khushalps
1f54026dc1
git-subtree-dir: utils_v2 git-subtree-split: 808dd7da911ee71991fd92dc408d631bcc942b8f
284 lines
12 KiB
Python
284 lines
12 KiB
Python
"""
|
|
|
|
AUTHOR:
|
|
|
|
Khushal P Soonderji
|
|
|
|
DATE:
|
|
|
|
Thursday, 28th Nov., 2024
|
|
|
|
OBJECTIVE:
|
|
|
|
To provide a way to retrieve dates of important events like financial-results, stock-splits, fund-raising, etc.
|
|
from NSE's portal.
|
|
|
|
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.controllers.base import AsyncNSEBase
|
|
from utils_v2.nse.models.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 NSEIndexOptionChain(AsyncNSEBase):
|
|
|
|
# Index Names:
|
|
INDEX_NIFTY = "NIFTY"
|
|
INDEX_BANKNIFTY = "BANKNIFTY"
|
|
INDEX_FINNIFTY = "FINNIFTY"
|
|
INDEX_MIDCPNIFTY = "MIDCPNIFTY"
|
|
INDEX_NIFTYNXT50 = "NIFTYNXT50"
|
|
|
|
def __init__(
|
|
self,
|
|
http_client: httpx.AsyncClient,
|
|
debug = True,
|
|
debug_prefix = "NSE (IdxOC) | ",
|
|
debug_only_errors = True
|
|
):
|
|
|
|
# Pass on the initialization to the parent:
|
|
super().__init__(
|
|
base_url = r"https://www.nseindia.com/option-chain",
|
|
data_url = r"https://www.nseindia.com/api/option-chain-indices",
|
|
http_client = http_client,
|
|
debug = debug,
|
|
debug_prefix = debug_prefix,
|
|
debug_only_errors = debug_only_errors
|
|
)
|
|
|
|
async def get_data(
|
|
self,
|
|
index_name: str,
|
|
return_raw: bool = False
|
|
) -> NSEApiResponse:
|
|
|
|
"""
|
|
To get the data of the corporate event calendar.
|
|
:param index_name: The name of the index whose option chain is needed. Use one of the options created within the
|
|
scope of this class.
|
|
: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 = {"symbol": index_name}
|
|
)
|
|
|
|
# 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_chain = 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 at the expiry-level:
|
|
expiry_dates = raw_json["records"]["expiryDates"]
|
|
semi_formatted_chain = {e: None for e in expiry_dates}
|
|
|
|
# Iterate through the raw records and start plugging them into the formatted records:
|
|
for record in raw_json["records"]["data"]:
|
|
|
|
# Extract some variables:
|
|
expiry_date = record["expiryDate"]
|
|
strike_price = record["strikePrice"]
|
|
|
|
# Start building the needed structure:
|
|
if semi_formatted_chain.get(expiry_date) is None: semi_formatted_chain[expiry_date] = {}
|
|
if semi_formatted_chain[expiry_date].get(strike_price) is None:
|
|
semi_formatted_chain[expiry_date][strike_price] = {
|
|
"scrapeTs": timestamp,
|
|
"strike": record["strikePrice"],
|
|
"expiry": record["expiryDate"]
|
|
}
|
|
|
|
# Add the CE/PE data:
|
|
for right in ["CE", "PE"]:
|
|
right_data = record.get(right, {})
|
|
if right_data:
|
|
semi_formatted_chain[expiry_date][strike_price]["underlying"] = right_data["underlying"]
|
|
semi_formatted_chain[expiry_date][strike_price]["underlyingValue"] = right_data["underlyingValue"]
|
|
semi_formatted_chain[expiry_date][strike_price][right.lower()] = {}
|
|
semi_formatted_chain[expiry_date][strike_price][right.lower()] = {
|
|
"id": right_data.get("identifier"),
|
|
"oi": right_data.get("openInterest"),
|
|
"oiChg": right_data.get("changeinOpenInterest"),
|
|
"oiPctChg": right_data.get("pchangeinOpenInterest"),
|
|
"totTradedVol": right_data.get("totalTradedVolume"),
|
|
"iv": right_data.get("impliedVolatility"),
|
|
"ltp": right_data.get("lastPrice"),
|
|
"change": right_data.get("change"),
|
|
"pChange": right_data.get("pChange"),
|
|
"totBuyQty": right_data.get("totalBuyQuantity"),
|
|
"totSellQty": right_data.get("totalSellQuantity"),
|
|
"bidQty": right_data.get("bidQty"),
|
|
"bidPrice": right_data.get("bidprice"),
|
|
"askQty": right_data.get("askQty"),
|
|
"askPrice": right_data.get("askPrice")
|
|
}
|
|
|
|
# Final formatting:
|
|
formatted_chain = []
|
|
for expiry, _0 in semi_formatted_chain.items():
|
|
if isinstance(_0, dict):
|
|
for strike_price, _1 in _0.items():
|
|
_1["ce"] = _1.pop("ce")
|
|
_1["pe"] = _1.pop("pe")
|
|
formatted_chain.append(_1)
|
|
|
|
# If something goes wrong:
|
|
except Exception as exception:
|
|
formatted_chain = None
|
|
if raise_exception: raise
|
|
|
|
# Done here:
|
|
return formatted_chain
|
|
|
|
|
|
# *****************************************************************************************************************
|
|
# ***** ****
|
|
# *** 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 = NSEIndexOptionChain(http_client = test_client)
|
|
|
|
# Get and show the data:
|
|
api_response = await my_nse.get_data(
|
|
index_name = NSEIndexOptionChain.INDEX_NIFTY,
|
|
return_raw = False
|
|
)
|
|
print("SUMMARY:", api_response.to_markdown(), "\n---\n\n")
|
|
if api_response.success: print("OPTION CHAIN:", json.to_string(api_response.data, default = str))
|
|
|
|
asyncio.run(main())
|