alphatrade 0.1.0

Python APIs for SAS Online Alpha Trade Web Platform

Python APIs for SAS Online Alpha Trade Web Platform

The Python APIs for communicating with the SAS Online Alpha Trade Web Platform.

Alpha Trade Python library provides an easy to use python wrapper over the HTTPS APIs.

The HTTP calls have been converted to methods and JSON responses are wrapped into Python-compatible objects.

Websocket connections are handled automatically within the library.

This work is completely based on Python SDK / APIs for AliceBlueOnline.
Thanks to krishnavelu.

• Author: algo2t
• Github Repository: alphatrade

Installation

This module is installed via pip:

pip install https://github.com/algo2t/alphatrade

To force upgrade existing installations:

pip uninstall alphatrade
pip --no-cache-dir install --upgrade alphatrade

Prerequisites

Python 3.x

Also, you need the following modules:

• protlib
• websocket_client
• requests

The modules can also be installed using pip

Examples

Check here

Getting started with API

Overview

There is only one class in the whole library: AlphaTrade. When the AlphaTrade object is created an access token from the SAS Online alpha trade server is stored in text file access_token.txt in the same directory. An access token is valid for 24 hours. See the examples folder with config.py file to see how to store your credentials. With an access token, you can instantiate an AlphaTrade object again. Ideally you only need to create an access_token once every day.

REST Documentation

The original REST API that this SDK is based on is available online. Alice Blue API REST documentation

Using the API

Logging

The whole library is equipped with python's logging module for debugging. If more debug information is needed, enable logging using the following code.

import logging
logging.basicConfig(level=logging.DEBUG)

Get an access token

1. Import alphatrade

from alphatrade import *

Create AlphaTrade Object

1. Create AlphaTrade object with your login_id, password, 2FA and/or access_token.

sas = AlphaTrade(login_id='login_id', password='password', twofa='a', access_token=access_token)

2. You can run commands here to check your connectivity

print(sas.get_balance()) # get balance / margin limits
print(sas.get_profile()) # get profile
print(sas.get_daywise_positions()) # get daywise positions
print(sas.get_netwise_positions()) # get netwise positions
print(sas.get_holding_positions()) # get holding positions

Get master contracts

Getting master contracts allow you to search for instruments by symbol name and place orders. Master contracts are stored as an OrderedDict by token number and by symbol name. Whenever you get a trade update, order update, or quote update, the library will check if master contracts are loaded. If they are, it will attach the instrument object directly to the update. By default all master contracts of all enabled exchanges in your personal profile will be downloaded. i.e. If your profile contains the following as enabled exchanges ['NSE', 'BSE', 'CDS', 'MCX', NFO'] all contract notes of all exchanges will be downloaded by default. If you feel it takes too much time to download all exchange, or if you don't need all exchanges to be downloaded, you can specify which exchange to download contract notes while creating the AlphaTrade object.

sas = AlphaTrade(login_id='login_id', password='password', twofa='a', access_token=access_token, master_contracts_to_download=['NSE', 'BSE'])

This will reduce a few milliseconds in object creation time of AlphaTrade object.

Get tradable instruments

Symbols can be retrieved in multiple ways. Once you have the master contract loaded for an exchange, you can get an instrument in many ways.

Get a single instrument by it's name:

tatasteel_nse_eq = sas.get_instrument_by_symbol('NSE', 'TATASTEEL')
reliance_nse_eq = sas.get_instrument_by_symbol('NSE', 'RELIANCE')
ongc_bse_eq = sas.get_instrument_by_symbol('BSE', 'ONGC')
india_vix_nse_index = sas.get_instrument_by_symbol('NSE', 'India VIX')
sensex_nse_index = sas.get_instrument_by_symbol('BSE', 'SENSEX')

Get a single instrument by it's token number (generally useful only for BSE Equities):

ongc_bse_eq = sas.get_instrument_by_token('BSE', 500312)
reliance_bse_eq = sas.get_instrument_by_token('BSE', 500325)
acc_nse_eq = sas.get_instrument_by_token('NSE', 22)

