py5paisa 0.2.8

Python SDK for 5paisa APIs natively written in VB.NET

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 https://www.5paisa.com/developerapi/apikeys

Configure these keys in a file named keys.conf in the same directory as your python script exists

A sample keys.conf is given below:

[KEYS]
APP_NAME=YOUR_APP_NAME_HERE
APP_SOURCE=YOUR_APP_SOURCE_HERE
USER_ID=YOUR_USER_ID_HERE
PASSWORD=YOUR_PASSWORD_HERE
USER_KEY=YOUR_USER_KEY_HERE
ENCRYPTION_KEY=YOUR_ENCRYPTION_KEY_HERE
user=YOUR_EMAIL_ID
pass=YOUR_LOGIN_PASSWORD
dob=YOUR_DOB

Authentication

from py5paisa import FivePaisaClient

client = FivePaisaClient(email="[e-mail]", passwd="password", dob="YYYYMMDD")
client.login()

After successful authentication, you should get a Logged in!! message

Market Feed

#NOTE : Symbol has to be in the same format as specified in the example below.

req_list_=[{"Exch":"N","ExchType":"D","Symbol":"NIFTY 22 APR 2021 CE 15200.00","Expiry":"20210422","StrikePrice":"15200","OptionType":"CE"},
            {"Exch":"N","ExchType":"D","Symbol":"NIFTY 22 APR 2021 PE 15200.00","Expiry":"20210422","StrikePrice":"15200","OptionType":"PE"}]

client.fetch_market_feed(req_list_)

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()

Scrip codes reference:

Note : Use these Links for getting scrip codes

BSE: https://www.bseindia.com/ Scrip Master - https://www.5paisa.com/docs/default-source/scrip-master/scripmaster-csv-format.csv

Placing an order

# Note: This is an indicative order.

from py5paisa.order import Order, OrderType, Exchange

test_order = Order(order_type='B',exchange='N',exchange_segment='C', scrip_code=1660, quantity=1, price=205,is_intraday=True,atmarket=False)
client.place_order(test_order)

Placing offline orders (After Market Orders)

By default all orders are normal orders, pass ahplaced=Y to place offline orders.

from py5paisa.order import Order, OrderType, AHPlaced
test_order = Order(order_type='B',exchange='N',exchange_segment='C', scrip_code=1660, quantity=1, price=205,is_intraday=False,atmarket=False, ahplaced='Y')

Modifying an order

test_order = Order(order_type='B', scrip_code=1660, quantity=1, price=205,is_intraday=False,exchange='N',exchange_segment='C',atmarket=True,exch_order_id="12345678" )
client.modify_order(test_order)

Canceling an order

client.cancel_order(order_type='B', scrip_code=1660, quantity=1,exchange='N',exchange_segment='C',exch_order_id='12345678')

Bracket Order

For placing Braket order

test_order=bo_co_order(scrip_code=1660,BuySell='B',Qty=1, LimitPriceInitialOrder=205,TriggerPriceInitialOrder=0,LimitPriceProfitOrder=215.0,TriggerPriceForSL=203,ExchType='C',Exch='N',RequestType='P',AtMarket=False)

client.bo_order(test_order)

Note:For placing Bracket order in FNO segment pass ExchType='D'

For Modifying Bracket Order only for Initial order (entry)

test_order=bo_co_order(scrip_code=1660,BuySell='B',Qty=1, LimitPriceInitialOrder=203,TriggerPriceInitialOrder=0,LimitPriceProfitOrder=208.0,TriggerPriceForSL=202,ExchType='C',Exch='N',RequestType='M',AtMarket=False,ExchOrderId='12345678')

client.bo_order(test_order)

#Note : For cover order just pass LimitPriceProfitOrder equal to Zero.

For Modifying LimitPriceProfitOrder

test_order=Order(order_type='S', scrip_code=1660, quantity=1, price=208.50,is_intraday=True,exchange='N',exchange_segment='C',atmarket=False,exch_order_id="12345678" ,order_for='M')

client.mod_bo_order(test_order)

For Modifying TriggerPriceForSL

test_order=Order(order_type='S', scrip_code=1660, quantity=1, price=0,is_intraday=True,exchange='N',exchange_segment='C',atmarket=True,exch_order_id="123456789" ,stoploss_price=201.50,is_stoploss_order=True,order_for='M')

client.mod_bo_order(test_order)

#Note : You have pass atmarket=true while modifying stoploss price, Pass ExchorderId for the particular leg to modify.

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",
            "ExchType": "C",
            "ScripCode": 20374,
            "RemoteOrderID": "90980441"
        }]
# Fetches the order status
client.fetch_order_status(req_list_)

Live Market Feed Streaming

req_list=[
            { "Exch":"N","ExchType":"C","ScripCode":1660},

            ]

dict1=Client.Request_Feed('mf','s',req_list)

client.Streming_data(dict1)

Note: Use the following abbreviations :

Market Feed=mf

Market Depth (upto 5)=md

Open Interest=oi

Subscribe= s

Unsubscribe=u

Market Depth

a=[{"Exchange":"N","ExchangeType":"C","ScripCode":"2885"},
   {"Exchange":"N","ExchangeType":"C","ScripCode":"1660"},
   ]
print(Client.fetch_market_depth(a))

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']

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

#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:-
strategy=strategies()

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')

#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')

#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")

#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')

TODO

• Write tests.

Credits

This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.