(20241224) Live Feed From Kafka (to test).
This commit is contained in:
@@ -6,22 +6,23 @@
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DATE:
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DATE:
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monday, 23rd Dec., 2024
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Tuesday, 24th Aug. 2024
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OBJECTIVE:
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OBJECTIVE:
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To provide a SocketIO app for socket-base communication with the front-end.
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To provide an easy way to work with '.json' data and files.
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REFERENCES:
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REFERENCES:
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01. YouTube: https://www.youtube.com/watch?v=H1eLJMC5oTg&t=3s
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1) https://www.w3schools.com/python/python_json.asp
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DOWNLOADS:
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DOWNLOADS:
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N/A
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N/A
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"""
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"""
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import datetime
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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# ***** ****
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# ***** ****
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# *** IMPORT ***
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# *** IMPORT ***
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@@ -36,26 +37,12 @@ sys.path.append("..")
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# System-level activities:
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# System-level activities:
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import io
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import io
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import os
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# my utils:
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# To work with the JSON standard:
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from utils_v2.string import json
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import json
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# To work with SocketIO:
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# To work with files:
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import socketio
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from utils_v2.system import files
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import eventlet
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# For asynchronous activities:
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import asyncio
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# for debugging:
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from icecream import IceCreamDebugger
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# To work with date and time:
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import time
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# To work with Zerodha's Kite platform:
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from kiteconnect import KiteConnect, KiteTicker
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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@@ -65,23 +52,7 @@ from kiteconnect import KiteConnect, KiteTicker
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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INSTRUMENT_MAP = {
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# --- Nothing Yet
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256265: "NIFTY 50",
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260617: "NIFTY 100",
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259849: "NIFTY IT",
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341249: "HDFCBANK",
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738561: "RELIANCE",
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408065: "INFY",
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2953217: "TCS",
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356865: "HINDUNILVR",
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1270529: "ICICIBANK",
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492033: "KOTAKBANK",
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110630919: "GOLD25JAN75800CE",
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110050823: "SILVER25FEB76000CE",
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10670594: "NIFTY24DEC23650PE",
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17167874: "BANKNIFTY24DEC45000PE",
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}
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INSTRUMENT_TOKENS = list(INSTRUMENT_MAP.keys())
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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@@ -91,12 +62,7 @@ INSTRUMENT_TOKENS = list(INSTRUMENT_MAP.keys())
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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# The SocketIo server:
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# --- Nothing Yet
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sio = socketio.Server(cors_allowed_origins = "*")
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app = socketio.WSGIApp(sio)
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# Debugging:
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printer = IceCreamDebugger(prefix = "SocketIO | ", includeContext = True)
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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@@ -106,83 +72,121 @@ printer = IceCreamDebugger(prefix = "SocketIO | ", includeContext = True)
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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@sio.event
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def from_string(json_data):
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def connect(sid, environ):
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printer(sid)
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"""
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Decodes a JSON string to a pythonic variable like a dict.
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:param json_data: The JSON string to decode.
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:return: The decoded pythonic variable.
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"""
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python_data = json.loads(json_data)
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return python_data
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# ---------------------------------------------------------------------------------------------------------------------
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# ---------------------------------------------------------------------------------------------------------------------
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@sio.event
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def to_string(
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def disconnect(sid):
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python_data,
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printer(sid)
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indent = 4,
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default = None,
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separators = None,
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# ---------------------------------------------------------------------------------------------------------------------
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no_space = False
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def on_ticks(ws, ticks):
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try:
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# print(json.to_string(ticks[0], default=str))
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printer(len(ticks))
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now = datetime.datetime.now()
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for t in ticks:
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t["last_trade_time"] = t.get("last_trade_time", now).strftime("%Y-%m-%d %H:%M:%S")
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t["exchange_timestamp"] = t.get("exchange_timestamp", now).strftime("%Y-%m-%d %H:%M:%S")
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sio.emit("ticks", ticks)
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sio.emit("ticks", {"name": "Bhopli"})
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sio.emit("debug", {"name": "Debugger Bhopli"})
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except Exception as exception:
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printer(exception)
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# ---------------------------------------------------------------------------------------------------------------------
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def on_connect(ws, response):
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ws.subscribe(INSTRUMENT_TOKENS)
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ws.set_mode(ws.MODE_FULL, INSTRUMENT_TOKENS)
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printer("Subscribed to token(s) in 'Full' mode", len(INSTRUMENT_TOKENS))
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# ---------------------------------------------------------------------------------------------------------------------
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def start_live_feed_input(
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api_key: str,
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access_token: str,
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):
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):
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kite_ws = KiteTicker(
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"""
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api_key = api_key,
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Converts the given pythonic data to a JSON string.
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access_token = access_token
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:param python_data: The input data like a dict.
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)
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:param indent: The tab-width for pretty presentation.
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:param default: The function to use on something that cannot be directly parsed into a JSON string.
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:param separators: Custom separators to use.
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:param no_space: If you want a dense JSON string that saves memory by not using spaces or tabs or line-breaks. Not
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good for human readability, very good for saving memory. WARNING: THIS OVERRIDES EVERY OTHER PARAMETER EXCEPT
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'default'.
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:return: The JSON string representation of the input pythonic data.
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"""
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# Assign the callbacks:
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if no_space:
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kite_ws.on_ticks = on_ticks
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json_data = json.dumps(
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# kite_ws.on_close = on_close
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python_data,
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# kite_ws.on_error = on_error
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default = default,
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kite_ws.on_connect = on_connect
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separators = (',', ':')
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# kite_ws.on_reconnect = on_reconnect
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)
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# kite_ws.on_noreconnect = on_noreconnect
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# If you choose to go threaded, you will need to work purely with callbacks.
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else:
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# You will need to have an infinite loop in the main thread.
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json_data = json.dumps(
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kite_ws.connect(threaded = True)
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python_data,
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indent = indent,
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default = default,
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separators = separators
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)
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return json_data
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# ---------------------------------------------------------------------------------------------------------------------
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# ---------------------------------------------------------------------------------------------------------------------
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@sio.event
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def from_file(file):
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def subscribe(sid, data):
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printer(data)
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"""
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sio.emit("echo", data)
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Reads a JSON file and returns it as a pythonic variable like a dict.
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:param file: The path to the file on the disk or a file held in RAM as a BytesIO object.
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:return: The decoded pythonic variable.
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"""
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if isinstance(file, io.BytesIO):
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file.seek(0)
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json_data = file.getvalue()
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else: json_data = files.read_file(file)
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python_data = from_string(json_data)
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return python_data
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# ---------------------------------------------------------------------------------------------------------------------
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def to_file(
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file,
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python_data,
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indent = 4,
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default = None,
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separators = None,
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no_space = False
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):
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"""
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:param file: Either a path to a file on disk, or a buffer in RAM in the form of a BytesIO object.
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:param python_data: The pythonic data to be converted to the JSON string.
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:param indent: The tab-width for pretty presentation.
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:param default: The function to use on something that cannot be directly parsed into a JSON string.
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:param separators: Custom separators to use.
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:param no_space: If you want a dense JSON string that saves memory by not using spaces or tabs or line-breaks. Not
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good for human readability, very good for saving memory. WARNING: THIS OVERRIDES EVERY OTHER PARAMETER EXCEPT
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'default'.
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:return: True/False if a path was given, else the same BytesIO object with the written JSON data.
