# -*- coding: utf-8 -*- """ Created on Sun Sep 25 2022 @author: Janisar Munshi """ import logging # from ..NorenRestApiPy import NorenApi from trading.NorenRestApiPy.api_helper import NorenApiPy, Order # from api_helper import NorenApiPy # from trading.views.Broker import BrokerAccount # from trading.views.Strategies.strategy1 import Strategy1 from trading.Entities.Brokers.broker import Broker from trading.models import Scripts, BrokerAccounts from utils.views import isBlankOrNone, getStructKey import pyotp # from trading.views.strategies.Strategy import Strategy # from trading.views.strategies.strategyTasks import processOrderUpdate, processTickUpdate import redis import time, threading from datetime import datetime from celery import shared_task # from mainapp.views.redis import Redis # from trading.views.Redis.rabbitMQ import RabbitMQ from trading.Redis.pubsub import PubSub from trading.views.utils import getBrokerAccount import logging logger = logging.getLogger(__name__) # from trading.views.cacheRoutines import getScriptBySymbol socket_opened = False STATUS = { 'COMPLETE' : 'COMPLETE', 'REJECTED' : 'REJECTED', 'CANCELED' : 'CANCELED', 'PENDING' : 'OPEN', 'OPEN' : 'OPEN', 'PARTIAL' : 'PARTIAL' } VARIETY = { 'No' : 'NORMAL', 'Yes' : 'AMO' } TRAN_TYPE = { 'B': 'BUY', 'S': 'SELL' } PRICE_TYPE = { 'LMT' : 'LIMIT', 'MKT' : 'MARKET', 'SL-LMT' : 'SL-LIMIT', 'SL-MKT' : 'SL-MARKET' } VALIDITY = { 'DAY' : 'DAY', 'IOC' : 'IOC', 'EOS' : 'EOS', 'GTT' : 'GTT' } PRODUCT_TYPE = { 'I' : 'INTRADAY', 'C' : 'DELIVERY', 'H' : 'CO', 'BO' : 'BO', 'M' : 'NORMAL', 'M' : 'MARGIN' } SEGMENT_TYPE = { 'CASH' : 'Equity', 'FO' : 'Derivative', 'COM' : 'Commodity', 'CUR' : 'Currency', 'ALL' : 'ALL' } EXCHNAGE_MAP = { 'NSE': 'NSE', 'MCX': 'MCX', 'BSE': 'BSE', 'CDS': 'CDS' } ALERT_TYPE_ABOVE = 'LTP_A_O' ALERT_TYPE_BELOW = 'LTP_B_O' ALERT_TYPE_OCO = 'LTP_BOS_O' EXCHANGE_SEGMENT = { 'nse_cm' :'NSE', 'bse_cm' :'BSE', 'nse_fo' :'NFO', 'mcx_fo' :'MCX', 'cde_fo' :'CDS', 'mcx_sx' :'BFO', 'bcs_fo' :'BCD', 'nse_com' :'NCO', 'bse_com' :'BCO', } class MSGCATEGORY(): # MESSAGES TYPES MANAGER = 'M0' ORDER = 'OR' TICK = 'TK' # MSGTYPE = [MANAGER,ORDER,TICK] class MSGTYPE(): INITSTRATEGY = 'si' # initialize strategy STARTSTRATEGY = 'ss' # start strategy SUBSCRIBEWS = 'ws' # subscribe web sockets SUBSCRIBECN = 'sb' # subscribe channel SUBSCRIBETK = 'st' # subscribe token for price change WAIT = 'wt' # ask process to wait for n seconds SUICIDE = '00' CANCELORDERS = 'co' # Canel Orders class MSGATTRIB(): QUEUEID = 'qId' CATEGORY = 'ct' TYPE = 'tp' TICKS = 'tks' STRATEGYCODE = 'sc' SUBSCRIBE = 'sb' ACCOUNTID = 'aId' BROKERID = 'bId' ORDERID = 'oId' PRODUCTTYPE = 'ptp' VALIDITY = 'vd' TRANTYPE = 'ttp' EXCHANGE = 'ex' SYMBOL = 'sy' TOKEN = 'tk' PRICE = 'pr' LIMITPRICE = 'lmp' TRADEDPRICE = 'ltp' AVERAGEPRICE = 'atp' PERCENTAGE = 'prc' VOLUME = 'vl' QTY = 'qt' FILLEDQTY = 'fqt' REMAINQTY = 'rqt' STATUS = 'st' ORDCALLBACK = 'oc' #Order call back - Boolean WAIT = 'wt' # wait for N Seconds ORDDATETIME = 'odt' OPEN = 'o' HIGH = 'h' LOW = 'l' CLOSE = 'c' # from trading.views.routines import getAngelFeedToken class BNRathi(Broker): def __init__(self, brokerId, accountId): super().