wiz-trader 0.16.0__tar.gz → 0.17.0__tar.gz

{wiz_trader-0.16.0/src/wiz_trader.egg-info → wiz_trader-0.17.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.16.0
+Version: 0.17.0
 Summary: A Python SDK for connecting to the Wizzer.
 Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
 Author: Pawan Wagh
@@ -47,6 +47,7 @@ Dynamic: requires-python
     - [Order Management](#order-management)
     - [Portfolio Management](#portfolio-management)
     - [Basket Management](#basket-management)
+    - [Instrument Management](#instrument-management)
     - [Complete Examples](#wizzer-client-examples)
 6. [Common Use Cases](#common-use-cases)
 7. [Error Handling](#error-handling)
@@ -633,6 +634,439 @@ rebalance_response = client.rebalance_basket(
 )
 ```
 
+### Instrument Management
+## Instrument Data APIs
+
+### Get Instrument Metrics
+
+Fetch detailed information and metrics for specific instruments:
+
+```python
+# Get metrics for a single equity instrument
+equity_info = client.get_instrument_metrics(instrument_identifiers=["NSE:SBIN:3045"])
+print(f"SBIN Last Price: {equity_info[0]['ltp']}")
+print(f"SBIN 52-week High: {equity_info[0]['week52High']}")
+
+# Get metrics for multiple instruments of different types
+instruments_info = client.get_instrument_metrics(
+    instrument_identifiers=[
+        "NSE:AARTIIND:7",              # Equity
+        "NSE:NIFTY26DEC11000CE:61009", # Option
+        "NSE:SBIN25MAYFUT:57515"       # Future
+    ]
+)
+
+# Print detailed information for each instrument
+for instrument in instruments_info:
+    print(f"{instrument['tradingSymbol']} ({instrument['instrumentType']}):")
+    print(f"  LTP: {instrument['ltp']}")
+    print(f"  Exchange: {instrument['exchange']}")
+    print(f"  Segment: {instrument['segment']}")
+    if instrument.get('bhavcopy'):
+        print(f"  Volume: {instrument['bhavcopy']['volume']}")
+        print(f"  OHLC: {instrument['bhavcopy']['open']}/{instrument['bhavcopy']['high']}/"
+              f"{instrument['bhavcopy']['low']}/{instrument['bhavcopy']['close']}")
+```
+
+#### Response Structure for Instrument Metrics
+
+The `get_instrument_metrics` method returns a list of dictionaries, each with the following structure:
+
+```python
+[
+    {
+        # Instrument name if available
+        "name": "",
+        
+        # Trading symbol
+        "tradingSymbol": "AARTIIND",
+        
+        # Exchange code
+        "exchange": "NSE",
+        
+        # Bid price if available
+        "bid": 0,
+        
+        # Size of total bids at best bid price
+        "bidSize": 0,
+        
+        # Ask (offer) price
+        "ask": 0,
+        
+        # Size of total asks at best ask price
+        "askSize": 0,
+        
+        # Last traded price
+        "ltp": 450.05,
+        
+        # Trading volume
+        "volume": 0,
+        
+        # Lot size for the instrument
+        "lotSize": 1,
+        
+        # Mid price ((bid+ask)/2)
+        "mid": 0,
+        
+        # Market capitalization (for equities)
+        "marketCap": 0,
+        
+        # Dividend yield percentage (for equities)
+        "dividendYield": 0,
+        
+        # Last dividend date
+        "dividendDate": "",
+        
+        # Daily Open-High-Low-Close values
+        "ohlc": {
+            "open": 0,
+            "high": 0,
+            "low": 0,
+            "close": 0
+        },
+        
+        # Industry classification (for equities)
+        "industry": "",
+        
+        # Sector classification (for equities)
+        "sector": "",
+        
+        # Relevant indicators for underlying assets (for derivatives)
+        "underlyingIndicators": "",
+        
+        # Net change in price
+        "netChange": 0,
+        
+        # Net change in percentage
+        "netChangePercentage": 0,
+        
+        # Beta value (for equities)
+        "beta": 0,
+        
+        # Liquidity rating
+        "liquidityRating": 0,
+        
+        # Implied volatility metrics (for options)