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"""
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json_data = to_string(
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python_data,
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indent = indent,
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default = default,
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separators = separators,
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no_space = no_space
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)
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if isinstance(file, io.BytesIO):
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file.write(json_data.encode("utf-8"))
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file.seek(0)
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return file
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else:
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try:
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files.write_file(file, json_data, mode = "w")
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return True
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except: return False
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# *****************************************************************************************************************
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# *****************************************************************************************************************
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@@ -194,12 +198,4 @@ def subscribe(sid, data):
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if __name__ == "__main__":
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if __name__ == "__main__":
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# Connect to Zerodha:
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pass
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creds = json.from_file(r"../creds/zerodha/api.json")
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start_live_feed_input(
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api_key = creds["apiKey"],
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access_token = creds["accessToken"]
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)
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eventlet.wsgi.server(eventlet.listen(("0.0.0.0", 5214)), app)
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@@ -156,6 +156,8 @@ class CoreAuthTokenController(CoreBaseModel):
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mongo_data_conn: AsyncMongo,
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mongo_data_conn: AsyncMongo,
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auth_token: CoreAuthTokenModel,
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auth_token: CoreAuthTokenModel,
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token_notes: dict,
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token_notes: dict,
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display_name: str = None,
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display_picture: str = None,
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session_token: str = None,
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session_token: str = None,
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) -> ObjectId:
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) -> ObjectId:
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@@ -166,6 +168,8 @@ class CoreAuthTokenController(CoreBaseModel):
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:param mongo_data_conn: The database connection (MongoDB) to use to perform the action.
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:param mongo_data_conn: The database connection (MongoDB) to use to perform the action.
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:param auth_token: An instance of the core auth-token model that holds data in the database.
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:param auth_token: An instance of the core auth-token model that holds data in the database.
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:param token_notes: Any notes to feed into MariaDB with the token identifier.
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:param token_notes: Any notes to feed into MariaDB with the token identifier.
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:param display_name: The name of the user to user as their display name.
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:param display_picture: The URL at which you will find a display picture of the user.
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:param session_token: The session token of the user who requested this service.
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:param session_token: The session token of the user who requested this service.
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:return: An ObjectId to later store the granted tokens.
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:return: An ObjectId to later store the granted tokens.
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"""
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"""
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@@ -230,8 +234,8 @@ class CoreAuthTokenController(CoreBaseModel):
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auth_token.client, # ............................................ 'p_provider'
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auth_token.client, # ............................................ 'p_provider'
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auth_token.status, # ............................................ 'p_current_status'
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auth_token.status, # ............................................ 'p_current_status'
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"Auth Requested", # ............................................. 'p_last_action'
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"Auth Requested", # ............................................. 'p_last_action'
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None, # ......................................................... 'p_display_name'
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display_name, # ................................................. 'p_display_name'
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None, # ......................................................... 'p_display_picture'
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display_picture, # .............................................. 'p_display_picture'
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mongo_json["key"], # ............................................ 'p_token_id'
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mongo_json["key"], # ............................................ 'p_token_id'
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json.to_string(python_data = token_notes, no_space = True), # ... 'p_notes'
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json.to_string(python_data = token_notes, no_space = True), # ... 'p_notes'
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auth_token.user.userId # ........................................ 'p_created_by'
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auth_token.user.userId # ........................................ 'p_created_by'
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@@ -249,6 +253,8 @@ class CoreAuthTokenController(CoreBaseModel):
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token_key: ObjectId | str,
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token_key: ObjectId | str,
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auth_token: CoreAuthTokenModel,
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auth_token: CoreAuthTokenModel,
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token_notes: dict,
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token_notes: dict,
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display_name: str = None,
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display_picture: str = None,
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session_token: str = None
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session_token: str = None
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) -> bool:
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) -> bool:
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@@ -261,6 +267,8 @@ class CoreAuthTokenController(CoreBaseModel):
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:param token_key: The identifier granted by the 'generate_token_key' method.
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:param token_key: The identifier granted by the 'generate_token_key' method.
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:param auth_token: The actual auth/token data to be saved to the database.
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:param auth_token: The actual auth/token data to be saved to the database.
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:param token_notes: Any notes to feed into MariaDB with the token identifier.
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:param token_notes: Any notes to feed into MariaDB with the token identifier.
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:param display_name: The name of the user to user as their display name.
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:param display_picture: The URL at which you will find a display picture of the user.
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:param session_token: The session token of the user who requested this service.
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:param session_token: The session token of the user who requested this service.
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:return: True if saved, False if failed.
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:return: True if saved, False if failed.
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"""
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"""
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@@ -320,8 +328,8 @@ class CoreAuthTokenController(CoreBaseModel):
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mongo_json["client"], # ......................................... 'p_provider'
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mongo_json["client"], # ......................................... 'p_provider'
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auth_token.status, # ............................................ 'p_current_status'
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auth_token.status, # ............................................ 'p_current_status'
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"Auth Granted", # ............................................... 'p_last_action'
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"Auth Granted", # ............................................... 'p_last_action'
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auth_token.token.get("displayName"), # .......................... 'p_display_name'
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display_name, # ................................................. 'p_display_name'
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auth_token.token.get("displayPictureUrl"), # .................... 'p_display_picture'
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display_picture, # .............................................. 'p_display_picture'
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token_key, # .................................................... 'p_token_id'
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token_key, # .................................................... 'p_token_id'
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json.to_string(python_data = token_notes, no_space = True), # ... 'p_notes'
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json.to_string(python_data = token_notes, no_space = True), # ... 'p_notes'
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auth_token.user.userId # ........................................ 'p_created_by'
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auth_token.user.userId # ........................................ 'p_created_by'
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@@ -339,6 +347,8 @@ class CoreAuthTokenController(CoreBaseModel):
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mongo_data_conn: AsyncMongo,
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mongo_data_conn: AsyncMongo,
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auth_token: CoreAuthTokenModel,
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auth_token: CoreAuthTokenModel,
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token_notes: dict,
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token_notes: dict,
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display_name: str = None,
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display_picture: str = None,
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session_token: str = None
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session_token: str = None
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) -> bool:
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) -> bool:
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@@ -349,6 +359,8 @@ class CoreAuthTokenController(CoreBaseModel):
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:param mongo_data_conn: The database connection (MongoDB) to use to perform the action.
|
:param mongo_data_conn: The database connection (MongoDB) to use to perform the action.
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||||||
:param auth_token: The actual auth/token data to be saved to the database.
|
:param auth_token: The actual auth/token data to be saved to the database.
|
||||||
:param token_notes: Any notes to feed into MariaDB with the token identifier.
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:param token_notes: Any notes to feed into MariaDB with the token identifier.
|
||||||
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:param display_name: The name of the user to user as their display name.
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||||||
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:param display_picture: The URL at which you will find a display picture of the user.
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||||||
:param session_token: The session token of the user who requested this service.
|
:param session_token: The session token of the user who requested this service.
|
||||||
:return: True if saved, False if failed.
|
:return: True if saved, False if failed.
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||||||
"""
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"""
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@@ -358,11 +370,13 @@ class CoreAuthTokenController(CoreBaseModel):
|
|||||||
|
|
||||||
# Get a token id (and receive its key):
|
# Get a token id (and receive its key):
|
||||||
token_key = await self.generate_token_key(
|
token_key = await self.generate_token_key(
|
||||||
sql_conn = sql_conn,
|
sql_conn = sql_conn,
|
||||||
mongo_data_conn = mongo_data_conn,
|
mongo_data_conn = mongo_data_conn,
|
||||||
auth_token = auth_token,
|
auth_token = auth_token,
|
||||||
token_notes = token_notes,
|
token_notes = token_notes,
|
||||||
session_token = session_token
|
display_name = display_name,
|
||||||
|
display_picture = display_picture,
|
||||||
|
session_token = session_token
|
||||||
)
|
)
|
||||||
|
|
||||||
# Immediately save the details against that token id:
|
# Immediately save the details against that token id:
|
||||||
@@ -372,6 +386,8 @@ class CoreAuthTokenController(CoreBaseModel):
|
|||||||
token_key = token_key,
|
token_key = token_key,
|
||||||
auth_token = auth_token,
|
auth_token = auth_token,
|
||||||
token_notes = token_notes,
|
token_notes = token_notes,
|
||||||
|
display_name = display_name,
|
||||||
|
display_picture = display_picture,
|
||||||
session_token = session_token
|
session_token = session_token
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|||||||
@@ -234,7 +234,9 @@ class ZerodhaKiteTradingController(TradingController):
|
|||||||
token_notes = {
|
token_notes = {
|
||||||
"apiKey": auth_token.auth["apiKey"],
|
"apiKey": auth_token.auth["apiKey"],
|
||||||
"authUrl": auth_url
|
"authUrl": auth_url
|
||||||
}
|
},
|
||||||
|
display_name = zerodha_auth_token.userId,
|
||||||
|
display_picture = zerodha_auth_token.displayPictureUrl
|
||||||
)
|
)
|
||||||
|
|
||||||
# Done here:
|
# Done here:
|
||||||
@@ -278,6 +280,8 @@ class ZerodhaKiteTradingController(TradingController):
|
|||||||
symbols_subset = kite.instruments(exchange = exchange)
|
symbols_subset = kite.instruments(exchange = exchange)
|
||||||
symbols_subset = [TradingSymbol.from_zerodha_kite(s) for s in symbols_subset]
|
symbols_subset = [TradingSymbol.from_zerodha_kite(s) for s in symbols_subset]
|
||||||
symbol_list.data += symbols_subset
|
symbol_list.data += symbols_subset
|
||||||
|
print("LEN(EXC):", len(symbols_subset))
|
||||||
|
print("LEN(SYM):", len(symbol_list.data))
|
||||||
symbol_list.success = True
|
symbol_list.success = True
|
||||||
symbol_list.message = "Symbol list retrieved successfully."