__init__(brokerId) self.BrokerId = brokerId self.Account = BrokerAccounts.objects.filter(id = accountId).first() self.ConnectionObject = None self.OrderQ = self.getQueueId('Q',self.Account.user.id,'O') self.TickQ = self.getQueueId('Q',self.Account.user.id,'T') # self.Redis = Redis(self.Account.user,accountId) # self.Queue = MessageQueue(self.Account.user.username + self.Account.clientId + 'NSE') #Dummay ID assigned # self.RabbitMQ = RabbitMQ('DUMMY') self.pubsub = PubSub() # self.StreamKeyTick = self.Account.user.username + '-' + str(self.Account.id) + '-' + 'T' # self.StreamKeyOrder = self.Account.user.username + '-' + str(self.Account.id) + '-' + 'O' def getTOTP(self) -> int: if not isBlankOrNone(self.Account.factor2Secret): totp = pyotp.TOTP(self.Account.factor2Secret) return totp.now() else: raise Exception("Not Valid TOTP can be generated") def getConnectionObject(self, sessionOnly = False): error = None if self.Account: # logging.basicConfig(level=logging.DEBUG) # api = NorenApi.NorenApi( # host = 'https://prime.bnrsecurities.com/NorenWClientTP/', #'http://rama.kambala.co.in/NorenWClient/', # websocket = 'wss://prime.bnrsecurities.com/NorenWSTP/', #'ws://rama.kambala.co.in:5551/NorenWS/', # eodhost = 'http://kurma.kambala.co.in/chartApi/getdata/' # ) # passHash = hashlib.sha256(pwd.encode('utf-8')).hexdigest() # pwd = source.clientId + '|' + source.apiSecret # keyHash = hashlib.sha256(pwd.encode('utf-8')).hexdigest() try: api = NorenApiPy(self.BrokerId) if isBlankOrNone(self.Account.factor2): factor2 = self.getTOTP() else: factor2 = self.Account.factor2 if self.Account.acccessToken: login = api.set_session( userid = self.Account.clientId, password = self.Account.password, usertoken=self.Account.acccessToken) else: login = api.login( userid = self.Account.clientId, password = self.Account.password, twoFA = factor2, vendor_code = self.Account.vendorCode, api_secret = self.Account.apiKey, imei='abc1234') if login: self.Account.acccessToken = login.get('susertoken') self.Account.save() try: quote = None quote = api.get_quotes('NSE','2885') if sessionOnly: self.ConnectionObject = api return api except Exception: if sessionOnly: return None if quote is None: ret = api.login( userid = self.Account.clientId, password = self.Account.password, twoFA = factor2, vendor_code = self.Account.vendorCode, api_secret = self.Account.apiKey, imei='abc1234') self.Account.acccessToken = ret.get('susertoken') self.Account.save() self.ConnectionObject = api return api else: self.ConnectionObject = api return api # error = {'status':400, 'message': f'connection could not be established for account:{self.Account.id}' } except: error = {'status':400, 'message': f'erro while getting connection for account:{self.Account.id}' } else: error = {'status':404, 'message': f'No Account with id:{self.Account.id}' } self.Errors = error return self.ConnectionObject def closeWebSocket(self, ws): try: if ws is None: ws = self.connection.get('Connection') ws.close_websocket() return True except: return False def formatOrderCallback(self, message) -> dict: order = {} script = self.getScript(message.get('exch'),'',message.get('tsym')) if script: order = { 'QueueId' : self.OrderQ, 'accountId' : message.get('aId'), 'orderId' : message.get('norenordno'), 'productType' : PRODUCT_TYPE.get(message.get('pcode')), 'validity' : VALIDITY.get(message.get('ret')), 'tranType' : TRAN_TYPE.get(message.get('trantype')), 'exchSeg' : message.get('exch'), 'symbol' : message.get('tsym'), 'token' : script.token, 'limitPrice' : message.get('prc'), 'tradePrice' : message.get('avgprc'), 'qty' : message.get('qty'), 'remQty' : 0, 