deltain 1.0.0

Python SDK for Delta Exchange India — perpetual futures broker with bracket orders and OHLCV candle history

deltain

Python SDK for Delta Exchange India — the INR-settled perpetual futures exchange. Built from scratch with a clean abstract broker interface, automatic retry logic, and a full live integration test suite verified against the Delta Exchange testnet.

pip install deltain

---

Features

Capability	Details
Market & Limit Orders	IOC market orders, GTC limit orders
Stop-Loss Orders	Standalone stop-loss with close_on_trigger
Bracket Orders	Entry + SL + TP in a single atomic API call
OHLCV Candle History	1-minute candles, auto-paginated across any date range
Bracket Support Check	is_bracket_order_supported() per symbol
Order Status & Cancel	Query by client_order_id, idempotent cancel
Auto-reconnect	Retries on 502 Bad Gateway and connection errors
Testnet / Mainnet	Single flag to switch environments
Abstract Base Class	Broker ABC so you can swap exchanges without changing strategy code

---

Installation

pip install deltain

Requirements: Python >= 3.10, requests >= 2.28

Or install from source:

git clone https://github.com/friendmanjur/delta-exchange-india-sdk.git
cd delta-exchange-india-sdk
pip install .

---

Quick Start

from deltain import DeltaBroker

broker = DeltaBroker(
    api_key    = "YOUR_KEY",
    api_secret = "YOUR_SECRET",
    testnet    = True,   # flip to False for live trading
)
broker.login()

# Live price
price = broker.get_price("BTCUSD")
print(f"BTCUSD: {price:.2f}")

# Market order
fill = broker.place_market_order("BTCUSD", "buy", qty=1)

# Bracket order - entry + stop-loss + take-profit in one call
broker.place_bracket_order(
    symbol            = "BTCUSD",
    side              = "buy",
    qty               = 1,
    limit_price       = price,
    stop_loss_price   = round(price * 0.95, 1),
    take_profit_price = round(price * 1.05, 1),
    oid               = "my-signal-001",
)

# 1-minute candles - auto-paginated, any range
import time
now = (int(time.time()) // 60) * 60
candles = broker.get_one_minute_candles(
    exchange    = "delta_india",
    symbol      = "BTCUSD",
    start_epoch = now - 7 * 24 * 3600,   # 7 days
    end_epoch   = now,
)
print(f"Fetched {len(candles)} candles")

---

API Reference

DeltaBroker(api_key, api_secret, testnet=False, timeout=10, retry_delay=1.0)

Method	Description
login()	Verify credentials against /v2/profile. Must be called first.
get_price(symbol)	Returns the current mark price as a float.
place_market_order(symbol, side, qty, oid=None)	IOC market order. Returns average fill price.
place_stoploss_order(symbol, side, qty, price, oid)	GTC stop-loss market order.
place_target_order(symbol, side, qty, price, oid)	GTC reduce-only limit order.
place_bracket_order(symbol, side, qty, limit_price, stop_loss_price, take_profit_price, ...)	Atomic bracket order. Returns {"delta_id", "avg_fill", "status"}.
get_order_status(oid)	Returns {"status", "price", "raw_state"}. Status: OPEN TRIGGERED CANCELLED UNKNOWN.
cancel_order(oid)	Idempotent cancel - safe to call on already-closed orders.
is_bracket_order_supported(symbol)	True for perpetual/dated futures. Never raises.
get_one_minute_candles(exchange, symbol, start_epoch, end_epoch)	Paginated 1-min OHLCV. Returns list of {"time", "open", "high", "low", "close", "volume"}.
is_connected()	Ping - returns True if credentials are valid and exchange is reachable.
relogin()	Re-authenticate without creating a new broker instance.

place_bracket_order full signature

broker.place_bracket_order(
    symbol                  = "BTCUSD",
    side                    = "buy",               # "buy" or "sell"
    qty                     = 1,
    limit_price             = 67000.0,             # entry limit price
    stop_loss_price         = 63650.0,             # SL trigger price
    take_profit_price       = 70350.0,             # TP trigger price
    stop_loss_limit_price   = None,                # optional - market SL if omitted
    take_profit_limit_price = None,                # optional - market TP if omitted
    stop_trigger_method     = "last_traded_price", # or "mark_price" / "index_price"
    oid                     = "signal-btc-001",    # optional client_order_id
)

get_one_minute_candles boundary alignment rule

Delta Exchange applies an asymmetric rounding rule to timestamps, discovered and verified via 32 live boundary tests:

aligned_start = ceil(start / 60) * 60   <- CEILING
aligned_end   = floor(end   / 60) * 60  <- FLOOR

Always align your timestamps to minute boundaries for predictable results:

# Correct - always align first
start = (your_epoch // 60) * 60
end   = (your_epoch // 60) * 60

Start offset	End offset	Candles returned
:00	:00 to :59	1 candle (the :00 candle)
:00	:60	2 candles
:01 to :59	less than :60	0 candles - start ceils past end
:01 to :59	:60 to :119	1 candle (only the :60 candle)

---

Abstract Broker Interface

Write strategy code once, swap the exchange later:

from deltain import Broker

class MyOtherBroker(Broker):
    def get_price(self, symbol): ...
    def place_market_order(self, symbol, side, qty): ...
    def place_stoploss_order(self, symbol, side, qty, price, oid): ...
    def place_target_order(self, symbol, side, qty, price, oid): ...
    def place_bracket_order(self, symbol, side, qty, limit_price,
                            stop_loss_price, take_profit_price, ...): ...
    def get_order_status(self, oid): ...
    def cancel_order(self, oid): ...
    # is_bracket_order_supported() defaults to True
    # get_one_minute_candles() raises NotImplementedError until overridden

---

Tests

All tests run against testnet only - no live funds are ever used.

export DELTA_API_KEY="your_testnet_key"
export DELTA_API_SECRET="your_testnet_secret"

# Bracket order tests
python3 tests/test_bracket_order.py

# Candle stress tests
python3 tests/stress_test_candles.py

# Run specific groups
python3 tests/stress_test_candles.py single multi
python3 tests/stress_test_candles.py pagination
python3 tests/stress_test_candles.py edge

Test file	Assertions	What is covered
test_bracket_order.py	24	Login guard, position pre-flight, bracket lifecycle, SL/TP child visibility, idempotent cancel
stress_test_candles.py	400+	Schema, OHLC sanity, pagination up to 30 days, multi-symbol, 32 second-boundary combinations

---

Project Structure

delta-exchange-india-sdk/
├── deltain/
│   ├── __init__.py
│   └── broker.py              <- Broker ABC + DeltaBroker (820 lines)
├── tests/
│   ├── test_bracket_order.py
│   └── stress_test_candles.py
├── examples/
│   └── quickstart.py
├── pyproject.toml
├── CHANGELOG.md
├── LICENSE
└── README.md

---

Environment Variables

Variable	Description
DELTA_API_KEY	Your Delta Exchange India API key
DELTA_API_SECRET	Your Delta Exchange India API secret

Get testnet credentials at testnet.delta.exchange.

---

Security

• Never commit credentials. Use environment variables or a secrets manager.
• .gitignore excludes .env and secrets.py.
• All tests are hard-coded to testnet=True.

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Changelog

See CHANGELOG.md.

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License

MIT - see LICENSE.

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Acknowledgements

Built on the Delta Exchange India REST API. Retry and connection patterns ported from the Shoonya C++ trading system.