|
symbol_list.message = "Symbol list retrieved successfully."
|
||||||
|
|
||||||
|
|||||||
@@ -3,7 +3,6 @@
|
|||||||
# Kill all the scripts:
|
# Kill all the scripts:
|
||||||
echo "Killing the script."
|
echo "Killing the script."
|
||||||
pkill -9 -f "$(pwd)/api/main.py"
|
pkill -9 -f "$(pwd)/api/main.py"
|
||||||
pkill -9 -f "$(pwd)/playground/socketio/tick_simulator.py"
|
|
||||||
|
|
||||||
# Get the name of the current directory,
|
# Get the name of the current directory,
|
||||||
# and kill the monitors of the above scripts:
|
# and kill the monitors of the above scripts:
|
||||||
|
|||||||
@@ -43,6 +43,9 @@ from typing import Optional, Literal, Union, List
|
|||||||
from utils_v2.string import regex
|
from utils_v2.string import regex
|
||||||
from utils_v2.date_time import date_time
|
from utils_v2.date_time import date_time
|
||||||
|
|
||||||
|
# Other models:
|
||||||
|
from models.finstitutions.trading.symbols import TradingSymbol
|
||||||
|
|
||||||
# To work with date and time:
|
# To work with date and time:
|
||||||
import datetime
|
import datetime
|
||||||
|
|
||||||
@@ -75,145 +78,6 @@ REGEX_SESSION_TOKEN = r"^[a-f0-9]{8}-[a-f0-9]{4}-[1-5][a-f0-9]{3}-[89ab][a-f0-9]
|
|||||||
# *****************************************************************************************************************
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
class TradingSymbol(BaseModel):
|
|
||||||
|
|
||||||
exchange: Literal["NSE", "NFO", "BSE", "BFO", "MCX", "CDS", "BCD"] = Field(
|
|
||||||
description = "the exchange on which this symbol is traded",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
exchangeToken: str | int = Field(
|
|
||||||
description = "the code by which the exchange identifies this instrument",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
broker: Literal["zerodhaKite", "iciciBreeze"] = Field(
|
|
||||||
description = "the broker that gave you the details of this instrument",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
brokerToken: str | int = Field(
|
|
||||||
description = "the code by which the broker identifies this instrument",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
name: str = Field(
|
|
||||||
description = "the name of the co./asset",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
symbol: str = Field(
|
|
||||||
description = "tha trading symbol pf the co./asset",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
tickSize: float = Field(
|
|
||||||
description = "the minimum step size in the change of price of the instrument",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
ltp: float = Field(
|
|
||||||
description = "the last price of this instrument at the time of requesting the symbol list",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
segment: str = Field(
|
|
||||||
description = "the segment which this asset represents",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
type: str = Field(
|
|
||||||
description = "the type of the instrument in the segment",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
lotSize: int = Field(
|
|
||||||
description = "the minimum tradeable qty of this instrument",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
strike: int | float | None = Field(
|
|
||||||
description = "the strike price of the instrument if it is a derivative",
|
|
||||||
default = None,
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
expiryTs: AwareDatetime | None = Field(
|
|
||||||
description = "the expiry (utc) of this instrument if it is a derivative",
|
|
||||||
default = None,
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
expiryTz: str = Field(
|
|
||||||
description = "the timezone in which the expiry timestamp my be interpreted; should be compatible with pytz",
|
|
||||||
frozen = True
|
|
||||||
)
|
|
||||||
|
|
||||||
# ┏┓ ┏•
|
|
||||||
# ┃ ┏┓┏┓╋┓┏┓
|
|
||||||
# ┗┛┗┛┛┗┛┗┗┫
|
|
||||||
# ┛
|
|
||||||
|
|
||||||
class Config:
|
|
||||||
extra = "forbid"
|
|
||||||
|
|
||||||
# ┏┓ ┏┓
|
|
||||||
# ┃ ┓┏┏╋┏┓┏┳┓ ┣ ┓┏┏┓┏┏
|
|
||||||
# ┗┛┗┻┛┗┗┛┛┗┗ ┻ ┗┻┛┗┗┛
|
|
||||||
|
|
||||||
@staticmethod
|
|
||||||
def from_zerodha_kite(instrument: dict):
|
|
||||||
return TradingSymbol(
|
|
||||||
exchange = instrument["exchange"],
|
|
||||||
exchangeToken = instrument["exchange_token"],
|
|
||||||
broker = "zerodhaKite",
|
|
||||||
brokerToken = instrument["instrument_token"],
|
|
||||||
name = instrument["name"],
|
|
||||||
symbol = instrument["tradingsymbol"],
|
|
||||||
tickSize = instrument["tick_size"],
|
|
||||||
ltp = instrument["last_price"],
|
|
||||||
segment = instrument["segment"],
|
|
||||||
type = instrument["instrument_type"],
|
|
||||||
lotSize = instrument["lot_size"],
|
|
||||||
strike = instrument["strike"],
|
|
||||||
expiryTs = date_time.to_timezone(
|
|
||||||
datetime_object = datetime.datetime.combine(
|
|
||||||
instrument["expiry"],
|
|
||||||
datetime.time(hour = 0, minute = 0, second = 0)
|
|
||||||
),
|
|
||||||
timezone = date_time.TIMEZONE_UTC
|
|
||||||
) if instrument["expiry"] else None,
|
|
||||||
expiryTz = "Asia/Kolkata"
|
|
||||||
)
|
|
||||||
|
|
||||||
# ┓┏ ┓• ┓ •
|
|
||||||
# ┃┃┏┓┃┓┏┫┏┓╋┓┏┓┏┓
|
|
||||||
# ┗┛┗┻┗┗┗┻┗┻┗┗┗┛┛┗
|
|
||||||
|
|
||||||
@field_validator("expiryTs", mode = "before")
|
|
||||||
def parse_date_time(cls, value):
|
|
||||||
|
|
||||||
if not value: value = None
|
|
||||||
|
|
||||||
if isinstance(value, str):
|
|
||||||
value = value.strip()
|
|
||||||
value = date_time.parse_date_time(
|
|
||||||
input_value = value,
|
|
||||||
timezone = date_time.TIMEZONE_UTC
|
|
||||||
)
|
|
||||||
|
|
||||||
if isinstance(value, datetime.datetime):
|
|
||||||
value = date_time.to_timezone(
|
|
||||||
value,
|
|
||||||
timezone = date_time.TIMEZONE_UTC
|
|
||||||
)
|
|
||||||
|
|
||||||
return value
|
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------------------------------------------------
|
|
||||||
|
|
||||||
|
|
||||||
class TradingSymbolListBrokerResponse(BaseModel):
|
class TradingSymbolListBrokerResponse(BaseModel):
|
||||||
|
|
||||||
success: bool = Field(
|
success: bool = Field(
|
||||||
|
|||||||
@@ -0,0 +1,222 @@
|
|||||||
|
"""
|
||||||
|
|
||||||
|
AUTHOR:
|
||||||
|
|
||||||
|
Khushal P Soonderji
|
||||||
|
|
||||||
|
DATE:
|
||||||
|
|
||||||
|
Monday, 23rd Dec., 2024.