'filledQty' : message.get('qty'), 'status' : STATUS.get(message.get('status')), 'ordDateTime' : message.get('exch_tm') } else: logger.error(f"Script not found for Exchange{message.get('exch')} token {message.get('tsym')}") return order def formatTickCallback(self,accountId, message) -> dict: ba = getBrokerAccount(accountId) script = self.getScript(message.get('exch'),'',message.get('tsym')) tick = { MSGATTRIB.CATEGORY : MSGCATEGORY.TICK, MSGATTRIB.ACCOUNTID : accountId, MSGATTRIB.EXCHANGE : message.get('e',''), MSGATTRIB.TOKEN : message.get('tk',''), MSGATTRIB.SYMBOL : script.symbolFinvasia, MSGATTRIB.TRADEDPRICE : message.get('lp',0), MSGATTRIB.PERCENTAGE : message.get('pc',0), MSGATTRIB.VOLUME : message.get('v',0), MSGATTRIB.OPEN : message.get('o',0), MSGATTRIB.HIGH : message.get('h',0), MSGATTRIB.LOW : message.get('l',0), MSGATTRIB.CLOSE : message.get('c',0), MSGATTRIB.AVERAGEPRICE : message.get('ap',0), } return tick def subscribeWebSockets(self, orderCallback = True, lstTicks = []): def event_handler_order_update(message): identifier = { 'MTYPE': 'ORD', 'QID': self.OrderQ, MSGATTRIB.ACCOUNTID: self.Account.id } message.update(identifier) self.pubsub.publish(self.OrderQ, message) def event_handler_Tick_update(message): if float(message.get('lp',0)) > 0: message.update({MSGATTRIB.ACCOUNTID: self.Account.id}) self.pubsub.publish(self.TickQ, message) def open_callback(): global socket_opened lstSubsribe = [] for script in lstTicks: lstSubsribe.append(f"{script['exchange']}|{script['token']}") if len(lstSubsribe) > 0: self.ConnectionObject.subscribe(lstSubsribe) socket_opened = True r = self.pubsub.Redis lock = r.setnx(f'WS{self.Account.id}', 'running') if lock: r.expire(f'WS{self.Account.id}', 10) # auto-expire after an hour if orderCallback: self.ws = self.ConnectionObject.start_websocket( order_update_callback = event_handler_order_update, subscribe_callback = event_handler_Tick_update, socket_open_callback = open_callback ) logger.debug(f'order and tick subscribed for {self.Account.nickName}:{self.Account.clientId}') else: self.ws = self.ConnectionObject.start_websocket( subscribe_callback = event_handler_Tick_update, socket_open_callback = open_callback ) logger.debug(f'tick subscribed for {self.Account.nickName}:{self.Account.clientId}') else: logger.debug(f"WebSocket already running for account {self.Account.nickName}. Skipping.") def readOrderBook(self, orderId='', OrderCatagory = 'All'): # OrderCatagory = 'All', 'GTT','Normal' conn = self.ConnectionObject lstOrders = [] if OrderCatagory in ['GTT','All']: orders = conn.get_pending_gtt_orders() if orders: for ord in orders: if ord['stat'] != 'Ok': continue if not isBlankOrNone(orderId) and ord.get('al_id','norenordno') != orderId: continue exchange = ord.get('exch') symbol = ord.get('tsym') # script = Scripts.objects.filter(exchSeg = exchange, symbol = symbol).first() Order = { "sourceAccountId" : self.account.id, "brokerId" : self.connection['brokerId'], "variety" : VARIETY.get('No'), "priceType" : PRICE_TYPE.get(ord.get('place_order_params').get('prctyp')), # "orderType" : TRAN_TYPE.GET(ord['Trantype']), "productType" : PRODUCT_TYPE.get(ord.get('place_order_params').get('prd')), "duration" : VALIDITY.get('GTT'), # DAY / IOC "averagePrice" : ord.get('place_order_params').get('prc',0), "triggerPrice" : ord.get('place_order_params').get('d',0), "quantity" : int(ord.get('place_order_params').get('qty')), "disclosedQuantity" : 