Description:

pixapidata 1.3.3

AccelPix Data API
Introduction
Python library to connect and stream the market data.
This is websocket and fallback transport based library with all the functionalyties to get eod and live streaming data
Simple and easy integration with your web application, all heavy weight work are back lifted.
What's new
v1.3.3 : 29-Aug-2022

Option Chain and Option Chain Range subscription and unsubscription method.

v1.3.2 : 02-Aug-2022

Intraducing Optionchain subscription and unsubscription method.

v1.3.1 : 28-Jan-2022

New callback for Trade snapshot during subscription, earlier it was provided along with Trade callback
Segment subscription for the entitled user
Intraducing Option Greeks

v1.3.0 : 06-May-2021

Upper and lower price band for EQ market added - refer 'Refs snapshot data' section
Live ticks aggregation which provides current day minutes bar - refer 'History data - Inraday' section

Simple steps to up and running

For Streaming Data:


Initialize
Register required callbacks
Do subscribe with symbols list


For History Data:


Initialize
Async call to respective methods exposed

Working sample is available at the bottom of this help page
Installation
pip install pix-apidata

Import
import asyncio
from pix_apidata import *

Initialize
api = apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()

apiKey = "api-access-key" //provided by your data vendor
apiHost = "apidata.accelpix.in" //provided by your data vendor
scheme = "https" // use either https (default scheme) or http
await api.initialize(apiKey, apiHost, scheme)

# *** IMPORTANT ***

# *** initialize(...) - wait for initialize to complete before making any other API calls.

Symbol Master
Use below REST API to get Master Data
(Only for master data download due to larger data size)
https://apidata.accelpix.in/api/hsd/Masters/2?fmt=json
#response data
{
xid: 1,
tkr: "20MICRONS",
atkr: null,
ctkr: null,
exp: "1970-01-01 00:00:00",
utkr: null,
inst: "EQUITY",
a3tkr: null,
sp: 0.00,
tk: 16921
}

Callbacks for live streaming
Available callbacks
api.on_trade_update(on_trade)
api.on_best_update(on_best)
api.on_refs_update(on_refs)
api.on_srefs_update(on_srefs)
api.on_tradeSnapshot_update(on_tradeSnap)
api.on_greeks_update(on_greeks)
Trade
#callback to listen for trade data
api.on_trade_update(on_trade)
def on_trade(msg):
print(msg) # Trade msg
t = apidata_models.Trade(msg)
print(t.ticker , t.oi) #likewise object can be called for id, kind, ticker, segment, price, qty, volume, oi

#response data
{
id: 0,
ticker: 'NIFTY-1',
segmentId: 2,
time: 1293704493,
price: 13958.6,
qty: 75,
volume: 1587975,
oi: 9700275,
kind: 'T'
}

Trade snapshot data
#callback to listen for trade snapshot, called during subcription process
#listen to onTrade callback for continuouse stream data
api.on_tradeSnapshot_update(on_tradeSnapshot)
def on_tradeSnapshot(msg):
print(msg) # TradeSnapshot msg
t = apidata_models.Trade(msg)
print(t.ticker , t.oi) #likewise object can be called for id, kind, ticker, segment, price, qty, volume, oi

#response data
{
id: 0,
ticker: 'NIFTY-1',
segmentId: 2,
time: 1293704493,
price: 13958.6,
qty: 75,
volume: 1587975,
oi: 9700275,
kind: 'T'
}

Best
#callback to listen for bid, ask and respective qty
api.on_best_update(on_best)
def on_best(msg):
print(msg) # Best msg
b = apidata_models.Best(msg)
print(b.ticker , b.bidPrice) #likewise object can be called for segmentId, kind, bidQty, askPrice, askQty

#response data
{
ticker: 'NIFTY-1',
segmentId: 2,
kind: 'B',
bidPrice: 13957.45,
bidQty: 75,
askPrice: 13958.8,
askQty: 75,
time: 1293704493
}

Recent change in Refs data
#callback to listen for change in o, h, l, c, oi and avg data
api.on_trade_ref(on_ref)
def on_ref(msg):
print(msg) # Refs msg
ref = apidata_models.Refs(msg)
print(ref.price) #likewise object can be called for segmentId, kind, ticker

#response data
{
kind: 'A',
ticker: 'NIFTY-1',
segmentId: 2,
price: 11781.08984375
}

Refs snapshot data
#callback to listen for o, h, l, c, oi and avg snapshot
api.on_srefs_update(on_srefs)
def on_srefs(msg):
print(msg) # Srefs msg
sref = apidata_models.RefsSnapshot(msg)
print(sref.high) #likewise object can be called for kind, ticker, segmentId, open, close, high, low, avg, oi, upperBand and lowerBand