+        "iv": {
+            "index": 0,
+            "indexRank": 0,
+            "percentile": 0,
+            "change5Days": 0,
+            "change30Days": 0,
+            "ivHvChange30Days": 0
+        },
+        
+        # Historical volatility metrics
+        "hv": {
+            "change30Days": 0,
+            "change60Days": 0,
+            "change90Days": 0
+        },
+        
+        # Minimum price movement
+        "tickSize": 0.05,
+        
+        # Previous day's trading summary
+        "bhavcopy": {
+            "open": 458.4,
+            "high": 470.9,
+            "low": 440.75,
+            "close": 448.55,
+            "volume": 3544523,
+            "turnover": 1632822505.15,
+            "totalTrades": 59999
+        },
+        
+        # Exchange token identifier
+        "exchangeToken": 7,
+        
+        # Market segment
+        "segment": "NSECM",
+        
+        # Whether the instrument is actively traded
+        "isTraded": false,
+        
+        # Complete instrument identifier
+        "identifier": "NSE:AARTIIND:7",
+        
+        # Instrument type code
+        "instrumentType": "EQLC",
+        
+        # Option type (for options) - CE or PE
+        "optionType": "",
+        
+        # Expiry date (for derivatives)
+        "expiry": "",
+        
+        # International Securities Identification Number
+        "isin": "INE769A01020",
+        
+        # Margin requirement percentage
+        "margin": 19.43,
+        
+        # 52-week high price
+        "week52High": 765.5,
+        
+        # 52-week low price
+        "week52Low": 344.2,
+        
+        # Maximum allowed trade volume
+        "maxTradeVolume": 2147483647,
+        
+        # Price band limits
+        "priceBand": {
+            "high": 493.4,
+            "low": 403.7,
+            "creditRating": {
+                "lower": 403.7,
+                "higher": 493.4
+            }
+        }
+    },
+    # Additional instruments...
+]
+```
+
+Note that certain fields may have zero or empty values if the data is not available from the exchange or if it's not applicable to that instrument type.
+
+### Options Chain
+
+#### Get Option Chain
+
+Fetch the option chain for a specific instrument and expiry date:
+
+```python
+# Get ATM call options for SBIN
+options = client.get_option_chain(
+    identifier="NSE:SBIN:3045",
+    expiry_date="2025-05-30",
+    option_type=[client.OPTION_TYPE_CE],  # Call options
+    moneyness=[client.MONEYNESS_ATM]      # At-the-money
+)
+print(f"Found {len(options['strikes'])} strikes")
+print(f"Current underlying price: {options['underlyingPrice']}")
+
+# Get both call and put options, with various moneyness
+all_options = client.get_option_chain(
+    identifier="NSE:SBIN:3045",
+    expiry_date="2025-05-30",
+    option_type=[client.OPTION_TYPE_CE, client.OPTION_TYPE_PE],  # Both calls and puts
+    moneyness=[client.MONEYNESS_ATM, client.MONEYNESS_ITM, client.MONEYNESS_OTM]  # All moneyness types
+)
+
+# Print option chain details
+print(f"Resolved expiry: {all_options['resolvedExpiry']}")
+print(f"Underlying price: {all_options['underlyingPrice']}")
+print(f"Future price: {all_options['futurePrice']}")
+
+# Process options data
+for strike in all_options['strikes']:
+    print(f"{strike['tradingSymbol']} ({strike['moneyness']}): {strike['ltp']}")
+```
+
+#### Response Structure for Option Chain
+
+The `get_option_chain` method returns a dictionary with the following structure:
+
+```python
+{
+    # The actual expiry date that was resolved (may differ slightly from requested date)
+    "resolvedExpiry": "2025-05-29", 
+    
+    # Current price of the underlying stock/index
+    "underlyingPrice": 792.1,
+    
+    # Price of the corresponding futures contract (if applicable)
+    "futurePrice": 793.35,
+    
+    # Array of available strike prices matching the query criteria
+    "strikes": [
+        {
+            # The strike price of the option