0, "squareOff" : 0, #ord['squareoff'] "stopLoss" : 0, "trailingStopLoss" : 0, #ord['trailingstoploss'], "symbol" : ord.get('tsym'), "tranType" : TRAN_TYPE.get(ord['trantype']), "exchange" : ord.get('exch'), "token" : ord.get('token',''), "orderTag" : None, #ord['remarks'], "instrumentType" : '', "strikePrice" : None, #ord['strikePrice'], "optionType" : None, #For Option trading BC-Buy Call, SC - Sell Call, BP - Buy Put, SP - Sell Put "expiryDate" : None, #ord['expirydate'], "lotSize" : None, #ord['lotsize'], "cancelSize" : None, #ord['cancelsize'], "filledShares" : 0, "unfilledShares" : int(ord.get('place_order_params').get('qty')), "orderId" : ord['al_id'], "text" : None, "status" : STATUS.get('OPEN'), "orderStatus" : STATUS.get('OPEN'), #ord['orderstatus'], "OrderedTime" : ord.get('norentm','exch_tm'), #'19:59:32 13-12-2020' "ExecutionTime" : None, # "parentOrderId" : ord['parentorderid'], "sourceOrderId" : None } lstOrders.append(Order) if OrderCatagory in ['Normal','All']: if isBlankOrNone(orderId): orders = conn.get_order_book() else: orders = conn.single_order_history(orderno=orderId) if orders: for ord in orders: if ord['stat'] != 'Ok': continue exchange = ord.get('exch') symbol = ord.get('tsym') # script = Scripts.objects.filter(exchSeg = exchange, symbol = symbol).first() Order = { "sourceAccountId" : self.Account.id, "brokerId" : self.BrokerId, "variety" : VARIETY.get(ord.get('amo')), "priceType" : PRICE_TYPE.get(ord['prctyp']), # "orderType" : TRAN_TYPE.GET(ord['Trantype']), "productType" : PRODUCT_TYPE.get(ord['prd']), "duration" : VALIDITY.get(ord['ret']), # DAY / IOC "averagePrice" : ord.get('avgprc',0), "triggerPrice" : ord.get('trgprc',0), "quantity" : int(ord['qty']), "disclosedQuantity" : ord.get('dscqty'), "squareOff" : 0, #ord['squareoff'] "stopLoss" : ord.get('blprc',0), "trailingStopLoss" : 0, #ord['trailingstoploss'], "symbol" : ord.get('tsym'), "tranType" : TRAN_TYPE.get(ord['trantype']), "exchange" : ord.get('exch'), "token" : ord.get('token',''), "orderTag" : None, #ord['remarks'], "instrumentType" : '', "strikePrice" : None, #ord['strikePrice'], "optionType" : None, #For Option trading BC-Buy Call, SC - Sell Call, BP - Buy Put, SP - Sell Put "expiryDate" : None, #ord['expirydate'], "lotSize" : None, #ord['lotsize'], "cancelSize" : None, #ord['cancelsize'], "filledShares" : 0, "unfilledShares" : int(ord['qty']) , "orderId" : ord['norenordno'], "text" : None, "status" : STATUS.get(ord['status']), "orderStatus" : STATUS.get(ord['status']), #ord['orderstatus'], "OrderedTime" : ord['norentm'], #'19:59:32 13-12-2020' "ExecutionTime" : None, # "parentOrderId" : ord['parentorderid'], "sourceOrderId" : None } lstOrders.append(Order) self.orders = lstOrders return lstOrders def getPositions(self): conn = self.ConnectionObject positions = conn.get_positions() return positions def readTradeBook(self, orderId=''): conn = self.ConnectionObject lstOrders = [] Orders = conn.get_trade_book() for ord in Orders: if ord.get('stat') != 'Ok': continue order = { "sourceAccountId" : self.Account.id, "brokerId" : self.Account.broker_id, "exchange" : ord.get('exch'), "token" : ord.get('token'), "producttype" : PRODUCT_TYPE.get(ord.get('prd')), "priceType" : PRICE_TYPE.get(ord.get('prctyp')), "tradingsymbol" : ord.get('tsym'), "instrumenttype" : "", "symbolgroup" : None, "strikeprice" : float(ord.get('prc')), "optiontype" : "", "expirydate" : "", "marketlot" : ord.get('ls'), "precision" : ord.get('pp'), "multiplier" : None, "tradevalue" : float(ord.get('flprc')) * float(ord.get('flqty')), "tranType" : TRAN_TYPE.get(ord.get('trantype')), "fillprice" : float(ord.get('flprc')), "fillsize" : int(ord.get('flqty')), "orderid" : ord.get('norenordno'), "fillid" : ord.get('flid'), "filltime" : ord.get('fltm') } lstOrders.append(order) return lstOrders def prepareOrderParams(self, action, verboseOrder): if type(verboseOrder) != list: return None orderParams = [] for order in verboseOrder: if order['exchSeg'] == 'CDS': broker = Broker(self.BrokerId) # script = Scripts.objects.filter(exchSeg = exchange, symbol = order['symbol']).first() script = broker.getScript(order['exchSeg'], order['token'], order['symbol']) if script: symbol = order['symbol'] else: continue else: symbol = order['symbol'] exchange = EXCHNAGE_MAP.get(order['exchSeg']) if order['priceType'] == 'MARKET': order['price'] = 0 # token = order['token'] quantity = order['quantity'] priceType = order['priceType'] tranType = order['tranType'] prodType = order['productType'] price = order['price'] stopLoss = order['stopLoss'] stopPrice = order['stopPrice'] disclQty = order['disclosedQty'] offlineOrder = getStructKey(VARIETY,order['variety']) validity = order['validity'] # takeProfit = order['takeProfit'] orderId = order.get('orderId') isGTT = order.get('isGTT') gttBuyBuffer = order.get('gttBuyBuffer', 0) gttSellBuffer = order.get('gttSellBuffer', 0) if action.upper() in ['NEW','CREATE']: if isGTT: param = { "tradingsymbol" : symbol, "exchange" : exchange, "alert_type" : ALERT_TYPE_BELOW if tranType == 'BUY' else ALERT_TYPE_ABOVE, # 'LTP_A_O' or 'LTP_B_O' "alert_price" : price - ( float(gttBuyBuffer) if tranType == 'BUY' else float(gttSellBuffer * -1)), "buy_or_sell" : getStructKey(TRAN_TYPE, tranType), # 'B' or 'S' "product_type" : getStructKey(PRODUCT_TYPE, prodType), # 'I' Intraday, 'C' Delivery, 'M' Normal Margin for options "quantity" : quantity, "price_type" : getStructKey(PRICE_TYPE,priceType), #'MKT', "price" : 0.0, "remarks" : None, "retention" : validity, #'DAY', "validity" : 'GTT', "discloseqty" :0 } else: param = { "amo" : VARIETY.get(order.get('variety')), "buy_or_sell" : getStructKey(TRAN_TYPE, tranType), "product_type" : getStructKey(PRODUCT_TYPE, prodType), "exchange" : exchange, "tradingsymbol" : symbol, "quantity" : quantity, "discloseqty" : disclQty, "price_type" : getStructKey(PRICE_TYPE,priceType), "price" : price, "trigger_price" : None, "retention" : validity, "remarks" : '' } orderParams.append(param) if action.upper() in ['UPDATE','MODIFY','CHANGE']: if orderId == '': return None if isGTT: param = { "orderno" : orderId, "tradingsymbol" : symbol, "exchange" : exchange, "alert_type" : ALERT_TYPE_BELOW if tranType == 'BUY' else ALERT_TYPE_ABOVE, # 'LTP_A_O' or 'LTP_B_O' "alert_price" : price - ( float(gttBuyBuffer) if tranType == 'BUY' else float(gttSellBuffer * -1)), "buy_or_sell" : getStructKey(TRAN_TYPE, tranType), # 'B' or 'S' "product_type" : getStructKey(PRODUCT_TYPE, prodType), # 'I' Intraday, 'C' Delivery, 'M' Normal Margin for options "quantity" : quantity, "price_type" : getStructKey(PRICE_TYPE,priceType), #'MKT', "price" : 0.0, "remarks" : None, "retention" : validity, #'DAY', "validity" : 'GTT', "discloseqty" : 0 } else: param = { "exchange" : exchange, "tradingsymbol" : symbol, "orderno" : orderId, "newquantity" : quantity, "newprice_type" : getStructKey(PRICE_TYPE,priceType), "newprice" : price } orderParams.append(param) return orderParams def prepareOrderParamsOB(action, orderBook): # variety = 'NORMAL' if isMarketOpen() else 'AMO' orderParams = [] for order in orderBook: if action.upper() in ['NEW','CREATE']: param = { "symbol" : f"{order.get('exchange')}:{order.get('tradingSymbol')}", # "MCX:SILVERMIC20NOVFUT", "qty" : order.get('quantity'), "type" : getStructKey(PRICE_TYPE,order.get('priceType')), #FYERS_ORDTYPE_LIMIT if float(param.get('price')) > 0 else FYERS_ORDTYPE_MARKET, "side" : getStructKey(TRAN_TYPE,order.get('tranType')), "productType" : getStructKey(PRODUCT_TYPE, order.get('productType')), "limitPrice" : str(round(float(param.get('price')),2)), "stopPrice" : 0, "validity" : order.get('duration'), "disclosedQty" : 0, "offlineOrder" : 'False', "stopLoss" : param.get('stoploss'), "takeProfit" : 0 } orderParams.append(params) if action.upper() in ['UPDATE','MODIFY','CHANGE']: params = { "id":param.get('orderId'), "type" : getStructKey(PRICE_TYPE,order.get('priceType')), "limitPrice": str(round(float(param.get('price')),2)), "qty": order.get('quantity'), } orderParams.append(params) return orderParams def prepareOrderParamsTB(self, action, tradeBook, priceType = 'MARKET'): # variety = 'NORMAL' if isMarketOpen() else 'AMO' orderParams = [] for trade in tradeBook: if action.upper() in ['NEW','CREATE']: param = { "symbol" : f"{trade.get('exchange')}:{trade.get('tradingSymbol')}", # "MCX:SILVERMIC20NOVFUT", "qty" : trade.get('fillSize'), "type" : getStructKey(PRICE_TYPE, priceType) if priceType != '' else getStructKey(PRICE_TYPE,trade.get('priceType')), #FYERS_ORDTYPE_LIMIT if float(param.get('price')) > 0 else FYERS_ORDTYPE_MARKET, "side" : getStructKey(TRAN_TYPE, trade.get('tranType')), "productType" : getStructKey(PRODUCT_TYPE, trade.get('productType')), "limitPrice" : str(round(float(trade.get('fillPrice')),2)), "stopPrice" : 0, "validity" : trade.get('duration'), "disclosedQty" : 0, "offlineOrder" : 'False', "stopLoss" : trade.get('stoploss'), "takeProfit" : 0 } orderParams.append(params) if action.upper() in ['UPDATE','MODIFY','CHANGE']: params = { "id" : param.get('orderId'), "type" : getStructKey(PRICE_TYPE, priceType) if priceType != '' else getStructKey(PRICE_TYPE,trade.get('priceType')), "limitPrice" : str(round(float(trade.get('fillPrice')),2)), "qty" : trade.get('fillSize'), } orderParams.append(params) return orderParams def createOrders(self, orderParams): # if self.connection == None: # return None # if self.connection['status'] == 200: # conn = self.connection['Connection'] # else: # return None lstNewOrd = [] if len(orderParams) == 1: param = orderParams[0] isGTT = param.get('validity') == 'GTT' if isGTT: param['price_type'] = 'MKT' response = self.ConnectionObject.place_gtt_order(**param) response = {'norenordno': response} else: order = Order( param.get('buy_or_sell'),param.get('product_type'),param.get('exchange'), param.get('tradingsymbol'),param.get('price_type'), param.get('quantity'), param.get('price'), param.get('trigger_price'), param.get('discloseqty'), param.get('retention'), param.get('remarks'), param.get('order_id','') ) response = self.ConnectionObject.place_order(order) if response.get('norenordno','') != '': created = { 'orderId' : response['norenordno'], 'message' : 'created', 