123COMMENT
This commit is contained in:
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import sys
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sys.path.append(".")
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sys.path.append("..")
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import random
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import time
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import socketio
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import asyncio
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import datetime
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import requests
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tg_alert = False
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# Create a Socket.IO server instance
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sio = socketio.AsyncServer(cors_allowed_origins = "*")
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# Create an aiohttp web application
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from aiohttp import web
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app = web.Application()
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# Attach the Socket.IO server to the aiohttp application
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sio.attach(app)
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from utils_v2.system import files
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from utils_v2.queue.async_kafka import ProducerKafka, ConsumerKafka, get_ssl_context
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import os
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# Define the test params:
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TOPIC = "tickers"
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BOOTSTRAP_SERVERS = "del.ditscentre.in:9092"
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# SSL_CONTEXT = get_ssl_context(
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# ca_file = "../../creds/kafka/cert_authority.pem",
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# cert_file = "../../creds/kafka/fullchain.pem",
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# key_file = "../../creds/kafka/privkey.pem"
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# )
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cwd = files.get_cwd()
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# parent_dir = files.get_parent_directory(cwd, 2)
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parent_dir = cwd
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print("CWD:", cwd)
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# print("PD:", parent_dir)
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SSL_CONTEXT = get_ssl_context(
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ca_file = os.path.join(parent_dir, "creds", "kafka", "cert_authority.pem"),
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cert_file = os.path.join(parent_dir, "creds", "kafka", "fullchain.pem"),
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key_file = os.path.join(parent_dir, "creds", "kafka", "privkey.pem")
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)
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my_consumer = ConsumerKafka(
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topic = TOPIC,
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bootstrap_servers = BOOTSTRAP_SERVERS,
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security_protocol = "SSL",
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ssl_context = SSL_CONTEXT
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)
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# Event: Client connects
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@sio.event
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async def connect(sid, environ):
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print(f"Client {sid} connected")
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if tg_alert:
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requests.post(
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url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
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json = {
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"type": "info",
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"chatClient": "telegram",
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"chatId": "-4206946032",
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# "chatId": "1275560043",
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"message": f"*SocketIO Connected!*\n👍 SID: {sid}"
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}
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)
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# Event: Client disconnects
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@sio.event
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async def disconnect(sid):
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print(f"Client {sid} disconnected")
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if tg_alert:
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requests.post(
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url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
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json = {
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"type": "info",
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"chatClient": "telegram",
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"chatId": "-4206946032",
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# "chatId": "1275560043",
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"message": f"*SocketIO Disconnected!*\n❌ SID: {sid}"
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}
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)
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@sio.event
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async def message(sid, data):
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print("MESSAGE:", data)
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# Function to generate random data
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async def broadcast_one_tick(tick):
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await sio.emit("ticks", tick)
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# Function to broadcast data every second asynchronously
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async def broadcast_ticks():
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while True:
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messages = await my_consumer.consume(count = 100, timeout = 1.0)
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print(f"Received {len(messages)} tick(s)")
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tasks = [broadcast_one_tick(m["value"]) for m in messages]
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if tasks: results = await asyncio.gather(*tasks)
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# Start broadcasting random data using asyncio
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async def start_broadcast():
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await broadcast_ticks()
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# Main function to run the aiohttp server and the broadcasting
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async def main():
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# Start broadcasting random data in the background
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asyncio.create_task(start_broadcast())
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# Run the web server
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runner = web.AppRunner(app)
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await runner.setup()
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site = web.TCPSite(runner, '0.0.0.0', 5214)
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print("Server running on http://0.0.0.0:5214")
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await site.start()
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# Keep the server running
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while True:
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await asyncio.sleep(3600) # Keep the server alive for 1 hour or adjust as needed
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# Run the main asyncio event loop
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if __name__ == '__main__':
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asyncio.run(main())
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@@ -0,0 +1,154 @@
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"""
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AUTHOR:
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Khushal P Soonderji
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DATE:
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Saturday, 28th Dec., 2024
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OBJECTIVE:
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To provide a quick way to test out passthrough messages over Kafka.
