sysstra 0.1.0__py3-none-any.whl

src/data/__init__.py

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+api_key = "123asdf"
+data_url = "http://127.0.0.1:5001"

src/data/historical.py

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+import requests
+from src.data import api_key, data_url
+
+
+def fetch_eod_candles(exchange, symbol, start_date, end_date):
+    """ Function to fetch End of Day Candles for symbol """
+    try:
+        headers = {"x-api-key": api_key, "content-type": "application/json"}
+        request_data = {"exchange": exchange, "symbol": symbol, "from_date": start_date, "to_date": end_date}
+        request_url = f"{data_url}/fetch-eod-data"
+        eod_data = requests.post(url=request_url, headers=headers, json=request_data)
+        return eod_data
+    except Exception as e:
+        print(f"Exception in fetching eod candles : {e}")
+        return []
+
+
+def fetch_index_candles(exchange, symbol, start_date, end_date, granularity=1):
+    """ Function to fetch candles for the respective date """
+    try:
+        headers = {"x-api-key": api_key, "content-type": "application/json"}
+        request_data = {"exchange": exchange, "symbol": symbol, "from_date": start_date, "to_date": end_date,
+                        "granularity": granularity}
+        request_url = f"{data_url}/fetch-index-data"
+        candles_data = requests.post(url=request_url, headers=headers, json=request_data)
+        return candles_data
+    except Exception as e:
+        print(f"Exception in fetching date candles : {e}")
+        return []
+
+
+def fetch_option_candles(exchange, underlying_symbol, start_date, end_date, option_type, strike_price, expiry="near", granularity=1, timestamp=None):
+    """ Function to Fetch Options Trade Data """
+    try:
+        headers = {"x-api-key": api_key, "content-type": "application/json"}
+        request_data = {"exchange": exchange, "underlying_symbol": underlying_symbol, "from_date": start_date,
+                        "to_date": end_date,  "option_type": option_type, "strike_price": strike_price,
+                        "expiry": expiry, "granularity": granularity}
+        request_url = f"{data_url}/fetch-options-data"
+        candles_data = requests.post(url=request_url, headers=headers, json=request_data)
+        return candles_data
+    except Exception as e:
+        print(f"Exception in fetching options candle : {e}")
+        return []
+
+
+def fetch_option_candles_by_symbol(exchange, symbol, start_date, end_date, granularity=1):
+    """ Function to Fetch Options Trade Data """
+    try:
+        headers = {"x-api-key": api_key, "content-type": "application/json"}
+        request_data = {"exchange": exchange, "symbol": symbol, "from_date": start_date, "to_date": end_date, "granularity": granularity}
+        request_url = f"{data_url}/fetch-options-data-by-symbol"
+        candles_data = requests.post(url=request_url, headers=headers, json=request_data)
+        return candles_data
+
+    except Exception as e:
+        print(f"Exception in fetching options candle : {e}")
+        return []
+
+
+def fetch_option_candle_by_timestamp(exchange, underlying_symbol, strike_price, option_type, timestamp, expiry="near"):
+    """ Function to Fetch Order Candle based on timestamp """
+    try:
+        headers = {"x-api-key": api_key, "content-type": "application/json"}
+        request_data = {"exchange": exchange, "underlying_symbol": underlying_symbol, "option_type": option_type,
+                        "strike_price": strike_price, "timestamp": timestamp, "expiry": expiry}
+        request_url = f"{data_url}/fetch-option-data-by-timestamp"
+        candles_data = requests.post(url=request_url, headers=headers, json=request_data)
+        return candles_data
+
+    except Exception as e:
+        print(f"Exception in fetching order candle : {e}")
+        return []
+
+
+if __name__ == '__main__':
+    # eod_candles = fetch_eod_candles(exchange="NSE", symbol="NIFTY 50", start_date="01/01/2024", end_date="05/01/2024")
+    # candles = fetch_index_candles(exchange="NSE", symbol="NIFTY 50", start_date="01/01/2024", end_date="05/01/2024")
+    # candles = fetch_option_candles(exchange="NSE", underlying_symbol="SENSEX", start_date="19/12/2024",
+    #                                end_date="19/12/2024", strike_price=80200, option_type="CE", expiry="near")
+    # candles = fetch_option_candles_by_symbol(exchange="NSE", symbol="SENSEX24D2080200CE", start_date="19/12/2024",
+    #                                          end_date="19/12/2024")
+    candle = fetch_option_candle_by_timestamp(exchange="NSE", underlying_symbol="SENSEX",  strike_price=80200, option_type="CE", expiry="near",
+                                              timestamp="2024-12-19 14:45:00")
+    print(candle)

