utradeconnect 1.0.4

A comprehensive Python SDK for the uTrade Connect trading platform.

uTrade Connect Python SDK

uTrade Connect encompasses a suite of REST-like APIs designed to expose a broad spectrum of functionalities crucial for the development of a comprehensive investment and trading platform. These capabilities include the real-time execution of orders, efficient management of user portfolios, streaming of live market data via WebSockets, and other features—all seamlessly accessible through a concise and well-structured HTTP API collection.

uTrade (c) 2023. All rights reserved. Licensed under the MIT License.

Installation

There are two methods to install uTrade Connect:

1. Using pip:

   uTrade Connect is available on PyPI and can be installed using pip. Ensure you have Python 3.8 or above and internet access. Run the following command in your terminal:

   pip install utradeconnect
   

2. Using the provided shell script:

   Alternatively, you can use the runPackage.sh shell script provided in the project's root directory. This script creates a Python wheel for the project and installs it. To use this method, navigate to the project's root directory in your terminal and run the following command:

   sh runPackage.sh
   

After installation, check the config.ini file in the project's root directory and ensure you add the root url, keep source as WEBAPI, and disable_ssl as true.

Usage

There are two methods to configure base parameters for uTrade Connect:

1. Using config.ini:

configure an .ini file named as config.ini in your application's working directory, the sample content is as below:

    [user]
    source=WEBAPI

    [SSL]
    disable_ssl=True

    [root_url]
    root="Provided Url"
    broadcastMode=Full

2. Passing root url, disable_ssl while creating uTrade Connect Object

connect_object = UtradeConnect(
      apiKey=<your_api_key>,
      secretKey=<your_secret_key>,
      source=<source>,
      root=<provided_url>,
      debug=<debug_mode_boolean>,
      disable_ssl=<boolean>
  )            

Create uTrade Connect Object

• API Credentials and Config

    API_KEY = "YOUR_API_KEY_HERE"
    API_SECRET = "YOUR_API_SECRET_HERE"
    source = "WEBAPI"
    BASE_URL = "Provided Url"
  

  To securely manage your API credentials, it is recommended to use a .env file in your project

• uTradeConnect

  • Instantiate a UtradeConnect object by specifying your API appKey, secretKey, source, root[optional] as parameters when employing market APIs.

  • Conversely, if interactive APIs are preferred, furnish the requisite credentials for interactive functionality.

    utradeConnect = UtradeConnect(api_key=API_KEY, secretKey=API_SECRET, source=source, root=BASE_URL)
    

API Usage

• Login ( API authentication )

  • To initiate API authentication, invoke the login service, which will provide a token for continued access to various services throughout the session.

    • Marketdata Login

          response = utradeConnect.marketdata_login()
      

    • Interactive Login

      The acquisition of an access token is mandatory for client interactive login.

      • For Client Interactive login

         response = utradeConnect.interactive_login(accessToken)
        

• Subscribe Symbol

  To commence a subscription to a specific symbol, employ the marketdata API. This API facilitates the retrieval of a Subscribe Response object, which encapsulates relevant tick data, including metrics such as Last Traded Price (LTP), Open, High, and other pertinent information, depending on the subscribed event type
  • CandleData event: 1505
  • Index event: 1512
  • MarketDepth event: 1502
  • Market event: 1507
  • OpenInterest event: 1510
  • TouchLine event: 1501

        instruments = [
              {"exchangeSegment": 1, "exchangeInstrumentID": 22},
              {"exchangeSegment": 1, "exchangeInstrumentID": 2885},
          ]
    
        response = utradeConnect.send_subscription(
              instruments=instruments, eventCode=1501
          )
    

• Quotes

  • The Quote service furnishes details pertaining to Asks, Bids and other pertinent information

         instruments = [
               {"exchangeSegment": 1, "exchangeInstrumentID": 22},
               {"exchangeSegment": 1, "exchangeInstrumentID": 2885},
           ]
    
         response = utradeConnect.get_quote(
               instruments=instruments, eventCode=1501, publishFormat="JSON"
           )
    

• Place Order Request

  • To execute an order, leverage the Interactive API. The resulting response will include an AppOrderId.

          response = utradeConnect.place_order(
            exchangeSegment="NSECM",
            exchangeInstrumentID=2885,
            productType="MIS",
            orderType="LIMIT",
            orderSide="BUY",
            timeInForce="DAY",
            disclosedQuantity=0,
            orderQuantity=10,
            limitPrice=300,
            stopPrice=0,
            orderUniqueIdentifier="123abc",
            clientID="C1",
        )
    

• Cancel Order Request

  • To cancel an order, leverage the Interactive API. The resulting response will include an AppOrderId.

          response = utradeConnect.place_order(
            appOrderID = OrderID
            clientID="C1",
        )
    

Refer to the Python client postman documentation for the complete list of supported methods.

