pyarrow-client 1.1.6

Python SDK for Arrow Trading API

PyArrow – Official Python Client for Arrow Trading API

PyArrow is the official Python SDK for the Arrow Trading Platform, providing comprehensive access to trading APIs, real-time market data, and order management capabilities. Built for traders, quants, and fintech developers who need reliable, high-performance access to Indian financial markets.

🚀 Key Features

📊 Market Data & Analytics

• Real-time quotes, OHLC, LTP, and market depth
• Historical candle data retrieval
• Option chain data and expiry information
• Market holidays and trading calendars
• Index listings and sector data

💼 Order Management

• Place, modify, and cancel orders across exchanges
• Support for all order types (Market, Limit, SL, SL-M)
• Bulk cancel all orders functionality
• Real-time order status tracking
• Trade book and order book access

📡 Real-time Streaming

• WebSocket-based live market data feeds
• Order and position update streams
• Multiple subscription modes (LTPC, Quote, Full)
• Automatic reconnection with exponential backoff
• Thread-safe event handling

🔐 Authentication & Security

• OAuth-based authentication flow
• TOTP (Time-based OTP) integration
• Automatic session management
• Token refresh and validation

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📦 Installation

pip install pyarrow-client

Requirements:

• Python 3.7+
• requests, websocket-client, pyotp, pyarrow, dateutil

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🏃‍♂️ Quick Start

Authentication

from pyarrow import ArrowClient

# Initialize client
client = ArrowClient(app_id="your_app_id")

# Method 1: Manual login (web-based)
login_url = client.login_url()
print(f"Visit: {login_url}")
# After authorization, get request_token from callback
client.login(request_token="token_from_callback", api_secret="your_secret")

# Method 2: Automated login
client.auto_login(
    user_id="your_user_id",
    password="your_password", 
    api_secret="your_api_secret",
    totp_secret="your_totp_secret"
)

Basic Trading Operations

from pyarrow import Exchange, OrderType, ProductType, TransactionType, Variety, Retention

# Place a buy order
order_id = client.place_order(
    exchange=Exchange.NSE,
    symbol="RELIANCE-EQ",
    quantity=1,
    disclosed_quantity=0,
    product=ProductType.CNC,
    order_type=OrderType.LIMIT,
    variety=Variety.REGULAR,
    transaction_type=TransactionType.BUY,
    price=1450.0,
    validity=Retention.DAY
)

print(f"Order placed: {order_id}")

# Get order book
orders = client.get_order_book()
for order in orders:
    print(f"Order {order['id']}: {order['orderStatus']}")

# Get specific order details
order_details = client.get_order_details(order_id)
print(f"Order details: {order_details}")

# Get trade book
trades = client.get_trade_book()
print(f"Trades: {trades}")

# Get positions
positions = client.get_positions()
print(f"Positions: {positions}")

# Get user holdings
holdings = client.get_holdings()
print(f"Current holdings: {holdings}")

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📡 Real-time Market Data

WebSocket Streaming

from pyarrow import ArrowStreams, DataMode

# Initialize streams
streams = ArrowStreams(
    appID="your_app_id",
    token="your_access_token",
    debug=True
)

# Set up event handlers
def on_tick(tick):
    print(f"Token: {tick.token} LTP: {tick.ltp} Change: {tick.net_change}%")

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

def on_connect():
    print("Connected to data stream")

def on_disconnect():
    print("Disconnected from data stream")

# Connect handlers
streams.data_stream.on_ticks = on_tick
streams.data_stream.on_connect = on_connect
streams.data_stream.on_disconnect = on_disconnect

streams.order_stream.on_order_update = on_order_update

# Connect to streams
streams.connect_all()

# Subscribe to market data
token_list = [3045, 1594]  # NSE tokens for RELIANCE, INFY
streams.subscribe_market_data(DataMode.QUOTE, token_list)

# Keep connection alive
import time
try:
    while True:
        time.sleep(1)
except KeyboardInterrupt:
    streams.disconnect_all()

Market Data Modes

# LTPC Mode - Last Trade Price & Change (17 bytes)
# Includes: token, ltp, close, net_change, change_flag
streams.subscribe_market_data(DataMode.LTPC, [3045])

# Quote Mode - Detailed quotes (93 bytes)
# Includes: LTPC + volume, OHLC, OI, buy/sell quantities, timestamps
streams.subscribe_market_data(DataMode.QUOTE, [3045])

# Full Mode - Complete market depth (241 bytes)
# Includes: Quote + upper/lower limits, 5 levels of bids/asks
streams.subscribe_market_data(DataMode.FULL, [3045])

