upstox-python-sdk 2.5.0

Upstox Developer API

Upstox Python SDK for API v2

Introduction

The official Python client for communicating with the Upstox API.

Upstox API is a set of rest APIs that provide data required to build a complete investment and trading platform. Execute orders in real time, manage user portfolio, stream live market data (using Websocket), and more, with the easy to understand API collection.

• API version: v2
• Package version: 2.5.0
• Build package: io.swagger.codegen.v3.generators.python.PythonClientCodegen

This Python package is automatically generated by the Swagger Codegen project.

Documentation.

Upstox API Documentation

Requirements.

Python 2.7 and 3.4+

Installation & Usage

pip install

If the python package is hosted on Github, you can install directly from Github

pip install upstox-python-sdk

(you may need to run pip with root permission: sudo pip install upstox-python-sdk)

Then import the package:

import upstox_client 

Setuptools

Install via Setuptools.

python setup.py install --user

(or sudo python setup.py install to install the package for all users)

Then import the package:

import upstox_client

Examples

Sample Implementations can be found within /examples folder.

• Websocket Market data
• Websocket Order updates

Documentation for API Endpoints

All URIs are relative to https://api.upstox.com/v2/

Class	Method	HTTP request	Description
ChargeApi	get_brokerage	GET /v2/charges/brokerage	Brokerage details
HistoryApi	get_historical_candle_data	GET /v2/historical-candle/{instrumentKey}/{interval}/{to_date}	Historical candle data
HistoryApi	get_historical_candle_data1	GET /v2/historical-candle/{instrumentKey}/{interval}/{to_date}/{from_date}	Historical candle data
HistoryApi	get_intra_day_candle_data	GET /v2/historical-candle/intraday/{instrumentKey}/{interval}	Intra day candle data
LoginApi	authorize	GET /v2/login/authorization/dialog	Authorize API
LoginApi	logout	DELETE /v2/logout	Logout
LoginApi	token	POST /v2/login/authorization/token	Get token API
MarketHolidaysAndTimingsApi	get_exchange_timings	GET /v2/market/timings/{date}	Get Exchange Timings on particular date
MarketHolidaysAndTimingsApi	get_holiday	GET /v2/market/holidays/{date}	Get Holiday on particular date
MarketHolidaysAndTimingsApi	get_holidays	GET /v2/market/holidays	Get Holiday list of current year
MarketHolidaysAndTimingsApi	get_market_status	GET /v2/market/status/{exchange}	Get Market status for particular exchange
MarketQuoteApi	get_full_market_quote	GET /v2/market-quote/quotes	Market quotes and instruments - Full market quotes
MarketQuoteApi	get_market_quote_ohlc	GET /v2/market-quote/ohlc	Market quotes and instruments - OHLC quotes
MarketQuoteApi	ltp	GET /v2/market-quote/ltp	Market quotes and instruments - LTP quotes.
OptionsApi	get_option_contracts	GET /v2/option/contract	Get option contracts
OptionsApi	get_put_call_option_chain	GET /v2/option/chain	Get option chain
OrderApi	cancel_order	DELETE /v2/order/cancel	Cancel order
OrderApi	get_order_book	GET /v2/order/retrieve-all	Get order book
OrderApi	get_order_details	GET /v2/order/history	Get order history
OrderApi	get_trade_history	GET /v2/order/trades/get-trades-for-day	Get trades
OrderApi	get_trades_by_order	GET /v2/order/trades	Get trades for order
OrderApi	modify_order	PUT /v2/order/modify	Modify order
OrderApi	place_order	POST /v2/order/place	Place order
PortfolioApi	convert_positions	PUT /v2/portfolio/convert-position	Convert Positions
PortfolioApi	get_holdings	GET /v2/portfolio/long-term-holdings	Get Holdings
PortfolioApi	get_positions	GET /v2/portfolio/short-term-positions	Get Positions
TradeProfitAndLossApi	get_profit_and_loss_charges	GET /v2/trade/profit-loss/charges	Get profit and loss on trades
TradeProfitAndLossApi	get_trade_wise_profit_and_loss_data	GET /v2/trade/profit-loss/data	Get Trade-wise Profit and Loss Report Data
TradeProfitAndLossApi	get_trade_wise_profit_and_loss_meta_data	GET /v2/trade/profit-loss/metadata	Get profit and loss meta data on trades
UserApi	get_profile	GET /v2/user/profile	Get profile
UserApi	get_user_fund_margin	GET /v2/user/get-funds-and-margin	Get User Fund And Margin
WebsocketApi	get_market_data_feed	GET /v2/feed/market-data-feed	Market Data Feed
WebsocketApi	get_market_data_feed_authorize	GET /v2/feed/market-data-feed/authorize	Market Data Feed Authorize
WebsocketApi	get_portfolio_stream_feed	GET /v2/feed/portfolio-stream-feed	Portfolio Stream Feed
WebsocketApi	get_portfolio_stream_feed_authorize	GET /v2/feed/portfolio-stream-feed/authorize	Portfolio Stream Feed Authorize

Documentation for Feeder Functions

Connecting to the WebSocket for market and portfolio updates is streamlined through two primary Feeder functions:

1. MarketDataStreamer: Offers real-time market updates, providing a seamless way to receive instantaneous information on various market instruments.
2. PortfolioDataStreamer: Delivers updates related to the user's orders, enhancing the ability to track order status and portfolio changes effectively.

