(20241227) Auto GIT deployment test.
This commit is contained in:
@@ -367,6 +367,7 @@ class TradingTick(BaseModel):
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"askQty": lowest_ask.qty if lowest_ask else None,
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"askRate": lowest_ask.price if lowest_ask else None,
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"ltp": self.ltp,
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"qty": self.qty,
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"chg": self.chg,
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"pChg": self.pChg,
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"totVol": self.totVol
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@@ -200,7 +200,8 @@ def main():
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instruments += kite.instruments(exchange = "CDS")
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instruments += kite.instruments(exchange = "BCD")
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# Pick the instruments of interest:
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# # Pick the instruments of interest:
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# instruments = [TradingSymbol.from_zerodha_kite(i) for i in instruments[:1000]]
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instruments = [TradingSymbol.from_zerodha_kite(i) for i in instruments if i["tradingsymbol"] in symbols_of_interest]
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# Create the lookup:
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+30
-1
@@ -1,23 +1,36 @@
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aiofiles==24.1.0
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aiohappyeyeballs==2.4.4
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aiohttp==3.11.9
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aiokafka==0.12.0
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aiomysql==0.2.0
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aiosignal==1.3.1
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aiosmtplib==3.0.2
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annotated-types==0.7.0
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anyio==4.6.2.post1
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asttokens==3.0.0
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async-timeout==5.0.1
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attrs==24.2.0
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autobahn==19.11.2
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Automat==24.8.1
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bcrypt==4.2.1
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beautifulsoup4==4.12.3
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bidict==0.23.1
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blinker==1.9.0
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Brotli==1.1.0
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cachetools==5.5.0
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certifi==2024.8.30
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cffi==1.17.1
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charset-normalizer==3.4.0
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click==8.1.7
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colorama==0.4.6
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confluent-kafka==2.6.2
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constantly==23.10.4
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cryptography==44.0.0
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dateparser==1.2.0
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distro==1.9.0
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dnspython==2.7.0
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email_validator==2.2.0
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eventlet==0.38.2
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executing==2.1.0
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Flask==3.1.0
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frozenlist==1.5.0
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@@ -37,14 +50,17 @@ httpx==0.28.0
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humanize==4.11.0
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Hypercorn==0.17.3
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hyperframe==6.0.1
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hyperlink==21.0.0
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icecream==2.1.3
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idna==3.10
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incremental==24.7.2
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ipaddress==1.0.23
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itsdangerous==2.2.0
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Jinja2==3.1.4
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jiter==0.8.0
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jsonpatch==1.33
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jsonpointer==3.0.0
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kiteconnect==5.0.1
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langchain==0.3.9
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langchain-core==0.3.21
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langchain-openai==0.2.10
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@@ -60,6 +76,7 @@ openai==1.55.3
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orjson==3.10.12
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packaging==24.2
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pandas==2.2.3
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pillow==11.0.0
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priority==2.0.0
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propcache==0.2.1
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proto-plus==1.25.0
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@@ -67,13 +84,18 @@ protobuf==5.28.3
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psutil==6.1.0
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pyasn1==0.6.1
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pyasn1_modules==0.4.1
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pycountry==24.6.1
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pycparser==2.22
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pydantic==2.10.2
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pydantic_core==2.27.1
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Pygments==2.18.0
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pymongo==4.9.2
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PyMySQL==1.1.1
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pyOpenSSL==24.3.0
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pyparsing==3.2.0
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python-dateutil==2.9.0.post0
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python-engineio==4.11.1
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python-socketio==5.12.0
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pytz==2024.2
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PyYAML==6.0.2
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Quart==0.19.9
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@@ -84,6 +106,10 @@ requests==2.32.3
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requests-oauthlib==2.0.0
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requests-toolbelt==1.0.0
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rsa==4.9
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scapy==2.6.1
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service-identity==24.2.0
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setuptools==75.6.0
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simple-websocket==1.1.0
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six==1.16.0
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sniffio==1.3.1
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soupsieve==2.6
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@@ -91,12 +117,15 @@ SQLAlchemy==2.0.36
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tenacity==9.0.0
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tiktoken==0.8.0
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tqdm==4.67.1
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Twisted==24.11.0
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txaio==23.1.1
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typing_extensions==4.12.2
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tzdata==2024.2
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tzlocal==5.2
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uritemplate==4.1.1
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urllib3==2.2.3
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uvicorn==0.32.1
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uvicorn==0.34.0
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Werkzeug==3.1.3
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wsproto==1.2.0
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yarl==1.18.3
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zope.interface==7.2
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@@ -39,6 +39,7 @@ sys.path.append("..")