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REFERENCES:
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N/A
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DOWNLOADS:
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N/A
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"""
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# *****************************************************************************************************************
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# ***** ****
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# *** IMPORT ***
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# ***** ****
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# *****************************************************************************************************************
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# To make sibling directories accessible for imports:
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import sys
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sys.path.append(".")
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sys.path.append("..")
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# System-level:
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import os
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# Utils:
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from utils_v2.string import json
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from utils_v2.system import files
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from utils_v2.date_time import date_time
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from utils_v2.queue.async_kafka import ProducerKafka, ConsumerKafka, get_ssl_context
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# For async activities:
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import asyncio
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# Common:
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from shared import constants
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# For random choices:
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import random
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# *****************************************************************************************************************
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# ***** ****
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# *** MACROS / ONE-TIME INIT ***
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# ***** ****
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# *****************************************************************************************************************
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# --- Nothing Yet
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# *****************************************************************************************************************
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# ***** ****
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# *** VARIABLES ***
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# ***** ****
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# *****************************************************************************************************************
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# --- Nothing Yet
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# *****************************************************************************************************************
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# ***** ****
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# *** FUNCTIONS ***
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# ***** ****
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# *****************************************************************************************************************
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# --- Nothing Yet
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# *****************************************************************************************************************
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# ***** ****
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# *** MAIN PROGRAM ***
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# ***** ****
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# *****************************************************************************************************************
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if __name__ == "__main__":
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# Define the test params:
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TOPIC = "socket-io-bcast"
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BOOTSTRAP_SERVERS = "del.ditscentre.in:9092"
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cwd = files.get_cwd()
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pdir = files.get_parent_directory(cwd, depth = 2)
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SSL_CONTEXT = ssl_context = get_ssl_context(
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ca_file = os.path.join(pdir, "creds", "kafka", "cert_authority.pem"),
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cert_file = os.path.join(pdir, "creds", "kafka", "fullchain.pem"),
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key_file = os.path.join(pdir, "creds", "kafka", "privkey.pem")
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)
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async def keep_producing():
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# Create the producer:
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my_producer = ProducerKafka(
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topic = TOPIC,
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bootstrap_servers = BOOTSTRAP_SERVERS,
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security_protocol = "SSL",
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ssl_context = SSL_CONTEXT
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)
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# Create a message for the producer to produce:
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strategy_message = {
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"to": "FC9O3N75Ax7B1v4NAAAD",
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"event": "Strategy",
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"namespace": "/finstitutions/trading",
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"data": {
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"message": "Your strategy ABC says buy XYZ.",
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"playSound": True
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}
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}
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corporate_action_message = {
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"to": "FC9O3N75Ax7B1v4NAAAD",
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"event": "Corporate Action",
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"namespace": "/finstitutions/trading",
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"data": {
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"message": "Stock ABC has a corporate action tomorrow.",
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"playSound": True,
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"date": "29-Dec-2024",
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"action": "Extraordinary Board Meeting"
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}
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}
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# Keep sending the message in intervals:
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while True:
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producer_message = random.choice([
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strategy_message,
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corporate_action_message
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])
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success = await my_producer.produce(producer_message)
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print("PRODUCED:", success)
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await asyncio.sleep(1.0)
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async def main():
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await asyncio.gather(*[keep_producing()])
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asyncio.run(main())
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@@ -0,0 +1,367 @@
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"""
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AUTHOR:
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Khushal P Soonderji
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DATE:
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Saturday, 21st Dec. 2024
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OBJECTIVE:
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To simulate stock market updates to test on SocketIO.
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REFERENCES:
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N/A
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DOWNLOADS:
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N/A
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"""
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# *****************************************************************************************************************
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# ***** ****
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# *** IMPORT ***
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# ***** ****
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# *****************************************************************************************************************
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# To make sibling directories accessible for imports:
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import sys
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sys.path.append(".")
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sys.path.append("..")
