Description:
py5paisa 0.7.19
5paisa Python SDK
Python SDK for 5paisa APIs natively written in VB .NET
Documentation
Read the docs hosted here
Features
Order placement, modification and cancellation
Fetching user info including holdings, positions, margin and order book.
Fetching live market streaming.
Placing, modifying and deleting Bracket Order.
Fetching order status and trade information.
Getting live data streaming using websockets.
Installation
pip install py5paisa
Usage
Configuring API keys
Get your API keys from here
Note:- We have deprecated the existing method which involved the use of login credentials.
Kindly go through this updated documentation of using Access token for API Access.
Scrip codes reference:
Note : Use these Links for getting scrip codes
Scrip Master - Downaload ScripMaster here
API Documentation
#Fetch Scrip Codes
scrips = client.get_scrips()
#Query Script Data Inputs sequence- exchange, exchangetype, symbol, strike, type, expiry
#Strike to be 0 for cash stocks , Actual Strike for Derivatives
#type to be XX for Cash stocks and Futures, EQ for indices, CE/PE for Options
#Fetch Scrip Data for Cash
record = client.query_scrips("N","C","ITC","0","XX","")
#Fetch Scrip Data for Options
record = client.query_scrips("N","D","NIFTY","22300","CE","2024-04-25")
#Fetch Scrip Data for Futures
record = client.query_scrips("N","C","INFY","0","XX","")
AUTHENTICATION USING OAUTH
from py5paisa import FivePaisaClient
cred={
"APP_NAME":"YOUR APP_NAME",
"APP_SOURCE":"YOUR APP_SOURCE",
"USER_ID":"YOUR USER_ID",
"PASSWORD":"YOUR PASSWORD",
"USER_KEY":"YOUR USERKEY",
"ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY"
}
#This function will automatically take care of generating and sending access token for all your API's
client = FivePaisaClient(cred=cred)
# New TOTP based authentication
client.get_totp_session('Your ClientCode','TOTP from authenticator app','Your Pin')
# OAUTH Approach
# First get a token by logging in to -> https://dev-openapi.5paisa.com/WebVendorLogin/VLogin/Index?VendorKey=<Your Vendor Key>&ResponseURL=<Redirect URL>
# VendorKey is UesrKey for individuals user
# for e.g. you can use ResponseURL as https://www.5paisa.com/technology/developer-apis
# Pass the token received in the response url after successful login to get an access token (this also sets the token for all the APIs you use)-
# Please note that you need to copy the request token from URL and paste in this code and start the code within 30s.
client.get_oauth_session('Your Response Token')
After successful authentication, you should get a `Logged in!!` message in console
#Function to fetch access token after successful login
print(client.get_access_token())
Market Feed
#NOTE : ScripData and ScripCode you can find from new Scripmaster as mentioned above
req_list_ = [{"Exch": "N", "ExchType": "C", "ScripData": "ITC_EQ"}]
{"Exch": "N", "ExchType": "C", "ScripCode": "2885"}]
print(client.fetch_market_feed_scrip(req_list_))
Market Status
print(client.get_market_status())
Fetching user info
# Fetches holdings
client.holdings()
# Fetches margin
client.margin()
# Fetches positions
client.positions()
# Fetches the order book of the client
client.order_book()
# Fetches Trade book
client.get_tradebook()
Position Conversion
# Convert positions
# client.position_convertion(<Exchange>,<Exchange Type>,<Scrip Name>,<Buy/Sell>,<Qty>,<From Delivery/Intraday>,<From Delivery/Intraday>)
client.position_convertion("N","C","BPCL_EQ","B",5,"D","I")
Placing an order
# Note: This is an indicative order.
from py5paisa.order import Order, OrderType, Exchange
#You can pass scripdata either you can pass scripcode also.
# please use price = 0 for market Order
#use IsIntraday= true for intraday orders
#Using Scrip Data :-
#Using Scrip Code :-
client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=260)
#Sample For SL order (for order to be treated as SL order just pass StopLossPrice)
client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=350, IsIntraday=False, StopLossPrice=345)
#Derivative Order
client.place_order(OrderType='B',Exchange='N',ExchangeType='D', ScripCode = 57633, Qty=50, Price=1.5)
Please refer below documentation link for paramaters to be passed in cleint.place_order function
https://www.5paisa.com/developerapi/order-request-place-order
Placing offline orders (After Market Orders)
By default all orders are normal orders, pass AHPlaced=Y to place offline orders.
