tseopt 0.1.0

This library contains code for fetching and processing option data from the Tehran Stock Exchange using various public APIs.

tseopt

This library contains code for fetching and processing option data from the Tehran Stock Exchange using various public APIs.

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Requirements

1. Ensure Python version 3.12 or higher is installed

Check if Python is installed and available from the command line by running:

python3 --version # Unix/macOS

or

py --version # Windows

If you do not have Python, please install the latest 3.x version from python.org

2. Ensure you can run pip from the command line

python3 -m pip --version # Unix/macOS

or

py -m pip --version # Windows

If pip isn’t already installed, then first try to bootstrap it from the standard library:

python3 -m ensurepip --default-pip  # Unix/macOS

or

py -m ensurepip --default-pip # Windows

3. Ensure pip, setuptools, and wheel are up to date

python3 -m pip install --upgrade pip setuptools wheel # Unix/macOS

or

py -m pip install --upgrade pip setuptools wheel # Windows

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Installation

Use the package manager pip to install tseopt.

pip install tseopt

Usage

For a better view of the output data, please refer to README.ipynb.

TSETMC Website API

Fetches all Bourse and FaraBours data (suitable for screening the total market).

from tseopt import get_all_options_data

entire_option_market_data = get_all_options_data()
print(entire_option_market_data.head(5))
print(entire_option_market_data.iloc[0])

Screen Market

import pandas as pd
from tseopt.use_case.screen_market import OptionMarket, convert_to_billion_toman

option_market = OptionMarket(entire_option_market_data=entire_option_market_data)

print(f"total_trade_value: {option_market.total_trade_value / 1e10:.0f} B Toman", end="\n\n")

most_trade_value_calls = pd.DataFrame(option_market.most_trade_value.get("call"))
most_trade_value_calls['ticker'] = most_trade_value_calls['ticker'].astype(str)
most_trade_value_calls["trades_value"] = convert_to_billion_toman(most_trade_value_calls["trades_value"])


most_trade_value_puts = pd.DataFrame(option_market.most_trade_value.get("put"))
most_trade_value_puts['ticker'] = most_trade_value_puts['ticker'].astype(str)
most_trade_value_puts["trades_value"] = convert_to_billion_toman(most_trade_value_puts["trades_value"])


most_trade_value_by_underlying_asset = pd.DataFrame(option_market.most_trade_value_by_underlying_asset)
most_trade_value_by_underlying_asset[["call", "put", "total"]] =convert_to_billion_toman(most_trade_value_by_underlying_asset[["call", "put", "total"]])


print(most_trade_value_calls)
print(most_trade_value_puts)
print(most_trade_value_by_underlying_asset)

Tadbir API

Provides low latency and more detailed data (such as initial margin and order book). This may be suitable for obtaining data for actual trading.

from tseopt import tadbir_api

isin_list = ["IRO9AHRM2501", "IROATVAF0621", "IRO9BMLT2771", "IRO9TAMN8991", "IRO9IKCO81M1"]

bulk_data = tadbir_api.get_last_bulk_data(isin_list=isin_list)
detail_data = tadbir_api.get_detail_data(isin_list[0])
symbol_info = detail_data.get("symbol_info")
order_book = pd.DataFrame(detail_data.get("order_book"))

print(bulk_data)

print(symbol_info)
print(order_book)

Mercantile Exchange

Fetches all data which mercantile exchange website provides.

from tseopt import make_a_mercantile_data_object


md = make_a_mercantile_data_object()
md.update_data(timeout=20)
print(md.gavahi[0])
print(md.sandoq[0])
print(md.salaf[0])
print(md.future[0])
print(md.markets_info[0])
print(md.cdc[0])
print(md.all_market)
print(md.future_date_time)

Technical Terms

English Word	Farsi Translation
ua_tse_code	کد نماد دارایی پایه
ua_ticker	نماد معاملاتی دارایی پایه
days_to_maturity	روزهای باقی‌مانده تا سررسید
strike_price	قیمت اعمال
contract_size	اندازه قرارداد
ua_close_price	قیمت پایانی دارایی پایه
ua_yesterday_price	قیمت روز گذشته دارایی پایه
begin_date	تاریخ شروع قرارداد
end_date	تاریخ سررسید قرارداد
tse_code	کد نماد آپشن
ticker	نماد معاملاتی آپشن
trades_num	تعداد معاملات آپشن
trades_volume	حجم معاملات آپشن
trades_value	ارزش معاملات آپشن
last_price	آخرین قیمت آپشن
close_price	قیمت پایانی آپشن
yesterday_price	قیمت روز گذشته آپشن
open_positions	موقعیت‌های باز
yesterday_open_positions	موقعیت‌های باز روز گذشته
notional_value	ارزش اسمی
bid_price	قیمت پیشنهادی خرید
bid_volume	حجم پیشنهادی خرید
ask_price	قیمت پیشنهادی فروش
ask_volume	حجم پیشنهادی فروش

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

License

MIT