Get FNO instruments easily by mentioning expiry, strike & call or put.

bn_fut = sas.get_instrument_for_fno(symbol = 'BANKNIFTY', expiry_date=datetime.date(2019, 6, 27), is_fut=True, strike=None, is_call = False)
bn_call = sas.get_instrument_for_fno(symbol = 'BANKNIFTY', expiry_date=datetime.date(2019, 6, 27), is_fut=False, strike=30000, is_call = True)
bn_put = sas.get_instrument_for_fno(symbol = 'BANKNIFTY', expiry_date=datetime.date(2019, 6, 27), is_fut=False, strike=30000, is_call = False)

Search for symbols

Search for multiple instruments by matching the name. This works case insensitive and returns all instrument which has the name in its symbol.

all_sensex_scrips = sas.search_instruments('BSE', 'sEnSeX')
print(all_sensex_scrips)

The above code results multiple symbol which has 'sensex' in its symbol.

[Instrument(exchange='BSE', token=1, symbol='SENSEX', name='SENSEX', expiry=None, lot_size=None), Instrument(exchange='BSE', token=540154, symbol='IDFSENSEXE B', name='IDFC Mutual Fund', expiry=None, lot_size=None), Instrument(exchange='BSE', token=532985, symbol='KTKSENSEX B', name='KOTAK MAHINDRA MUTUAL FUND', expiry=None, lot_size=None), Instrument(exchange='BSE', token=538683, symbol='NETFSENSEX B', name='NIPPON INDIA ETF SENSEX', expiry=None, lot_size=None), Instrument(exchange='BSE', token=535276, symbol='SBISENSEX B', name='SBI MUTUAL FUND - SBI ETF SENS', expiry=None, lot_size=None)]

Search for multiple instruments by matching multiple names

multiple_underlying = ['BANKNIFTY','NIFTY','INFY','BHEL']
all_scripts = sas.search_instruments('NFO', multiple_underlying)

Instrument object

Instruments are represented by instrument objects. These are named-tuples that are created while getting the master contracts. They are used when placing an order and searching for an instrument. The structure of an instrument tuple is as follows:

Instrument = namedtuple('Instrument', ['exchange', 'token', 'symbol',
                                      'name', 'expiry', 'lot_size'])

All instruments have the fields mentioned above. Wherever a field is not applicable for an instrument (for example, equity instruments don't have strike prices), that value will be None

Quote update

Once you have master contracts loaded, you can easily subscribe to quote updates.

Four types of feed data are available

You can subscribe any one type of quote update for a given scrip. Using the LiveFeedType enum, you can specify what type of live feed you need.

• LiveFeedType.MARKET_DATA
• LiveFeedType.COMPACT
• LiveFeedType.SNAPQUOTE
• LiveFeedType.FULL_SNAPQUOTE

Please refer to the original documentation here for more details of different types of quote update.

Subscribe to a live feed

sas.subscribe(sas.get_instrument_by_symbol('NSE', 'TATASTEEL'), LiveFeedType.MARKET_DATA)
sas.subscribe(sas.get_instrument_by_symbol('BSE', 'RELIANCE'), LiveFeedType.COMPACT)

Subscribe to multiple instruments in a single call. Give an array of instruments to be subscribed.

sas.subscribe([sas.get_instrument_by_symbol('NSE', 'TATASTEEL'), sas.get_instrument_by_symbol('NSE', 'ACC')], LiveFeedType.MARKET_DATA)

Note: There is a limit of 250 scrips that can be subscribed on total. Beyond this point the server may disconnect web-socket connection.

