pyintegrate 1.2.0

Definedge Securities Integrate API Python Client

Introduction

This is the official Python API client for the Definege Securities Integrate API platform.

The Definedge Securities API platform Integrate allows you to build trading and investment services platforms, execute strategies, and much more. You can execute & modify orders in real time in equities, derivatives, currencies and commodities. You can also manage user portfolios, access live market data and much more with a lightning fast API.

We offer resource-based URLs that accept JSON or form-encoded requests. The response is returned as JSON-encoded responses using Standard HTTP response codes, verbs, after authentication.

Installation

Install the Definedge Securities Integrate Python API client. For more information, see the Python API client documentation.

• Using pip:

pip install pyintegrate

• or Using poetry:

poetry add pyintegrate

Usage

Order placement

Simple example to place an order and get the order book:

from logging import INFO, basicConfig, info
from typing import Any

from integrate import ConnectToIntegrate, IntegrateOrders

basicConfig(level=INFO)

# Initialise the connection and login.
conn = ConnectToIntegrate()
conn.login(
    api_token="YOUR_API_TOKEN",
    api_secret="YOUR_API_SECRET",
)

io = IntegrateOrders(conn)

try:
    order: dict[str, Any] = io.place_order(
        exchange=conn.EXCHANGE_TYPE_NSE,
        order_type=conn.ORDER_TYPE_BUY,
        price=0,
        price_type=conn.PRICE_TYPE_MARKET,
        product_type=conn.PRODUCT_TYPE_INTRADAY,
        quantity=1,
        tradingsymbol="SBIN-EQ",
    )
    info(f"Order placed: {order}")
except Exception as e:
    info(f"Order placement failed: {e}")

# Get order book.
info(io.orders())

WebSocket streaming

Simple example to stream live quotes, get order and depth updates:

from logging import INFO, basicConfig, info

from integrate import ConnectToIntegrate, IntegrateWebSocket

basicConfig(level=INFO)


# Callback called when the WebSocket connection is established and the login is successful.
def on_login(iws: IntegrateWebSocket) -> None:
    # Subscribe to a list of symbols (TCS and TATAMOTORS here).
    tokens: list[tuple[str, str]] = [
        (iws.c2i.EXCHANGE_TYPE_NSE, "11536"),
        (iws.c2i.EXCHANGE_TYPE_NSE, "3456"),
    ]
    # Subscribe to a list of symbols. You can have different lists for different subscriptions.
    iws.subscribe(iws.c2i.SUBSCRIPTION_TYPE_TICK, tokens)
    iws.subscribe(iws.c2i.SUBSCRIPTION_TYPE_ORDER, tokens)
    iws.subscribe(iws.c2i.SUBSCRIPTION_TYPE_DEPTH, tokens)


# Callback to receive ticks.
def on_tick_update(iws: IntegrateWebSocket, tick: dict[str, str]) -> None:
    # Callback to receive ticks.
    info(f"Ticks: {tick}")


# Callback to receive order updates.
def on_order_update(iws: IntegrateWebSocket, order: dict[str, str]) -> None:
    info(f"Order update : {order}")


# Callback to receive bid-ask depth updates.
def on_depth_update(iws: IntegrateWebSocket, depth: dict[str, str]) -> None:
    info(f"Depth update : {depth}")


# Callback to receive acknowledgements of the requests sent.
def on_acknowledgement(iws: IntegrateWebSocket, ack: dict[str, str]) -> None:
    info(f"Ack : {ack}")


# Callback to receive Python exceptions.
def on_exception(iws: IntegrateWebSocket, e: Exception) -> None:
    info(f"Exception : {e}")
    # Below will close the WebSocket connection.
    # iws.close_on_exception("Closing connection due to exception")


# Callback to run on WebSocket close.
def on_close(iws: IntegrateWebSocket, code: int, reason: str) -> None:
    info(f"Closed : {code} {reason}")
    # Below will stop the event loop and the program will exit.
    # iws.stop()


# Initialise the connection and login.
conn = ConnectToIntegrate()
conn.login(
    api_token="YOUR_API_TOKEN",
    api_secret="YOUR_API_SECRET",
)
iws = IntegrateWebSocket(conn)

# Assign the callbacks.
iws.on_login = on_login
iws.on_tick_update = on_tick_update
iws.on_order_update = on_order_update
iws.on_depth_update = on_depth_update
iws.on_acknowledgement = on_acknowledgement
iws.on_exception = on_exception
iws.on_close = on_close

# Blocking WebSocket connection below. Nothing after this will run.
# You have to use the callbacks for further management.
# If you receive an SSL Error after login, then replace the below line with:
# iws.connect(ssl_verify=False)
iws.connect()

Check out more examples in the examples folder.

Contributing