kitetrader 1.1.1

Unofficial Python Client for Zerodha Kite

Kite-Trader

Unofficial Python Client for Zerodha Kite with built-in request throttling so you never exceed Kite's API limits.

If you :heart: my work so far, please :star2: this repo.

Installation

Supports Python version >= 3.8

pip install kitetrader

Usage

from kitetrader import Kite

# Using with statement (context manager)
with Kite() as kite:
  kite.profile() # user profile
  kite.holdings() # user portfolio

# or
kite = Kite()
kite.profile()
kite.holdings()

# close the requests session
kite.close()

Login

On first initialization, Kite will check for user authentication. If no arguments are provided, the script prompts for username, password, and OTP.

On successful login, an enctoken is generated and stored in a cookie file.

If the cookie file exists on subsequent initialization, the enctoken is reused, eliminating the need to log in again.

This method will logout all Kite web (browser) sessions. (You can continue to use the Kite Mobile App).

You can reuse the browser enctoken, passing it to Kite. This way, you can use Kite without getting logged out.

kite = Kite(enctoken='<token string>')

To access the browser enctoken, login to kite.zerodha.com and press SHIFT + F9 to open the Storage inspector (On Firefox). You will find the info under cookies.

Passing credentials file path Credentials file is no longer supported. Storing plain text passwords in a file, could be unsafe.

NOTES

• Starting v1.1.0, kitetrader no longer exits on error. You must handle the error appropriately.

• Methods may raise the following errors:

  • A RuntimeError is raised if too many (>15) 429 reponse codes are returned.
  • A TimeoutError is raised if server takes too long to respond.
  • A ConnectionError is raised if:
    • Session expired
    • Bad request or invalid parameters
    • Internal server error

• Any other HTTP error code will print a warning and return None.

Be sure to take this into consideration when writing your scripts.

Available Methods

Almost all methods defined on the Kite Connect 3 api have been covered except Webhooks and Websocket streaming. You can refer to the Kite Connect Docs for more information

# User
kite.profile()
kite.margins(segment=kite.MARGIN_EQUITY) # or kite.MARGIN_COMMODITY

# Portfolio
kite.holdings() # long-term holdings
kite.positions() # short-term positions
kite.auctions() # list all auctions

# Orders
kite.orders() # list all orders for the day
kite.order_history('171229000724687') # order_id
kite.trades() # list all executed trades
kite.order_trades('171229000724687') # order_id

kite.place_order(kite.VARIETY_REGULAR,
                 kite.EXCHANGE_NSE,
                 'INFY',
                 kite.TRANSACTION_TYPE_BUY,
                 1,
                 kite.PRODUCT_NRML,
                 kite.ORDER_TYPE_MARKET) # Buy INFY at market price from NSE with product type NRML

kite.modify_order(kite.VARIETY_REGULAR, '171229000724687', 5) # order_id with quantity 5

kite.cancel_order(kite.VARIETY_REGULAR, '171229000724687')

Market Quotes

# Get the full market quotes - ohlc, OI, bid/ask, etc

instruments = ['NSE:INFY', 'NSE:RELIANCE', 'NSE:HDFCBANK', 'NSE:TCS']

kite.quote(instruments) # accepts list or a single string

# or

kite.quote('NSE:INFY')

kite.ohlc(instruments) # Get OHLCV and last traded price

kite.ltp(instruments) # Last traded price of all instruments

Historical Candle data

from kitetrader import Kite
from pandas import DataFrame, to_datetime
from datetime import datetime

'''An example to load historical candle data in Pandas DataFrame'''

def to_dataframe(data, oi=False):
    '''Returns a pandas DataFrame with Date as Index'''

    columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume']

    if oi:
        columns.append('OpenInterest')

    df = DataFrame(data, columns=columns)

    df['Date'] = to_datetime(df['Date'])
    return df.set_index('Date')


from_dt = datetime(2023, 10, 4, 9, 15)
to_dt = datetime(2023, 10, 4, 15, 30)
instrument_token = '8979970' # banknifty oct futures

with Kite() as kite:
    data = kite.historical_data(instrument_token,
                                from_dt,
                                to_dt,
                                interval='15minute', oi=True)

df = to_dataframe(data, oi=True)

print(df.head())

df.to_csv(kite.base_dir / 'BANKNIFTY_OCT_FUT.csv')

Instruments

Instruments method will return a dump of all tradable instruments. This is a large file of 7MB with 10k+ records. Only download what is required by specifying the exchange.

from kitetrader import Kite
from io import BytesIO
from pandas import read_csv

'''Example to load and save instruments to csv file. '''

with Kite() as kite:
    # returns data in binary format
    data = kite.instruments(kite.EXCHANGE_NSE)

# Save as csv file using pathlib.path
(kite.base_dir / 'instruments.csv').write_bytes(data)

# or using file open with write binary
with open('instruments.csv', 'wb') as f:
    f.write(data)

# To convert data to Pandas DataFrame
df = read_csv(BytesIO(data), index_col='tradingsymbol')

# or load the saved csv file as DataFrame
df = read_csv('instruments.csv', index_col='tradingsymbol')

# to query an instrument token
instrument_token = df.loc['INFY', 'instrument_token']

Constants

The below contants have been defined on the Kite class. You can use them as arguments to the various methods.