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import io
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# My utils:
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from utils_v2.string import json
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from utils_v2.date_time import date_time
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from utils_v2.nse.models.api_call import NSEApiResponse
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@@ -218,10 +219,14 @@ class AsyncNSEBase:
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"""
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# Select and refresh the cookies as needed:
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if cookies is None and refresh_cookies:
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if self.seconds_since_cookies_refreshed > self._cookies_refresh_interval: await self.refresh_cookies()
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use_cookies = None
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if cookies: use_cookies = cookies
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else:
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if (
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refresh_cookies and
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self.seconds_since_cookies_refreshed > self._cookies_refresh_interval
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): await self.refresh_cookies()
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use_cookies = self._cookies
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else: use_cookies = cookies
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# Prepare the structure of the response:
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api_response = NSEApiResponse(
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@@ -0,0 +1,263 @@
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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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Thursday, 28th Nov., 2024
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OBJECTIVE:
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To provide a way to retrieve dates of important events like financial-results, stock-splits, fund-raising, etc.
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from NSE's portal.
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NOTE: This method involves web scraping. It is good for proof-of-concept development, but it is recommended that
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more professional data-sources be used when the product starts becoming mature.
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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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# My utils:
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from utils_v2.string import json
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from utils_v2.date_time import date_time
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# NSE-related utils:
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from utils_v2.nse.controllers.base import AsyncNSEBase
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from utils_v2.nse.models.api_call import NSEApiResponse
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# To make REST-ful API 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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# To work with datatypes:
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from typing import Any, List
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# For asynchronous activities:
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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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# --- 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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class NSECorporateActions(AsyncNSEBase):
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# The types of corporate actions/entities:
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TYPE_EQUITIES = "equities"
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TYPE_MUTUAL_FUNDS = "mf"
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TYPE_DEBT = "debt"
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TYPE_SME = "sme"
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def __init__(
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self,
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http_client: httpx.AsyncClient,
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debug = True,
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debug_prefix = "NSE (C.Act.) | ",
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debug_only_errors = True
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):
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# Pass on the initialization to the parent:
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super().__init__(
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base_url = r"https://www.nseindia.com/companies-listing/corporate-filings-actions",
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data_url = r"https://www.nseindia.com/api/corporates-corporateActions",
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http_client = http_client,
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debug = debug,
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debug_prefix = debug_prefix,
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debug_only_errors = debug_only_errors
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)
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async def get_data(
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self,
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action_type: str,
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from_date: datetime.datetime,
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to_date: datetime.datetime,
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return_raw: bool = False,
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) -> NSEApiResponse:
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"""
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To get the data of the corporate event calendar.
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:param action_type: The option between 'equities", "mf", "debt", and "sme".
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:param from_date: The starting date (inclusive) from which the events must be fetched.
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:param to_date: The ending date (inclusive) till which the events must be fetched.
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:param return_raw: Whether you want the raw JSON from NSE or you want it formatted.
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:return: The raw or formatted event calendar data in the 'data' field of the response model.
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"""
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# Make the API call:
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api_response = await self.get(
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params = {
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"index": action_type,
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"from_date": from_date.strftime("%d-%m-%Y"),
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"to_date": to_date.strftime("%d-%m-%Y"),
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}
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)
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# If the API call was successful:
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if api_response.httpCode in [200]:
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api_response.success = True
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if return_raw: api_response.data = await api_response.get_json()
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else:
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try: api_response.data = self.format_data(
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raw_json = await api_response.get_json(),
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timestamp = date_time.get_current_utc_date_time(as_string = True),
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raise_exception = True
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)
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except Exception as exception:
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api_response.exception = exception
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api_response.success = False
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# Done here:
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return api_response
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@staticmethod
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def format_data(
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raw_json: List[dict],
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timestamp: datetime.datetime = None,
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raise_exception: bool = False
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) -> List[dict] | None:
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"""
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We format the data here to be able to retrieve it properly later.
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:param raw_json: The raw data as scraped from NSE.
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:param timestamp: The timestamp at which the data was scraped. This shall be useful for data retrieval from the
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database, later.
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:param raise_exception: If set to True, any exception will be propagated. If set to False, any exception will be
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suppressed internally.
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:return: The formatted data if successful, else None.
