from datetime import datetime, time from django.db.models import Q from functools import lru_cache from utils.cachesettings import CACHE_SETTINGS, get_ttl_hash from trading.models import Scripts, MarketSessions from utils.views import isBlankOrNone import pytz from time import time as tm, sleep from trading.Entities.Exchanges.india import Exchange from trading.models import Brokers import pandas as pd import importlib import logging logger = logging.getLogger(__name__) BROKERS = { 1 : 'ANGEL', 2 : 'ZERODHA', 3 : 'FINVASIA', 4 : 'FYERS', 5 : 'BNRATHI', 6 : 'ALICEBLUE'} EXCHANGE_SESSIONS = { # 'BSE': [(time(9, 0, 0), time(9, 6, 0)), (time(9, 15, 0), time(15, 30, 0))], # 'NSE': [(time(9, 0, 0), time(9, 6, 0)), (time(9, 15, 0), time(15, 30, 0))], 'BSE': [(time(9, 15, 0), time(15, 30, 0))], 'NSE': [(time(9, 15, 0), time(15, 30, 0))], 'CDS': [(time(9, 0, 0), time(17, 0, 0))], 'MCX': [(time(9, 0, 0), time(23, 55, 0))], } class Broker(): ANGEL = 1 ZERODHA = 2 FINVASIA = 3 FYERS = 4 BNRATHI = 5 ALICEBLUE = 6 def __init__(self, brokerId) -> None: self.BrokerId = brokerId @lru_cache(maxsize=4) def getMarketSessions(self, exchange, TTLHash = get_ttl_hash(CACHE_SETTINGS.REFRESH_CACHE_DAILY)): del TTLHash qFilter = Q(broker__brokerId = self.BrokerId, exchange__code = exchange) sessions = MarketSessions.objects.filter(qFilter) if sessions: marketSessions = [(session.startTime,session.EndTime) for session in sessions] return marketSessions else: exchange = Exchange(exchange) marketSessions = exchange.getMarketSessions() if marketSessions: return marketSessions else: marketSessions = EXCHANGE_SESSIONS.get(exchange.Exchange) return marketSessions def getQueueId(self, type, userid, function): ''' example of the queue id is MQ1O - messge of Q, 1 is user id and O is for order function QueueId is generated using type user id and function type can be Q-Queue or A-channel to send Reply (optional, not every message have reply.) A channel is used to send reply to special messages like SUICIDE. such case reply can be send for success or error function - O - for Order T - for Price update ''' QueueId = f'M{type}{str(userid)}{function}' if type not in ['Q','A']: QueueId = None if function not in ['O','T']: QueueId = None return QueueId @staticmethod def getBrokerInstance(brokerId, accountId): instance = None try: broker = Brokers.objects.filter(brokerId = brokerId).first() if broker: module = importlib.import_module('trading.Entities.Brokers.' + broker.className.lower()) class_ = getattr(module, broker.className) instance = class_(brokerId, accountId) except Exception as e: logger.debug(e) finally: return instance # @property def canPlaceOrder(self, exchSeg = 'MCX', wait=60, count = 15): # return True if wait > 0: count += 1 MarketOpen = False sessions = self.getMarketSessions(exchSeg) while count: currDate = datetime.now(pytz.timezone('Asia/Kolkata')) currTime = currDate.time() for session in sessions: if currTime >= session[0] and currTime <= session[1] and currDate.weekday() < 5: MarketOpen = True count = 0 break if count > 0: sleep(wait) count -= 1 return MarketOpen def isMarketOpen(self, exchSeg = 'NSE', wait=60, count = 15): # return True # exchange = Exchange(exchSeg) if wait > 0: count += 1 sessions = self.getMarketSessions(exchSeg) while count: currDate = datetime.now(pytz.timezone('Asia/Kolkata')) currTime = currDate.time() startTime = sessions[0][0] endTime = sessions[-1][1] if