py5paisa 0.7.19

Python SDK for 5paisa APIs natively written in VB.NET

5paisa Python SDK

Python SDK for 5paisa APIs natively written in VB .NET

Documentation

Read the docs hosted here

Features

• Order placement, modification and cancellation
• Fetching user info including holdings, positions, margin and order book.
• Fetching live market streaming.
• Placing, modifying and deleting Bracket Order.
• Fetching order status and trade information.
• Getting live data streaming using websockets.

Installation

pip install py5paisa

Usage

Configuring API keys

Get your API keys from here

Note:- We have deprecated the existing method which involved the use of login credentials. Kindly go through this updated documentation of using Access token for API Access.

Scrip codes reference:

Note : Use these Links for getting scrip codes

Scrip Master - Downaload ScripMaster here

API Documentation

#Fetch Scrip Codes

scrips = client.get_scrips()

#Query Script Data Inputs sequence- exchange, exchangetype, symbol, strike, type, expiry

#Strike to be 0 for cash stocks , Actual Strike for Derivatives

#type to be XX for Cash stocks and Futures, EQ for indices, CE/PE for Options

#Fetch Scrip Data for Cash record = client.query_scrips("N","C","ITC","0","XX","") #Fetch Scrip Data for Options record = client.query_scrips("N","D","NIFTY","22300","CE","2024-04-25") #Fetch Scrip Data for Futures record = client.query_scrips("N","C","INFY","0","XX","")

AUTHENTICATION USING OAUTH

from py5paisa import FivePaisaClient
cred={
    "APP_NAME":"YOUR APP_NAME",
    "APP_SOURCE":"YOUR APP_SOURCE",
    "USER_ID":"YOUR USER_ID",
    "PASSWORD":"YOUR PASSWORD",
    "USER_KEY":"YOUR USERKEY",
    "ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY"
    }

#This function will automatically take care of generating and sending access token for all your API's

client = FivePaisaClient(cred=cred)

# New TOTP based authentication
client.get_totp_session('Your ClientCode','TOTP from authenticator app','Your Pin')

# OAUTH Approach
# First get a token by logging in to -> https://dev-openapi.5paisa.com/WebVendorLogin/VLogin/Index?VendorKey=<Your Vendor Key>&ResponseURL=<Redirect URL>
# VendorKey is UesrKey for individuals user
# for e.g. you can use ResponseURL as https://www.5paisa.com/technology/developer-apis
# Pass the token received in the response url after successful login to get an access token (this also sets the token for all the APIs you use)-

# Please note that you need to copy the request token from URL and paste in this code and start the code within 30s.

client.get_oauth_session('Your Response Token')

After successful authentication, you should get a `Logged in!!` message in console

#Function to fetch access token after successful login
print(client.get_access_token())

Market Feed

#NOTE : ScripData and ScripCode you can find from new Scripmaster as mentioned above


req_list_ = [{"Exch": "N", "ExchType": "C", "ScripData": "ITC_EQ"}]
              {"Exch": "N", "ExchType": "C", "ScripCode": "2885"}]

print(client.fetch_market_feed_scrip(req_list_))

Market Status

print(client.get_market_status())

Fetching user info

# Fetches holdings
client.holdings()

# Fetches margin
client.margin()

# Fetches positions
client.positions()

# Fetches the order book of the client
client.order_book()

# Fetches Trade book
client.get_tradebook()

Position Conversion

# Convert positions
# client.position_convertion(<Exchange>,<Exchange Type>,<Scrip Name>,<Buy/Sell>,<Qty>,<From Delivery/Intraday>,<From Delivery/Intraday>)
client.position_convertion("N","C","BPCL_EQ","B",5,"D","I")

Placing an order

# Note: This is an indicative order.

from py5paisa.order import Order, OrderType, Exchange

#You can pass scripdata either you can pass scripcode also.
# please use price = 0 for market Order
#use IsIntraday= true for intraday orders

#Using Scrip Data :-

#Using Scrip Code :-
client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=260)
#Sample For SL order (for order to be treated as SL order just pass StopLossPrice)
client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=350, IsIntraday=False, StopLossPrice=345)
#Derivative Order
client.place_order(OrderType='B',Exchange='N',ExchangeType='D', ScripCode = 57633, Qty=50, Price=1.5)

Please refer below documentation link for paramaters to be passed in cleint.place_order function
https://www.5paisa.com/developerapi/order-request-place-order

Placing offline orders (After Market Orders)

By default all orders are normal orders, pass AHPlaced=Y to place offline orders.

client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=325, AHPlaced="Y")

Modifying an order

client.modify_order(ExchOrderID="1100000017861430", Qty=2,Price=261)

Cancelling an order

client.cancel_order(exch_order_id="1100000017795041")

cancel_bulk=[
            {
                "ExchOrderID": "<Exchange Order ID 1>"
            },
            {
                "ExchOrderID": "<Exchange Order ID 2>"
            },
client.cancel_bulk_order(cancel_bulk)

