GitLocker: The Coding Marketplace

Description:

optionchainstream 0.6

Option Chain Stream
Live streaming option chain for equity derivatives using Kite connect Websocket.
This package uses Redis as storage backend. Here Redis is used to store real time streaming websocket data and instruments detail i.e all option strike details for contracts. Combination of these data structure are used to create real-time option chain stream for any given instrument.
Installation
pip install optionchain_stream

Request parameters

Field
Type
Detail

api_key
string
Kite connect API key

secret_key
string
Kite connect API secret

request_token
string
Kite connect one-time token obtained after the login flow

access_token
string
The authentication token obtained post the login flow using request_token and secret_key

option_symbol
string
Symbol of the instrument(eg: NIFTY, SBIN, ONGC, etc)

option_expiry_date
string
Option expiry date in yyyy-mm-dd format(eg: '2021-02-25', '2021-04-29')

underlying
boolean
Add NSE-EQ underlying stock in option stream for True input

Usage
from optionchain_stream import OptionChain
OptionStream = OptionChain("option_symbol", "option_expiry_date in yyyy-mm-dd format", "api_key",
"api_secret=None", "request_token=None", "access_token=None", underlying=False)

# You can directly pass access_token from previous active session
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", access_token="XXXXXX")

# Generate new session by passing api_secret and request_token
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", api_secret="XXXXX",
request_token="XXXXXX")

# You can fetch underlying stock tick as well in option chain, by sending optional param `underlying=True`
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", access_token="XXXXXX", underlying=True)
Or
OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", api_secret="XXXXX",
request_token="XXXXXX", underlying=True)

# Sync master instrument data to DB(redis)
# This sync is required only once daily at initial run
OptionStream.sync_instruments()

# Stream option chain data in real-time
StreamData = OptionStream.create_option_chain()
for data in StreamData:
print(data)

Response
Responses are JSON messages.
1> For underlying=True, response contain underlying stock tick as well. Eg. for option_symbol=ONGC, underlying is ONGC EQ NSE contract:
....{'token': 633601, 'symbol': 'ONGC', 'last_price': 112.35, 'change': 0.4470272686633885},....,
{'token': 24268034, 'symbol': 'ONGC21FEB87PE', 'last_price': 1.5, 'volume': 61600, 'change': 0.0, 'oi': 400400},.....

2> By default, option contracts are sent.

...., 'change': 54.09090909090908, 'oi': 7700},{'token': 24268034, 'symbol': 'ONGC21FEB87PE', 'last_price': 1.5, 'volume': 61600, 'change': 0.0, 'oi': 400400},
{'token': 24268290, 'symbol': 'ONGC21FEB88CE', 'last_price': 10.6, 'volume': 0, 'change': -12.033195020746897, 'oi': 15400}, {'token': 24268546, 'symbol':
'ONGC21FEB88PE', 'last_price': 1.75, 'volume': 53900, 'change': 25.000000000000007, 'oi': 261800}, {'token': 24268802, 'symbol': 'ONGC21FEB89CE',
'last_price':10.6, 'volume': 15400, 'change': -5.77777777777778, 'oi': 107800},
{'token': 24269058, 'symbol': 'ONGC21FEB89PE', 'last_price': 1.85, 'volume': 184800, 'change': -11.904761904761905, 'oi': 338800}, {'token': 24269314, 'symbol':
'ONGC21FEB90CE', 'last_price': 10.0, 'volume': 654500, 'change': 2.5641025641025643, 'oi': 1632400}, {'token': 24269570, 'symbol': 'ONGC21FEB90PE', 'last_price':
2.2, 'volume': 1925000, 'change': -2.2222222222222143, 'oi': 3326400}, {'token': 24269826, 'symbol': 'ONGC21FEB91CE', 'last_price': 9.3, 'volume': 15400,
'change': -6.999999999999993, 'oi': 308000}, {'token': 24270082, 'symbol': 'ONGC21FEB91PE', 'last_price': 2.55, 'volume': 61600, 'change': -5.555555555555569,
'oi': 323400}, {'token': 24270338, 'symbol': 'ONGC21FEB92CE', 'last_price': 8.7, 'volume': 30800,....

Response attributes

Field
Type
Detail

token
string
instrument_token for requested tradingsymbol

symbol
string
tradingsymbol of the instrument

last_price
float
Current market price

volume
int
Volume traded for the day

change
float
Price change % w.r.t previous day close/LTP

oi
float
Open Interest for a options contract