""" AUTHOR: Khushal P Soonderji DATE: Thursday, 5th Dec., 2024 OBJECTIVE: To provide a way to retrieve pre-market data from NSE. This is typically available by 9:10 AM. NOTE: This method involves web scraping. It is good for proof-of-concept development, but it is recommended that more professional data-sources be used when the product starts becoming mature. 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 # My utils: from utils_v2.string import json from utils_v2.date_time import date_time # NSE-related utils: # from utils_v2.nse.base import AsyncNSEBase from utils_v2.nse.models.behaviour.base import AsyncNSEBase from utils_v2.nse.models.data.api_call import NSEApiResponse # To make REST-ful API calls: import httpx # To work with date and time: import datetime # To work with datatypes: from typing import Any, List # For asynchronous activities: import asyncio # ***************************************************************************************************************** # ***** **** # *** MACROS / ONE-TIME INIT *** # ***** **** # ***************************************************************************************************************** # --- Nothing Yet # ***************************************************************************************************************** # ***** **** # *** VARIABLES *** # ***** **** # ***************************************************************************************************************** # --- Nothing Yet # ***************************************************************************************************************** # ***** **** # *** FUNCTIONS *** # ***** **** # ***************************************************************************************************************** class NSEPreMarket(AsyncNSEBase): PRE_MARKET_KEY_NIFTY = "NIFTY" PRE_MARKET_KEY_BANK_NIFTY = "BANKNIFTY" PRE_MARKET_KEY_SME = "SME" PRE_MARKET_KEY_FO = "FO" PRE_MARKET_KEY_OTHERS = "OTHERS" PRE_MARKET_KEY_ALL = "ALL" def __init__( self, http_client: httpx.AsyncClient, debug = True, debug_prefix = "NSE (CECal) | ", debug_only_errors = True ): # Pass on the initialization to the parent: super().__init__( base_url = r"https://www.nseindia.com/market-data/pre-open-market-cm-and-emerge-market", data_url = r"https://www.nseindia.com/api/market-data-pre-open", http_client = http_client, debug = debug, debug_prefix = debug_prefix, debug_only_errors = debug_only_errors ) async def get_data( self, key: str, return_raw: bool = False, ) -> NSEApiResponse: """ To get the data of the pre-open market trading. Useful for finding gaps and expected unusual activity in the trading hours. :param key: The type of pre-market data that you want. Choose from the class variables. :param return_raw: Whether you want the raw JSON from NSE or you want it formatted. :return: The raw or formatted event calendar data in the 'data' field of the response model. """ # Make the API call: api_response = await self.get(params = {"key": key}) # If the API call was successful: if api_response.httpCode in [200]: api_response.success = True if return_raw: api_response.data = await api_response.get_json() else: try: api_response.data = self.format_data( raw_json = await api_response.get_json(), timestamp = date_time.get_current_utc_date_time(as_string = True), raise_exception = True ) except Exception as exception: api_response.exception = exception api_response.success = False # Done here: return api_response @staticmethod def format_data( raw_json: dict, timestamp: datetime.datetime = None, raise_exception: bool = False ) -> List[dict] | None: """ We format the data here to be able to retrieve it properly later. :param raw_json: The raw data as scraped from NSE. :param timestamp: The timestamp at which the data was scraped. This shall be useful for data retrieval from the database, later. :param raise_exception: If set to True, any exception will be propagated. If set to False, any exception will be suppressed internally. :return: The formatted data if successful, else None. """ # Can't do anything if the chain itself is null: if raw_json is None: return raw_json # Start by assuming failure: formatted_data = None # Ensure that we've got a proper timestamp: if timestamp is None: timestamp = date_time.get_current_utc_date_time(as_string = False) try: # Start by extracting basic data: formatted_data = { "scrapeTs": timestamp, "ts": date_time.to_timezone( date_time.to_timezone( raw_json["advances"], timezone = date_time.TIMEZONE_IST ), timezone = date_time.TIMEZONE_UTC ), "advances": raw_json["advances"], "declines": raw_json["declines"], "unchanged": raw_json["unchanged"], "totalMarketCap": raw_json["totalmarketcap"], "totalTradedValue": raw_json["totalTradedValue"], "totalTradedVolume": raw_json["totalTradedVolume"], "data": [] } # Now we iterate through the symbol-wise data and extract what we need: for symbol # If something goes wrong: except Exception as exception: formatted_data = None if raise_exception: raise # Done here: return formatted_data # ***************************************************************************************************************** # ***** **** # *** MAIN PROGRAM *** # ***** **** # ***************************************************************************************************************** if __name__ == "__main__": async def main(): # Create an HTTP client: test_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 = 2.5, # ... Time to wait for establishing a connection to the server. write = 10.0, # .... Time to wait for sending data. read = 2.5 # ....... Time to wait for receiving data. ) ) # Create an instance of the scraper, and refresh its cookies: my_nse = NSEPreMarket(http_client = test_client) # Get and show the data: api_response = await my_nse.get_data(key = my_nse.PRE_MARKET_KEY_FO, return_raw = True) print("SUMMARY:", api_response.to_markdown(), "\n---\n\n") if api_response.success: print("PRE-MARKET DATA:", json.to_string(api_response.data, default = str)) asyncio.run(main())