# Unsubscribe from tokens
streams.unsubscribe_market_data(DataMode.LTPC, [3045])

Market Tick Data Structure

# MarketTick attributes
tick.token           # Instrument token
tick.ltp             # Last traded price
tick.mode            # Data mode (ltpc/quote/full)

# Price data
tick.open            # Open price
tick.high            # High price
tick.low             # Low price
tick.close           # Close price
tick.volume          # Volume

# Change calculations
tick.net_change      # Percentage change
tick.change_flag     # 43(+), 45(-), 32(no change)

# Quote data
tick.ltq             # Last traded quantity
tick.avg_price       # Average price
tick.total_buy_quantity
tick.total_sell_quantity

# Time and OI
tick.ltt             # Last trade time
tick.time            # Timestamp
tick.oi              # Open interest
tick.oi_day_high     # OI day high
tick.oi_day_low      # OI day low

# Limits and depth (Full mode only)
tick.upper_limit
tick.lower_limit
tick.bids            # List of 5 bid levels
tick.asks            # List of 5 ask levels

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💹 Advanced Trading Features

Order Modification

# Modify existing order
message = client.modify_order(
    order_id=order_id,
    exchange=Exchange.NSE,
    quantity=2,  # Changed quantity
    symbol="RELIANCE",
    price=1500.0,  # New price
    disclosed_qty=0,
    product=ProductType.CNC,
    transaction_type=TransactionType.BUY,
    order_type=OrderType.LIMIT,
    validity=Retention.DAY,
    remarks="Modified order"
)
print(message)

Cancel Orders

# Cancel single order
message = client.cancel_order(order_id="order_id_here")
print(message)

# Cancel all open orders (bulk cancel with threading)
results = client.cancel_all_orders()
for order_id, status, result in results:
    print(f"Order {order_id}: {status} - {result}")

Margin Calculation

# Calculate margin for single order
margin_info = client.order_margin(
    exchange=Exchange.NSE,
    symbol="RELIANCE-EQ",
    quantity=100,
    product=ProductType.CNC,
    order_type=OrderType.LIMIT,
    transaction_type=TransactionType.BUY,
    price=1500.0,
    include_positions=False
)
print(f"Required margin: {margin_info}")

# Calculate basket margin for multiple orders
orders = [
    {
        "exchange": "NSE",
        "symbol": "RELIANCE-EQ",
        "quantity": "100",
        "product": ProductType.CNC,
        "order": OrderType.LIMIT,
        "transactionType": TransactionType.BUY,
        "price": "1500.00",
    },
    {
        "exchange": "NSE",
        "symbol": "INFY-EQ",
        "quantity": "50",
        "product": ProductType.CNC,
        "order": OrderType.LIMIT,
        "transactionType": TransactionType.BUY,
        "price": "1500.00",
    }
]
basket_margin = client.basket_margin(orders, include_positions=False)
print(f"Basket margin: {basket_margin}")

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📊 Market Data & Analytics

Historical Candle Data

from pyarrow import Exchange

# Get historical candle data
candles = client.candle_data(
    exchange=Exchange.NSE,
    token="3045",  # RELIANCE token
    interval="5min",  # Options: min, 3min, 5min, 15min, 30min, hour, day
    from_timestamp="2024-01-01T09:15:00",
    to_timestamp="2024-01-01T15:30:00",
    oi=False
)
print(f"Candle data: {candles}")

Quote Data

from pyarrow import QuoteMode, Exchange

# Single Instrument Quotes

# LTP Mode - Get last traded price
quote = client.get_quote(QuoteMode.LTP, "RELIANCE-EQ", Exchange.NSE)
print(f"LTP Quote: {quote}")

# OHLCV Mode - Get OHLC and volume data
quote = client.get_quote(QuoteMode.OHLCV, "RELIANCE-EQ", Exchange.NSE)
print(f"OHLCV Quote: {quote}")

# FULL Mode - Get complete market depth
quote = client.get_quote(QuoteMode.FULL, "RELIANCE-EQ", Exchange.NSE)
print(f"Full Quote: {quote}")


# Multiple Instrument Quotes

# LTP Mode for multiple symbols
quotes = client.get_quotes(
    QuoteMode.LTP, 
    symbols=[("RELIANCE-EQ", Exchange.NSE), ("IDEA-EQ", Exchange.BSE)]
)
print(f"Multiple LTP Quotes: {quotes}")

# OHLCV Mode for multiple symbols
quotes = client.get_quotes(
    QuoteMode.OHLCV,
    symbols=[("RELIANCE-EQ", Exchange.NSE), ("IDEA-EQ", Exchange.BSE)]
)
print(f"Multiple OHLCV Quotes: {quotes}")