Order Margin Calculation

client.Order_margin( Exch= "N", ExchType = "C", OrderRequestorCode = "51959929", ScripCode = "1660", PlaceModifyCancel = "P",  TransactionType = "B", AtMarket = "Y", LimitRate = 0, Volume = 5, OldTradedQty = 0, ProductType = "D", ExchOrderId = "0", CoverPositions ="N")

SquareOffAll Orders

client.squareoff_all()

Bracket Order

For placing Braket order

client.bo_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,TargetPrice=345,StopLossPrice=320,LimitPriceForSL=319,TrailingSL=1.5)

For placing Cover order

client.cover_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,StopLossPrice=320,TrailingSL=1.5)

Note:For placing Bracket order in FNO segment pass ExchType='D'

For Modifying Bracket/Cover Order only for Initial order (entry)

client.modify_bo_order(ExchOrderID="1100000017861430",LimitPrice=330)
client.modify_cover_order(ExchOrderID="1100000017861430",LimitPrice=330)

#Note : For cover order just pass LimitPriceProfitOrder equal to Zero.

For Modifying LimitPriceProfitOrder

client.modify_bo_order(ExchOrderID="1100000017861430",TargetPrice=330)
client.modify_cover_order(ExchOrderID="1100000017861430",TargetPrice=330)

For Modifying TriggerPriceForSL

client.modify_bo_order(ExchOrderID="1100000017861430",LimitPriceForSL=330)
client.modify_bo_order(ExchOrderID="1100000017861430",LimitPriceForSL=330)

#Note : You have pass atmarket=true while modifying stoploss price, Pass ExchorderId for the particular leg to modify.

Basket Orders

# Create a new Basket
client.create_basket("<New Basket Name>")

# Rename existing basket
client.rename_basket("<Modified Basket Name>",<Exisiting Basket ID>)

# Clone existing basket
client.clone_basket(<Exisiting Basket ID>)

# Delete bulk baskets
delete_basket_list=[{"BasketID":"<Exisiting Basket ID>"},{"BasketID":"<Exisiting Basket ID>"}]
client.delete_basket(delete_basket_list)


# Get list of all baskets (Open/Closed)
client.get_basket()

basket_list= [
            {
                "BasketID": "<Exisiting Basket ID>"
            },
            {
                "BasketID": "<Exisiting Basket ID>"
            }
        ]
order_to_basket=Basket_order("N","C",23000,"BUY",1,"1660","I")
client.add_basket_order(order_to_basket,basket_list)

# Get orders in basket
client.get_order_in_basket(<Exisiting Basket ID>)

Fetching Order Status and Trade Information

from py5paisa.order import  Exchange

req_list= [
        {
            "Exch": "N",
            "ExchType": "C",
            "ScripCode": 20374,
            "ExchOrderID": "1000000015310807"
        }]

# Fetches the trade details
client.fetch_trade_info(req_list)

req_list_= [

        {
            "Exch": "N",
            "RemoteOrderID": "90980441"
        }]
# Fetches the order status
client.fetch_order_status(req_list_)

# Fetch Trade History

print(client.get_trade_history("PASS EXCHANGE ORDER ID"))

Live Market Feed Streaming - Websocket

#NOTE : Webscoket only works with ScripCode

req_list=[
            { "Exch":"N","ExchType":"C","ScripCode":1660},
            ]

req_data=client.Request_Feed('mf','s',req_list)
def on_message(ws, message):
    print(message)


client.connect(req_data)

client.receive_data(on_message)

Note: Use the following abbreviations :

Market Feed=mf

Market Depth (upto 5)=md

Indices (Spot Feed) =i

Open Interest=oi

Subscribe= s

Unsubscribe=u

Live Market Depth Streaming (Depth 20)

a={
                "method":"subscribe",
                "operation":"20depth",
                "instruments":["NC2885"]
            }
print(client.socket_20_depth(a))
def on_message(ws, message):
    print(message)
client.receive_data(on_message)

Note:- Instruments in payload above is a list(array) in format as <exchange><exchange type><scrip code>

Level 5 Market Depth

print(client.fetch_market_depth_by_scrip(Exchange="N",ExchangeType="C",ScripCode="1660"))
print(client.fetch_market_depth_by_scrip(Exchange="N",ExchangeType="C",ScripData="RELIANCE_EQ"))

Full Market Snapshot

a=[{"Exchange":"N","ExchangeType":"C","ScripCode":"2885"},
   {"Exchange":"N","ExchangeType":"C","ScripData":"ITC_EQ"},
   ]
print(client.fetch_market_snapshot(a))

Option Chain

client.get_expiry("N","NIFTY")
# Returns list of all active expiries

# client.get_option_chain("N","NIFTY",<Pass expiry timestamp from get_expiry response>)
client.get_option_chain("N","NIFTY",1647507600000)

Historical Data

#historical_data(<Exchange>,<Exchange Type>,<Scrip Code>,<Time Frame>,<From Data>,<To Date>)

df=client.historical_data('N','C',1660,'15m','2021-05-25','2021-06-16')
print(df)