+            "strikePrice": 790,
+            
+            # Option type: "CE" (Call) or "PE" (Put)
+            "optionType": "CE",
+            
+            # Exchange token for the option contract
+            "exchangeToken": 136169,
+            
+            # Exchange where the option is traded
+            "exchange": "NSE",
+            
+            # Trading symbol for the option contract
+            "tradingSymbol": "SBIN25MAY790CE",
+            
+            # Moneyness classification: "ATM", "ITM", or "OTM"
+            "moneyness": "ATM",
+            
+            # Expiry date of the option contract
+            "expiry": "2025-05-29",
+            
+            # Last traded price of the option
+            "ltp": 15.1,
+            
+            # Option Greeks and metrics (if available)
+            "metrics": {
+                # Option premium
+                "premium": 0,
+                
+                # Open interest
+                "oi": 0,
+                
+                # Implied volatility
+                "iv": 0,
+                
+                # Delta - rate of change of option price with respect to underlying
+                "delta": 0,
+                
+                # Gamma - rate of change of delta with respect to underlying
+                "gamma": 0,
+                
+                # Theta - rate of change of option price with respect to time
+                "theta": 0,
+                
+                # Vega - rate of change of option price with respect to volatility
+                "vega": 0,
+                
+                # Rho - rate of change of option price with respect to interest rate
+                "rho": 0
+            }
+        },
+        # Additional strikes...
+    ]
+}
+```
+
+Note that some fields like metrics may have zero values if the data is not available from the exchange or if there's no recent trading activity in those contracts.
+
+#### Advanced Option Chain Analysis Example
+
+Here's an example of how to use the option chain API for more advanced analysis:
+
+```python
+def analyze_option_chain(underlying, expiry_date):
+    """
+    Analyze an option chain to find interesting trading opportunities.
+    
+    Args:
+        underlying (str): Instrument identifier (e.g., "NSE:SBIN:3045")
+        expiry_date (str): Expiry date in YYYY-MM-DD format
+    """
+    client = WizzerClient(base_url="https://api-url.in", token="your-jwt-token")
+    
+    # Get the full option chain
+    option_chain = client.get_option_chain(
+        identifier=underlying,
+        expiry_date=expiry_date,
+        option_type=[client.OPTION_TYPE_CE, client.OPTION_TYPE_PE],
+        moneyness=[client.MONEYNESS_ATM, client.MONEYNESS_ITM, client.MONEYNESS_OTM]
+    )
+    
+    # Extract key data
+    underlying_price = option_chain["underlyingPrice"]
+    future_price = option_chain["futurePrice"]
+    resolved_expiry = option_chain["resolvedExpiry"]
+    
+    # Separate calls and puts
+    calls = [s for s in option_chain["strikes"] if s["optionType"] == "CE"]
+    puts = [s for s in option_chain["strikes"] if s["optionType"] == "PE"]
+    
+    # Sort by strike price
+    calls.sort(key=lambda x: x["strikePrice"])
+    puts.sort(key=lambda x: x["strikePrice"])
+    
+    # Find ATM options
+    atm_call = next((s for s in calls if s["moneyness"] == "ATM"), None)
+    atm_put = next((s for s in puts if s["moneyness"] == "ATM"), None)
+    atm_strike = atm_call["strikePrice"] if atm_call else None
+    
+    print(f"Analysis for Option Chain (Expiry: {resolved_expiry})")
+    print(f"Underlying Price: {underlying_price}")
+    print(f"Future Price: {future_price}")
+    print(f"ATM Strike: {atm_strike}")
+    print(f"Days to Expiry: {(datetime.strptime(resolved_expiry, '%Y-%m-%d') - datetime.now()).days}")
+    print("=" * 60)
+    
+    # Find interesting spreads
+    if len(calls) >= 2 and len(puts) >= 2:
+        # Vertical spreads
+        bull_call_spread = {
