(20241221) Zerodha Auth Ready. Users can now integrate Kite.
This commit is contained in:
@@ -6,16 +6,15 @@
|
||||
|
||||
DATE:
|
||||
|
||||
Create: Saturday, 18th May, 2022
|
||||
Update: Thursday, 22nd Aug. 2024
|
||||
Saturday, 21st Dec. 2024
|
||||
|
||||
OBJECTIVE:
|
||||
|
||||
To provide an easy way to work with '.json' data and files.
|
||||
To simulate stock market updates to test on SocketIO.
|
||||
|
||||
REFERENCES:
|
||||
|
||||
1) https://www.w3schools.com/python/python_json.asp
|
||||
N/A
|
||||
|
||||
DOWNLOADS:
|
||||
|
||||
@@ -38,12 +37,27 @@ sys.path.append("..")
|
||||
|
||||
# System-level activities:
|
||||
import io
|
||||
import os
|
||||
|
||||
# To work with the JSON standard:
|
||||
import json
|
||||
# My utils:
|
||||
from utils_v2.string import json
|
||||
|
||||
# To work with files:
|
||||
from utils_v2.system import files
|
||||
# For pseudo-random simulations:
|
||||
import random
|
||||
|
||||
# To work with SocketIO
|
||||
import socketio
|
||||
from aiohttp import web
|
||||
|
||||
# To make HTTP calls:
|
||||
import httpx
|
||||
|
||||
# To work with date and time:
|
||||
import datetime
|
||||
import time
|
||||
|
||||
# For asynchronous behaviour:
|
||||
import asyncio
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
@@ -53,7 +67,64 @@ from utils_v2.system import files
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# --- Nothing Yet
|
||||
# For SocketIO:
|
||||
# Create a Socket.IO server instance
|
||||
sio = socketio.AsyncServer(cors_allowed_origins = "*")
|
||||
app = web.Application()
|
||||
sio.attach(app)
|
||||
|
||||
# A list of stocks to simulate:
|
||||
SYMBOL_TO_PRICE_MAP = {
|
||||
"HDFCBANK": {
|
||||
"prevClose": 1_763.95,
|
||||
"ltp": 1_771.50,
|
||||
"totVol": 55_96_931,
|
||||
"buyVol": 16_79_079,
|
||||
"sellVol": 39_17_852,
|
||||
},
|
||||
"RELIANCE": {
|
||||
"prevClose": 1_213.35,
|
||||
"ltp": 1_205.30,
|
||||
"totVol": 7_34_568,
|
||||
"buyVol": 1_04_873,
|
||||
"sellVol": 6_29_695,
|
||||
},
|
||||
"INFY": {
|
||||
"prevClose": 1_925.70,
|
||||
"ltp": 1_922.15,
|
||||
"totVol": 5_54_108,
|
||||
"buyVol": 2_61_593,
|
||||
"sellVol": 2_92_515,
|
||||
},
|
||||
"TCS": {
|
||||
"prevClose": 4_203.50,
|
||||
"ltp": 4_170.30,
|
||||
"totVol": 7_24_932,
|
||||
"buyVol": 1_34_666,
|
||||
"sellVol": 5_90_266,
|
||||
},
|
||||
"HINDUNILVR": {
|
||||
"prevClose": 2_312.95,
|
||||
"ltp": 2_333.90,
|
||||
"totVol": 5_04_533,
|
||||
"buyVol": 9_252,
|
||||
"sellVol": 4_95_281,
|
||||
},
|
||||
"ITC": {
|
||||
"prevClose": 463.20,
|
||||
"ltp": 464.65,
|
||||
"totVol": 7_07_905,
|
||||
"buyVol": 3_27_422,
|
||||
"sellVol": 3_80_483,
|
||||
},
|
||||
"KOTAKBANK": {
|
||||
"prevClose": 1_751.65,
|
||||
"ltp": 1_743.55,
|
||||
"totVol": 4_49_104,
|
||||
"buyVol": 2_47_489,
|
||||
"sellVol": 2_01_615,
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
@@ -73,121 +144,181 @@ from utils_v2.system import files
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
def from_string(json_data):
|
||||
|
||||
"""
|
||||
Decodes a JSON string to a pythonic variable like a dict.
|
||||
:param json_data: The JSON string to decode.
|
||||
:return: The decoded pythonic variable.
|
||||
"""
|
||||
|
||||
python_data = json.loads(json_data)
|
||||
return python_data
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
def to_string(
|
||||
python_data,
|
||||
indent = 4,
|
||||
default = None,
|
||||
separators = None,
|
||||
no_space = False
|
||||
):
|
||||
|
||||
"""
|
||||
Converts the given pythonic data to a JSON string.