|
||||||
|
|
||||||
|
OBJECTIVE:
|
||||||
|
|
||||||
|
To provide a structure to represent trading symbols.
|
||||||
|
|
||||||
|
REFERENCES:
|
||||||
|
|
||||||
|
N/A
|
||||||
|
|
||||||
|
DOWNLOADS:
|
||||||
|
|
||||||
|
N/A
|
||||||
|
|
||||||
|
"""
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** IMPORT ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
# To make sibling directories accessible for imports:
|
||||||
|
import sys
|
||||||
|
sys.path.append(".")
|
||||||
|
sys.path.append("..")
|
||||||
|
|
||||||
|
# For making data behaviour_models:
|
||||||
|
from pydantic import BaseModel, Field, field_validator, PastDatetime, model_validator, AwareDatetime
|
||||||
|
from typing import Optional, Literal, Union, List
|
||||||
|
|
||||||
|
# My utils:
|
||||||
|
from utils_v2.string import regex
|
||||||
|
from utils_v2.date_time import date_time
|
||||||
|
|
||||||
|
# To work with date and time:
|
||||||
|
import datetime
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** MACROS / ONE-TIME INIT ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
# --- Nothing Yet
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** VARIABLES ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
# --- Nothing Yet
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** FUNCTIONS ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
class TradingSymbol(BaseModel):
|
||||||
|
|
||||||
|
exchange: Literal["NSE", "NFO", "BSE", "BFO", "MCX", "CDS", "BCD"] = Field(
|
||||||
|
description = "the exchange on which this symbol is traded",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
exchangeToken: str | int = Field(
|
||||||
|
description = "the code by which the exchange identifies this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
broker: Literal["zerodhaKite", "iciciBreeze"] = Field(
|
||||||
|
description = "the broker that gave you the details of this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
brokerToken: str | int = Field(
|
||||||
|
description = "the code by which the broker identifies this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
name: str = Field(
|
||||||
|
description = "the name of the co./asset",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
symbol: str = Field(
|
||||||
|
description = "tha trading symbol pf the co./asset",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
tickSize: float = Field(
|
||||||
|
description = "the minimum step size in the change of price of the instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
ltp: float = Field(
|
||||||
|
description = "the last price of this instrument at the time of requesting the symbol list",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
segment: str = Field(
|
||||||
|
description = "the segment which this asset represents",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
type: str = Field(
|
||||||
|
description = "the type of the instrument in the segment",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
lotSize: int = Field(
|
||||||
|
description = "the minimum tradeable qty of this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
strike: int | float | None = Field(
|
||||||
|
description = "the strike price of the instrument if it is a derivative",
|
||||||
|
default = None,
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
expiryTs: AwareDatetime | None = Field(
|
||||||
|
description = "the expiry (utc) of this instrument if it is a derivative",
|
||||||
|
default = None,
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
expiryTz: str = Field(
|
||||||
|
description = "the timezone in which the expiry timestamp my be interpreted; should be compatible with pytz",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
# ┏┓ ┏•
|
||||||
|
# ┃ ┏┓┏┓╋┓┏┓
|
||||||
|
# ┗┛┗┛┛┗┛┗┗┫
|
||||||
|
# ┛
|
||||||
|
|
||||||
|
class Config:
|
||||||
|
extra = "forbid"
|
||||||
|
|
||||||
|
# ┏┓ ┏┓
|
||||||
|
# ┃ ┓┏┏╋┏┓┏┳┓ ┣ ┓┏┏┓┏┏
|
||||||
|
# ┗┛┗┻┛┗┗┛┛┗┗ ┻ ┗┻┛┗┗┛
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def from_zerodha_kite(instrument: dict):
|
||||||
|
return TradingSymbol(
|
||||||
|
exchange = instrument["exchange"],
|
||||||
|
exchangeToken = instrument["exchange_token"],
|
||||||
|
broker = "zerodhaKite",
|
||||||
|
brokerToken = instrument["instrument_token"],
|
||||||
|
name = instrument["name"],
|
||||||
|
symbol = instrument["tradingsymbol"],
|
||||||
|
tickSize = instrument["tick_size"],
|
||||||
|
ltp = instrument["last_price"],
|
||||||
|
segment = instrument["segment"],
|
||||||
|
type = instrument["instrument_type"],
|
||||||
|
lotSize = instrument["lot_size"],
|
||||||
|
strike = instrument["strike"],
|
||||||
|
expiryTs = date_time.to_timezone(
|
||||||
|
datetime_object = datetime.datetime.combine(
|
||||||
|
instrument["expiry"],
|
||||||
|
datetime.time(hour = 0, minute = 0, second = 0)
|
||||||
|
),
|
||||||
|
timezone = date_time.TIMEZONE_UTC
|
||||||
|
) if instrument["expiry"] else None,
|
||||||
|
expiryTz = "Asia/Kolkata"
|
||||||
|
)
|
||||||
|
|
||||||
|
# ┓┏ ┓• ┓ •
|
||||||
|
# ┃┃┏┓┃┓┏┫┏┓╋┓┏┓┏┓
|
||||||
|
# ┗┛┗┻┗┗┗┻┗┻┗┗┗┛┛┗
|
||||||
|
|
||||||
|
@field_validator("expiryTs", mode = "before")
|
||||||
|
def parse_date_time(cls, value):
|
||||||
|
|
||||||
|
if not value: value = None
|
||||||
|
|
||||||
|
if isinstance(value, str):
|
||||||
|
value = value.strip()
|
||||||
|
value = date_time.parse_date_time(
|
||||||
|
input_value = value,
|
||||||
|
timezone = date_time.TIMEZONE_UTC
|
||||||
|
)
|
||||||
|
|
||||||
|
if isinstance(value, datetime.datetime):
|
||||||
|
value = date_time.to_timezone(
|
||||||
|
value,
|
||||||
|
timezone = date_time.TIMEZONE_UTC
|
||||||
|
)
|
||||||
|
|
||||||
|
return value
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** MAIN PROGRAM ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
|
||||||
|
pass
|
||||||
@@ -0,0 +1,476 @@
|
|||||||
|
"""
|
||||||
|
|
||||||
|
AUTHOR:
|
||||||
|
|
||||||
|
Khushal P Soonderji
|
||||||
|
|
||||||
|
DATE:
|
||||||
|
|
||||||
|
Tuesday, 24th Dec., 2024.
|
||||||
|
|
||||||
|
OBJECTIVE:
|
||||||
|
|
||||||
|
To provide a structure to represent trading tick updates.
|
||||||
|
|
||||||
|
REFERENCES:
|
||||||
|
|
||||||
|
N/A
|
||||||
|
|
||||||
|
DOWNLOADS:
|
||||||
|
|
||||||
|
N/A
|
||||||
|
|
||||||
|
"""
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** IMPORT ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
# To make sibling directories accessible for imports:
|
||||||
|
import sys
|
||||||
|
sys.path.append(".")
|
||||||
|
sys.path.append("..")