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"""
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# Can't do anything if the chain itself is null:
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if raw_json is None: return raw_json
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# Start by assuming failure:
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formatted_data = None
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# Ensure that we've got a proper timestamp:
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if timestamp is None: timestamp = date_time.get_current_utc_date_time(as_string = False)
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try:
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# Format the data:
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formatted_data = [
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{
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"scrapeTs": timestamp,
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"symbol": action["symbol"],
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"company": action["comp"],
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"isin": action["isin"],
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"segment": action["series"],
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"faceVal": action["faceVal"],
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"action": action["subject"],
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"exDate": action["exDate"],
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"recDate": action["recDate"],
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"bcStartDate": action["bcStartDate"],
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"bcEndDate": action["bcEndDate"],
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"ndStartDate": action["ndStartDate"],
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"caBroadcastDate": action["caBroadcastDate"],
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"ind": action["ind"],
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# "action": action["subject"],
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# "action": action["subject"],
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} for action in raw_json
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]
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# If something goes wrong:
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except Exception as exception:
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formatted_data = None
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if raise_exception: raise
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# Done here:
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return formatted_data
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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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async def main():
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# Create an HTTP client:
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test_client = httpx.AsyncClient(
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limits = httpx.Limits(
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max_connections = 100, # ............ Maximum number of connections allowed in the pool.
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max_keepalive_connections = 50, # ... Maximum number of connections that can be kept alive.
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),
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timeout = httpx.Timeout(
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pool = 120.0, # .... Time to wait for a free connection from the pool.
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connect = 2.5, # ... Time to wait for establishing a connection to the server.
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write = 10.0, # .... Time to wait for sending data.
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read = 2.5 # ....... Time to wait for receiving data.
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)
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)
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# Create an instance of the scraper, and refresh its cookies:
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my_nse = NSECorporateActions(http_client = test_client)
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# Get and show the data:
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to_date = date_time.get_current_ist_date_time()
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from_date = to_date - datetime.timedelta(days = 31)
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print("FROM :", from_date)
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print("TO :", to_date)
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api_response = await my_nse.get_data(
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action_type = NSECorporateActions.TYPE_EQUITIES,
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from_date = from_date,
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to_date = to_date,
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return_raw = True
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)
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print("SUMMARY:", api_response.to_markdown(), "\n---\n\n")
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if api_response.success: print("CORPORATE ACTIONS:", json.to_string(api_response.data, default = str))
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|
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asyncio.run(main())
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@@ -35,7 +35,6 @@
|
||||
|
||||
# To make sibling directories accessible for imports:
|
||||
import sys
|
||||
from time import timezone
|
||||
sys.path.append(".")
|
||||
sys.path.append("..")
|
||||
|
||||
|
||||
@@ -0,0 +1,353 @@
|
||||
"""
|
||||
|
||||
AUTHOR:
|
||||
|
||||
Khushal P Soonderji
|
||||
|
||||
DATE:
|
||||
|
||||
Friday, 27th Dec., 2024
|
||||
|
||||
OBJECTIVE:
|
||||
|
||||
To provide a way to interface with Zerodha's Kite API in an asynchronous manner. Zerodha provides a great client
|
||||
library, but it works only in sync mode. Here we will try to build an asynchronous version of the same for
|
||||
more advance use cases.
|
||||
|
||||
REFERENCES:
|
||||
|
||||
01. Official documentation: https://kite.trade/docs/connect/v3/
|
||||
|
||||
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.security.hash import Hasher
|
||||
from utils_v2.date_time import date_time
|
||||
|
||||
# Data models:
|
||||
from utils_v2.trading.zerodha_kite.models.api_call import ZerodhaKiteApiResponse
|
||||
|
||||
# To make API calls:
|
||||
import httpx
|
||||
|
||||
# To work with date and time:
|
||||
import datetime
|
||||
|
||||
# For working with datatypes:
|
||||
from typing import Literal, List
|
||||
|
||||
# For debugging:
|
||||
from icecream import IceCreamDebugger
|
||||
import inspect
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MACROS / ONE-TIME INIT ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# --- Nothing Yet
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** VARIABLES ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# --- Nothing Yet
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** FUNCTIONS ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# --- Nothing Yet
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** CLASSES ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
class AsyncZerodhaKite:
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
api_key: str,
|
||||
api_secret: str,
|
||||
http_client: httpx.AsyncClient = None,
|
||||
debug = True,
|
||||
debug_prefix = "Z-Kite | ",
|
||||
debug_only_errors = True
|
||||
):
|
||||
|
||||
"""
|
||||
To initialize the instance of this Telegram messenger.
|
||||
:param api_key: The API key that identifies your app. Note that this doesn't change in the lifecycle of the app.