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# System-level activities:
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import io
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import os
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# My utils:
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from utils_v2.string import json
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# For pseudo-random simulations:
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import random
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# To work with SocketIO
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import socketio
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from aiohttp import web
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# To make HTTP calls:
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import httpx
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# To work with date and time:
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import datetime
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import time
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# For asynchronous behaviour:
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import asyncio
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# *****************************************************************************************************************
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# ***** ****
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# *** MACROS / ONE-TIME INIT ***
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# ***** ****
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# *****************************************************************************************************************
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# For SocketIO:
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# Create a Socket.IO server instance
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sio = socketio.AsyncServer(cors_allowed_origins = "*")
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app = web.Application()
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sio.attach(app)
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# A list of stocks to simulate:
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SYMBOL_TO_PRICE_MAP = {
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"HDFCBANK": {
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"prevClose": 1_763.95,
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"ltp": 1_771.50,
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"totVol": 55_96_931,
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"buyVol": 16_79_079,
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"sellVol": 39_17_852,
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},
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"RELIANCE": {
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"prevClose": 1_213.35,
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"ltp": 1_205.30,
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"totVol": 7_34_568,
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"buyVol": 1_04_873,
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"sellVol": 6_29_695,
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},
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"INFY": {
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"prevClose": 1_925.70,
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"ltp": 1_922.15,
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"totVol": 5_54_108,
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"buyVol": 2_61_593,
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"sellVol": 2_92_515,
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},
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"TCS": {
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"prevClose": 4_203.50,
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"ltp": 4_170.30,
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"totVol": 7_24_932,
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"buyVol": 1_34_666,
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"sellVol": 5_90_266,
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},
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"HINDUNILVR": {
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"prevClose": 2_312.95,
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"ltp": 2_333.90,
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"totVol": 5_04_533,
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"buyVol": 9_252,
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"sellVol": 4_95_281,
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},
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"ITC": {
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"prevClose": 463.20,
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"ltp": 464.65,
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"totVol": 7_07_905,
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"buyVol": 3_27_422,
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"sellVol": 3_80_483,
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},
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"KOTAKBANK": {
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"prevClose": 1_751.65,
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"ltp": 1_743.55,
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"totVol": 4_49_104,
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"buyVol": 2_47_489,
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"sellVol": 2_01_615,
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}
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}
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# *****************************************************************************************************************
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# ***** ****
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# *** VARIABLES ***
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# ***** ****
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# *****************************************************************************************************************
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tg_update = False
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# *****************************************************************************************************************
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# ***** ****
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# *** FUNCTIONS ***
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# ***** ****
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# *****************************************************************************************************************
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@sio.event
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async def before_connect(sid, environ):
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print(f"Checking connection attempt from {sid}.")
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# # Simulate a failed connection based on some conditions (for example, invalid IP or header)
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# user_agent = environ.get('HTTP_USER_AGENT', '')
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# if 'BadUserAgent' in user_agent:
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# print(f"Rejected connection from {sid} due to invalid User-Agent.")
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# return False # This will reject the connection attempt
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return True # Allow connection
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# ---------------------------------------------------------------------------------------------------------------------
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@sio.event
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async def connect(sid, environ):
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print(f"Client {sid} connected")
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if tg_update:
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async with httpx.AsyncClient() as client:
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try: await client.post(
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url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
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json = {
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"type": "info",
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"chatClient": "telegram",
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"chatId": "-4206946032",
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# "chatId": "1275560043",
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"message": f"*SocketIO Connected!*\n👍 SID: {sid}"
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}
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)
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except: pass
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# ---------------------------------------------------------------------------------------------------------------------
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@sio.event
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async def disconnect(sid):
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print(f"Client {sid} disconnected")
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if tg_update:
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async with httpx.AsyncClient() as client:
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try: await client.post(
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url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
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json = {
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"type": "info",
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"chatClient": "telegram",
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"chatId": "-4206946032",
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# "chatId": "1275560043",
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"message": f"*SocketIO Disconnected!*\n❌ SID: {sid}"
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}
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)
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except: pass
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def round_tick(price):
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return round(price * 20) / 20
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# ---------------------------------------------------------------------------------------------------------------------
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def simulate_one_stock(symbol, price):
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global SYMBOL_TO_PRICE_MAP
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# Simulate a change in the price:
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pos_bias = [1] * 10
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no_bias = [0] * 1
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neg_bias = [-1] * 10
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bias = random.choice(pos_bias + no_bias + neg_bias)
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change_factor = random.random() / 100.0
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change = price * change_factor * bias
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ltp = round_tick(price + change)
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# Simulate the volume.