#response data
{
kind: 'V',
ticker: 'NIFTY-1',
segmentId: 2,
open: 11749.650390625,
close: 11681.5498046875,
avg: 11780.8603515625,
high: 11822,
low: 11731.2001953125,
oi: 10615950,
upperBand: 0,
lowerBand: 0

}

OptionGreeks data
#callback to listen for optionGreek data
api.on_greeks_update(on_greeks)
def on_greeks(msg):
print(msg) # Option Greeks Data
greeks = apidata_models.Greeks(msg)
print(greeks.gamma) # likewise object can be called for kind, ticker, iv, delta, theta, vega, gamma, ivvwap, vanna, charm, speed, zomma, color, volga, veta, tgr, tv and dtr

#response data
{
kind:'G',
ticker:'NIFTY2220318500CE',
charm:13.510149002075195,
color:0.0010876863962039351,
ivvwap:0.2657951712608337,
speed:-0.25761404633522034,
tgr:1437.1766357421875,
theta:-3.690974235534668,
tv:-28860.783203125,
vega:1.935671329498291,
veta:57653.11328125,
volga:0.000020740208128700033,
zomma:3.531916377141897e-7,
iv:0.2650300860404968,
gamma:0.00012788892490789294,
dtr:-1.9068187475204468,
delta:0.03707314282655716
}

OptionGreeks Snapshot data
#callback to listen for optionGreek snap data
api.on_greeks_update(on_greeks)
def on_greekSnapshot(msg):
print(msg) # Option Greeks snap data
greeks = apidata_models.Greeks(msg)
print(greeks.gamma) # likewise object can be called for kind, ticker, iv, delta, theta, vega, gamma, ivvwap, vanna, charm, speed, zomma, color, volga, veta, tgr, tv and dtr

#response data
{
kind:'G',
ticker:'NIFTY2220318500CE',
charm:13.510149002075195,
color:0.0010876863962039351,
ivvwap:0.2657951712608337,
speed:-0.25761404633522034,
tgr:1437.1766357421875,
theta:-3.690974235534668,
tv:-28860.783203125,
vega:1.935671329498291,
veta:57653.11328125,
volga:0.000020740208128700033,
zomma:3.531916377141897e-7,
iv:0.2650300860404968,
gamma:0.00012788892490789294,
dtr:-1.9068187475204468,
delta:0.03707314282655716
}

Callbacks for connection status
api.on_connection_started(connection_started)
api.on_connection_stopped(connection_stopped)
# Fired when connection is successful
def connection_started():
print("Connection started callback")

# Fired when the connection is closed after automatic retry or some issues in networking
# Need to re-establish the connection manually

def connection_stopped():
print("connection Stopped callback")

Live stream subscription
Subscribe to receive updates of segments entitled to you
needSnapshot = False
await api.subscribeSegments(needSnapshot)
# IMPORTANT NOTE:
# If needSnapshot = True, then buffer the updates received on 'api.on_tradeSnapshot_update' and 'api.on_srefs_update' before processing.
# Data transfer is huge and you may get disconnected from server in-case if you don't process the incoming updates as fast enough.
# It's advised to buffer the data then process it once 'api.subscribeSegments' method returns.

Subscribe to receive ALL updates
await api.subscribeAll('NIFTY-1')

Subscribe to receive TRADE updates
await api.subscribeTrade(['NIFTY-1','BANKNIFTY-1','NIFTY 50'])

Subscribe to receive REFS and BEST updates
await api.subscribeBestAndRefs(['NIFTY-1','BANKNIFTY-1'])

Subscribe to receive Greeks updates
await api.subscribeGreeks(['NIFTY2220318500CE'])

Subscribe to receive Optionchain updates
# params: spotName, Expiry Date
# subscribe to full chain
await api.subscribeOptionChain('BANKNIFTY','20220901')
# subscribe to range of strikes(CE, PE) considering current spot value(at time of subscribe) as the mid-point, essentially 10 strike(CE,PE) below mid-point and 10 strikes(CE, PE) above mid-point and total of 40 contracts subscribed for the below call.
await api.subscribeOptionChainRange('NIFTY','20220901',10)

Unsubscribe live stream
# unsubscribe single symbol
await api.unsubscribeAll(['NIFTY-1'])
# unsubscribe multiple symbol
await api.unsubscribeAll(['NIFTY-1','BANKNIFTY-1'])

Unsubscribe Optionchain updates
await api.unsubscribeOptionChain('NIFTY','20220609')

Unsubscribe Greeks updates
await api.unsubscribeGreeks(['NIFTY2220318500CE'])

History data - Eod
# Continues data
#params: ticker, startDate, endDate
await api.get_eod("NIFTY-1", "20200828", "20200901")

# Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_eod_contract("NIFTY", "20200828", "20200901", "20201029")