|
||||
:param api_secret: The API secret to access your app. Note that this can be changed from the API portal. This is
|
||||
meant to be kept more secure than the simple API key.
|
||||
:param http_client: An instance of 'httpx' library's AsyncClient. If not given, one will be instantiated
|
||||
internally. It is recommended that, for multi-bot use cases, you provide a common HTTP client from outside.
|
||||
:param debug: Whether, or not, you would like to show debugging messages on the terminal.
|
||||
:param debug_prefix: The prefix string to identify the debugging messages.
|
||||
:param debug_only_errors: Whether you would like to show all debugging messages or just error messages.
|
||||
"""
|
||||
|
||||
# Prepare the debugging utility:
|
||||
self._debug_prefix = debug_prefix
|
||||
self._printer = IceCreamDebugger(prefix = debug_prefix, includeContext = True)
|
||||
if not debug: self._printer.disable()
|
||||
self._debug_only_errors = debug_only_errors
|
||||
|
||||
# Accept the input configuration:
|
||||
self.__api_key = api_key
|
||||
self.__api_secret = api_secret
|
||||
self.__request_token = None
|
||||
self.__access_token = None
|
||||
self.__checksum = None
|
||||
|
||||
# Accept/create an HTTP client to work with:
|
||||
if http_client: self.__http_client = http_client
|
||||
else: self.__http_client = httpx.AsyncClient(
|
||||
limits = httpx.Limits(
|
||||
max_connections = 100, # ............ Maximum number of connections allowed in the pool.
|
||||
max_keepalive_connections = 50, # ... Maximum number of connections that can be kept alive.
|
||||
),
|
||||
timeout = httpx.Timeout(
|
||||
pool = 120.0, # .... Time to wait for a free connection from the pool.
|
||||
connect = 5.0, # ... Time to wait for establishing a connection to the server.
|
||||
write = 10.0, # .... Time to wait for sending data.
|
||||
read = 120.0 # ..... Time to wait for receiving data.
|
||||
)
|
||||
)
|
||||
|
||||
def enable_debug(self):
|
||||
self._printer.enable()
|
||||
|
||||
def disable_debug(self):
|
||||
self._printer.disable()
|
||||
|
||||
def debug_only_errors(self):
|
||||
self._debug_only_errors = True
|
||||
|
||||
def debug_everything(self):
|
||||
self._debug_only_errors = False
|
||||
|
||||
# ┏┓┏┓┳ ┏┓ ┓┓•
|
||||
# ┣┫┃┃┃ ┃ ┏┓┃┃┓┏┓┏┓
|
||||
# ┛┗┣┛┻ ┗┛┗┻┗┗┗┛┗┗┫
|
||||
# ┛
|
||||
|
||||
async def __get(
|
||||
self,
|
||||
url: str,
|
||||
headers: dict = None,
|
||||
params: dict = None
|
||||
) -> ZerodhaKiteApiResponse:
|
||||
|
||||
"""
|
||||
To call an API using the GET method.
|
||||
:param url: The URL to call.
|
||||
:param headers: The headers to pass.
|
||||
:param params: The params to send in the query string itself.
|
||||
:return: A structured response that includes the raw response, the exception (if any), and so on.
|
||||
"""
|
||||
|
||||
# Prepare the structure of the response:
|
||||
api_response = ZerodhaKiteApiResponse(
|
||||
action = inspect.stack()[1].function,
|
||||
url = url,
|
||||
method = "GET"
|
||||
)
|
||||
|
||||
try:
|
||||
|
||||
# Make the API call:
|
||||
response = await self.__http_client.get(
|
||||
url = url,
|
||||
headers = headers,
|
||||
params = params
|
||||
)
|
||||
|
||||
# Note down the results:
|
||||
api_response.response = response
|
||||
api_response.httpCode = response.status_code
|
||||
api_response.message = response.reason_phrase
|
||||
|
||||
# Check for errors:
|
||||
await api_response.note_error()
|
||||
|
||||
# If something goes wrong:
|
||||
except Exception as exception:
|
||||
api_response.exception = exception
|
||||
api_response.message = str(exception)
|
||||
self._printer(exception, api_response.url, api_response.method, headers, params)
|
||||
|
||||
# Done here:
|
||||
return api_response
|
||||
|
||||
async def __post(
|
||||
self,
|
||||
url: str,
|
||||
headers: dict = None,
|
||||
json: dict = None,
|
||||
data: dict = None,
|
||||
params: dict = None,
|
||||
content: str | bytes = None,
|
||||
files: dict = None
|
||||
) -> ZerodhaKiteApiResponse:
|
||||
|
||||
"""
|
||||
To call an API using the POST method.