Both functions are designed to simplify the process of subscribing to essential data streams, ensuring users have quick and easy access to the information they need.

Detailed Explanation of Feeder Interface

MarketDataStreamer

The MarketDataStreamer interface is designed for effortless connection to the market WebSocket, enabling users to receive instantaneous updates on various instruments. The following example demonstrates how to quickly set up and start receiving market updates for selected instrument keys:

import upstox_client

def on_message(message):
    print(message)


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamer(
        upstox_client.ApiClient(configuration), ["NSE_INDEX|Nifty 50", "NSE_INDEX|Nifty Bank"], "full")

    streamer.on("message", on_message)

    streamer.connect()


if __name__ == "__main__":
    main()

In this example, you first authenticate using an access token, then instantiate MarketDataStreamer with specific instrument keys and a subscription mode. Upon connecting, the streamer listens for market updates, which are logged to the console as they arrive.

Feel free to adjust the access token placeholder and any other specifics to better fit your actual implementation or usage scenario.

Exploring the MarketDataStreamer Functionality

Modes

• ltpc: ltpc provides information solely about the most recent trade, encompassing details such as the last trade price, time of the last trade, quantity traded, and the closing price from the previous day.
• full: The full option offers comprehensive information, including the latest trade prices, D5 depth, 1-minute, 30-minute, and daily candlestick data, along with some additional details.

Functions

1. constructor MarketDataStreamer(apiClient, instrumentKeys, mode): Initializes the streamer with optional instrument keys and mode (full or ltpc).
2. connect(): Establishes the WebSocket connection.
3. subscribe(instrumentKeys, mode): Subscribes to updates for given instrument keys in the specified mode. Both parameters are mandatory.
4. unsubscribe(instrumentKeys): Stops updates for the specified instrument keys.
5. changeMode(instrumentKeys, mode): Switches the mode for already subscribed instrument keys.
6. disconnect(): Ends the active WebSocket connection.
7. auto_reconnect(enable, interval, retryCount): Customizes auto-reconnect functionality. Parameters include a flag to enable/disable it, the interval(in seconds) between attempts, and the maximum number of retries.

Events

• open: Emitted upon successful connection establishment.
• close: Indicates the WebSocket connection has been closed.
• message: Delivers market updates.
• error: Signals an error has occurred.
• reconnecting: Announced when a reconnect attempt is initiated.
• autoReconnectStopped: Informs when auto-reconnect efforts have ceased after exhausting the retry count.

The following documentation includes examples to illustrate the usage of these functions and events, providing a practical understanding of how to interact with the MarketDataStreamer effectively.

1. Subscribing to Market Data on Connection Open with MarketDataStreamer

import upstox_client

def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamer(
        upstox_client.ApiClient(configuration))

    def on_open():
        streamer.subscribe(
            ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full")

    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

if __name__ == "__main__":
    main()

2. Subscribing to Instruments with Delays

import upstox_client
import time


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamer(
        upstox_client.ApiClient(configuration))

    def on_open():
        streamer.subscribe(
            ["NSE_EQ|INE020B01018"], "full")

    # Handle incoming market data messages\
    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

    time.sleep(5)
    streamer.subscribe(
        ["NSE_EQ|INE467B01029"], "full")


if __name__ == "__main__":
    main()

3. Subscribing and Unsubscribing to Instruments

import upstox_client
import time


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamer(
        upstox_client.ApiClient(configuration))

    def on_open():
        print("Connected. Subscribing to instrument keys.")
        streamer.subscribe(
            ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full")

    # Handle incoming market data messages\
    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

    time.sleep(5)
    print("Unsubscribing from instrument keys.")
    streamer.unsubscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"])


if __name__ == "__main__":
    main()

4. Subscribe, Change Mode and Unsubscribe

import upstox_client
import time

def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamer(
        upstox_client.ApiClient(configuration))

    def on_open():
        print("Connected. Subscribing to instrument keys.")
        streamer.subscribe(
            ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full")

    # Handle incoming market data messages\
    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

    time.sleep(5)
    print("Changing subscription mode to ltpc...")
    streamer.change_mode(
        ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "ltpc")

    time.sleep(5)
    print("Unsubscribing from instrument keys.")
    streamer.unsubscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"])


if __name__ == "__main__":
    main()

5. Disable Auto-Reconnect

import upstox_client
import time


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamer(
        upstox_client.ApiClient(configuration))

    def on_reconnection_halt(message):
        print(message)

    streamer.on("autoReconnectStopped", on_reconnection_halt)