#response data
{
td: '2020-08-28T00:00:00',
op: 11630,
hp: 11708,
lp: 11617.05,
cp: 11689.05,
vol: 260625,
oi: 488325
}

History data - Inraday
Provides intra-eod bars with the time resolution in minutes (default:'5' mins)
You can set minute resolution to '1', '5', '10' and so on.
Custom minute resolution also supported like '3', '7' and so on.
Passing CURRENT DATE as parameter in 'toDate' will respond the LIVE ticks aggregated upto the time it traded today. Last BAR of the current day may be incomplete. Current day tick aggregation response will always provide complete bar list from the beginning of day.
# Continues data
#params: ticker, startDate, endDate, resolution
await api.get_intra_eod("NIFTY-1", "20210603", "20210604", "5")

# Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_intra_eod_contract("NIFTY", "20200828", "20200901", "20201029", "5")

#response data
{
td: '2020-08-28T09:15:00',
op: 11630,
hp: 11643.45,
lp: 11630,
cp: 11639.8,
vol: 4575,
oi: 440475
}

History data - Ticks
Provides back log ticks from the date time specified till current live time, that is the ticks available till request hit the server.
#params: ticker, fromDateTime
await api.get_back_ticks("BANKNIFTY-1", "20201016 15:00:00")

#response data
{
td: 2020-11-16T15:00:01.000Z,
pr: 23600,
vol: 125,
oi: 1692375
}

Example
import asyncio
import time
#import requests
from pix_apidata import *

api = apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()

async def main():
api.on_connection_started(connection_started)
api.on_connection_stopped(connection_stopped)
api.on_trade_update(on_trade)
api.on_best_update(on_best)
api.on_refs_update(on_refs)
api.on_srefs_update(on_srefs)
api.on_tradeSnapshot_update(on_tradeSnapshot)
api.on_greeks_update(on_greeks)
api.on_greekSnapshot_update(on_greekSnapshot)

key = "your-api-key"
host = "apidata.accelpix.in"
scheme = "http"
s = await api.initialize(key, host,scheme)
print(s)

his = await api.get_intra_eod("NIFTY-1","20210603", "20210604", "5")
print("History : ",his)

syms = ['NIFTY-1', 'BANKNIFTY-1']
symsGreeks = ["BANKNIFTY2290126500CE"]
await api.subscribeAll(syms)
# await api.subscribeOptionChain('NIFTY','20220901')
# await api.subscribeGreeks(symsGreeks)
# await api.subscribeOptionChainRange('NIFTY','20220901',3)
print("Subscribe Done")
#needSnapshot = False
#await api.subscribeSegments(needSnapshot)
#time.sleep(5)
# await api.unsubscribeAll(['NIFTY-1'])
# await api.unsubscribeGreeks(['BANKNIFTY2290126500CE'])
# await api.unsubscribeOptionChain('NIFTY','20220901')

def on_trade(msg):
trd = apidata_models.Trade(msg)
print("Trade : ",msg) # or print(trd.volume) likewise object can be called for id, kind, ticker, segment, price, qty, oi

def on_best(msg):
bst = apidata_models.Best(msg)
print("Best : ",msg) # or print(bst.bidPrice) likewise object can be called for ticker, segmentId, kind, bidQty, askPrice, askQty

def on_refs(msg):
ref = apidata_models.Refs(msg)
print("Refs snapshot : ",msg) # or print(ref.price) likewise object can be called for segmentId, kind, ticker

def on_srefs(msg):
sref = apidata_models.RefsSnapshot(msg)
print("Refs update : ",msg) # or print(sref.high) likewise object can be called for kind, ticker, segmentId, open, close, low, avg, oi, lowerBand,upperBand

def on_tradeSnapshot(msg):
trdSnap = apidata_models.Trade(msg)
print("TradeSnap : ",msg) # or print(trdSnap.volume) likewise object can be called for id, kind, ticker, segment, price, qty, oi

def on_greeks(msg):
greeks = apidata_models.Greeks(msg)
print("OptionGreeks : ",msg) # or print(greeks.gamma) likewise object can be called for kind, ticker, iv, delta, theta, vega, gamma, ivvwap, vanna, charm, speed, zomma, color, volga, veta, tgr, tv and dtr

def on_greekSnapshot(msg):
gr = apidata_models.Greeks(msg)
print(msg) # or print(greeks.gamma) likewise object can be called for kind, ticker, iv, delta, theta, vega, gamma, ivvwap, vanna, charm, speed, zomma, color, volga, veta, tgr, tv and dtr

def connection_started():
print("Connection started callback")

def connection_stopped():
print("Connection stopped callback")

event_loop.create_task(main())
try:
event_loop.run_forever()
finally:
event_loop.close()

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For personal and professional use. You cannot resell or redistribute these repositories in their original state.

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