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# Assume a trade qty. worth 1L to 10L rupees:
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traded_amt = random.uniform(1_00_000, 10_00_000)
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ltq = int(traded_amt / price)
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SYMBOL_TO_PRICE_MAP[symbol]["totVol"] += ltq
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if bias >= 0: SYMBOL_TO_PRICE_MAP[symbol]["buyVol"] += ltq
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else: SYMBOL_TO_PRICE_MAP[symbol]["sellVol"] += ltq
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# Create the basic JSON payload:
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stock_json = {
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"symbol": symbol,
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"last_traded_quantity": ltq,
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"average_traded_price": round_tick(price + (bias * price * (random.random() / 100.0))),
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"volume_traded": SYMBOL_TO_PRICE_MAP[symbol]["totVol"],
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"total_buy_quantity": SYMBOL_TO_PRICE_MAP[symbol]["buyVol"],
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"total_sell_quantity": SYMBOL_TO_PRICE_MAP[symbol]["sellVol"],
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"ohlc": {
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"open": round_tick(price + (price * 0.005)),
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"high": round_tick(price + (price * 0.015)),
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"low": round_tick(price - (price * 0.015)),
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"close": ltp
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},
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"change": ((ltp - SYMBOL_TO_PRICE_MAP[symbol]["prevClose"]) / SYMBOL_TO_PRICE_MAP[symbol]["prevClose"]) * 100,
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"last_trade_time": (datetime.datetime.now() - datetime.timedelta(seconds = random.uniform(0.0, 2.5))).strftime("%Y-%m-%d %H:%M:%S"),
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"oi": 0,
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"oi_day_high": 0,
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"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 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)
|
||||
|
||||
# Create the tick JSON:
|
||||
tick_json = [
|
||||
simulate_one_stock(
|
||||
symbol = symbol,
|
||||
price = SYMBOL_TO_PRICE_MAP[symbol]["ltp"]
|
||||
) for symbol in symbols
|
||||
]
|
||||
|
||||
# Done here:
|
||||
return tick_json
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
async def broadcast_random_data():
|
||||
while True:
|
||||
await sio.emit("ticks", simulate_ticks_once())
|
||||
await asyncio.sleep(random.uniform(0.15, 1.0))
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MAIN PROGRAM ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
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", 5214)
|
||||
await site.start()
|
||||
|
||||
# Keep the server running
|
||||
while True:
|
||||
await asyncio.sleep(3600)
|
||||
|
||||
asyncio.run(server())
|
||||
@@ -0,0 +1,391 @@
|
||||
"""
|
||||
|
||||
AUTHOR:
|
||||
|
||||
Khushal P Soonderji
|
||||
|
||||
DATE:
|
||||
|
||||
Wednesday, 25th Dec. 2024
|
||||
|
||||
OBJECTIVE:
|
||||
|
||||
To simulate stock market updates to test on SocketIO.
|
||||
|
||||
REFERENCES:
|
||||
|
||||
N/A
|
||||
|
||||
DOWNLOADS:
|
||||
|
||||
N/A
|
||||
|
||||
"""
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** IMPORT ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# To make sibling directories accessible for imports:
|
||||
import sys
|
||||
sys.path.append(".")
|
||||
sys.path.append("..")
|
||||
|
||||
# System-level activities:
|
||||
import io
|
||||
import os
|
||||
|
||||
# My utils:
|
||||
from utils_v2.string import json
|
||||
|
||||
# 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
|
||||
|
||||
# Models:
|
||||
from models.finstitutions.trading.symbols import TradingSymbol
|
||||
from models.finstitutions.trading.ticks import TradingTick
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MACROS / ONE-TIME INIT ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# For SocketIO:
|
||||
sio = socketio.AsyncServer(cors_allowed_origins = "*")
|
||||
app = web.Application()
|
||||
sio.attach(app)
|
||||
|
||||
# For Zerodha and related to ticks:
|
||||
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,
|
||||
}
|
||||
}
|
||||
SYMBOLS_OF_INTEREST = list(SYMBOL_TO_PRICE_MAP.keys())
|
||||
INSTRUMENT_TOKENS = []
|
||||
INSTRUMENT_LOOKUP = {}
|
||||
SYMBOL_TO_INSTRUMENT_TOKEN_MAP = {}
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** VARIABLES ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
tg_update = False
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** FUNCTIONS ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# @sio.event
|
||||
async def before_connect(sid, environ):
|
||||
|
||||
print("CONNECTION REQUEST!")