|
||||
:param url: The URL to call.
|
||||
:param headers: The headers to pass.
|
||||
:param json: The params to send in the JSON body.
|
||||
:param data: The params to send in the form-data in the body.
|
||||
:param params: The params to send in the query string itself.
|
||||
:param content: The raw content to be sent in the body (typically as an octet-stream).
|
||||
:param files: Any file that you may want to send.
|
||||
:return: A structured response that includes the raw response, the exception (if any), and so on.
|
||||
"""
|
||||
|
||||
# Prepare the structure of the response:
|
||||
api_response = ZerodhaKiteApiResponse(
|
||||
action = inspect.stack()[1].function,
|
||||
url = url,
|
||||
method = "POST"
|
||||
)
|
||||
|
||||
try:
|
||||
|
||||
# Make the API call:
|
||||
response = await self.__http_client.post(
|
||||
url = url,
|
||||
headers = headers,
|
||||
json = json,
|
||||
data = data,
|
||||
params = params,
|
||||
content = content,
|
||||
files = files
|
||||
)
|
||||
|
||||
# Note down the results:
|
||||
api_response.response = response
|
||||
api_response.httpCode = response.status_code
|
||||
api_response.message = response.reason_phrase
|
||||
|
||||
# Check for errors:
|
||||
await api_response.note_error()
|
||||
|
||||
# If something goes wrong:
|
||||
except Exception as exception:
|
||||
api_response.exception = exception
|
||||
api_response.message = str(exception)
|
||||
self._printer(exception, api_response.url, api_response.method, headers, json, data)
|
||||
|
||||
# Done here:
|
||||
return api_response
|
||||
|
||||
# ┏┓ ┓
|
||||
# ┣┫┓┏╋┣┓
|
||||
# ┛┗┗┻┗┛┗
|
||||
|
||||
@property
|
||||
def login_url(self) -> str:
|
||||
|
||||
"""
|
||||
Generate the login URL that the user can use to log in to his Zerodha account for this app.
|
||||
DOCUMENTATION:
|
||||
01. https://kite.trade/docs/connect/v3/user/
|
||||
:return: The login URL that the user must use.
|
||||
"""
|
||||
|
||||
return f"https://kite.zerodha.com/connect/login?api_key={self.__api_key}"
|
||||
|
||||
def set_request_token(
|
||||
self,
|
||||
request_token: str
|
||||
) -> None:
|
||||
|
||||
"""
|
||||
When the user authorizes the login flow, Zerodha's serve will send you a GET request on the callback URL that
|
||||
you set on the PI portal for your app. This callback will have, among other things, a 'request_toke'. The
|
||||
request token is valid only for a very short period, and must be used to get a longer token called
|
||||
'access_token' for actual activities.
|
||||
DOCUMENTATION:
|
||||
01. https://kite.trade/docs/connect/v3/user/
|
||||
:param request_token: The request token received from Zerodha when the user logs in.
|
||||
:return: None.
|
||||
"""
|
||||
|
||||
self.__request_token = request_token
|
||||
hasher = Hasher()
|
||||
hasher.update(self.__api_key + request_token + self.__api_secret)
|
||||
self.__checksum = hasher.digest().decode()
|
||||
print(self.__checksum)
|
||||
|
||||
# async def get_access_token(self):
|
||||
#
|
||||
# client_response = self.__get(
|
||||
# url = r"https://kite.zerodha.com/session/token",
|
||||
#
|
||||
# )
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MAIN PROGRAM ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
import asyncio
|
||||
|
||||
async def main():
|
||||
|
||||
# Read the credentials:
|
||||
creds = json.from_file(r"../../../../creds/zerodha/api.json")
|
||||
|
||||
# Create the client:
|
||||
my_kite = AsyncZerodhaKite(
|
||||
api_key = creds["apiKey"],
|
||||
api_secret = creds["apiSecret"]
|
||||
)
|
||||
|
||||
# Login flow:
|
||||
print("LOGIN URL:", my_kite.login_url)
|
||||
my_kite.set_request_token(input("Request Token: "))
|
||||
|
||||
asyncio.run(main())
|
||||
@@ -0,0 +1,177 @@
|
||||
"""
|
||||
|
||||
AUTHOR:
|
||||
|
||||
Khushal P Soonderji
|
||||
|
||||
DATE:
|
||||
|
||||
Friday, 27th Dec., 2024.
|
||||
|
||||
OBJECTIVE:
|
||||
|
||||
To provide a data model for describing the API response from Zerodha's Kite APIs.