Start getting live feed via socket

socket_opened = False
def event_handler_quote_update(message):
    print(f"quote update {message}")

def open_callback():
    global socket_opened
    socket_opened = True

sas.start_websocket(subscribe_callback=event_handler_quote_update,
                      socket_open_callback=open_callback,
                      run_in_background=True)
while(socket_opened==False):
    pass
sas.subscribe(sas.get_instrument_by_symbol('NSE', 'ONGC'), LiveFeedType.MARKET_DATA)
sleep(10)

Unsubscribe to a live feed

Unsubscribe to an existing live feed

sas.unsubscribe(sas.get_instrument_by_symbol('NSE', 'TATASTEEL'), LiveFeedType.MARKET_DATA)
sas.unsubscribe(sas.get_instrument_by_symbol('BSE', 'RELIANCE'), LiveFeedType.COMPACT)

Unsubscribe to multiple instruments in a single call. Give an array of instruments to be unsubscribed.

sas.unsubscribe([sas.get_instrument_by_symbol('NSE', 'TATASTEEL'), sas.get_instrument_by_symbol('NSE', 'ACC')], LiveFeedType.MARKET_DATA)

Get All Subscribed Symbols

sas.get_all_subscriptions() # All

Market Status messages & Exchange messages.

Subscribe to market status messages

sas.subscribe_market_status_messages()

Getting market status messages.

print(sas.get_market_status_messages())

Example result of get_market_status_messages()

[{'exchange': 'NSE', 'length_of_market_type': 6, 'market_type': b'NORMAL', 'length_of_status': 31, 'status': b'The Closing Session has closed.'}, {'exchange': 'NFO', 'length_of_market_type': 6, 'market_type': b'NORMAL', 'length_of_status': 45, 'status': b'The Normal market has closed for 22 MAY 2020.'}, {'exchange': 'CDS', 'length_of_market_type': 6, 'market_type': b'NORMAL', 'length_of_status': 45, 'status': b'The Normal market has closed for 22 MAY 2020.'}, {'exchange': 'BSE', 'length_of_market_type': 13, 'market_type': b'OTHER SESSION', 'length_of_status': 0, 'status': b''}]

Note: As per alice blue documentation all market status messages should be having a timestamp. But in actual the server doesn't send timestamp, so the library is unable to get timestamp for now.

Subscribe to exchange messages

sas.subscribe_exchange_messages()

Getting market status messages.

print(sas.get_exchange_messages())

Example result of get_exchange_messages()

[{'exchange': 'NSE', 'length': 32, 'message': b'DS : Bulk upload can be started.', 'exchange_time_stamp': 1590148595}, {'exchange': 'NFO', 'length': 200, 'message': b'MARKET WIDE LIMIT FOR VEDL IS 183919959. OPEN POSITIONS IN VEDL HAVE REACHED 84 PERCENT OF THE MARKET WIDE LIMIT.                                                                                       ', 'exchange_time_stamp': 1590146132}, {'exchange': 'CDS', 'length': 54, 'message': b'DS : Regular segment Bhav copy broadcast successfully.', 'exchange_time_stamp': 1590148932}, {'exchange': 'MCX', 'length': 7, 'message': b'.......', 'exchange_time_stamp': 1590196159}]

Market Status messages & Exchange messages through callbacks

socket_opened = False
def market_status_messages(message):
    print(f"market status messages {message}")

def exchange_messages(message):
    print(f"exchange messages {message}")

def open_callback():
    global socket_opened
    socket_opened = True

sas.start_websocket(market_status_messages_callback=market_status_messages,
					  exchange_messages_callback=exchange_messages,
                      socket_open_callback=open_callback,
                      run_in_background=True)
while(socket_opened==False):
    pass
sas.subscribe_market_status_messages()
sas.subscribe_exchange_messages()
sleep(10)

Place an order

Place limit, market, SL, SL-M, AMO, BO, CO orders

print (sas.get_profile())

# TransactionType.Buy, OrderType.Market, ProductType.Delivery

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%1%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.Market,
                     product_type = ProductType.Delivery,
                     price = 0.0,
                     trigger_price = None,
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
   )