client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=325, AHPlaced="Y")
Modifying an order
client.modify_order(ExchOrderID="1100000017861430", Qty=2,Price=261)
Cancelling an order
client.cancel_order(exch_order_id="1100000017795041")
cancel_bulk=[
{
"ExchOrderID": "<Exchange Order ID 1>"
},
{
"ExchOrderID": "<Exchange Order ID 2>"
},
client.cancel_bulk_order(cancel_bulk)
Order Margin Calculation
client.Order_margin( Exch= "N", ExchType = "C", OrderRequestorCode = "51959929", ScripCode = "1660", PlaceModifyCancel = "P", TransactionType = "B", AtMarket = "Y", LimitRate = 0, Volume = 5, OldTradedQty = 0, ProductType = "D", ExchOrderId = "0", CoverPositions ="N")
SquareOffAll Orders
client.squareoff_all()
Bracket Order
For placing Braket order
client.bo_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,TargetPrice=345,StopLossPrice=320,LimitPriceForSL=319,TrailingSL=1.5)
For placing Cover order
client.cover_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,StopLossPrice=320,TrailingSL=1.5)
Note:For placing Bracket order in FNO segment pass ExchType='D'
For Modifying Bracket/Cover Order only for Initial order (entry)
client.modify_bo_order(ExchOrderID="1100000017861430",LimitPrice=330)
client.modify_cover_order(ExchOrderID="1100000017861430",LimitPrice=330)
#Note : For cover order just pass LimitPriceProfitOrder equal to Zero.
For Modifying LimitPriceProfitOrder
client.modify_bo_order(ExchOrderID="1100000017861430",TargetPrice=330)
client.modify_cover_order(ExchOrderID="1100000017861430",TargetPrice=330)
For Modifying TriggerPriceForSL
client.modify_bo_order(ExchOrderID="1100000017861430",LimitPriceForSL=330)
client.modify_bo_order(ExchOrderID="1100000017861430",LimitPriceForSL=330)
#Note : You have pass atmarket=true while modifying stoploss price, Pass ExchorderId for the particular leg to modify.
Basket Orders
# Create a new Basket
client.create_basket("<New Basket Name>")
# Rename existing basket
client.rename_basket("<Modified Basket Name>",<Exisiting Basket ID>)
# Clone existing basket
client.clone_basket(<Exisiting Basket ID>)
# Delete bulk baskets
delete_basket_list=[{"BasketID":"<Exisiting Basket ID>"},{"BasketID":"<Exisiting Basket ID>"}]
client.delete_basket(delete_basket_list)
# Get list of all baskets (Open/Closed)
client.get_basket()
basket_list= [
{
"BasketID": "<Exisiting Basket ID>"
},
{
"BasketID": "<Exisiting Basket ID>"
}
]
order_to_basket=Basket_order("N","C",23000,"BUY",1,"1660","I")
client.add_basket_order(order_to_basket,basket_list)
# Get orders in basket
client.get_order_in_basket(<Exisiting Basket ID>)
Fetching Order Status and Trade Information
from py5paisa.order import Exchange
req_list= [
{
"Exch": "N",
"ExchType": "C",
"ScripCode": 20374,
"ExchOrderID": "1000000015310807"
}]
# Fetches the trade details
client.fetch_trade_info(req_list)
req_list_= [
{
"Exch": "N",
"RemoteOrderID": "90980441"
}]
# Fetches the order status
client.fetch_order_status(req_list_)
# Fetch Trade History
print(client.get_trade_history("PASS EXCHANGE ORDER ID"))
Live Market Feed Streaming - Websocket
#NOTE : Webscoket only works with ScripCode
req_list=[
{ "Exch":"N","ExchType":"C","ScripCode":1660},
]
req_data=client.Request_Feed('mf','s',req_list)
def on_message(ws, message):
print(message)
client.connect(req_data)
client.receive_data(on_message)
Note: Use the following abbreviations :
Market Feed=mf
Market Depth (upto 5)=md
Indices (Spot Feed) =i
Open Interest=oi
Subscribe= s
Unsubscribe=u
Live Market Depth Streaming (Depth 20)
a={
"method":"subscribe",
"operation":"20depth",
"instruments":["NC2885"]
}
print(client.socket_20_depth(a))
def on_message(ws, message):
print(message)
client.receive_data(on_message)
Note:- Instruments in payload above is a list(array) in format as <exchange><exchange type><scrip code>
Level 5 Market Depth
print(client.fetch_market_depth_by_scrip(Exchange="N",ExchangeType="C",ScripCode="1660"))
print(client.fetch_market_depth_by_scrip(Exchange="N",ExchangeType="C",ScripData="RELIANCE_EQ"))
Full Market Snapshot
a=[{"Exchange":"N","ExchangeType":"C","ScripCode":"2885"},
{"Exchange":"N","ExchangeType":"C","ScripData":"ITC_EQ"},
]
print(client.fetch_market_snapshot(a))
Option Chain
client.get_expiry("N","NIFTY")
# Returns list of all active expiries
# client.get_option_chain("N","NIFTY",<Pass expiry timestamp from get_expiry response>)
client.get_option_chain("N","NIFTY",1647507600000)
Historical Data
#historical_data(<Exchange>,<Exchange Type>,<Scrip Code>,<Time Frame>,<From Data>,<To Date>)
df=client.historical_data('N','C',1660,'15m','2021-05-25','2021-06-16')
print(df)
# Note : TimeFrame Should be from this list ['1m','5m','10m','15m','30m','60m','1d']
VTT
# Create VTT Order
InitialTriggerPrice - Trigger price of vtt Order
InitialLimitPrice - Limit price of vtt order
MatchingCondition - GT/LT
GT = When Trigger Price is greater than LTP of stock put GL.