# Note : TimeFrame Should be from this list ['1m','5m','10m','15m','30m','60m','1d']

VTT

# Create VTT Order

InitialTriggerPrice - Trigger price of vtt Order
InitialLimitPrice - Limit price of vtt order
MatchingCondition - GT/LT
GT = When Trigger Price is greater than LTP of stock put GL.
LT = When Trigger Price is less than LTP of stock put LT.
Profit and SL Leg limit and trigger price fields InitialTriggerPrice, StopLossTriggerPrice, ProfitLimitPrice, ProfitTriggerPrice

client.vtt_order('P', Exch="N", ExchType="C", ScripCode=1660, InitialLimitPrice=490, StopLossLimitPrice=0.0, InitialTriggerPrice=489, StopLossTriggerPrice=0.0, ProfitLimitPrice=0.0, ProfitTriggerPrice=0.0, Quantity=1, BuySell="Buy", MatchingCondition="GT", Symbol="ITC")

#modify VTT Order

client.vtt_order('M', VTTOrderId=3121, InitialLimitPrice=0.0, StopLossLimitPrice=0.0, InitialTriggerPrice=337, StopLossTriggerPrice=0.0,                 ProfitLimitPrice=0.0, ProfitTriggerPrice=0.0, MatchingCondition="GT", Qty=1)

#cancel VTT Order

client.vtt_order('C',
                 VTTOrderId=3121)

#get all VTT Orders

client.vtt_order('G')

Bulk Order Placement

bulk_order=[{
        "Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"ITC_EQ", "Price": "440", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620"
    },{
        "Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"IDEA_EQ", "Price": "15", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620"
    }
]
client.place_order_bulk(OrderList=bulk_order)

Strategy Execution

List Of Strategies Available

• Short Straddle
• Short Strangle
• Long Straddle
• Long Strangle
• Iron Fly(Butterfly)
• Iron Condor
• Call Calendar Spread
• Put Calendar Spread
• Call Ladder
• Put Ladder
• Ladder

#Import strategy package
from py5paisa.strategy import *

Note: These single-commands are capable of trading multiple legs of pre-defined strategies. Like :- Short/Long Straddles and Strangles, Iron Fly and Iron Condor (many more to come) Please use these at your own risk.

#Create an Object:-
cred={
    "APP_NAME":"YOUR APP_NAME",
    "APP_SOURCE":YOUR APP_SOURCE,
    "USER_ID":"YOUR USER_ID",
    "PASSWORD":"YOUR PASSWORD",
    "USER_KEY":"YOUR USERKEY",
    "ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY"
    }
--Old approach
strategy=strategies(user="[e-mail]", passw="password", dob="YYYYMMDD",cred=cred)
--New Approach
strategy=strategies(cred=cred,request_token="eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJ1bmlxdWVfbmFtZSI6IjUwMDUyNzcwIiwicm9sZSI6ImdpUUlvYXR5R2NYQUR3eFYwNXVXSGlPVzJRT1dOTGNzIiwibmJmIjoxNjY3ODMwODczLCJleHAiOjE2Njc4MzA5MDMsImlhdCI6MTY2NzgzMDg3M30.iP_FZtFy-nj6QeRd0sEhaKS-jr-wu-pCwtcdYCGPeO4")

Use the following to execute the strategy (note:- they are executed at market price only)

#short_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>)
strategy.short_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>')

#Using tag is optional

#short_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.short_strangle("banknifty",['35300','37000'],'50','20210610','D')

#long_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>)
strategy.long_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>')

#Using tag is optional

#long_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.long_strangle("banknifty",['35300','37000'],'50','20210610','D')

#iron_condor(<symbol>,<List of buy strike prices>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.iron_condor("NIFTY",["15000","15200"],["15100","15150"],"75","20210603","I")

#iron_fly(<symbol>,<List of buy strike prices>,<Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.iron_fly("NIFTY",["15000","15200"],"15100","75","20210610","I",tag='<Your strategy Name>')

#Using tag is optional

#call_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>)
strategy.call_calendar("nifty",'15600','75',['20210603','20210610'],'I')

#put_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>)
strategy.put_calendar("nifty",'15600','75',['20210603','20210610'],'I')

#call_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.call_ladder("NIFTY","15100",["15300","15400"],"75","20210610","I")

#put_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.put_ladder("NIFTY","15000",["14800","14500"],"75","20210610","I",tag='<Your strategy Name>')

#Using tag is optional

#ladder(<symbol>,<List of Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.ladder("sbin",["400","420"],["350","370","450","500"],"1500","20210729","D")

Squareoff a strategy Using tags
strategy.squareoff('tag')

# Use the same tag as used while executing the strategies

REPORTS

TAX Report
a=client.tax_report("2024-01-01",'2024-06-26')
print(a)

# to fetch Tax report

Ledger Report
a=client.fetch_ledger("2024-01-01",'2024-06-26')
print(a)

# to fetch Ledger report

TODO

• Write tests.

Credits

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.