|
||||||
|
|
||||||
|
# For making data behaviour_models:
|
||||||
|
from pydantic import BaseModel, Field, field_validator, PastDatetime, model_validator, AwareDatetime, computed_field
|
||||||
|
from typing import Optional, Literal, Union, List
|
||||||
|
|
||||||
|
# My utils:
|
||||||
|
from utils_v2.string import regex
|
||||||
|
from utils_v2.date_time import date_time
|
||||||
|
|
||||||
|
# To work with date and time:
|
||||||
|
import datetime
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** MACROS / ONE-TIME INIT ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
# --- Nothing Yet
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** VARIABLES ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
# --- Nothing Yet
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** FUNCTIONS ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
class OneMarketDepth(BaseModel):
|
||||||
|
|
||||||
|
price: float = Field(
|
||||||
|
description = "a price at which trader(s) are willing to trade this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
qty: int = Field(
|
||||||
|
description = "the no. of shares available at the above price",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
orders: int = Field(
|
||||||
|
description = "how many orders have contributed to the above quantity"
|
||||||
|
)
|
||||||
|
|
||||||
|
@computed_field
|
||||||
|
def liquidity(self) -> float:
|
||||||
|
return self.price * self.qty
|
||||||
|
|
||||||
|
# ┏┓ ┏•
|
||||||
|
# ┃ ┏┓┏┓╋┓┏┓
|
||||||
|
# ┗┛┗┛┛┗┛┗┗┫
|
||||||
|
# ┛
|
||||||
|
|
||||||
|
class Config:
|
||||||
|
extra = "forbid"
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class MarketDepth(BaseModel):
|
||||||
|
|
||||||
|
buy: List[OneMarketDepth] = Field(
|
||||||
|
description = "the buying side market depth",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
sell: List[OneMarketDepth] = Field(
|
||||||
|
description = "the selling side market depth",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
# ┏┓ ┏•
|
||||||
|
# ┃ ┏┓┏┓╋┓┏┓
|
||||||
|
# ┗┛┗┛┛┗┛┗┗┫
|
||||||
|
# ┛
|
||||||
|
|
||||||
|
class Config:
|
||||||
|
extra = "forbid"
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
|
class TradingTick(BaseModel):
|
||||||
|
|
||||||
|
symbol: str = Field(
|
||||||
|
description = "the symbol of the instrument"
|
||||||
|
)
|
||||||
|
|
||||||
|
exchange: Literal["NSE", "NFO", "BSE", "BFO", "MCX", "CDS", "BCD"] = Field(
|
||||||
|
description = "the exchange on which this instrument is traded",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
exchangeToken: str | int = Field(
|
||||||
|
description = "the code by which the exchange identifies this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
broker: Literal["zerodhaKite", "iciciBreeze"] = Field(
|
||||||
|
description = "the broker that gave you the details of this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
brokerToken: str | int = Field(
|
||||||
|
description = "the code by which the broker identifies this instrument",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
tradeable: bool = Field(
|
||||||
|
description = "whether, or not, this instrument is tradeable",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
segment: str = Field(
|
||||||
|
description = "the segment which this asset represents",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
type: str = Field(
|
||||||
|
description = "the type of the instrument in the segment",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
strike: int | float | None = Field(
|
||||||
|
description = "the strike price of the instrument if it is a derivative",
|
||||||
|
default = None,
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
expiryTs: AwareDatetime | None = Field(
|
||||||
|
description = "the expiry (utc) of this instrument if it is a derivative",
|
||||||
|
default = None,
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
expiryTz: str | None = Field(
|
||||||
|
description = "the timezone in which the expiry timestamp my be interpreted; should be compatible with pytz",
|
||||||
|
frozen = True,
|
||||||
|
examples = ["UTC", "Asia/Kolkata"]
|
||||||
|
)
|
||||||
|
|
||||||
|
ltp: float = Field(
|
||||||
|
description = "the last price of this instrument at the time of requesting the symbol list",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
chg: float = Field(
|
||||||
|
description = "the absolute change since the previous close",
|
||||||
|
frozen=True
|
||||||
|
)
|
||||||
|
|
||||||
|
pChg: float = Field(
|
||||||
|
description = "the percentage change since last close",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
o: float = Field(
|
||||||
|
description = "this session's open price",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
h: float = Field(
|
||||||
|
description = "this session's high price",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
l: float = Field(
|
||||||
|
description = "this session's low price",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
c: float = Field(
|
||||||
|
description = "this session's close price",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
totVol: int = Field(
|
||||||
|
description = "the total volume of this instrument that has been traded in this session",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
vwap: float | None = Field(
|
||||||
|
description = "the volume weighted average price in this session",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
totBuyQty: int = Field(
|
||||||
|
description = "the total open buy qty. on the exchange for this symbol",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
totSellQty: int = Field(
|
||||||
|
description = "the total open sell qty. on the exchange for this symbol",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
oi: int | None = Field(
|
||||||
|
description = "the total open interest of this instrument (if derivative)",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
oiDayHigh: int | None = Field(
|
||||||
|
description = "this session's highest open interest of this instrument (if derivative)",
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
oiDayLow: int | None = Field(
|
||||||
|
description="this session's lowest open interest of this instrument (if derivative)",
|
||||||
|
frozen=True
|
||||||
|
)
|
||||||
|
|
||||||
|
tradeTs: AwareDatetime | None = Field(
|
||||||
|
description = "the last trade time (utc) of this instrument",
|
||||||
|
default = None,
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
tradeTz: str = Field(
|
||||||
|
description = "the timezone in which the last trade time should be interpreted; should be compatible with pytz",
|
||||||
|
frozen = True,
|
||||||
|
examples = ["UTC", "Asia/Kolkata"]
|
||||||
|
)
|
||||||
|
|
||||||
|
exchgTs: AwareDatetime | None = Field(
|
||||||
|
description = "the time (utc) at which this update was received from the exchange",
|
||||||
|
default = None,
|
||||||
|
frozen = True
|
||||||
|
)
|
||||||
|
|
||||||
|
exchgTz: str = Field(
|
||||||
|
description = "the timezone in which the exchange's time should be interpreted; should be compatible with pytz",
|
||||||
|
frozen = True,
|
||||||
|
examples = ["UTC", "Asia/Kolkata"]
|
||||||
|
)
|
||||||
|
|
||||||
|
depth: MarketDepth = Field(
|
||||||
|
description = "the market depth data for this instrument at the time of this update"
|
||||||
|
)
|
||||||
|
|
||||||
|
# ┏┓ ┏•
|
||||||
|
# ┃ ┏┓┏┓╋┓┏┓
|
||||||
|
# ┗┛┗┛┛┗┛┗┗┫
|
||||||
|
# ┛
|
||||||
|
|
||||||
|
class Config:
|
||||||
|
extra = "forbid"
|
||||||
|
|
||||||
|
# ┏┓ ┏┓
|
||||||
|
# ┃ ┓┏┏╋┏┓┏┳┓ ┣ ┓┏┏┓┏┏
|
||||||
|
# ┗┛┗┻┛┗┗┛┛┗┗ ┻ ┗┻┛┗┗┛
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def from_zerodha_kite(
|
||||||
|
ticks: dict | List[dict],
|
||||||
|
lookup: dict
|
||||||
|
) -> list:
|
||||||
|
|
||||||
|
# Ensure that we are working with a list:
|
||||||
|
if not isinstance(ticks, list): ticks = [ticks]
|
||||||
|
|
||||||
|
# Iterate through the ticks and fit them into the model:
|
||||||
|
modelled_ticks = []
|
||||||
|
for tick in ticks:
|
||||||
|
broker_token = tick["instrument_token"]
|
||||||
|
tick_lookup = lookup[broker_token]
|
||||||
|
change = tick["change"]
|
||||||
|
modelled_ticks.append(
|
||||||
|
TradingTick(
|
||||||
|
symbol = tick_lookup["symbol"],
|
||||||
|
exchange = tick_lookup["exchange"],
|
||||||
|
exchangeToken = tick_lookup["exchangeToken"],
|