|
||||
|
||||
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, model_validator
|
||||
from typing import Optional, Literal, Union, Dict, List, Any
|
||||
|
||||
# My utils:
|
||||
from utils_v2.string import json
|
||||
from utils_v2.string import regex
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MACROS / ONE-TIME INIT ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# --- Nothing Yet
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** VARIABLES ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# --- Nothing Yet
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** FUNCTIONS ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
class ZerodhaKiteApiResponse(BaseModel):
|
||||
|
||||
action: str = Field(frozen = True, default = None)
|
||||
url: str = Field(frozen = True)
|
||||
method: str = Field(frozen = True)
|
||||
response: Any = None
|
||||
httpCode: int = None
|
||||
|
||||
success: bool = False
|
||||
message: str = None
|
||||
data: Any = None
|
||||
|
||||
error: str = None
|
||||
exception: Any = None
|
||||
|
||||
# ┏┓ ┏•
|
||||
# ┃ ┏┓┏┓╋┓┏┓
|
||||
# ┗┛┗┛┛┗┛┗┗┫
|
||||
# ┛
|
||||
|
||||
class Config:
|
||||
extra = "forbid"
|
||||
|
||||
# ┏┓ ┏┓
|
||||
# ┃ ┓┏┏╋┏┓┏┳┓ ┣ ┓┏┏┓┏┏
|
||||
# ┗┛┗┻┛┗┗┛┛┗┗ ┻ ┗┻┛┗┗┛
|
||||
|
||||
def to_markdown(self) -> str:
|
||||
|
||||
"""
|
||||
Use this to summarize the values held in this instance into a markdown-formatted string that can be sent out to
|
||||
admins on chat apps like Telegram.
|
||||
:return: A string in markdown format.
|
||||
"""
|
||||
|
||||
if self.exception: message = "❌ *ZERODHA (KITE) API EXCEPTION:* ❌\n\n"
|
||||
else: message = "*ZERODHA (KITE) RESPONSE:*\n\n"
|
||||
message += f"*ACTION:*\n`{self.action}`\n\n"
|
||||
message += f"*URL:*\n`{self.url}`\n\n"
|
||||
message += f"*METHOD:*\n`{self.method}`\n\n"
|
||||
message += f"*RESPONSE:*\n`{self.response}`\n\n"
|
||||
message += f"*SUCCESS:*\n`{self.success}`\n\n"
|
||||
message += f"*MESSAGE:*\n`{self.message}`\n\n"
|
||||
message += f"*EXCEPTION:*\n`{self.exception.__class__.__name__}: {str(self.exception)}`\n\n"
|
||||
return message
|
||||
|
||||
async def get_content(self) -> bytes:
|
||||
|
||||
"""
|
||||
Get the raw binary content of the body of the response.
|
||||
:return: Raw bytes from the response payload.
|
||||
"""
|
||||
|
||||
try: return self.response.content
|
||||
except: return b""
|
||||
|
||||
async def get_json(self) -> dict | list:
|
||||
|
||||
"""
|
||||
Get the JSON from the body of the response.
|
||||
:return: A dict or list that represents the JSON payload received in the response.
|
||||
"""
|
||||
|
||||
try: return self.response.json()
|
||||
except: return {}
|
||||
|
||||
async def note_error(self) -> None:
|
||||
|
||||
"""
|
||||
Zerodha has two standard response structures - one for success, one for failure. Refer to their documentation.
|
||||
DOCUMENTATION:
|
||||
01. https://kite.trade/docs/connect/v3/response-structure/
|
||||
:return: The error message as a string, or None.
|
||||
"""
|
||||
|
||||
# If no API was called, we make no changes:
|
||||
if self.response is None:
|
||||
return None
|
||||
|
||||
# If any API was called:
|
||||
response_json = await self.get_json()
|
||||
response_status = response_json["status"]
|
||||
|
||||
# If the API call was successful,
|
||||
# we need not worry about errors:
|
||||
if response_status == "success":
|
||||
return None
|
||||
|
||||
# If the API call failed:
|
||||
self.success = False
|
||||
self.error = response_json["error_type"]
|
||||
self.message = response_json["message"]
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MAIN PROGRAM ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
pass
|
||||
@@ -0,0 +1,318 @@
|
||||
"""
|
||||
|
||||
AUTHOR:
|
||||
|
||||
Khushal P Soonderji
|
||||
|
||||
DATE:
|
||||
|
||||
Friday, 27th Dec., 2024
|
||||
|
||||
OBJECTIVE:
|
||||
|
||||
To broadcast live tick updates to connected clients.