+            'long': atm_call,
+            'short': next((c for c in calls if c["strikePrice"] > atm_strike), None)
+        }
+        
+        bear_put_spread = {
+            'long': atm_put,
+            'short': next((p for p in puts if p["strikePrice"] < atm_strike), None)
+        }
+        
+        # Iron condor
+        iron_condor = {
+            'long_put': next((p for p in puts if p["strikePrice"] < atm_strike and p["moneyness"] == "OTM"), None),
+            'short_put': atm_put,
+            'short_call': atm_call,
+            'long_call': next((c for c in calls if c["strikePrice"] > atm_strike and c["moneyness"] == "OTM"), None)
+        }
+        
+        # Print potential strategies
+        print("Potential Strategies:")
+        
+        # Bull Call Spread
+        if bull_call_spread['long'] and bull_call_spread['short']:
+            long_premium = bull_call_spread['long']['ltp']
+            short_premium = bull_call_spread['short']['ltp']
+            net_premium = long_premium - short_premium
+            max_profit = bull_call_spread['short']['strikePrice'] - bull_call_spread['long']['strikePrice'] - net_premium
+            
+            print(f"Bull Call Spread: Buy {bull_call_spread['long']['tradingSymbol']} @ {long_premium}, "
+                  f"Sell {bull_call_spread['short']['tradingSymbol']} @ {short_premium}")
+            print(f"  Net Premium: {net_premium}")
+            print(f"  Max Profit: {max_profit}")
+            print(f"  Break-even: {bull_call_spread['long']['strikePrice'] + net_premium}")
+        
+        # Bear Put Spread
+        if bear_put_spread['long'] and bear_put_spread['short']:
+            long_premium = bear_put_spread['long']['ltp']
+            short_premium = bear_put_spread['short']['ltp']
+            net_premium = long_premium - short_premium
+            max_profit = bear_put_spread['long']['strikePrice'] - bear_put_spread['short']['strikePrice'] - net_premium
+            
+            print(f"Bear Put Spread: Buy {bear_put_spread['long']['tradingSymbol']} @ {long_premium}, "
+                  f"Sell {bear_put_spread['short']['tradingSymbol']} @ {short_premium}")
+            print(f"  Net Premium: {net_premium}")
+            print(f"  Max Profit: {max_profit}")
+            print(f"  Break-even: {bear_put_spread['long']['strikePrice'] - net_premium}")
+        
+        # Iron Condor
+        if all(iron_condor.values()):
+            long_put_premium = iron_condor['long_put']['ltp']
+            short_put_premium = iron_condor['short_put']['ltp']
+            short_call_premium = iron_condor['short_call']['ltp']
+            long_call_premium = iron_condor['long_call']['ltp']
+            
+            net_premium = (short_put_premium + short_call_premium) - (long_put_premium + long_call_premium)
+            put_wing_width = iron_condor['short_put']['strikePrice'] - iron_condor['long_put']['strikePrice']
+            call_wing_width = iron_condor['long_call']['strikePrice'] - iron_condor['short_call']['strikePrice']
+            
+            max_risk = max(put_wing_width, call_wing_width) - net_premium
+            
+            print(f"Iron Condor Strategy:")
+            print(f"  Long Put: {iron_condor['long_put']['tradingSymbol']} @ {long_put_premium}")
+            print(f"  Short Put: {iron_condor['short_put']['tradingSymbol']} @ {short_put_premium}")
+            print(f"  Short Call: {iron_condor['short_call']['tradingSymbol']} @ {short_call_premium}")
+            print(f"  Long Call: {iron_condor['long_call']['tradingSymbol']} @ {long_call_premium}")
+            print(f"  Net Premium Received: {net_premium}")
+            print(f"  Max Risk: {max_risk}")
+            print(f"  Max Profit: {net_premium}")
+    
+    # Return the option chain for further analysis
+    return option_chain
+
+# Example usage:
+analyze_option_chain("NSE:SBIN:3045", "2025-05-30")
+```
+
 ### Wizzer Client Examples
 
 #### Market Data and Analysis Example