# TransactionType.Buy, OrderType.Market, ProductType.Intraday

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%2%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.Market,
                     product_type = ProductType.Intraday,
                     price = 0.0,
                     trigger_price = None,
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)

# TransactionType.Buy, OrderType.Market, ProductType.CoverOrder

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%3%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.Market,
                     product_type = ProductType.CoverOrder,
                     price = 0.0,
                     trigger_price = 7.5, # trigger_price Here the trigger_price is taken as stop loss (provide stop loss in actual amount)
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)


# TransactionType.Buy, OrderType.Limit, ProductType.BracketOrder
# OCO Order can't be of type market

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%4%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.Limit,
                     product_type = ProductType.BracketOrder,
                     price = 8.0,
                     trigger_price = None,
                     stop_loss = 6.0,
                     square_off = 10.0,
                     trailing_sl = None,
                     is_amo = False)
)

# TransactionType.Buy, OrderType.Limit, ProductType.Intraday

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%5%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.Limit,
                     product_type = ProductType.Intraday,
                     price = 8.0,
                     trigger_price = None,
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)


# TransactionType.Buy, OrderType.Limit, ProductType.CoverOrder

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%6%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.Limit,
                     product_type = ProductType.CoverOrder,
                     price = 7.0,
                     trigger_price = 6.5, # trigger_price Here the trigger_price is taken as stop loss (provide stop loss in actual amount)
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)

###############################

# TransactionType.Buy, OrderType.StopLossMarket, ProductType.Delivery

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%7%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.StopLossMarket,
                     product_type = ProductType.Delivery,
                     price = 0.0,
                     trigger_price = 8.0,
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)


# TransactionType.Buy, OrderType.StopLossMarket, ProductType.Intraday

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%8%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.StopLossMarket,
                     product_type = ProductType.Intraday,
                     price = 0.0,
                     trigger_price = 8.0,
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)



# TransactionType.Buy, OrderType.StopLossMarket, ProductType.CoverOrder
# CO order is of type Limit and And Market Only

# TransactionType.Buy, OrderType.StopLossMarket, ProductType.BO
# BO order is of type Limit and And Market Only

###################################

# TransactionType.Buy, OrderType.StopLossLimit, ProductType.Delivery

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%9%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.StopLossMarket,
                     product_type = ProductType.Delivery,
                     price = 8.0,
                     trigger_price = 8.0,
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)


# TransactionType.Buy, OrderType.StopLossLimit, ProductType.Intraday

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%10%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.StopLossLimit,
                     product_type = ProductType.Intraday,
                     price = 8.0,
                     trigger_price = 8.0,
                     stop_loss = None,
                     square_off = None,
                     trailing_sl = None,
                     is_amo = False)
)



# TransactionType.Buy, OrderType.StopLossLimit, ProductType.CoverOrder
# CO order is of type Limit and And Market Only


# TransactionType.Buy, OrderType.StopLossLimit, ProductType.BracketOrder

print ("%%%%%%%%%%%%%%%%%%%%%%%%%%%%11%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
print(
   sas.place_order(transaction_type = TransactionType.Buy,
                     instrument = sas.get_instrument_by_symbol('NSE', 'INFY'),
                     quantity = 1,
                     order_type = OrderType.StopLossLimit,
                     product_type = ProductType.BracketOrder,
                     price = 8.0,
                     trigger_price = 8.0,
                     stop_loss = 1.0,
                     square_off = 1.0,
                     trailing_sl = 20,
                     is_amo = False)
)

Place basket order

Basket order is used to buy or sell group of securities simultaneously.

order1 = {  "instrument"        : sas.get_instrument_by_symbol('NSE', 'INFY'),
            "order_type"        : OrderType.Market,
            "quantity"          : 1,
            "transaction_type"  : TransactionType.Buy,
            "product_type"      : ProductType.Delivery}
order2 = {  "instrument"        : sas.get_instrument_by_symbol('NSE', 'SBIN'),
            "order_type"        : OrderType.Limit,
            "quantity"          : 2,
            "price"             : 280.0,
            "transaction_type"  : TransactionType.Sell,
            "product_type"      : ProductType.Intraday}
order = [order1, order2]
print(sas.place_basket_order(orders))