# Exchanges
EXCHANGE_NSE = "NSE"
EXCHANGE_BSE = "BSE"
EXCHANGE_NFO = "NFO"
EXCHANGE_CDS = "CDS"
EXCHANGE_BFO = "BFO"
EXCHANGE_MCX = "MCX"
EXCHANGE_BCD = "BCD"

# Products
PRODUCT_MIS = "MIS"
PRODUCT_CNC = "CNC"
PRODUCT_NRML = "NRML"
PRODUCT_CO = "CO"

# Order types
ORDER_TYPE_MARKET = "MARKET"
ORDER_TYPE_LIMIT = "LIMIT"
ORDER_TYPE_SLM = "SL-M"
ORDER_TYPE_SL = "SL"

# Varities
VARIETY_REGULAR = "regular"
VARIETY_CO = "co"
VARIETY_AMO = "amo"
VARIETY_ICEBERG = "iceberg"
VARIETY_AUCTION = "auction"

# Transaction type
TRANSACTION_TYPE_BUY = "BUY"
TRANSACTION_TYPE_SELL = "SELL"

# Validity
VALIDITY_DAY = "DAY"
VALIDITY_IOC = "IOC"
VALIDITY_TTL = "TTL"

# Position Type
POSITION_TYPE_DAY = "day"
POSITION_TYPE_OVERNIGHT = "overnight"

# Margins segments
MARGIN_EQUITY = "equity"
MARGIN_COMMODITY = "commodity"

# GTT order type
GTT_TYPE_OCO = "two-leg"
GTT_TYPE_SINGLE = "single"

API limits and Throttling

When making large number of requests its essential to respect the API limits set by Zerodha.

The Throttle class ensures you do not exceed these limits. Its takes two arguments - a dictionary configuration and an integer max_penalty_count.

The max_penalty_count is maximum number of 429 HTTP error code, allowed to be returned during a session. Exceeding this limit will result in a runtime error.

The configuration is a dictionary which defines the limits for each endpoint. Here, RPS stands for Requests Per Second andRPM stands for Requests Per Minute. Limits are set for each end point.

throttle_config = {
    'quote': {
        'rps': 1,
    },
    'historical': {
        'rps': 3,
    },
    'order': {
        'rps': 8,
        'rpm': 180,
    },
    'default': {
        'rps': 8,
    }
}

max_penalty_count = 15

th = Throttle(throttle_config, max_penalty_count)

Class and Method signature

Help on class Kite in module Kite:

class Kite(builtins.object)
 |  Kite(credentials_path=None, enctoken=None)
 |
 |  Unofficial implementation of Zerodha Kite api
 |
 |  Methods defined here:
 |
 |
 |  auctions(self)
 |      Retrieve the list of auctions that are currently being held
 |
 |  cancel_order(self, variety, order_id)
 |      Cancel an order.
 |
 |  close(self)
 |      Close the Requests session
 |
 |  historical_data(self, instrument_token: str, from_dt: datetime,
 |                  to_dt: datetime, interval: str,
 |                  continuous=False, oi=False)
 |      return historical candle records for a given instrument.
 |
 |  holdings(self)
 |      Return the list of long term equity holdings
 |
 |  instruments(self, exchange=None)
 |      return a CSV dump of all tradable instruments
 |
 |  ltp(self, instruments: str | list | tuple | set)
 |      Returns the last traded price
 |
 |  margins(self, segment=None)
 |      Returns funds, cash, and margin information for the user
 |      for equity and commodity segments
 |
 |  modify_order(self, variety, order_id, quantity=None, price=None, order_type=None,
 |               trigger_price=None, validity=None, disclosed_quantity=None)
 |      Modify an open order.
 |
 |  ohlc(self, instruments: str | list | tuple | set)
 |      Returns ohlc and last traded price
 |
 |  order_history(self, order_id)
 |      Get history of individual orders
 |
 |  order_trades(self, order_id)
 |      Get the the trades generated by an order
 |
 |  orders(self)
 |      Get list of all orders for the day
 |
 |  place_order(self, variety, exchange, tradingsymbol, transaction_type, quantity,
 |              product, order_type, price=None, validity=None, validity_ttl=None,
 |              disclosed_quantity=None, trigger_price=None, iceberg_legs=None,
 |              iceberg_quantity=None, auction_number=None, tag=None)
 |      Place an order of a particular variety
 |
 |  positions(self)
 |      Retrieve the list of short term positions
 |
 |  profile(self)
 |      Retrieve the user profile
 |
 |  quote(self, instruments: str | list | tuple | set)
 |      Return the full market quotes - ohlc, OI, bid/ask etc
 |
 |  trades(self)
 |      Get the list of all executed trades for the day