|
||||
print("SID:", sid)
|
||||
print("ENV:", json.to_string(environ, default = str))
|
||||
|
||||
return True # Allow connection
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
@sio.event(namespace = "/market")
|
||||
async def connect(sid, environ):
|
||||
print(f"Client {sid} connected")
|
||||
print("ENV:", json.to_string(environ, default = str))
|
||||
if tg_update:
|
||||
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
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
@sio.event(namespace = "/market")
|
||||
async def disconnect(sid):
|
||||
print(f"Client {sid} disconnected")
|
||||
if tg_update:
|
||||
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
|
||||
|
||||
|
||||
def round_tick(price):
|
||||
return round(price * 20) / 20
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
def simulate_one_stock(symbol, price):
|
||||
|
||||
global SYMBOL_TO_PRICE_MAP
|
||||
|
||||
# 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:
|
||||
instrument_token = SYMBOL_TO_INSTRUMENT_TOKEN_MAP[symbol]
|
||||
stock_json = {
|
||||
"tradable": True,
|
||||
"symbol": symbol,
|
||||
"instrument_token": instrument_token,
|
||||
"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"],
|
||||
"last_price": ltp,
|
||||
"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 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)
|
||||
|
||||
# Create the tick JSON:
|
||||
tick_json = [
|
||||
simulate_one_stock(
|
||||
symbol = symbol,
|
||||
price = SYMBOL_TO_PRICE_MAP[symbol]["ltp"]
|
||||
) for symbol in symbols
|
||||
]
|
||||
|
||||
# Done here:
|
||||
return tick_json
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
async def broadcast_random_data():
|
||||
while True:
|
||||
simulated_ticks = TradingTick.from_zerodha_kite(
|
||||
simulate_ticks_once(),
|
||||
instrument_lookup = INSTRUMENT_LOOKUP
|
||||
)
|
||||
for tick in simulated_ticks: await sio.emit("ticks", tick.summary, namespace = "/market")
|
||||
await asyncio.sleep(random.uniform(0.15, 1.0))
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MAIN PROGRAM ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
# Load the instrument lookup:
|
||||
print("Loading instruments.")
|
||||
zerodha_instruments = json.from_file(r"/home/developer/Downloads/zerodha_kite_instruments_20241225.json")
|
||||
print("Parsing instruments.")
|
||||
for i in zerodha_instruments:
|
||||
symbol = TradingSymbol.from_zerodha_kite(i)
|
||||
if symbol.symbol in SYMBOLS_OF_INTEREST:
|
||||
INSTRUMENT_TOKENS.append(symbol.brokerToken)
|
||||
INSTRUMENT_LOOKUP[symbol.brokerToken] = symbol.model_dump()
|
||||
SYMBOL_TO_INSTRUMENT_TOKEN_MAP[symbol.symbol] = symbol.brokerToken
|
||||
print("Instruments ready.")
|
||||
|
||||
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", 5214)
|
||||
await site.start()
|
||||
|
||||
# Keep the server running
|
||||
while True:
|
||||
await asyncio.sleep(3600)
|
||||
|
||||
asyncio.run(server())
|
||||
@@ -0,0 +1,260 @@
|
||||
"""
|
||||
|
||||
AUTHOR:
|
||||
|
||||
Khushal P Soonderji
|
||||
|
||||
DATE:
|
||||
|
||||
Tuesday, 24th Dec. 2024
|
||||
|
||||
OBJECTIVE:
|
||||
|
||||
To get live updates from Zerodha and push them to Kafka.
|
||||
|
||||
REFERENCES:
|
||||
|
||||
N01. YouTube Webinar: https://www.youtube.com/watch?v=9vzd289Eedk
|
||||
02. Official Example (GitHub): https://github.com/zerodha/pykiteconnect/blob/master/examples/threaded_ticker.py
|
||||
|
||||
DOWNLOADS:
|
||||
|
||||
N/A
|
||||
|
||||
"""
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** IMPORT ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# To make sibling directories accessible for imports:
|
||||
import sys
|
||||
sys.path.append(".")