LT = When Trigger Price is less than LTP of stock put LT.
Profit and SL Leg limit and trigger price fields InitialTriggerPrice, StopLossTriggerPrice, ProfitLimitPrice, ProfitTriggerPrice
client.vtt_order('P', Exch="N", ExchType="C", ScripCode=1660, InitialLimitPrice=490, StopLossLimitPrice=0.0, InitialTriggerPrice=489, StopLossTriggerPrice=0.0, ProfitLimitPrice=0.0, ProfitTriggerPrice=0.0, Quantity=1, BuySell="Buy", MatchingCondition="GT", Symbol="ITC")
#modify VTT Order
client.vtt_order('M', VTTOrderId=3121, InitialLimitPrice=0.0, StopLossLimitPrice=0.0, InitialTriggerPrice=337, StopLossTriggerPrice=0.0, ProfitLimitPrice=0.0, ProfitTriggerPrice=0.0, MatchingCondition="GT", Qty=1)
#cancel VTT Order
client.vtt_order('C',
VTTOrderId=3121)
#get all VTT Orders
client.vtt_order('G')
Bulk Order Placement
bulk_order=[{
"Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"ITC_EQ", "Price": "440", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620"
},{
"Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"IDEA_EQ", "Price": "15", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620"
}
]
client.place_order_bulk(OrderList=bulk_order)
Strategy Execution
List Of Strategies Available
Short Straddle
Short Strangle
Long Straddle
Long Strangle
Iron Fly(Butterfly)
Iron Condor
Call Calendar Spread
Put Calendar Spread
Call Ladder
Put Ladder
Ladder
#Import strategy package
from py5paisa.strategy import *
Note: These single-commands are capable of trading multiple legs of pre-defined strategies.
Like :- Short/Long Straddles and Strangles, Iron Fly and Iron Condor (many more to come)
Please use these at your own risk.
#Create an Object:-
cred={
"APP_NAME":"YOUR APP_NAME",
"APP_SOURCE":YOUR APP_SOURCE,
"USER_ID":"YOUR USER_ID",
"PASSWORD":"YOUR PASSWORD",
"USER_KEY":"YOUR USERKEY",
"ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY"
}
--Old approach
strategy=strategies(user="random_email@xyz.com", passw="password", dob="YYYYMMDD",cred=cred)
--New Approach
strategy=strategies(cred=cred,request_token="eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJ1bmlxdWVfbmFtZSI6IjUwMDUyNzcwIiwicm9sZSI6ImdpUUlvYXR5R2NYQUR3eFYwNXVXSGlPVzJRT1dOTGNzIiwibmJmIjoxNjY3ODMwODczLCJleHAiOjE2Njc4MzA5MDMsImlhdCI6MTY2NzgzMDg3M30.iP_FZtFy-nj6QeRd0sEhaKS-jr-wu-pCwtcdYCGPeO4")
Use the following to execute the strategy (note:- they are executed at market price only)
#short_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>)
strategy.short_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>')
#Using tag is optional
#short_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.short_strangle("banknifty",['35300','37000'],'50','20210610','D')
#long_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>)
strategy.long_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>')
#Using tag is optional
#long_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.long_strangle("banknifty",['35300','37000'],'50','20210610','D')
#iron_condor(<symbol>,<List of buy strike prices>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.iron_condor("NIFTY",["15000","15200"],["15100","15150"],"75","20210603","I")
#iron_fly(<symbol>,<List of buy strike prices>,<Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.iron_fly("NIFTY",["15000","15200"],"15100","75","20210610","I",tag='<Your strategy Name>')
#Using tag is optional
#call_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>)
strategy.call_calendar("nifty",'15600','75',['20210603','20210610'],'I')
#put_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>)
strategy.put_calendar("nifty",'15600','75',['20210603','20210610'],'I')
#call_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.call_ladder("NIFTY","15100",["15300","15400"],"75","20210610","I")
#put_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.put_ladder("NIFTY","15000",["14800","14500"],"75","20210610","I",tag='<Your strategy Name>')
#Using tag is optional
#ladder(<symbol>,<List of Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.ladder("sbin",["400","420"],["350","370","450","500"],"1500","20210729","D")
Squareoff a strategy Using tags
strategy.squareoff('tag')
# Use the same tag as used while executing the strategies
REPORTS
TAX Report
a=client.tax_report("2024-01-01",'2024-06-26')
print(a)
# to fetch Tax report
Ledger Report
a=client.fetch_ledger("2024-01-01",'2024-06-26')
print(a)
# to fetch Ledger report
TODO
Write tests.
Credits
This package was created with
Cookiecutter and the
audreyr/cookiecutter-pypackage
project template.
License
For personal and professional use. You cannot resell or redistribute these repositories in their original state.
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