'status' : 'ok' } else: created = { 'orderId' : None, 'message' : response.get('emsg'), 'status' : 'err' } lstNewOrd.append(created) else: # **************** Not modified yet - this needs to be implemented below code is a sample code *********************************** response = self.ConnectionObject.place_basket_orders(**orderParams) if response.get('s') == 'ok': orderData = response.get('data') for data in orderData: created = { 'orderId' : data.get('body').get('id'), 'message' : data.get('body').get('message'), 'status' : data.get('body').get('s') } lstNewOrd.append(created) return lstNewOrd def modifyOrders(self, orderParams): # if self.connection == None: # return None # if self.connection['status'] == 200: # conn = self.connection['Connection'] # else: # return None lstModified = [] if len(orderParams) == 1: params = orderParams[0] isGTT = params.get('validity') == 'GTT' if isGTT: self.ConnectionObject.cancel_gtt_order(params.get('orderno')) params.pop("orderno") response = self.ConnectionObject.place_gtt_order(**params) response = {'norenordno': response} else: response = self.ConnectionObject.modify_order(**params) if response.get('stat') == "Ok": modified = { 'orderId' : params.get('orderno'), 'message' : response.get('result'), 'status' : response.get('stat'), } else: modified = { 'orderId' : params.get('orderno'), 'message' : response.get('emsg'), 'status' : 'err', } lstModified.append(modified) else: # **************** Not modified yet - this needs to be implemented below code is a sample code *********************************** response = self.ConnectionObject.modify_basket_orders(**orderParams) if response.get('s') == 'ok': orderData = response.get('data') for data in orderData: modified = { 'ordderId' : data.get('body').get('id'), 'message' : data.get('body').get('message'), 'status' : data.get('body').get('s') } lstModified.append(modified) return lstModified def cancelOrders(self, orders:list=[], exchange=None): try: orderBook = self.readOrderBook('','Normal') if not orderBook: return False for order in orderBook: if order.get('status') == 'OPEN' and (order.get('orderId') in orders or orders == []): if exchange and order.get('exchange') != exchange: continue self.ConnectionObject.cancel_order(order.get('orderId')) return True except Exception as e: print(str(e)) finally: return True def getHistoricalData(self, exchSeg, symbol, token, fromdate, todate, interval="DAY"): # if self.connection == None: # return None # if self.connection['status'] == 200: # conn = self.connection['Connection'] # else: # return None if interval == 'DAY': interval = 240 # fdate = fromdate.strftime('%Y-%m-%d') # tdate = todate.strftime('%Y-%m-%d') fdate = fromdate.strftime("%d/%m/%Y") tdate = todate.strftime("%d/%m/%Y") fdate = time.mktime(datetime.strptime(fdate, "%d/%m/%Y").timetuple()) tdate = time.mktime(datetime.strptime(tdate, "%d/%m/%Y").timetuple()) data = reversed(self.ConnectionObject.get_time_price_series(exchSeg, token, fdate, tdate, interval= interval)) candleData = [ { 'exchSeg' : exchSeg, 'symbol' : symbol, 'token' : token, 'histDate' : datetime.strptime(item['time'], '%d-%m-%Y %H:%M:%S'), 'open' : item['into'], 'high' : item['inth'], 'low' : item['intl'], 'close' : item['intc'], 'volume' : item['intv'] } for item in data ] return candleData def getHoldings(self, product_type=None): return self.ConnectionObject.get_holdings(product_type)