openalgo 1.0.4

Python library for algorithmic trading with OpenAlgo - Accounts, Orders, and Market Data APIs

OpenAlgo Python Library

A Python library for algorithmic trading using OpenAlgo's REST APIs. This library provides a comprehensive interface for order management, market data, and account operations.

Installation

pip install openalgo

Quick Start

from openalgo import api

# Initialize the client
client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000"  # or your OpenAlgo server URL
)

API Categories

1. Accounts API

Funds

Get funds and margin details of the trading account.

result = client.funds()
# Returns:
{
    "data": {
        "availablecash": "18083.01",
        "collateral": "0.00",
        "m2mrealized": "0.00",
        "m2munrealized": "0.00",
        "utiliseddebits": "0.00"
    },
    "status": "success"
}

Orderbook

Get orderbook details with statistics.

result = client.orderbook()
# Returns order details and statistics including:
# - Total buy/sell orders
# - Total completed/open/rejected orders
# - Individual order details with status

Tradebook

Get execution details of trades.

result = client.tradebook()
# Returns list of executed trades with:
# - Symbol, action, quantity
# - Average price, trade value
# - Timestamp, order ID

Positionbook

Get current positions across all segments.

result = client.positionbook()
# Returns list of positions with:
# - Symbol, exchange, product
# - Quantity, average price

Holdings

Get stock holdings with P&L details.

result = client.holdings()
# Returns:
# - List of holdings with quantity and P&L
# - Statistics including total holding value
# - Total investment value and P&L

2. Orders API

Place Order

Place a regular order.

result = client.placeorder(
    symbol="RELIANCE",
    exchange="NSE",
    action="BUY",
    quantity=1,
    price_type="MARKET",
    product="MIS"
)

Place Smart Order

Place an order with position sizing.

result = client.placesmartorder(
    symbol="RELIANCE",
    exchange="NSE",
    action="BUY",
    quantity=1,
    position_size=100,
    price_type="MARKET",
    product="MIS"
)

Basket Order

Place multiple orders simultaneously.

orders = [
    {
        "symbol": "RELIANCE",
        "exchange": "NSE",
        "action": "BUY",
        "quantity": 1,
        "pricetype": "MARKET",
        "product": "MIS"
    },
    {
        "symbol": "INFY",
        "exchange": "NSE",
        "action": "SELL",
        "quantity": 1,
        "pricetype": "MARKET",
        "product": "MIS"
    }
]
result = client.basketorder(orders=orders)

Split Order

Split a large order into smaller ones.

result = client.splitorder(
    symbol="YESBANK",
    exchange="NSE",
    action="SELL",
    quantity=105,
    splitsize=20,
    price_type="MARKET",
    product="MIS"
)

Order Status

Check status of a specific order.

result = client.orderstatus(
    order_id="24120900146469",
    strategy="Test Strategy"
)

Open Position

Get current open position for a symbol.

result = client.openposition(
    symbol="YESBANK",
    exchange="NSE",
    product="CNC"
)

Modify Order

Modify an existing order.

result = client.modifyorder(
    order_id="24120900146469",
    symbol="RELIANCE",
    action="BUY",
    exchange="NSE",
    quantity=2,
    price="2100",
    product="MIS",
    price_type="LIMIT"
)

Cancel Order

Cancel a specific order.

result = client.cancelorder(
    order_id="24120900146469"
)

Cancel All Orders

Cancel all open orders.

result = client.cancelallorder()

Close Position

Close all open positions.

result = client.closeposition()

3. Data API

Quotes

Get real-time quotes for a symbol.

result = client.quotes(
    symbol="RELIANCE",
    exchange="NSE"
)

Market Depth

Get market depth (order book) data.

result = client.depth(
    symbol="RELIANCE",
    exchange="NSE"
)

Historical Data

Get historical price data.

result = client.history(
    symbol="RELIANCE",
    exchange="NSE",
    interval="5m",
    start_date="2024-01-01",
    end_date="2024-01-31"
)

Intervals

Get supported time intervals for historical data.

result = client.interval()

Examples

Check the examples directory for detailed usage:

• account_test.py: Test account-related functions
• order_test.py: Test order management functions
• data_examples.py: Test market data functions

Publishing to PyPI

1. Update version in openalgo/__init__.py

2. Build the distribution:

python -m pip install --upgrade build
python -m build

3. Upload to PyPI:

python -m pip install --upgrade twine
python -m twine upload dist/*

License

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