|
||||
:param python_data: The input data like a dict.
|
||||
:param indent: The tab-width for pretty presentation.
|
||||
:param default: The function to use on something that cannot be directly parsed into a JSON string.
|
||||
:param separators: Custom separators to use.
|
||||
:param no_space: If you want a dense JSON string that saves memory by not using spaces or tabs or line-breaks. Not
|
||||
good for human readability, very good for saving memory. WARNING: THIS OVERRIDES EVERY OTHER PARAMETER EXCEPT
|
||||
'default'.
|
||||
:return: The JSON string representation of the input pythonic data.
|
||||
"""
|
||||
|
||||
if no_space:
|
||||
json_data = json.dumps(
|
||||
python_data,
|
||||
default = default,
|
||||
separators = (',', ':')
|
||||
@sio.event
|
||||
async def connect(sid, environ):
|
||||
print(f"Client {sid} connected")
|
||||
async with httpx.AsyncClient() as client:
|
||||
try: await client.post(
|
||||
url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
|
||||
json = {
|
||||
"type": "info",
|
||||
"chatClient": "telegram",
|
||||
"chatId": "-4206946032",
|
||||
# "chatId": "1275560043",
|
||||
"message": f"*SocketIO Connected!*\n👍 SID: {sid}"
|
||||
}
|
||||
)
|
||||
except: pass
|
||||
|
||||
else:
|
||||
json_data = json.dumps(
|
||||
python_data,
|
||||
indent = indent,
|
||||
default = default,
|
||||
separators = separators
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
@sio.event
|
||||
async def disconnect(sid):
|
||||
print(f"Client {sid} disconnected")
|
||||
async with httpx.AsyncClient() as client:
|
||||
try: await client.post(
|
||||
url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
|
||||
json = {
|
||||
"type": "info",
|
||||
"chatClient": "telegram",
|
||||
"chatId": "-4206946032",
|
||||
# "chatId": "1275560043",
|
||||
"message": f"*SocketIO Disconnected!*\n❌ SID: {sid}"
|
||||
}
|
||||
)
|
||||
except: pass
|
||||
|
||||
return json_data
|
||||
|
||||
def round_tick(price):
|
||||
return round(price * 20) / 20
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
def from_file(file):
|
||||
def simulate_one_stock(symbol, price):
|
||||
|
||||
"""
|
||||
Reads a JSON file and returns it as a pythonic variable like a dict.
|
||||
:param file: The path to the file on the disk or a file held in RAM as a BytesIO object.
|
||||
:return: The decoded pythonic variable.
|
||||
"""
|
||||
global SYMBOL_TO_PRICE_MAP
|
||||
|
||||
if isinstance(file, io.BytesIO):
|
||||
file.seek(0)
|
||||
json_data = file.getvalue()
|
||||
else: json_data = files.read_file(file)
|
||||
python_data = from_string(json_data)
|
||||
return python_data
|
||||
# Simulate a change in the price:
|
||||
pos_bias = [1] * 10
|
||||
no_bias = [0] * 1
|
||||
neg_bias = [-1] * 10
|
||||
bias = random.choice(pos_bias + no_bias + neg_bias)
|
||||
change_factor = random.random() / 100.0
|
||||
change = price * change_factor * bias
|
||||
ltp = round_tick(price + change)