||||||
|
broker = "zerodhaKite",
|
||||||
|
brokerToken = broker_token,
|
||||||
|
tradeable = tick["tradeable"],
|
||||||
|
segment = tick_lookup["segment"],
|
||||||
|
type = tick_lookup["type"],
|
||||||
|
expiryTs = tick_lookup["expiryTs"],
|
||||||
|
expiryTz = tick_lookup["expiryTz"],
|
||||||
|
ltp = ,
|
||||||
|
chg = change,
|
||||||
|
pChg =
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
# Done here:
|
||||||
|
return modelled_ticks
|
||||||
|
|
||||||
|
# ┓┏ ┓• ┓ •
|
||||||
|
# ┃┃┏┓┃┓┏┫┏┓╋┓┏┓┏┓
|
||||||
|
# ┗┛┗┻┗┗┗┻┗┻┗┗┗┛┛┗
|
||||||
|
|
||||||
|
@field_validator(
|
||||||
|
"expiryTs",
|
||||||
|
"tradeTs", "exchgTs",
|
||||||
|
mode = "before"
|
||||||
|
)
|
||||||
|
def parse_date_time(cls, value):
|
||||||
|
|
||||||
|
# If the input is null,
|
||||||
|
# we can't do anything:
|
||||||
|
if not value: value = None
|
||||||
|
|
||||||
|
# When the input is a string, we try to parse it:
|
||||||
|
elif isinstance(value, str):
|
||||||
|
value = value.strip()
|
||||||
|
value = date_time.parse_date_time(
|
||||||
|
input_value = value,
|
||||||
|
timezone = date_time.TIMEZONE_UTC
|
||||||
|
)
|
||||||
|
|
||||||
|
# When the input is a datetime obj.,
|
||||||
|
# we only work on the timezone:
|
||||||
|
elif isinstance(value, datetime.datetime):
|
||||||
|
value = date_time.to_timezone(
|
||||||
|
value,
|
||||||
|
timezone = date_time.TIMEZONE_UTC
|
||||||
|
)
|
||||||
|
|
||||||
|
# Done here:
|
||||||
|
return value
|
||||||
|
|
||||||
|
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
# ***** ****
|
||||||
|
# *** MAIN PROGRAM ***
|
||||||
|
# ***** ****
|
||||||
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
|
||||||
|
zerodha_tick = {
|
||||||
|
"tradable": True,
|
||||||
|
"mode": "full",
|
||||||
|
"instrument_token": 408065,
|
||||||
|
"last_price": 1928.25,
|
||||||
|
"last_traded_quantity": 157,
|
||||||
|
"average_traded_price": 1942.5,
|
||||||
|
"volume_traded": 5596931,
|
||||||
|
"total_buy_quantity": 217126,
|
||||||
|
"total_sell_quantity": 380092,
|
||||||
|
"ohlc": {
|
||||||
|
"open": 1975.15,
|
||||||
|
"high": 1979.95,
|
||||||
|
"low": 1911.25,
|
||||||
|
"close": 1946.2
|
||||||
|
},
|
||||||
|
"change": -0.9223101428424646,
|
||||||
|
"last_trade_time": "2024-12-20 14:46:14",
|
||||||
|
"oi": 0,
|
||||||
|
"oi_day_high": 0,
|
||||||
|
"oi_day_low": 0,
|
||||||
|
"exchange_timestamp": "2024-12-20 14:46:15",
|
||||||
|
"depth": {
|
||||||
|
"buy": [
|
||||||
|
{
|
||||||
|
"quantity": 3,
|
||||||
|
"price": 1928.15,
|
||||||
|
"orders": 2
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 6,
|
||||||
|
"price": 1927.95,
|
||||||
|
"orders": 2
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 66,
|
||||||
|
"price": 1927.7,
|
||||||
|
"orders": 2
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 25,
|
||||||
|
"price": 1927.65,
|
||||||
|
"orders": 1
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 194,
|
||||||
|
"price": 1927.6,
|
||||||
|
"orders": 6
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"sell": [
|
||||||
|
{
|
||||||
|
"quantity": 134,
|
||||||
|
"price": 1928.25,
|
||||||
|
"orders": 5
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 3,
|
||||||
|
"price": 1928.3,
|
||||||
|
"orders": 1
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 560,
|
||||||
|
"price": 1928.35,
|
||||||
|
"orders": 2
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 64,
|
||||||
|
"price": 1928.4,
|
||||||
|
"orders": 2
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"quantity": 400,
|
||||||
|
"price": 1928.45,
|
||||||
|
"orders": 1
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
}
|
||||||
|
zerodha_lookup = {
|
||||||
|
408065: {
|
||||||
|
"symbol": "MYSTOCK",
|
||||||
|
"exchange": "NSE",
|
||||||
|
"exchangeToken": 12345678,
|
||||||
|
"segment": "NFO-OPT",
|
||||||
|
"type": "CE"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
my_ticks = TradingTick.from_zerodha_kite(
|
||||||
|
ticks = zerodha_tick,
|
||||||
|
instrument_lookup = zerodha_lookup
|
||||||
|
)
|
||||||
|
|
||||||
|
print(my_ticks[0])
|
||||||
@@ -0,0 +1,112 @@
|
|||||||
|
import random
|
||||||
|
import time
|
||||||
|
import socketio
|
||||||
|
import asyncio
|
||||||
|
import datetime
|
||||||
|
import requests
|
||||||
|
|
||||||
|
# Create a Socket.IO server instance
|
||||||
|
sio = socketio.AsyncServer(cors_allowed_origins = "*")
|
||||||
|
|
||||||
|
# Create an aiohttp web application
|
||||||
|
from aiohttp import web
|
||||||
|
|
||||||
|
app = web.Application()
|
||||||
|
|
||||||
|
# Attach the Socket.IO server to the aiohttp application
|
||||||
|
sio.attach(app)
|
||||||
|
from utils_v2.queue.async_kafka import ProducerKafka, ConsumerKafka, get_ssl_context
|
||||||
|
import os
|
||||||
|
|
||||||
|
# Define the test params:
|
||||||
|
TOPIC = "kft_file_upload"
|
||||||
|
BOOTSTRAP_SERVERS = "del.ditscentre.in:9092"
|
||||||
|
SSL_CONTEXT = get_ssl_context(
|
||||||
|
ca_file = "../../creds/kafka/cert_authority.pem",
|
||||||
|
cert_file = "../../creds/kafka/fullchain.pem",
|
||||||
|
key_file = "../../creds/kafka/privkey.pem"
|
||||||
|
)
|
||||||
|
my_consumer = ConsumerKafka(
|
||||||
|
topic = TOPIC,
|
||||||
|
bootstrap_servers = BOOTSTRAP_SERVERS,
|
||||||
|
security_protocol = "SSL",
|
||||||
|
ssl_context = SSL_CONTEXT
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# Event: Client connects
|
||||||
|
@sio.event
|
||||||
|
async def connect(sid, environ):
|
||||||
|
print(f"Client {sid} connected")
|
||||||
|
requests.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}"
|
||||||
|
}
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# Event: Client disconnects
|
||||||
|
@sio.event
|
||||||
|
async def disconnect(sid):
|
||||||
|
print(f"Client {sid} disconnected")
|
||||||
|
requests.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}"
|
||||||
|
}
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
@sio.event
|
||||||
|
async def message(sid, data):
|
||||||
|
print("MESSAGE:", data)
|
||||||
|
|
||||||
|
|
||||||
|
# Function to generate random data
|
||||||
|
async def broadcast_one_tick(tick):
|
||||||
|
await sio.emit("ticks", tick)
|
||||||
|
|
||||||
|
|
||||||
|
# Function to broadcast data every second asynchronously
|
||||||
|
async def broadcast_ticks():
|
||||||
|
while True:
|
||||||
|
messages = await my_consumer.consume(count = 100, timeout = 1.0)
|
||||||
|
print(f"Received {len(messages)} tick(s)")
|
||||||
|
tasks = [broadcast_one_tick(m["value"]) for m in messages]
|
||||||
|
if tasks: results = await asyncio.gather(*tasks)
|
||||||
|
|
||||||
|
|
||||||
|
# Start broadcasting random data using asyncio
|
||||||
|
async def start_broadcast():
|
||||||
|
await broadcast_ticks()
|
||||||
|
|
||||||
|
|
||||||
|
# Main function to run the aiohttp server and the broadcasting
|
||||||
|
async def main():
|
||||||
|
# Start broadcasting random data in the background
|
||||||
|
asyncio.create_task(start_broadcast())
|
||||||
|
|
||||||
|
# Run the web server
|
||||||
|
runner = web.AppRunner(app)
|
||||||
|
await runner.setup()
|
||||||
|
site = web.TCPSite(runner, '0.0.0.0', 5214)
|
||||||
|
print("Server running on http://0.0.0.0:5214")
|
||||||
|
await site.start()
|
||||||
|
|
||||||
|
# Keep the server running
|
||||||
|
while True:
|
||||||
|
await asyncio.sleep(3600) # Keep the server alive for 1 hour or adjust as needed
|
||||||
|
|
||||||
|
|
||||||
|
# Run the main asyncio event loop
|
||||||
|
if __name__ == '__main__':
|
||||||
|
asyncio.run(main())
|
||||||
@@ -134,7 +134,7 @@ SYMBOL_TO_PRICE_MAP = {
|
|||||||
# *****************************************************************************************************************
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
# --- Nothing Yet
|
tg_update = False
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
# *****************************************************************************************************************
|
||||||
@@ -144,21 +144,39 @@ SYMBOL_TO_PRICE_MAP = {
|
|||||||
# *****************************************************************************************************************
|
# *****************************************************************************************************************
|
||||||
|
|
||||||
|
|
||||||
|
@sio.event
|
||||||
|
async def before_connect(sid, environ):
|
||||||
|
|
||||||
|
print(f"Checking connection attempt from {sid}.")
