool
+from google.protobuf import symbol_database as _symbol_database
+from google.protobuf.internal import builder as _builder
+# @@protoc_insertion_point(imports)
+
+_sym_db = _symbol_database.Default()
+
+
+DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile(
+    b'\n\x10marketdata.proto\x12\x19sahi.direct.marketdata.v1"\xd2\x01\n\rClientMessage\x12\x39\n\tsubscribe\x18\x01 \x01(\x0b\x32$.sahi.direct.marketdata.v1.SubscribeH\x00\x12=\n\x0bunsubscribe\x18\x02 \x01(\x0b\x32&.sahi.direct.marketdata.v1.UnsubscribeH\x00\x12<\n\x0bmode_change\x18\x03 \x01(\x0b\x32%.sahi.direct.marketdata.v1.ModeChangeH\x00\x42\t\n\x07payload"R\n\tSubscribe\x12-\n\x04mode\x18\x01 \x01(\x0e\x32\x1f.sahi.direct.marketdata.v1.Mode\x12\x16\n\x0einstrument_ids\x18\x02 \x03(\x03"%\n\x0bUnsubscribe\x12\x16\n\x0einstrument_ids\x18\x01 \x03(\x03"S\n\nModeChange\x12-\n\x04mode\x18\x01 \x01(\x0e\x32\x1f.sahi.direct.marketdata.v1.Mode\x12\x16\n\x0einstrument_ids\x18\x02 \x03(\x03"\xb2\x02\n\rServerMessage\x12-\n\x03\x61\x63k\x18\x01 \x01(\x0b\x32\x1e.sahi.direct.marketdata.v1.AckH\x00\x12\x36\n\x08ltp_tick\x18\x02 \x01(\x0b\x32".sahi.direct.marketdata.v1.LtpTickH\x00\x12:\n\nquote_tick\x18\x03 \x01(\x0b\x32$.sahi.direct.marketdata.v1.QuoteTickH\x00\x12:\n\ndepth_tick\x18\x04 \x01(\x0b\x32$.sahi.direct.marketdata.v1.DepthTickH\x00\x12\x37\n\x05\x65rror\x18\x05 \x01(\x0b\x32&.sahi.direct.marketdata.v1.StreamErrorH\x00\x42\t\n\x07payload"\xb8\x01\n\x03\x41\x63k\x12\x35\n\x06\x61\x63tion\x18\x01 \x01(\x0e\x32%.sahi.direct.marketdata.v1.Ack.Action\x12\x16\n\x0einstrument_ids\x18\x02 \x03(\x03"b\n\x06\x41\x63tion\x12\x12\n\x0e\x41\x43TION_INVALID\x10\x00\x12\x14\n\x10\x41\x43TION_SUBSCRIBE\x10\x01\x12\x16\n\x12\x41\x43TION_UNSUBSCRIBE\x10\x02\x12\x16\n\x12\x41\x43TION_MODE_CHANGE\x10\x03",\n\x0bStreamError\x12\x0c\n\x04\x63ode\x18\x01 \x01(\t\x12\x0f\n\x07message\x18\x02 \x01(\t"\xf6\x01\n\x07LtpTick\x12\x15\n\rinstrument_id\x18\x01 \x01(\x03\x12\x44\n\x10\x65xchange_segment\x18\x02 \x01(\x0e\x32*.sahi.direct.marketdata.v1.ExchangeSegment\x12\x42\n\x0finstrument_type\x18\x03 \x01(\x0e\x32).sahi.direct.marketdata.v1.InstrumentType\x12\x18\n\x10last_trade_price\x18\x04 \x01(\x03\x12\x1c\n\x0flast_trade_time\x18\x05 \x01(\x03H\x00\x88\x01\x01\x42\x12\n\x10_last_trade_time"\x9a\x03\n\tQuoteTick\x12\x15\n\rinstrument_id\x18\x01 \x01(\x03\x12\x44\n\x10\x65xchange_segment\x18\x02 \x01(\x0e\x32*.sahi.direct.marketdata.v1.ExchangeSegment\x12\x42\n\x0finstrument_type\x18\x03 \x01(\x0e\x32).sahi.direct.marketdata.v1.InstrumentType\x12\x18\n\x10last_trade_price\x18\x04 \x01(\x03\x12\x1c\n\x0flast_trade_time\x18\x05 \x01(\x03H\x00\x88\x01\x01\x12\x14\n\x0cvolume_today\x18\x06 \x01(\x03\x12\x11\n\tdpr_upper\x18\x07 \x01(\x03\x12\x11\n\tdpr_lower\x18\x08 \x01(\x03\x12\x1f\n\x12prev_open_interest\x18\t \x01(\x03H\x01\x88\x01\x01\x12\x1a\n\ropen_interest\x18\n \x01(\x03H\x02\x88\x01\x01\x42\x12\n\x10_last_trade_timeB\x15\n\x13_prev_open_interestB\x10\n\x0e_open_interest"\x8f\x04\n\tDepthTick\x12\x15\n\rinstrument_id\x18\x01 \x01(\x03\x12\x44\n\x10\x65xchange_segment\x18\x02 \x01(\x0e\x32*.sahi.direct.marketdata.v1.ExchangeSegment\x12\x42\n\x0finstrument_type\x18\x03 \x01(\x0e\x32).sahi.direct.marketdata.v1.InstrumentType\x12\x18\n\x10last_trade_price\x18\x04 \x01(\x03\x12\x1c\n\x0flast_trade_time\x18\x05 \x01(\x03H\x00\x88\x01\x01\x12\x14\n\x0cvolume_today\x18\x06 \x01(\x03\x12\x11\n\tdpr_upper\x18\x07 \x01(\x03\x12\x11\n\tdpr_lower\x18\x08 \x01(\x03\x12\x1f\n\x12prev_open_interest\x18\t \x01(\x03H\x01\x88\x01\x01\x12\x1a\n\ropen_interest\x18\n \x01(\x03H\x02\x88\x01\x01\x12\x38\n\tbest_buys\x18\x0b \x03(\x0b\x32%.sahi.direct.marketdata.v1.DepthLevel\x12\x39\n\nbest_sells\x18\x0c \x03(\x0b\x32%.sahi.direct.marketdata.v1.DepthLevelB\x12\n\x10_last_trade_timeB\x15\n\x13_prev_open_interestB\x10\n\x0e_open_interest"<\n\nDepthLevel\x12\r\n\x05price\x18\x01 \x01(\x03\x12\x0b\n\x03qty\x18\x02 \x01(\x03\x12\x12\n\nnum_orders\x18\x03 \x01(\x03*\x97\x01\n\x0f\x45xchangeSegment\x12\x1c\n\x18\x45XCHANGE_SEGMENT_INVALID\x10\x00\x12\x18\n\x14\x45XCHANGE_SEGMENT_NSE\x10\x01\x12\x18\n\x14\x45XCHANGE_SEGMENT_BSE\x10\x02\x12\x18\n\x14\x45XCHANGE_SEGMENT_NFO\x10\x03\x12\x18\n\x14\x45XCHANGE_SEGMENT_BFO\x10\x04*\xc2\x02\n\x0eInstrumentType\x12\x1b\n\x17INSTRUMENT_TYPE_INVALID\x10\x00\x12\x19\n\x15INSTRUMENT_TYPE_INDEX\x10\x01\x12\x19\n\x15INSTRUMENT_TYPE_STOCK\x10\x02\x12\x17\n\x13INSTRUMENT_TYPE_ETF\x10\x03\x12\x1d\n\x19INSTRUMENT_TYPE_INDEX_FUT\x10\x04\x12 \n\x1cINSTRUMENT_TYPE_INDEX_OPT_CE\x10\x05\x12 \n\x1cINSTRUMENT_TYPE_INDEX_OPT_PE\x10\x06\x12\x1d\n\x19INSTRUMENT_TYPE_STOCK_FUT\x10\x07\x12 \n\x1cINSTRUMENT_TYPE_STOCK_OPT_CE\x10\x08\x12 \n\x1cINSTRUMENT_TYPE_STOCK_OPT_PE\x10\t*F\n\x04Mode\x12\x10\n\x0cMODE_INVALID\x10\x00\x12\x0c\n\x08MODE_LTP\x10\x01\x12\x0e\n\nMODE_QUOTE\x10\x02\x12\x0e\n\nMODE_DEPTH\x10\x03\x62\x06proto3'
+)
+
+_globals = globals()
+_builder.BuildMessageAndEnumDescriptors(DESCRIPTOR, _globals)
+_builder.BuildTopDescriptorsAndMessages(DESCRIPTOR, "marketdata_pb2", _globals)
+if _descriptor._USE_C_DESCRIPTORS == False:
+    DESCRIPTOR._options = None
+    _globals["_EXCHANGESEGMENT"]._serialized_start = 2265
+    _globals["_EXCHANGESEGMENT"]._serialized_end = 2416
+    _globals["_INSTRUMENTTYPE"]._serialized_start = 2419
+    _globals["_INSTRUMENTTYPE"]._serialized_end = 2741
+    _globals["_MODE"]._serialized_start = 2743
+    _globals["_MODE"]._serialized_end = 2813
+    _globals["_CLIENTMESSAGE"]._serialized_start = 48
+    _globals["_CLIENTMESSAGE"]._serialized_end = 258
+    _globals["_SUBSCRIBE"]._serialized_start = 260
+    _globals["_SUBSCRIBE"]._serialized_end = 342
+    _globals["_UNSUBSCRIBE"]._serialized_start = 344
+    _globals["_UNSUBSCRIBE"]._serialized_end = 381
+    _globals["_MODECHANGE"]._serialized_start = 383
+    _globals["_MODECHANGE"]._serialized_end = 466
+    _globals["_SERVERMESSAGE"]._serialized_start = 469
+    _globals["_SERVERMESSAGE"]._serialized_end = 775
+    _globals["_ACK"]._serialized_start = 778
+    _globals["_ACK"]._serialized_end = 962
+    _globals["_ACK_ACTION"]._serialized_start = 864
+    _globals["_ACK_ACTION"]._serialized_end = 962
+    _globals["_STREAMERROR"]._serialized_start = 964
+    _globals["_STREAMERROR"]._serialized_end = 1008
+    _globals["_LTPTICK"]._serialized_start = 1011
+    _globals["_LTPTICK"]._serialized_end = 1257
+    _globals["_QUOTETICK"]._serialized_start = 1260
+    _globals["_QUOTETICK"]._serialized_end = 1670
+    _globals["_DEPTHTICK"]._serialized_start = 1673
+    _globals["_DEPTHTICK"]._serialized_end = 2200
+    _globals["_DEPTHLEVEL"]._serialized_start = 2202
+    _globals["_DEPTHLEVEL"]._serialized_end = 2262
+# @@protoc_insertion_point(module_scope)