src/data/live.py

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+def fetch_ticks(rdb_cursor, stocks_list):
+    """Function to fetch new ticks from Redis Cursor"""
+    try:
+        print("Fetching New Ticks from Redis")
+        sub = rdb_cursor.pubsub()
+        sub.subscribe(stocks_list)
+        for message in sub.listen():
+            if message is not None and isinstance(message, dict):
+                print("message : {}".format(message))
+    except Exception as e:
+        print("Exception in fetching ticks : {}".format(e))
+        pass
+
+
+def fetch_current_day_open(rdb_cursor, symbol):
+    """ Function to Fetch Current Day Open """
+    try:
+        logger.info(msg="fetching current day open price*****")
+        candles_list = rdb_cursor.lrange(symbol, 0, 1)
+        if candles_list:
+            candles_dict = json.loads(candles_list[0])
+            logger.info(msg="current day open : {}".format(candles_dict["open"]))
+            return candles_dict["open"]
+    except Exception as e:
+        logger.exception(msg="Exception in fetching current day open : {}".format(e))
+        return None
+
+
+def fetch_live_option_candle(symbol, strike_price, option_type):
+    """Function to fetch recent option candle"""
+    try:
+        logger.info(msg="fetching live option candle")
+        if symbol == "NIFTY BANK":
+            poc_result = rdb_cursor.get('poc')
+        elif symbol == "NIFTY 50":
+            poc_result = rdb_cursor.get('n50_poc')
+        else:
+            poc_result = rdb_cursor.get('poc')
+
+        options_dict = json.loads(poc_result)
+
+        symbol_ = symbol.replace(" ", "_")
+        key_name = f"{symbol_}_{str(int(strike_price))}_{option_type}"
+        option_candle = options_dict[key_name]
+
+        # Manipulating Tick Values
+        option_candle["close"] = option_candle["last_price"]
+        option_candle["timestamp"] = option_candle["exchange_timestamp"]
+        option_candle["timestamp"] = datetime.datetime.strptime(str(option_candle["timestamp"]), '%Y-%m-%d %H:%M:%S')
+        option_candle["date"] = datetime.datetime.strptime(str(option_candle["timestamp"].date()), '%Y-%m-%d')
+        # option_candle["expiry"] = datetime.datetime.today().date().isoformat()
+
+        logger.info(msg="live option_candle : {}".format(option_candle))
+        return option_candle
+    except Exception as e:
+        logger.exception(msg="Exception Fetching Option Candle : {}".format(e))
+        return None
+
+
+def fetch_live_option_candles(symbol, strike_price, option_type):
+    """ Function to fetch current-day option candles """
+    try:
+        logger.info("fetchin day option candles")
+        symbol_ = symbol.replace(" ", "_")
+        key_name = f"{symbol_}_{str(int(strike_price))}_{option_type}"
+        logger.info(f"key_name : {key_name}")
+        candles = rdb_cursor.lrange(key_name, 0, -1)
+        if candles:
+            candles_list = [json.loads(i) for i in candles]
+            logger.info(f"total live options candles till now : {len(candles_list)}")
+            return candles_list
+        else:
+            return None
+    except Exception as e:
+        print(f"Exception in fetching day option candles : {e}")
+        return None
+

src/orders/kite.py

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+import json
+import requests
+
+
+def place_live_order(credential_id, order_details):
+    """Function to place live trade order via REST API"""
+    try:
+        print("Placing Live Trade Order")
+        request_dict = {"credential_id": str(credential_id),
+                        "order_details": json.dumps(order_details)}
+        print("request_dict : {}".format(request_dict))
+
+        response = requests.post(url=orders_url+"place_order", params=request_dict)
+        print("******** Order Placement Response *********")
+        print(response.json())
+        return response.json()
+    except Exception as e:
+        print("Exception in placing live trade order : {}".format(e))
+        return None
+
+
+def modify_live_order(credential_id, order_details):
+    """Function to Modify Live Order"""
+    try:
+        print("* Modifying Live Order")
+        request_dict = {"credential_id": str(credential_id),
+                        "order_details": json.dumps(order_details)}
+        print("request_dict : {}".format(request_dict))
+
+        response = requests.post(url=orders_url + "modify_order", params=request_dict)
+        print("******** Order Placement Response *********")
+        print(response.json())
+        return response.json()
+    except Exception as e:
+        print("Exception in Modify Live Order : {}".format(e))
+        pass