240 lines
8.7 KiB
Python
240 lines
8.7 KiB
Python
"""
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AUTHOR:
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Khushal P Soonderji
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DATE:
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Tuesday, 24th Dec. 2024
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OBJECTIVE:
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To get live updates from Zerodha and push them to Kafka.
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REFERENCES:
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N01. YouTube Webinar: https://www.youtube.com/watch?v=9vzd289Eedk
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02. Official Example (GitHub): https://github.com/zerodha/pykiteconnect/blob/master/examples/threaded_ticker.py
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DOWNLOADS:
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N/A
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"""
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# *****************************************************************************************************************
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# ***** ****
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# *** IMPORT ***
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# ***** ****
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# *****************************************************************************************************************
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# To make sibling directories accessible for imports:
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import sys
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sys.path.append(".")
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sys.path.append("..")
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# System-level activities:
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import io
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import os
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# My utils:
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from utils_v2.string import json
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from utils_v2.system import files
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from utils_v2.queue.kafka import ProducerKafka, create_config
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# To make HTTP calls:
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import httpx
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# To work with date and time:
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import datetime
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import time
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# Models:
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from models.finstitutions.trading.symbols import TradingSymbol
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from models.finstitutions.trading.ticks import TradingTick
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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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# *** 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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# For Zerodha and related to ticks:
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INSTRUMENT_TOKENS = []
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INSTRUMENT_LOOKUP = {}
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# For Kafka:
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cwd = files.get_cwd()
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parent_dir = cwd
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kafka_producer = ProducerKafka(
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topic = "tickers",
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config = create_config(
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bootstrap_servers = "del.ditscentre.in:9092",
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# buffer_memory = 3_35_54_432,
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security_protocol = "SSL",
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ca_file = r"../../creds/kafka/cert_authority.pem",
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cert_file = r"../../creds/kafka/fullchain.pem",
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key_file = r"../../creds/kafka/privkey.pem"
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# ca_file = os.path.join(parent_dir, "creds", "kafka", "cert_authority.pem"),
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# cert_file = os.path.join(parent_dir, "creds", "kafka", "fullchain.pem"),
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# key_file = os.path.join(parent_dir, "creds", "kafka", "privkey.pem")
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),
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debug = False
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)
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# For metrics:
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tick_count = 0
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ticks_since_flush = 0
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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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def flush_kafka():
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print("FLUSHING!")
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kafka_producer.flush()
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def to_kafka(tick: TradingTick) -> bool:
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global tick_count
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global ticks_since_flush
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tick_count += 1
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ticks_since_flush += 1
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if ticks_since_flush >= 50_000:
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flush_kafka()
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ticks_since_flush = 0
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success = False
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summary = tick.summary
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summary["messageType"] = "ticks"
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success = kafka_producer.produce(value = summary)
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if not success:
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print("ERROR ON TICK NO.:", tick_count)
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flush_kafka()
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return success
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# ---------------------------------------------------------------------------------------------------------------------
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def on_connect(ws, response):
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print("\n\n")
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print("ON CONNECT:")
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print("Successfully connected. Response: {}".format(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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print(f"Subscribed to {len(INSTRUMENT_TOKENS):,} tokens in 'Full' mode.")
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print("\n\n")
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# ---------------------------------------------------------------------------------------------------------------------
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def on_ticks(ws, ticks):
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# print("TICK SAMPLE:", json.to_string(ticks, default=str))
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ticks = TradingTick.from_zerodha_kite(ticks = ticks, instrument_lookup = INSTRUMENT_LOOKUP)
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# print("TICK SAMPLE:", json.to_string(ticks[0].model_dump(), default=str))
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# print("TICK SAMPLE:", json.to_string(ticks[0].summary, default=str))
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results = [to_kafka(tick) for tick in ticks]
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success = sum(results)
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print(f"TICKS: {len(ticks): <6,} | PRODUCED: {success: <6,} | TOTAL: {tick_count: >10,}{' | FAILURE(S)!' if success < len(results)else ''}")
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# ---------------------------------------------------------------------------------------------------------------------
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def main():
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# Global vars:
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global INSTRUMENT_TOKENS
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global INSTRUMENT_LOOKUP
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# Load Zerodha credentials:
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creds = json.from_file(r"../../creds/zerodha/api.json")
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# creds = json.from_file(os.path.join(parent_dir, "creds", "zerodha", "api.json"))
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api_key = creds["apiKey"]
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access_token = creds["accessToken"]
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# Get the instruments of interest:
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response = httpx.post(url = r"https://api.thecaoffice.com/markets/watchlist/distincts")
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instruments_of_interest = response.json()["data"]["rs0"]
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print("TOTAL INSTR. OF INTEREST:", len(instruments_of_interest))
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symbols_of_interest = [i["symbol"] for i in instruments_of_interest]
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# Create an instance of Zerodha's Kite connection:
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kite = KiteConnect(api_key = api_key)
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kite.set_access_token(access_token)
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# Get the entire list of instruments:
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instruments = []
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# instruments += kite.instruments(exchange = "NSE")
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# instruments += kite.instruments(exchange = "NFO")
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# instruments += kite.instruments(exchange = "BSE")
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# instruments += kite.instruments(exchange = "BFO")
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instruments += kite.instruments(exchange = "MCX")
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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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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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for i in instruments:
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INSTRUMENT_TOKENS.append(i.brokerToken)
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INSTRUMENT_LOOKUP[i.brokerToken] = i.model_dump()
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# Start the websocket with Zerodha:
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kite_ws = KiteTicker(
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api_key = api_key,
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access_token = access_token
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)
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# Assign the callbacks:
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kite_ws.on_connect = on_connect
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kite_ws.on_ticks = on_ticks
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# If you choose to go threaded, you will need to work purely with callbacks.
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# You will need to have an infinite loop in the main thread.
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kite_ws.connect(threaded = True)
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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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main()
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while True: time.sleep(3_600.00)
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