|
||||
sys.path.append("..")
|
||||
|
||||
# System-level activities:
|
||||
import io
|
||||
import os
|
||||
|
||||
# My utils:
|
||||
from utils_v2.string import json
|
||||
from utils_v2.system import files
|
||||
from utils_v2.queue.kafka.controllers.kafka import ProducerKafka
|
||||
|
||||
# To make HTTP calls:
|
||||
import httpx
|
||||
|
||||
# To work with date and time:
|
||||
import datetime
|
||||
import time
|
||||
|
||||
# Models:
|
||||
from models.finstitutions.trading.symbols import TradingSymbol
|
||||
from models.finstitutions.trading.ticks import TradingTick
|
||||
|
||||
# To work with Zerodha's Kite platform:
|
||||
from kiteconnect import KiteConnect, KiteTicker
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MACROS / ONE-TIME INIT ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# --- Nothing Yet
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** VARIABLES ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# For Zerodha and related to ticks:
|
||||
INSTRUMENT_TOKENS = []
|
||||
INSTRUMENT_LOOKUP = {}
|
||||
|
||||
# For Kafka:
|
||||
cwd = files.get_cwd()
|
||||
parent_dir = cwd
|
||||
kafka_producer = ProducerKafka(
|
||||
topic = "tickers",
|
||||
config = ProducerKafka.create_config(
|
||||
bootstrap_servers = "del.ditscentre.in:9092",
|
||||
# buffer_memory = 3_35_54_432,
|
||||
security_protocol = "SSL",
|
||||
ca_file = r"../../creds/kafka/cert_authority.pem",
|
||||
cert_file = r"../../creds/kafka/fullchain.pem",
|
||||
key_file = r"../../creds/kafka/privkey.pem"
|
||||
# ca_file = "/etc/ssl/dbu/ca.pem",
|
||||
# cert_file = "/etc/ssl/dbu/fullchain.pem",
|
||||
# key_file = "/etc/ssl/dbu/privkey.pem"
|
||||
),
|
||||
debug = False
|
||||
)
|
||||
|
||||
# For metrics:
|
||||
tick_count = 0
|
||||
ticks_since_flush = 0
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** FUNCTIONS ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
def flush_kafka():
|
||||
print("FLUSHING!")
|
||||
kafka_producer.flush()
|
||||
|
||||
|
||||
def to_kafka(tick: TradingTick) -> bool:
|
||||
|
||||
global tick_count
|
||||
global ticks_since_flush
|
||||
|
||||
tick_count += 1
|
||||
ticks_since_flush += 1
|
||||
if ticks_since_flush >= 50_000:
|
||||
flush_kafka()
|
||||
ticks_since_flush = 0
|
||||
|
||||
success = False
|
||||
summary = tick.summary
|
||||
# print(json.to_string(summary, default=str))
|
||||
# print(json.to_string(tick.model_dump(), default=str))
|
||||
summary["messageType"] = "ticks"
|
||||
summary = json.from_string(json.to_string(summary, default=str))
|
||||
success = kafka_producer.produce(value = summary)
|
||||
if not success:
|
||||
print("ERROR ON TICK NO.:", tick_count)
|
||||
flush_kafka()
|
||||
|
||||
return success
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
def on_connect(ws, response):
|
||||
|
||||
print("\n\n")
|
||||
print("ON CONNECT:")
|
||||
print("Successfully connected. Response: {}".format(response))
|
||||
ws.subscribe(INSTRUMENT_TOKENS)
|
||||
ws.set_mode(ws.MODE_FULL, INSTRUMENT_TOKENS)
|
||||
print(f"Subscribed to {len(INSTRUMENT_TOKENS):,} tokens in 'Full' mode.")