|
||||
|
||||
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
|
||||
from utils_v2.system import files
|
||||
from utils_v2.database.async_mongo_v2 import AsyncMongo
|
||||
from utils_v2.queue.async_kafka import ConsumerKafka, get_ssl_context
|
||||
|
||||
# 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 SocketIO:
|
||||
import socketio
|
||||
|
||||
# For asynchronous activities:
|
||||
import asyncio
|
||||
|
||||
# To work with various datatypes:
|
||||
from typing import List
|
||||
|
||||
# Debugging:
|
||||
from icecream import IceCreamDebugger
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MACROS / ONE-TIME INIT ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# Debugging:
|
||||
printer = IceCreamDebugger(prefix = "Tick-Disp, | ", includeContext = True)
|
||||
printer.disable()
|
||||
|
||||
# For SocketIO:
|
||||
sio = socketio.AsyncServer(async_mode = "asgi")
|
||||
app = socketio.ASGIApp(sio)
|
||||
|
||||
# SocketIO Namespaces:
|
||||
NAMESPACE_MODULE = "/finstitutions/trading"
|
||||
NAMESPACE_PASSTHROUGH = "/passthrough"
|
||||
|
||||
# SocketIO Events:
|
||||
EVENT_CONNECT = "connect"
|
||||
EVENT_DISCONNECT = "disconnect"
|
||||
EVENT_ECHO = "echo"
|
||||
EVENT_TICKS = "ticks"
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** VARIABLES ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
# Session-awareness:
|
||||
pass
|
||||
|
||||
# Script-local:
|
||||
flags = {
|
||||
"initDone": False
|
||||
}
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** FUNCTIONS ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
@sio.on(event = EVENT_CONNECT, namespace = NAMESPACE_MODULE)
|
||||
async def handle_connect(sid, environ):
|
||||
|
||||
# Start the common background processes:
|
||||
if not flags.get("initDone"):
|
||||
flags["initDone"] = True
|
||||
asyncio.create_task(init())
|
||||
|
||||
# Allow/reject requests:
|
||||
printer(sid)
|
||||
print("ENVIRON:", json.to_string(environ, default = str))
|
||||
return True
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
@sio.on(event = EVENT_DISCONNECT, namespace = NAMESPACE_MODULE)
|
||||
async def handle_disconnect(sid, reason):
|
||||
printer(sid, reason)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
@sio.on(event = EVENT_ECHO, namespace = NAMESPACE_MODULE)
|
||||
async def handle_echo(sid, data):
|
||||
|
||||
"""
|
||||
For testing. This is a quick way to check if the module is up.
|
||||
:param sid: The id of the client that caused this event.
|
||||
:param data: The data sent by the client.
|
||||
:return: None.
|
||||
"""
|
||||
|
||||
printer(sid)
|
||||
await sio.emit(
|
||||
event = EVENT_ECHO,
|
||||
data = data,
|
||||
namespace = NAMESPACE_MODULE
|
||||
)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
async def send_ticks(ticks: List[dict]):
|
||||
|
||||
"""
|
||||
Here's where we decide which client gets which tick and send it out.
|
||||
WARNING: WE ARE ASSUMING THAT NO FURTHER FORMATING/COMPUTATION IS REQUIRED OTHER THAN SELECTING WHICH SUBSETS OF
|
||||
TICKS TO SEND TO WHICH CLIENTS. FOR US THE TICKS ALREADY HAVE ALL THE DATA NEEDED TO BE SEND TO
|
||||
RESPECTIVE CLIENTS.
|
||||
:param ticks: The list of individual tick updates to send out to the clients.
|
||||
:return: ??
|
||||
"""
|
||||
|
||||
# Currently we're just broadcasting
|
||||
# all the data to all the clients:
|
||||
await sio.emit(
|
||||
event = EVENT_TICKS,
|
||||
data = ticks,
|
||||
namespace = NAMESPACE_MODULE
|
||||
)
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
async def ticks_from_kafka(
|
||||
consumer: ConsumerKafka,
|
||||
fetch_count: int = 100,
|
||||
fetch_timeout: float = 1.0
|
||||
) -> None:
|
||||
|
||||
"""
|
||||
This function must run in the background forever and just keep listening for ticks on Kafka and keep relaying them
|
||||
to all the connected clients as per their watchlists.
|
||||
:param consumer: The preconfigured Kafka consumer that can listen for ticks in asynchronous mode.
|
||||
:param fetch_count: How many messages to consume in one go.