Cancel an order

sas.cancel_order('170713000075481') #Cancel an open order

Getting order history and trade details

Get order history of a particular order

print(sas.get_order_history('170713000075481'))

Get order history of all orders.

print(sas.get_order_history())

Get trade book

print(sas.get_trade_book())

Order properties as enums

Order properties such as TransactionType, OrderType, and others have been safely classified as enums so you don't have to write them out as strings

TransactionType

Transaction types indicate whether you want to buy or sell. Valid transaction types are of the following:

• TransactionType.Buy - buy
• TransactionType.Sell - sell

OrderType

Order type specifies the type of order you want to send. Valid order types include:

• OrderType.Market - Place the order with a market price
• OrderType.Limit - Place the order with a limit price (limit price parameter is mandatory)
• OrderType.StopLossLimit - Place as a stop loss limit order
• OrderType.StopLossMarket - Place as a stop loss market order

ProductType

Product types indicate the complexity of the order you want to place. Valid product types are:

• ProductType.Intraday - Intraday order that will get squared off before market close
• ProductType.Delivery - Delivery order that will be held with you after market close
• ProductType.CoverOrder - Cover order
• ProductType.BracketOrder - One cancels other order. Also known as bracket order

Working with examples

Here, examples directory there are 3 files sas_login_eg.py, streaming_data.py and stop.txt

Steps

• Clone the repository to your local machine git clone https://github.com/algo2t/alphatrade.git
• Copy the examples directory to any location where you want to write your code
• Install the alphatrade module using pip => python -m pip install https://github.com/algo2t/alphatrade.git
• Open the examples directory in your favorite editor, in our case it is VSCodium
• Open the sas_login_eg.py file in the editor
• Now, create config.py file as per instructions given below and in the above file
• Provide correct login credentials like login_id, password and twofa
• twofa must be same for all questions under two factor authentication
• This is generally set from the homepage of alpha web trading platform here
• Click on FORGET PASSWORD? => Select Reset 2FA radio button.
• Enter the CLIENT ID (LOGIN_ID), EMAIL ID and PAN NUMBER, click on RESET button.
• Click on BACK TO LOGIN and enter CLIENT ID and PASSWORD, click on SECURED SIGN-IN
• Set same answers for 5 questions and click on SUBMIT button.

config.py

login_id = "RR249"
password = "SAS@249"
twofa = "rr"

try:
    access_token = open('access_token.txt', 'r').read().rstrip()
except Exception as e:
    print('Exception occurred :: {}'.format(e))
    access_token = None

Example strategy using alpha trade API

Here is an example moving average strategy using alpha trade web API. This strategy generates a buy signal when 5-EMA > 20-EMA (golden cross) or a sell signal when 5-EMA < 20-EMA (death cross).

Read this before creating an issue

Before creating an issue in this library, please follow the following steps.

1. Search the problem you are facing is already asked by someone else. There might be some issues already there, either solved/unsolved related to your problem. Go to issues page, use is:issue as filter and search your problem.
2. If you feel your problem is not asked by anyone or no issues are related to your problem, then create a new issue.
3. Describe your problem in detail while creating the issue. If you don't have time to detail/describe the problem you are facing, assume that I also won't be having time to respond to your problem.
4. Post a sample code of the problem you are facing. If I copy paste the code directly from issue, I should be able to reproduce the problem you are facing.
5. Before posting the sample code, test your sample code yourself once. Only sample code should be tested, no other addition should be there while you are testing.
6. Have some print() function calls to display the values of some variables related to your problem.
7. Post the results of print() functions also in the issue.
8. Use the insert code feature of github to inset code and print outputs, so that the code is displayed neat.