    # Disable auto-reconnect feature
    streamer.auto_reconnect(False)

    streamer.connect()


if __name__ == "__main__":
    main()

6. Modify Auto-Reconnect parameters

import upstox_client


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamer(
        upstox_client.ApiClient(configuration))

    # Modify auto-reconnect parameters: enable it, set interval to 10 seconds, and retry count to 3
    streamer.auto_reconnect(True, 10, 3)

    streamer.connect()


if __name__ == "__main__":
    main()

PortfolioDataStreamer

Connecting to the Portfolio WebSocket for real-time order updates is straightforward with the PortfolioDataStreamer function. Below is a concise guide to get you started on receiving updates:

import upstox_client

def on_message(message):
    print(message)


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.PortfolioDataStreamer(
        upstox_client.ApiClient(configuration))

    streamer.on("message", on_message)

    streamer.connect()


if __name__ == "__main__":
    main()

Position and holding updates can be enabled by setting the corresponding flag to True in the constructor of the PortfolioDataStreamer class.

import upstox_client
import data_token


def on_message(message):
    print(message)


def on_open():
    print("connection opened")


def main():
    configuration = upstox_client.Configuration()
    configuration.access_token = <ACCESS_TOKEN>

    streamer = upstox_client.PortfolioDataStreamer(upstox_client.ApiClient(configuration),order_update=True,position_update=True,holding_update=True)

    streamer.on("message", on_message)
    streamer.on("open", on_open)
    streamer.connect()


if __name__ == "__main__":
    main()

This example demonstrates initializing the PortfolioDataStreamer, connecting it to the WebSocket, and setting up an event listener to receive and print order updates. Replace <ACCESS_TOKEN> with your valid access token to authenticate the session.

Exploring the PortfolioDataStreamer Functionality

Functions

1. constructor PortfolioDataStreamer(): Initializes the streamer.
2. connect(): Establishes the WebSocket connection.
3. disconnect(): Ends the active WebSocket connection.
4. auto_reconnect(enable, interval, retryCount): Customizes auto-reconnect functionality. Parameters include a flag to enable/disable it, the interval(in seconds) between attempts, and the maximum number of retries.

Events

• open: Emitted upon successful connection establishment.
• close: Indicates the WebSocket connection has been closed.
• message: Delivers market updates.
• error: Signals an error has occurred.
• reconnecting: Announced when a reconnect attempt is initiated.
• autoReconnectStopped: Informs when auto-reconnect efforts have ceased after exhausting the retry count.

Documentation For Models

• AnalyticsData
• ApiGatewayErrorResponse
• BrokerageData
• BrokerageTaxes
• BrokerageWrapperData
• CancelOrderData
• CancelOrderResponse
• ConvertPositionData
• ConvertPositionRequest
• ConvertPositionResponse
• Depth
• DepthMap
• DpPlan
• ExchangeTimingData
• GetBrokerageResponse
• GetExchangeTimingResponse
• GetFullMarketQuoteResponse
• GetHistoricalCandleResponse
• GetHoldingsResponse
• GetHolidayResponse
• GetIntraDayCandleResponse
• GetMarketQuoteLastTradedPriceResponse
• GetMarketQuoteOHLCResponse
• GetMarketStatusResponse
• GetOptionChainResponse
• GetOptionContractResponse
• GetOrderBookResponse
• GetOrderResponse
• GetPositionResponse
• GetProfileResponse
• GetProfitAndLossChargesResponse
• GetTradeResponse
• GetTradeWiseProfitAndLossDataResponse
• GetTradeWiseProfitAndLossMetaDataResponse
• GetUserFundMarginResponse
• HistoricalCandleData
• HoldingsData
• HolidayData
• InstrumentData
• IntraDayCandleData
• LogoutResponse
• MarketData
• MarketQuoteOHLC
• MarketQuoteSymbol
• MarketQuoteSymbolLtp
• MarketStatusData
• ModifyOrderData
• ModifyOrderRequest
• ModifyOrderResponse
• OAuthClientException
• OAuthClientExceptionCause
• OAuthClientExceptionCauseStackTrace
• OAuthClientExceptionCauseSuppressed
• Ohlc
• OptionStrikeData
• OrderBookData
• OrderData
• OtherTaxes
• PlaceOrderData
• PlaceOrderRequest
• PlaceOrderResponse
• PositionData
• Problem
• ProfileData
• ProfitAndLossChargesData
• ProfitAndLossChargesTaxes
• ProfitAndLossChargesWrapperData
• ProfitAndLossMetaData
• ProfitAndLossMetaDataWrapper
• ProfitAndLossOtherChargesTaxes
• PutCallOptionChainData
• TokenRequest
• TokenResponse
• TradeData
• TradeWiseMetaData
• TradeWiseProfitAndLossData
• UserFundMarginData
• WebsocketAuthRedirectResponse
• WebsocketAuthRedirectResponseData