nubra-flexi-payload 0.1.1

Build Nubra flexi basket payloads from grouped option legs

nubra_flexi_payload

Build Nubra flexi basket payloads from grouped option strategy input.

Install

pip install nubra-flexi-payload

Public API

• build_option_strategy(...)
• build_flexi_payload(...)
• quote_fetcher_factory(md_instance)

Usage

from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_python_sdk.trading.trading_data import NubraTrader
from nubra_python_sdk.trading.trading_enum import DeliveryTypeEnum, ExchangeEnum

from nubra_flexi_payload import build_option_strategy, build_flexi_payload, quote_fetcher_factory

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
instruments = InstrumentData(nubra)
md = MarketData(nubra)
trade = NubraTrader(nubra, version="V2")

symbols = build_option_strategy(
    underlying="NIFTY",
    legs=[
        [23500, "PE", "week0", "SELL", 1],
        [23900, "CE", "week0", "SELL", 1],
    ],
)

payload = build_flexi_payload(
    symbols=symbols,
    instruments_df=instruments.get_instruments_dataframe(exchange="NSE"),
    quote_fetcher=quote_fetcher_factory(md),
    basket_name="AutoBuiltFlexiStrategy",
    tag="auto_entry",
    exchange=ExchangeEnum.NSE,
    multiplier=3,
    order_delivery_type=DeliveryTypeEnum.ORDER_DELIVERY_TYPE_CNC,
    limit_buffer_paise=500,
)

trade.flexi_order(payload)

Leg Input

Each leg can be passed as either:

• [strike, option_type, expiry_type, side, lots]
• {"strike": 302.5, "option_type": "PE", "expiry_type": "week1", "side": "BUY", "lots": 1}

Supported expiry_type values:

• week0: current or nearest live expiry
• week1: next expiry after week0
• week2: next expiry after week1
• week3: next expiry after week2
• month: current month's monthly expiry

If a requested weekly expiry is not available for that underlying, the module falls back to the current month's monthly expiry.