nse-socket-client 0.8

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NSE Socket Client

A professional Python client library for the NSE Socket server with WebSocket and REST API support for real-time market data streaming and order management.

Features

• Real-time Market Data: WebSocket-based streaming for live market data
• Order Management: Place, cancel, and track trading orders
• Historical Data: Access historical market data with advanced filtering
• Admin Controls: Broadcast management for administrators
• Professional Logging: Comprehensive logging with customizable levels
• Auto-reconnection: Robust connection handling with automatic reconnection
• Heartbeat Support: Built-in ping/pong for connection health monitoring
• Multiple Symbol Support: Subscribe to multiple instruments simultaneously
• Clean API: Simple, intuitive interface for complex operations

Installation

pip install nse-socket-client

Quick Start

Basic Usage

from nse_socket_client import NSEClient

# Create client with authentication
client = NSEClient("ws://localhost:8080", "http://localhost:3000")

# Authenticate with username
if client.authenticate("your_username"):
    # Set up data handler
    def handle_market_data(data):
        symbol = data["symbol"]
        price_data = data["data"]
        print(f"{symbol}: Price=${price_data['close']:.2f}, Volume={price_data['volume']:,}")
    
    client.on_ticks = handle_market_data
    
    # Connect and subscribe to multiple symbols
    symbols = ["NIFTY", "RELIANCE", "TCS", "HDFC"]
    if client.connect_and_subscribe(symbols):
        print("🚀 Streaming market data... Press Ctrl+C to stop")
        client.run()  # Blocks until stopped

Using Existing Token

from nse_socket_client import NSEClient

# Create client with existing JWT token
client = NSEClient("ws://localhost:8080", "http://localhost:3000", token="your_jwt_token")

# Set up event handlers
client.on_ticks = lambda data: print(f"Received: {data}")
client.on_connect = lambda: print("Connected!")
client.on_disconnect = lambda: print("Disconnected!")

# Connect and start streaming
if client.connect_and_subscribe(["NIFTY", "INDIGO"]):
    client.run()

Order Management

# Place a market order
order = client.place_order(
    symbol="RELIANCE",
    side="buy",
    order_type="market",
    quantity=10
)

# Place a limit order
limit_order = client.place_order(
    symbol="TCS",
    side="sell",
    order_type="limit",
    quantity=5,
    price=3500.00
)

# Get all orders
orders = client.get_orders()
print(f"Total orders: {len(orders)}")

# Cancel an order
if order:
    success = client.cancel_order(order["id"])
    print(f"Order cancelled: {success}")

Historical Data

# Get recent historical data
historical_data = client.get_historical_data("NIFTY", limit=100)

# Get data for specific date range
from datetime import date
data = client.get_historical_data(
    "RELIANCE",
    from_date="2024-01-01",
    to_date="2024-01-31",
    limit=500
)

# Get daily data
daily_data = client.get_historical_data(
    "TCS",
    time_period="day",
    limit=30
)

# Get available symbols
symbols = client.get_available_symbols()
print(f"Available symbols: {len(symbols)}")

Advanced Features

# Batch subscribe to many symbols
symbols = ["NIFTY", "BANKNIFTY", "RELIANCE", "TCS", "HDFC", "ICICIBANK"]
results = client.subscribe_batch(symbols, batch_size=10)

# Configure heartbeat
client.set_heartbeat_config(enabled=True, interval=25, timeout=10)

# Set custom log level
client.set_log_level("DEBUG")

# Check connection status
if client.is_connected():
    print(f"Connected with {client.get_subscription_count()} active subscriptions")

# Get heartbeat status
heartbeat_info = client.get_heartbeat_status()
print(f"Heartbeat: {heartbeat_info}")

Admin Features

For users with admin privileges:

# Start data broadcasting
client.start_broadcast()

# Check broadcast status
status = client.get_broadcast_status()
print(f"Broadcast state: {status['state']}")

# Pause/Resume broadcasting
client.pause_broadcast()
client.resume_broadcast()

# Stop broadcasting
client.stop_broadcast()

Configuration

WebSocket Configuration

client = NSEClient(
    ws_uri="ws://localhost:8080",
    api_uri="http://localhost:3000",
    token="your_token"
)

# Configure auto-reconnection
client.auto_reconnect = True
client.reconnect_interval = 5
client.max_reconnect_attempts = 10

# Configure heartbeat
client.heartbeat_enabled = True
client.heartbeat_interval = 25
client.ping_timeout = 10

Event Handlers

def on_market_data(data):
    """Handle incoming market data"""
    print(f"Market Data: {data}")

def on_connection():
    """Handle connection established"""
    print("WebSocket connected")

def on_disconnection():
    """Handle connection lost"""
    print("WebSocket disconnected")

def on_error(error):
    """Handle errors"""
    print(f"Error: {error}")

def on_order_update(order):
    """Handle order updates"""
    print(f"Order Update: {order}")

# Assign handlers
client.on_ticks = on_market_data
client.on_connect = on_connection
client.on_disconnect = on_disconnection
client.on_error = on_error
client.on_order_update = on_order_update

Error Handling

from nse_socket_client import (
    NSESocketError,
    AuthenticationError,
    ConnectionError,
    SubscriptionError,
    HistoricalDataError,
    AdminError
)

try:
    client = NSEClient("ws://localhost:8080", "http://localhost:3000")
    client.authenticate("username")
    
except AuthenticationError as e:
    print(f"Authentication failed: {e}")
except ConnectionError as e:
    print(f"Connection failed: {e}")
except NSESocketError as e:
    print(f"NSE Socket error: {e}")

API Reference

NSEClient Class

Constructor

• NSEClient(ws_uri, api_uri, token=None)

Authentication

• authenticate(username) - Authenticate with username
• get_token(username) - Get JWT token

Connection Management

• ws_connect() - Connect to WebSocket
• ws_disconnect() - Disconnect from WebSocket
• is_connected() - Check connection status
• health_check() - Check API server health

Subscription Management

• subscribe_feed(symbol) - Subscribe to single symbol
• subscribe_multiple(symbols) - Subscribe to multiple symbols
• subscribe_batch(symbols, batch_size) - Batch subscribe
• unsubscribe_feed(symbol) - Unsubscribe from symbol
• connect_and_subscribe(symbols) - Connect and subscribe in one call

Order Management

• place_order(symbol, side, order_type, quantity, price, stop_price)
• cancel_order(order_id)
• get_orders(symbol, status)
• get_order(order_id)

Historical Data

• get_historical_data(symbol, limit, from_date, to_date, time_period)
• get_historical_summary()
• get_available_symbols()

Requirements

• Python 3.7+
• requests >= 2.25.0
• websocket-client >= 1.0.0

License

This project is licensed under the MIT License - see the LICENSE file for details.