|
||||
|
||||
# Simulate the volume.
|
||||
# Assume a trade qty. worth 1L to 10L rupees:
|
||||
traded_amt = random.uniform(1_00_000, 10_00_000)
|
||||
ltq = int(traded_amt / price)
|
||||
SYMBOL_TO_PRICE_MAP[symbol]["totVol"] += ltq
|
||||
if bias >= 0: SYMBOL_TO_PRICE_MAP[symbol]["buyVol"] += ltq
|
||||
else: SYMBOL_TO_PRICE_MAP[symbol]["sellVol"] += ltq
|
||||
|
||||
# Create the basic JSON payload:
|
||||
stock_json = {
|
||||
"symbol": symbol,
|
||||
"last_traded_quantity": ltq,
|
||||
"average_traded_price": round_tick(price + (bias * price * (random.random() / 100.0))),
|
||||
"volume_traded": SYMBOL_TO_PRICE_MAP[symbol]["totVol"],
|
||||
"total_buy_quantity": SYMBOL_TO_PRICE_MAP[symbol]["buyVol"],
|
||||
"total_sell_quantity": SYMBOL_TO_PRICE_MAP[symbol]["sellVol"],
|
||||
"ohlc": {
|
||||
"open": round_tick(price + (price * 0.005)),
|
||||
"high": round_tick(price + (price * 0.015)),
|
||||
"low": round_tick(price - (price * 0.015)),
|
||||
"close": ltp
|
||||
},
|
||||
"change": ((ltp - SYMBOL_TO_PRICE_MAP[symbol]["prevClose"]) / SYMBOL_TO_PRICE_MAP[symbol]["prevClose"]) * 100,
|
||||
"last_trade_time": (datetime.datetime.now() - datetime.timedelta(seconds = random.uniform(0.0, 2.5))).strftime("%Y-%m-%d %H:%M:%S"),
|
||||
"oi": 0,
|
||||
"oi_day_high": 0,
|
||||
"oi_day_low": 0,
|
||||
"exchange_timestamp": datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
|
||||
"depth": {
|
||||
"buy": [
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp - 0.05, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp - 0.10, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp - 0.15, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp - 0.20, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp - 0.25, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
}
|
||||
],
|
||||
"sell": [
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp + 0.05, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp + 0.10, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp + 0.15, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp + 0.20, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
},
|
||||
{
|
||||
"quantity": random.randint(0, 100),
|
||||
"price": round(ltp + 0.25, 2),
|
||||
"orders": random.randint(0, 10)
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
|
||||
# Done here:
|
||||
return stock_json
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
def to_file(
|
||||
file,
|
||||
python_data,
|
||||
indent = 4,
|
||||
default = None,
|
||||
separators = None,
|
||||
no_space = False
|
||||
):
|
||||
def simulate_ticks_once():
|
||||
|
||||
"""
|
||||
# Pick a no. of stocks to simulate:
|
||||
count = random.randint(1, len(SYMBOL_TO_PRICE_MAP))
|
||||
symbols = random.sample(list(SYMBOL_TO_PRICE_MAP.keys()), count)
|
||||
|
||||
:param file: Either a path to a file on disk, or a buffer in RAM in the form of a BytesIO object.
|
||||
:param python_data: The pythonic data to be converted to the JSON string.
|
||||
:param indent: The tab-width for pretty presentation.
|
||||
:param default: The function to use on something that cannot be directly parsed into a JSON string.
|
||||
:param separators: Custom separators to use.
|
||||
:param no_space: If you want a dense JSON string that saves memory by not using spaces or tabs or line-breaks. Not
|
||||
good for human readability, very good for saving memory. WARNING: THIS OVERRIDES EVERY OTHER PARAMETER EXCEPT
|
||||
'default'.
|
||||
:return: True/False if a path was given, else the same BytesIO object with the written JSON data.
|
||||
"""
|
||||
# Create the tick JSON:
|
||||
tick_json = [
|
||||
simulate_one_stock(
|
||||
symbol = symbol,
|
||||
price = SYMBOL_TO_PRICE_MAP[symbol]["ltp"]
|
||||
) for symbol in symbols
|
||||
]
|
||||
|
||||
json_data = to_string(
|
||||
python_data,
|
||||
indent = indent,
|
||||
default = default,
|
||||
separators = separators,
|
||||
no_space = no_space
|
||||
)
|
||||
# Done here:
|
||||
return tick_json
|
||||
|
||||
if isinstance(file, io.BytesIO):
|
||||
file.write(json_data.encode("utf-8"))
|
||||
file.seek(0)
|
||||
return file
|
||||
|
||||
else:
|
||||
try:
|
||||
files.write_file(file, json_data, mode = "w")
|
||||
return True
|
||||
except: return False
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
async def broadcast_random_data():
|
||||
while True:
|
||||
await sio.emit("ticks", simulate_ticks_once())
|
||||
await asyncio.sleep(random.uniform(0.15, 1.0))
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
@@ -199,4 +330,20 @@ def to_file(
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
pass
|
||||
async def server():
|
||||
|
||||
# Start broadcasting random data in the background
|
||||
asyncio.create_task(broadcast_random_data())
|
||||
|
||||
# Run the web server
|
||||
runner = web.AppRunner(app)
|
||||
await runner.setup()
|
||||
site = web.TCPSite(runner, "0.0.0.0", 5000)
|
||||
print("Server running on http://0.0.0.0:5000")
|
||||
await site.start()
|
||||
|
||||
# Keep the server running
|
||||
while True:
|
||||
await asyncio.sleep(3600)
|
||||
|
||||
asyncio.run(server())
|
||||
|
||||
Reference in New Issue
Block a user