WebSocket usage

• Market WebSocket

  Transmission of events, including TouchLine, MarketData, CandleData, OpenInterest, and Index, occurs through the socket. To capture these events, implementation of the UtradeAPIMarketdataEvents interface is required. The relevant events will be received through the methods that are specifically overridden within this interface.

  • Connecting to Marketdata socket

        # Authenticate to obtain an authorization token if you are not currently logged in.
        response = utradeConnect.marketdata_login()
        # Store the token and userid
        set_marketDataToken = response['result']['token']
        set_muserID = response['result']['userID']
        socketInstance = MDSocket_io(set_marketDataToken, set_muserID, base_url, broadcast_mode )
    

  • Callback for Connection

        def on_connect():
            print('Market Data Socket connected successfully!')
    
            # Subscribe to instruments
            response = utradeConnect.send_subscription(Instruments, 1501)
            print("Subscription response: ", response)
    

  • Callback for Disconnection

      def on_disconnect(data):
         print('Market Data Socket disconnected!')
    

  • Callback for overridden methods

    # Callback on receiving message
    def on_message(data):
       print('I received a message!')
    
    # Callback for Touchline message with code 1501 FULL
    def on_message1501_json_full(data):
        print('I received a 1501 Touchline message!' , data)
    
    # Callback for Market depth message with code 1502 FULL
    def on_message1502_json_full(data):
        print('I received a 1502 Market depth message!' , data)
    
    # Callback for Candle data message with code 1505 FULL
    def on_message1505_json_full(data):
        print('I received a 1505 Candle data message!' , data)
    
    # Callback for MarketStatus data message with code 1507 FULL
    def on_message1507_json_full(data):
        print('I received a 1507 MarketStatus data message!' , data)
    
    # Callback for Open interest message with code 1510 FULL
    def on_message1510_json_full(data):
        print('I received a 1510 Open interest message!' , data)
    
    # Callback for LTP message with code 1512 FULL
    def on_message1512_json_full(data):
        print('I received a 1512 Level1,LTP message!' , data)
    
    # Callback for Instrument Property Change message with code 1105 FULL 
    def on_message1105_json_full(data):
        print('I received a 1105, Instrument Property Change Event message!' , data)
    

• Order WebSocket

  Transmission of events, including Order, Trade Conversion, Position, and Trade, occurs through the socket. To capture these events, implementation of the UtradeAPIOrderdataEvents interface is required. The relevant events will be received through the methods that are specifically overridden within this interface.

  • Connecting to Interactive socket

        # Authenticate to obtain an authorization token if you are not currently logged in.
        response = utradeConnect.interactive_login(ACCESS_TOKEN)
        # Store the token and userid
        set_interactiveToken = response['result']['token']
        set_iuserID = response['result']['userID']
        socketInstance = OrderSocket_io(set_interactiveToken, set_iuserID, base_url)
    

  • Callback for Connection

        def on_connect():
            print('Interactive socket connected successfully!')
    

  • Callback for Disconnection

      def on_disconnect(data):
         print('Interactive Socket disconnected!')
    

  • Callback for overridden methods

    # Callback for receiving message
    def on_message():
        print('I received a message!')
    
    # Callback for joined event
    def on_joined(data):
        print('Interactive socket joined successfully!' , data)
    
    
    # Callback for error
    def on_error(data):
        print('Interactive socket error!' , data)
    
    
    # Callback for order
    def on_order(data):
        print("Order placed!" , data)
    
    
    # Callback for trade
    def on_trade(data):
        print("Trade Received!" , data)
    
    
    # Callback for position
    def on_position(data):
        print("Position Retrieved!" , data)
    
    
    # Callback for trade conversion event
    def on_tradeconversion(data):
        print("Trade Conversion Received!" , data)
    

Examples

Example Code

Example code demonstrating how to use the uTrade API can be found in the utrade-python-api-sdk example directory.

• runMarketExample.py: Examples of all the API calls for Interactive as well as Marketdata APIs.
• runOrderExample.py: Examples of all the API calls for Interactive as well as Marketdata APIs.
• runOrderSocketExample.py: Interactive Socket Streaming Example.
• runMarketSocketExample.py: Marketdata Socket Streaming Example.