|
||||||
|
|
||||||
|
# # Simulate a failed connection based on some conditions (for example, invalid IP or header)
|
||||||
|
# user_agent = environ.get('HTTP_USER_AGENT', '')
|
||||||
|
# if 'BadUserAgent' in user_agent:
|
||||||
|
# print(f"Rejected connection from {sid} due to invalid User-Agent.")
|
||||||
|
# return False # This will reject the connection attempt
|
||||||
|
|
||||||
|
return True # Allow connection
|
||||||
|
|
||||||
|
|
||||||
|
# ---------------------------------------------------------------------------------------------------------------------
|
||||||
|
|
||||||
|
|
||||||
@sio.event
|
@sio.event
|
||||||
async def connect(sid, environ):
|
async def connect(sid, environ):
|
||||||
print(f"Client {sid} connected")
|
print(f"Client {sid} connected")
|
||||||
async with httpx.AsyncClient() as client:
|
if tg_update:
|
||||||
try: await client.post(
|
async with httpx.AsyncClient() as client:
|
||||||
url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
|
try: await client.post(
|
||||||
json = {
|
url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
|
||||||
"type": "info",
|
json = {
|
||||||
"chatClient": "telegram",
|
"type": "info",
|
||||||
"chatId": "-4206946032",
|
"chatClient": "telegram",
|
||||||
# "chatId": "1275560043",
|
"chatId": "-4206946032",
|
||||||
"message": f"*SocketIO Connected!*\n👍 SID: {sid}"
|
# "chatId": "1275560043",
|
||||||
}
|
"message": f"*SocketIO Connected!*\n👍 SID: {sid}"
|
||||||
)
|
}
|
||||||
except: pass
|
)
|
||||||
|
except: pass
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------------------------------------------------
|
# ---------------------------------------------------------------------------------------------------------------------
|
||||||
@@ -167,18 +185,19 @@ async def connect(sid, environ):
|
|||||||
@sio.event
|
@sio.event
|
||||||
async def disconnect(sid):
|
async def disconnect(sid):
|
||||||
print(f"Client {sid} disconnected")
|
print(f"Client {sid} disconnected")
|
||||||
async with httpx.AsyncClient() as client:
|
if tg_update:
|
||||||
try: await client.post(
|
async with httpx.AsyncClient() as client:
|
||||||
url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
|
try: await client.post(
|
||||||
json = {
|
url = r"https://api.thecaoffice.com/converse/tech/alert/chat/backend",
|
||||||
"type": "info",
|
json = {
|
||||||
"chatClient": "telegram",
|
"type": "info",
|
||||||
"chatId": "-4206946032",
|
"chatClient": "telegram",
|
||||||
# "chatId": "1275560043",
|
"chatId": "-4206946032",
|
||||||
"message": f"*SocketIO Disconnected!*\n❌ SID: {sid}"
|
# "chatId": "1275560043",
|
||||||
}
|
"message": f"*SocketIO Disconnected!*\n❌ SID: {sid}"
|
||||||
)
|
}
|
||||||
except: pass
|
)
|
||||||
|
except: pass
|
||||||
|
|
||||||
|
|
||||||
def round_tick(price):
|
def round_tick(price):
|
||||||
@@ -339,7 +358,6 @@ if __name__ == "__main__":
|
|||||||
runner = web.AppRunner(app)
|
runner = web.AppRunner(app)
|
||||||
await runner.setup()
|
await runner.setup()
|
||||||
site = web.TCPSite(runner, "0.0.0.0", 5214)
|
site = web.TCPSite(runner, "0.0.0.0", 5214)
|
||||||
print("Server running on http://0.0.0.0:5000")
|
|
||||||
await site.start()
|
await site.start()
|
||||||
|
|
||||||
# Keep the server running
|
# Keep the server running
|
||||||
|
|||||||
@@ -3,7 +3,6 @@
|
|||||||
# Use this to run the microservice without any docker setup.
|
# Use this to run the microservice without any docker setup.
|
||||||
source .venv/bin/activate
|
source .venv/bin/activate
|
||||||
python3 "$(pwd)/api/main.py" --host "0.0.0.0" --port 5106 --workers 4 --script-id "kps_cnv_KBC3MoaU" &
|
python3 "$(pwd)/api/main.py" --host "0.0.0.0" --port 5106 --workers 4 --script-id "kps_cnv_KBC3MoaU" &
|
||||||
python3 "$(pwd)/playground/socketio/tick_simulator.py" &
|
|
||||||
deactivate
|
deactivate
|
||||||
|
|
||||||
# All done:
|
# All done:
|
||||||
|
|||||||
@@ -85,9 +85,16 @@ import httpx
|
|||||||
|
|
||||||
class ZerodhaKiteAuthTokens(BaseModel):
|
class ZerodhaKiteAuthTokens(BaseModel):
|
||||||
|
|
||||||
|
userId: str = Field(
|
||||||
|
description = "the id of the user, typically in 'ABC123' format",
|
||||||
|
frozen = True,
|
||||||
|
alias = "user_id"
|
||||||
|
)
|
||||||
|
|
||||||
userType: str | None = Field(
|
userType: str | None = Field(
|
||||||
description = "the type of the user",
|
description = "the type of the user",
|
||||||
default = None,
|
default = None,
|
||||||
|
frozen = True,
|
||||||
alias = "user_type",
|
alias = "user_type",
|
||||||
examples = ["individual/ind_with_nom"]
|
examples = ["individual/ind_with_nom"]
|
||||||
)
|
)
|
||||||
@@ -95,60 +102,71 @@ class ZerodhaKiteAuthTokens(BaseModel):
|
|||||||
email: str | None = Field(
|
email: str | None = Field(
|
||||||
description = "the email id of the user",
|
description = "the email id of the user",
|
||||||
default = None,
|
default = None,
|
||||||
|
frozen = True,
|
||||||
alias = "email"
|
alias = "email"
|
||||||
)
|
)
|
||||||
|
|
||||||
name: str = Field(
|
name: str = Field(
|
||||||
description = "the name of the user",
|
description = "the name of the user",
|
||||||
|
frozen = True,
|
||||||
alias = "user_name"
|
alias = "user_name"
|
||||||
)
|
)
|
||||||
|
|
||||||
displayName: str | None = Field(
|
displayName: str | None = Field(
|
||||||
description = "the short display name of the user",
|
description = "the short display name of the user",
|
||||||
default = None,
|
default = None,
|
||||||
|
frozen = True,
|
||||||
alias = "user_shortname"
|
alias = "user_shortname"
|
||||||
)
|
)
|
||||||
|
|
||||||
displayPictureUrl: str | None = Field(
|
displayPictureUrl: str | None = Field(
|
||||||
description = "the display picture of the user",
|
description = "the display picture of the user",
|
||||||
default = None,
|
default = None,
|
||||||
|
frozen = True,
|
||||||
alias = "avatar_url"
|
alias = "avatar_url"
|
||||||
)
|
)
|
||||||
|
|
||||||
exchanges: List[str] = Field(
|
exchanges: List[str] = Field(
|
||||||
description = "the list of exchanges this user can trade on",
|
description = "the list of exchanges this user can trade on",
|
||||||
|
frozen = True,
|
||||||
alias = "exchanges"
|
alias = "exchanges"
|
||||||
)
|
)
|
||||||
|
|
||||||
products: List[str] = Field(
|
products: List[str] = Field(
|
||||||
description = "the list of products (offered by the broker) this user can avail",
|
description = "the list of products (offered by the broker) this user can avail",
|
||||||
|
frozen = True,
|
||||||