|
||||
print("\n\n")
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
def on_ticks(ws, ticks):
|
||||
|
||||
# print("TICK SAMPLE:", json.to_string(ticks, default=str))
|
||||
ticks = TradingTick.from_zerodha_kite(ticks = ticks, instrument_lookup = INSTRUMENT_LOOKUP)
|
||||
# print("TICK SAMPLE:", json.to_string(ticks[0].model_dump(), default=str))
|
||||
# print("TICK SAMPLE:", json.to_string(ticks[0].summary, default=str))
|
||||
results = [to_kafka(tick) for tick in ticks]
|
||||
success = sum(results)
|
||||
print(f"TICKS: {len(ticks): <6,} | PRODUCED: {success: <6,} | TOTAL: {tick_count: >10,}{' | FAILURE(S)!' if success < len(results)else ''}")
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
def main():
|
||||
|
||||
# Global vars:
|
||||
global INSTRUMENT_TOKENS
|
||||
global INSTRUMENT_LOOKUP
|
||||
|
||||
# Load Zerodha credentials:
|
||||
creds = json.from_file(r"../../creds/zerodha/api.json")
|
||||
# creds = json.from_file(os.path.join(parent_dir, "creds", "zerodha", "api.json"))
|
||||
api_key = creds["apiKey"]
|
||||
access_token = creds["accessToken"]
|
||||
|
||||
# Get the instruments of interest:
|
||||
response = httpx.post(url = r"https://api.thecaoffice.com/markets/watchlist/distincts")
|
||||
instruments_of_interest = response.json()["data"]["rs0"]
|
||||
symbols_of_interest = []
|
||||
broker_tokens_of_interest = []
|
||||
for i in instruments_of_interest:
|
||||
symbol = i["symbol"]
|
||||
broker_token = i["broker_token"]
|
||||
if broker_token is not None and i["source"] == "zerodha":
|
||||
symbols_of_interest.append(symbol)
|
||||
broker_tokens_of_interest.append(broker_token)
|
||||
print("TOTAL INSTR. OF INTEREST:", f"{len(broker_tokens_of_interest)}/{len(instruments_of_interest)}")
|
||||
print(broker_tokens_of_interest)
|
||||
|
||||
# Create an instance of Zerodha's Kite connection:
|
||||
kite = KiteConnect(api_key = api_key)
|
||||
kite.set_access_token(access_token)
|
||||
|
||||
# Get the entire list of instruments:
|
||||
instruments = []
|
||||
instruments += kite.instruments(exchange = "NSE")
|
||||
instruments += kite.instruments(exchange = "NFO")
|
||||
instruments += kite.instruments(exchange = "BSE")
|
||||
instruments += kite.instruments(exchange = "BFO")
|
||||
instruments += kite.instruments(exchange = "MCX")
|
||||
instruments += kite.instruments(exchange = "CDS")
|
||||
instruments += kite.instruments(exchange = "BCD")
|
||||
|
||||
# Pick the instruments of interest:
|
||||
# instruments = [TradingSymbol.from_zerodha_kite(i) for i in instruments[:1000]]
|
||||
instruments = [
|
||||
TradingSymbol.from_zerodha_kite(i) for i in instruments
|
||||
if str(i["instrument_token"]) in broker_tokens_of_interest
|
||||
]
|
||||
# instruments = [
|
||||
# TradingSymbol.from_zerodha_kite(i) for i in instruments
|
||||
# if i["instrument_token"] in [109760007]
|
||||
# ]
|
||||
print("SELECTED INSTRUMENTS:", len(instruments))
|
||||
|
||||
# Create the lookup:
|
||||
for i in instruments:
|
||||
INSTRUMENT_TOKENS.append(i.brokerToken)
|
||||
INSTRUMENT_LOOKUP[i.brokerToken] = i.model_dump()
|
||||
print("LOOK-UP READY!")
|
||||
|
||||
# Start the websocket with Zerodha:
|
||||
kite_ws = KiteTicker(
|
||||
api_key = api_key,
|
||||
access_token = access_token
|
||||
)
|
||||
|
||||
# Assign the callbacks:
|
||||
kite_ws.on_connect = on_connect
|
||||
kite_ws.on_ticks = on_ticks
|
||||
|
||||
# If you choose to go threaded, you will need to work purely with callbacks.
|
||||
# You will need to have an infinite loop in the main thread.
|
||||
print("STARTING WS...")
|
||||
kite_ws.connect(threaded = True)
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MAIN PROGRAM ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
main()
|
||||
while True: time.sleep(3_600.00)
|
||||
Reference in New Issue
Block a user