currTime >= startTime and currTime <= endTime and currDate.weekday() < 5: return True else: if count > 0: sleep(wait) count -= 1 else: return False @lru_cache(maxsize=64) def getScriptByExchange(self, exchSeg, TTLHash = get_ttl_hash(CACHE_SETTINGS.REFRESH_CACHE_DAILY)): ''' get script as per the broker. based on exchnage ''' del TTLHash if exchSeg: qFilter = Q(exchSeg=exchSeg) symbols = Scripts.objects.filter(qFilter) if self.BrokerId in [self.BNRATHI, self.FINVASIA]: for symbol in symbols: symbol.symbol = symbol.symbolFinvasia else: symbols = None return symbols @lru_cache(maxsize=64) def getScript(self, exchSeg, token, symbol=None, TTLHash = get_ttl_hash(CACHE_SETTINGS.REFRESH_CACHE_DAILY)): ''' get script as per the broker. 1. either token or symbol is to be provided 2. if script is searched by both, token will get the preference 3. if searched by symbol, broker id should be Non Zero For all invalid case None is returned instead of raising error ''' del TTLHash if isBlankOrNone(token) and isBlankOrNone(symbol): return None if not isBlankOrNone(token) and isBlankOrNone(symbol) == False: symbol = None if not isBlankOrNone(symbol) and self.BrokerId == 0: return None qFilter = Q(exchSeg=exchSeg) if not isBlankOrNone(symbol): if self.BrokerId in [self.FINVASIA, self.BNRATHI]: qFilter &= Q(symbolFinvasia=symbol) if not isBlankOrNone(token): qFilter &= Q(token=token) script = Scripts.objects.filter(qFilter).first() if self.BrokerId in [self.BNRATHI, self.FINVASIA]: script.symbol = script.symbolFinvasia return script def getRolloverScripts(self, exchSeg, token, symbol=None): try: ROLL_DAYS = {'MCX':15,'NSE':5,'BSE':5,'CDS':5} curr = self.getScript(exchSeg, token, symbol) expdate = datetime.strptime(curr.expiry, "%d-%b-%Y").date() nexts = Scripts.objects.filter(name = curr.name, lotSize = curr.lotSize) ds = pd.DataFrame(list(nexts.values())) ds['expiry'] = pd.to_datetime(ds['expiry']).dt.date ds1 = ds.loc[ds['expiry'] > expdate] if not ds1.empty: return {'token': ds1.iloc[0].token, 'symbol': ds1.iloc[0].symbol, 'rollDays': ROLL_DAYS.get(exchSeg)} else: return None except Exception as e: return None def VerboseOrder( self, variety, exchange, token, symbol, tranType, priceType, prodType, price, quantity, disclQty, validity = 'DAY', stopPrice = 0, stopLoss = 0, takeProfit = 0, orderId ='', orderCategory = 'Normal', gttBuyBuffer = 0, gttSellBuffer = 0): # script = self.getScript(exchange,symbol,token) tsymb = symbol # script = getScriptBySymbol(exchange, symbol, self.brokerId, token) script = Scripts.objects.filter(exchSeg=exchange,token=token).first() if script == None: return None if exchange == 'CDS' and prodType == 'DELIVERY': prodType = 'MARGIN' if self.BrokerId in [Broker.FINVASIA, Broker.BNRATHI]: tsymb = script.symbolFinvasia else: tsymb = script.symbolFyers else: tsymb = script.symbol if priceType == 'MARKET': price = 0 lstVerbose = [] order = { "orderId" : orderId, "variety" : variety, "exchSeg" : exchange, "symbol" : tsymb, "token" : script.token, "tranType" : tranType, "priceType" : priceType, "productType" : prodType, "price" : round(price,2), "quantity" : quantity, "stopLoss" : round(stopLoss,2), "validity" : validity, "stopPrice" : round(stopPrice,2), "takeProfit" : round(takeProfit,2), "disclosedQty" : disclQty, "orderCategory" : orderCategory, "gttBuyBuffer" : gttBuyBuffer, "gttSellBuffer" : gttSellBuffer } lstVerbose.append(order) return lstVerbose