|
||||
:param fetch_timeout: How long to wait (in seconds) while consuming messages from Kafka.
|
||||
:return: None
|
||||
"""
|
||||
|
||||
# Do the next part infinitely:
|
||||
while True:
|
||||
|
||||
# Get messages form Kafka:
|
||||
ticks = await consumer.consume(
|
||||
count = fetch_count,
|
||||
timeout = fetch_timeout
|
||||
)
|
||||
|
||||
# If there are no updates to give:
|
||||
if not ticks: continue
|
||||
|
||||
# Each message must be treated as an array of tick updates (list of dicts).
|
||||
# In case the producer is sending each individual tick as a separate message,
|
||||
# we normalize it to be a list:
|
||||
tasks = [send_ticks(t["value"] if isinstance(t["value"], list) else [t["value"]]) for t in ticks]
|
||||
results = await asyncio.gather(*tasks)
|
||||
printer(len(ticks))
|
||||
|
||||
|
||||
# ---------------------------------------------------------------------------------------------------------------------
|
||||
|
||||
|
||||
async def init():
|
||||
|
||||
# Handle debugging:
|
||||
if os.environ["DEBUG"].lower() == "true": printer.enable()
|
||||
printer("Initializing.")
|
||||
|
||||
# Start consuming ticks in the background:
|
||||
cwd = files.get_cwd()
|
||||
parent_dir = cwd
|
||||
sio.start_background_task(
|
||||
ticks_from_kafka,
|
||||
consumer = ConsumerKafka(
|
||||
topic = "tickers",
|
||||
bootstrap_servers = "del.ditscentre.in:9092",
|
||||
security_protocol = "SSL",
|
||||
ssl_context = get_ssl_context(
|
||||
# ca_file = "../../../creds/kafka/cert_authority.pem",
|
||||
# cert_file = "../../../creds/kafka/fullchain.pem",
|
||||
# key_file = "../../../creds/kafka/privkey.pem"
|
||||
ca_file = os.path.join(parent_dir, "creds", "kafka", "cert_authority.pem"),
|
||||
cert_file = os.path.join(parent_dir, "creds", "kafka", "fullchain.pem"),
|
||||
key_file = os.path.join(parent_dir, "creds", "kafka", "privkey.pem")
|
||||
),
|
||||
auto_offset_reset = "latest"
|
||||
),
|
||||
fetch_count = 1_250,
|
||||
fetch_timeout = 1.0
|
||||
)
|
||||
|
||||
|
||||
# *****************************************************************************************************************
|
||||
# ***** ****
|
||||
# *** MAIN PROGRAM ***
|
||||
# ***** ****
|
||||
# *****************************************************************************************************************
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
# To get args from the terminal:
|
||||
import argparse
|
||||
|
||||
# To run the ASGI:
|
||||
import uvicorn
|
||||
from multiprocessing import freeze_support
|
||||
|
||||
# Get the config from the command-line:
|
||||
parser = argparse.ArgumentParser(description = f"SocketIO to serve live market data.")
|
||||
parser.add_argument(
|
||||
"--workers",
|
||||
type = int,
|
||||
help = "The no. of threads to spin up for this instance!",
|
||||
default = 2
|
||||
)
|
||||
parser.add_argument(
|
||||
"--host",
|
||||
type = str,
|
||||
help = "The host for the app. e.g.: '0.0.0.0' or '127.0.0.1'.",
|
||||
default = "127.0.0.1"
|
||||
)
|
||||
parser.add_argument(
|
||||
"--port",
|
||||
type = int,
|
||||
help = "The port no. to bind the app to.",
|
||||
default = 8080
|
||||
)
|
||||
parser.add_argument(
|
||||
"--script-id",
|
||||
type = str,
|
||||
help = "The id of this script (will affect the loaded config)."
|
||||
)
|
||||
parser.add_argument(
|
||||
"--debug",
|
||||
action = "store_true",
|
||||
help = "Whether, or not, you want to see debugging messages in the terminal.",
|
||||
default = False
|
||||
)
|
||||
args = parser.parse_args()
|
||||
|
||||
# Note down the config;
|
||||
os.environ["SCRIPT_ID"] = args.script_id
|
||||
os.environ["DEBUG"] = str(args.debug)
|
||||
|
||||
# Run the gateway:
|
||||
freeze_support()
|
||||
uvicorn.run(
|
||||
app = "main:app",
|
||||
workers = args.workers,
|
||||
host = args.host,
|
||||
port = args.port
|
||||
)
|
||||
Reference in New Issue
Block a user