alias = "products"
|
alias = "products"
|
||||||
)
|
)
|
||||||
|
|
||||||
orderTypes: List[str] = Field(
|
orderTypes: List[str] = Field(
|
||||||
description = "the list of order types this user can place",
|
description = "the list of order types this user can place",
|
||||||
|
frozen = True,
|
||||||
alias = "order_types"
|
alias = "order_types"
|
||||||
)
|
)
|
||||||
|
|
||||||
accessToken: str = Field(
|
accessToken: str = Field(
|
||||||
description = "the main access token to be used in actual requests",
|
description = "the main access token to be used in actual requests",
|
||||||
|
frozen = True,
|
||||||
alias = "access_token"
|
alias = "access_token"
|
||||||
)
|
)
|
||||||
|
|
||||||
refreshToken: str | None = Field(
|
refreshToken: str | None = Field(
|
||||||
description = "token to be used to refresh the access token; may not be provided",
|
description = "token to be used to refresh the access token; may not be provided",
|
||||||
default = None,
|
default = None,
|
||||||
|
frozen = True,
|
||||||
alias = "refresh_token"
|
alias = "refresh_token"
|
||||||
)
|
)
|
||||||
|
|
||||||
publicToken: str | None = Field(
|
publicToken: str | None = Field(
|
||||||
description = "undocumented on their official documentation",
|
description = "undocumented on their official documentation",
|
||||||
default = None,
|
default = None,
|
||||||
|
frozen = True,
|
||||||
alias = "public_token"
|
alias = "public_token"
|
||||||
)
|
)
|
||||||
|
|
||||||
loginTs: AwareDatetime = Field(
|
loginTs: AwareDatetime = Field(
|
||||||
description = "the time (utc) at which this user logged in",
|
description = "the time (utc) at which this user logged in",
|
||||||
|
frozen = True,
|
||||||
alias = "login_time"
|
alias = "login_time"
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|||||||
@@ -1,93 +0,0 @@
|
|||||||
"""
|
|
||||||
|
|
||||||
AUTHOR:
|
|
||||||
|
|
||||||
Khushal P Soonderji
|
|
||||||
|
|
||||||
DATE:
|
|
||||||
|
|
||||||
monday, 23rd Dec., 2024
|
|
||||||
|
|
||||||
OBJECTIVE:
|
|
||||||
|
|
||||||
To provide a SocketIO app for socket-base communication with the front-end.
|
|
||||||
|
|
||||||
REFERENCES:
|
|
||||||
|
|
||||||
01. YouTube: https://www.youtube.com/watch?v=H1eLJMC5oTg&t=3s
|
|
||||||
|
|
||||||
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 asynchronous activities:
|
|
||||||
import asyncio
|
|
||||||
|
|
||||||
# for debugging:
|
|
||||||
from icecream import IceCreamDebugger
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** MACROS / ONE-TIME INIT ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
# Debugging:
|
|
||||||
printer = IceCreamDebugger(prefix = "SocketIO | ", includeContext = True)
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** VARIABLES ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
# --- Nothing Yet
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** FUNCTIONS ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
async def subscribe(sid, data):
|
|
||||||
printer(data)
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** MAIN PROGRAM ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == "__main__":
|
|
||||||
|
|
||||||
pass
|
|
||||||
-151
@@ -1,151 +0,0 @@
|
|||||||
"""
|
|
||||||
|
|
||||||
AUTHOR:
|
|
||||||
|
|
||||||
Khushal P Soonderji
|
|
||||||
|
|
||||||
DATE:
|
|
||||||
|
|
||||||
monday, 23rd Dec., 2024
|
|
||||||
|
|
||||||
OBJECTIVE:
|
|
||||||
|
|
||||||
To provide a SocketIO app for socket-base communication with the front-end.
|
|
||||||
|
|
||||||
REFERENCES:
|
|
||||||
|
|
||||||
01. YouTube: https://www.youtube.com/watch?v=H1eLJMC5oTg&t=3s
|
|
||||||
|
|
||||||
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
|
|
||||||
|
|
||||||
# To work with SocketIO:
|
|
||||||
import socketio
|
|
||||||
from aiohttp import web
|
|
||||||
|
|
||||||
# For asynchronous activities:
|
|
||||||
import asyncio
|
|
||||||
|
|
||||||
# for debugging:
|
|
||||||
from icecream import IceCreamDebugger
|
|
||||||
|
|
||||||
# To work with date and time:
|
|
||||||
import time
|
|
||||||
import datetime
|
|
||||||
|
|
||||||
# To work with Zerodha's Kite platform:
|
|
||||||
from kiteconnect import KiteConnect, KiteTicker
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** MACROS / ONE-TIME INIT ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
INSTRUMENT_MAP = {
|
|
||||||
256265: "NIFTY 50",
|
|
||||||
260617: "NIFTY 100",
|
|
||||||
259849: "NIFTY IT",
|
|
||||||
341249: "HDFCBANK",
|
|
||||||
738561: "RELIANCE",
|
|
||||||
408065: "INFY",
|
|
||||||
2953217: "TCS",
|
|
||||||
356865: "HINDUNILVR",
|
|
||||||
1270529: "ICICIBANK",
|
|
||||||
492033: "KOTAKBANK",
|
|
||||||
110630919: "GOLD25JAN75800CE",
|
|
||||||
110050823: "SILVER25FEB76000CE",
|
|
||||||
10670594: "NIFTY24DEC23650PE",
|
|
||||||
17167874: "BANKNIFTY24DEC45000PE",
|
|
||||||
}
|
|
||||||
INSTRUMENT_TOKENS = list(INSTRUMENT_MAP.keys())
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** VARIABLES ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
# The SocketIo server:
|
|
||||||
sio = socketio.AsyncServer(cors_allowed_origins = "*")
|
|
||||||
app = web.Application()
|
|
||||||
sio.attach(app)
|
|
||||||
|
|
||||||
# Debugging:
|
|
||||||
printer = IceCreamDebugger(prefix = "SocketIO | ", includeContext = True)
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** FUNCTIONS ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
@sio.event
|
|
||||||
async def connect(sid, environ):
|
|
||||||
printer(sid)
|
|
||||||
|
|
||||||
|
|
||||||
# ---------------------------------------------------------------------------------------------------------------------
|
|
||||||
|
|
||||||
|
|
||||||
@sio.event
|
|
||||||
async def disconnect(sid):
|
|
||||||
printer(sid)
|
|
||||||
|
|
||||||
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
# ***** ****
|
|
||||||
# *** MAIN PROGRAM ***
|
|
||||||
# ***** ****
|
|
||||||
# *****************************************************************************************************************
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == "__main__":
|
|
||||||
|
|
||||||
# Import the needed events:
|
|
||||||
from wsocket.finstitutions.trading import live_feed
|
|
||||||
|
|
||||||
async def main():
|
|
||||||
|
|
||||||
# register all the events:
|
|
||||||
sio.on("subscribe", live_feed.subscribe)
|
|
||||||
|
|
||||||
# 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(3_600)
|
|
||||||
|
|
||||||
asyncio.run(main())
|
|
||||||
Reference in New Issue
Block a user