optionchain-stream 0.5

Python library for live streaming option chain using Kiteconnect Websocket

Option Chain Stream

Live streaming option chain for equity derivatives using Kite connect Websocket.

This package uses Redis as storage backend. Here Redis is used to store real time streaming websocket data and instruments detail i.e all option strike details for contracts. Combination of these data structure are used to create real-time option chain stream for any given instrument.

Installation

pip install optionchain_stream

Request parameters

Field	Type	Detail
api_key	string	Kite connect API key
secret_key	string	Kite connect API secret
request_token	string	Kite connect one-time token obtained after the login flow
access_token	string	The authentication token obtained post the login flow using request_token and secret_key
option_symbol	string	Symbol of the instrument(eg: NIFTY, SBIN, ONGC, etc)
option_expiry_date	string	Option expiry date in yyyy-mm-dd format(eg: '2021-02-25', '2021-04-29')

Usage

from optionchain_stream import OptionChain
OptionStream = OptionChain("option_symbol", "option_expiry_date in yyyy-mm-dd format", "api_key",
                    "api_secret=None", "request_token=None", "access_token=None")

# You can directly pass access_token from previous active session 
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", access_token="XXXXXX")

# Generate new session by passing api_secret and request_token
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", api_secret="XXXXX",
                    request_token="XXXXXX")

# Sync master instrument data to DB(redis)     
# This sync is required only once daily at initial run             
OptionStream.sync_instruments()

# Stream option chain data in real-time
StreamData = OptionStream.create_option_chain()
for data in StreamData:
    print(data)

Response

Responses are JSON messages.

...., 'change': 54.09090909090908, 'oi': 7700},{'token': 24268034, 'symbol': 'ONGC21FEB87PE', 'last_price': 1.5, 'volume': 61600, 'change': 0.0, 'oi': 400400}, 
{'token': 24268290, 'symbol': 'ONGC21FEB88CE', 'last_price': 10.6, 'volume': 0, 'change': -12.033195020746897, 'oi': 15400}, {'token': 24268546, 'symbol': 
'ONGC21FEB88PE', 'last_price': 1.75, 'volume': 53900, 'change': 25.000000000000007, 'oi': 261800}, {'token': 24268802, 'symbol': 'ONGC21FEB89CE', 
'last_price':10.6, 'volume': 15400, 'change': -5.77777777777778, 'oi': 107800}, 
{'token': 24269058, 'symbol': 'ONGC21FEB89PE', 'last_price': 1.85, 'volume': 184800, 'change': -11.904761904761905, 'oi': 338800}, {'token': 24269314, 'symbol': 
'ONGC21FEB90CE', 'last_price': 10.0, 'volume': 654500, 'change': 2.5641025641025643, 'oi': 1632400}, {'token': 24269570, 'symbol': 'ONGC21FEB90PE', 'last_price': 
2.2, 'volume': 1925000, 'change': -2.2222222222222143, 'oi': 3326400}, {'token': 24269826, 'symbol': 'ONGC21FEB91CE', 'last_price': 9.3, 'volume': 15400, 
'change': -6.999999999999993, 'oi': 308000}, {'token': 24270082, 'symbol': 'ONGC21FEB91PE', 'last_price': 2.55, 'volume': 61600, 'change': -5.555555555555569, 
'oi': 323400}, {'token': 24270338, 'symbol': 'ONGC21FEB92CE', 'last_price': 8.7, 'volume': 30800,....

Response attributes

Field	Type	Detail
token	string	instrument_token for requested tradingsymbol
symbol	string	tradingsymbol of the instrument
last_price	float	Current market price
volume	int	Volume traded for the day
change	float	Price change % w.r.t previous day close/LTP
oi	float	Open Interest for a options contract