# FULL Mode for multiple symbols
quotes = client.get_quotes(
    QuoteMode.FULL,
    symbols=[("RELIANCE-EQ", Exchange.NSE), ("IDEA-EQ", Exchange.BSE)]
)
print(f"Multiple Full Quotes: {quotes}")

Instruments & Market Info

# Get all tradable instruments
instruments = client.get_instruments()

# Get option chain symbols
option_symbols = client.get_option_chain_symbols()

# Get option chain data (method signature exists but not implemented)
# option_chain = client.get_option_chain(params)

# Get market holidays
holidays = client.get_holidays()

# Get index listings
indices = client.get_index_list()

# Get user limits (margin, available funds)
limits = client.get_user_limits()

# Get user details
user_details = client.get_user_details()

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🔍 API Reference

ArrowClient Methods

Method	Description	Returns
login(request_token, api_secret)	Authenticate using request token	Dict[str, str]
auto_login(user_id, password, api_secret, totp_secret)	Automated login with credentials	Dict[str, str]
login_url()	Get login URL for manual authentication	str
set_token(token)	Set access token manually	None
get_token()	Get current access token	str
invalidate_session()	Clear current session token	None
place_order(**params)	Place new order	str (order_id)
modify_order(order_id, **params)	Modify existing order	str (message)
cancel_order(order_id)	Cancel single order	str (message)
cancel_all_orders()	Cancel all open/pending orders	List[Tuple]
get_order_details(order_id)	Get specific order details	List[Dict]
get_order_book()	Get all user orders	List[Dict]
get_trade_book()	Get all user trades	List[Dict]
get_positions()	Get user positions	List[Dict]
get_holdings()	Get user holdings	Dict
get_user_details()	Get user profile	Dict
get_user_limits()	Get user margin limits	List[Dict]
order_margin(**params)	Calculate single order margin	Dict
basket_margin(orders, include_positions)	Calculate basket margin	Dict
candle_data(**params)	Get historical candle data	Dict
get_quote(mode, symbol, exchange)	Get single instrument quote	Dict
get_quotes(mode, symbols)	Get multiple instrument quotes	List[Dict]
get_instruments()	Get all tradable instruments	Any
get_holidays()	Get market holidays	Dict
get_index_list()	Get index listings	List[Dict]
get_option_chain_symbols()	Get option chain symbols	Any
get_expiry_dates(symbol, year)	Get expiry dates (static method)	Any

ArrowStreams Methods

Method	Description	Returns
connect_order_stream()	Connect to order updates	None
connect_data_stream()	Connect to market data	None
connect_all()	Connect to both streams	None
disconnect_all()	Disconnect from both streams	None
subscribe_market_data(mode, tokens)	Subscribe to market data	None
unsubscribe_market_data(mode, tokens)	Unsubscribe from market data	None
get_status()	Get connection status	Dict[str, str]

WebSocket Events

Event	Trigger	Parameters
on_connect	Connection established	None
on_disconnect	Connection lost	None
on_ticks	Market data received	MarketTick
on_order_update	Order status changed	Dict
on_error	Error occurred	error: Exception
on_close	Connection closed	close_status_code: int, close_msg: str
on_reconnect	Reconnection attempt	attempt: int, delay: int
on_no_reconnect	Max reconnection attempts reached	None

Constants

from pyarrow import (
    Exchange,          # NSE, BSE, NFO, BFO, MCX, etc.
    OrderType,         # MKT for Market, LMT for Limit, SL-LMT for Stoploss Limit, SL-MKT for Stoploss Market
    ProductType,       # MIS for Intraday, CNC for Cash and Carry, NRML for Normal
    TransactionType,   # B for Buy, S for Sell
    Variety,           # REGULAR, COVER
    Retention,         # DAY, IOC
    QuoteMode,         # LTP, OHLCV, FULL
    DataMode,          # LTPC, QUOTE, FULL
)

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🤝 Contributing

We welcome contributions! Please see our Contributing Guidelines for details.

Development Setup

# Clone repository
git clone https://github.com/arrow-trade/pyarrow-client.git
cd pyarrow-client

# Install dependencies
pip install -r requirements.txt

# Run tests
pytest tests/

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📄 License

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

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📞 Support

• Documentation: https://docs.arrow.trade
• Support Email: [e-mail]
• GitHub Issues: Report bugs or request features

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⚠️ Disclaimer

Trading in financial markets involves substantial risk and may not be suitable for all investors. Past performance is not indicative of future results. Please trade responsibly and consult with financial advisors before making investment decisions.

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Built with ❤️ by the Arrow Trading Team