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project_intraday_squareoff.py
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project_intraday_squareoff.py
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# -*- coding: utf-8 -*-
"""
Created on Mon Jun 27 12:37:55 2022
@author: Amritansh S
"""
#imported every thing
import pandas as pd
from datetime import datetime
import requests
import numpy as np
from smartapi import SmartConnect
import smartapi.smartExceptions
import time
import sys
import pyotp
# TELEGRAM
import telebot
from telethon.sync import TelegramClient
from telethon.tl.types import InputPeerUser, InputPeerChannel
from telethon import TelegramClient, sync, events
def telegram(message):
bot_token = '?'
bot_chatID = '?'
send_text = 'https://api.telegram.org/bot' + bot_token + '/sendMessage?chat_id=' + bot_chatID + '*&parse_mode=Markdownv2&text=' + message
response = requests.get(send_text)
return response.json()
print("imported everything")
telegram("squareoff code")
#create object of call
API_KEY = '?'
obj=SmartConnect(api_key=API_KEY)
#username_password
USER_NAME = '?'
PWD = '?'
TOTP_COUPON='?'
TOTP = pyotp.TOTP(TOTP_COUPON)
TOTP=TOTP.now()
#login api call
data = obj.generateSession(USER_NAME,PWD,TOTP)
refreshToken= data['data']['refreshToken']
#fetch the feedtoken
feedToken=obj.getfeedToken()
#fetch User Profile
userProfile= obj.getProfile(refreshToken)
#print(userProfile)
print("logged in successfully")
#geting data from website to table formate in code
def intializeSymbolTokenMap():
url = 'https://margincalculator.angelbroking.com/OpenAPI_File/files/OpenAPIScripMaster.json'
d = requests.get(url).json()
global token_df
token_df = pd.DataFrame.from_dict(d)
token_df['expiry'] = pd.to_datetime(token_df['expiry'])
token_df = token_df.astype({'strike': float})
intializeSymbolTokenMap()
#print(token_df)
print("importing tokens")
#get token after passing info
def getTokenInfo (df,exch_seg, instrumenttype,symbol,strike_price,pe_ce):
strike_price = strike_price*100
if exch_seg == 'NSE':
eq_df = df[(df['exch_seg'] == 'NSE') & (df['symbol'].str.contains('EQ')) ]
return eq_df[eq_df['name'] == symbol]
elif exch_seg == 'NFO' and ((instrumenttype == 'FUTSTK') or (instrumenttype == 'FUTIDX')):
return df[(df['exch_seg'] == 'NFO') & (df['instrumenttype'] == instrumenttype) & (df['name'] == symbol)].sort_values(by=['expiry'])
elif exch_seg == 'NFO' and (instrumenttype == 'OPTSTK' or instrumenttype == 'OPTIDX'):
return df[(df['exch_seg'] == 'NFO') & (df['instrumenttype'] == instrumenttype) & (df['name'] == symbol) & (df['strike'] == strike_price) & (df['symbol'].str.endswith(pe_ce))].sort_values(by=['expiry'])
#getting open position data intraday
for i in obj.position()['data']:
if i['producttype']=="INTRADAY":
print(i['symboltoken'],i['tradingsymbol'],i['exchange'])
print(i['netqty'])
telegram("{} {}".format(i['tradingsymbol'],i['netqty']))
A=str(abs(int(i['netqty'])))
#if Qty +ve place sell order
if int(i['netqty'])>0:
print("selling")
orderparams = {
"variety": "NORMAL",
"tradingsymbol": i['tradingsymbol'],
"symboltoken": i['symboltoken'],
"transactiontype": "SELL",
"exchange": i['exchange'],
"ordertype": "MARKET",
"producttype": "INTRADAY",
"duration": "DAY",
"price": "350",
"squareoff": "351",
"stoploss": "355",
"quantity": A,
"triggerprice": "365"
}
a=obj.placeOrder(orderparams)
print(a)
#if Qty -ve place buy order
elif int(i['netqty'])<0:
print("buying")
orderparams = {
"variety": "NORMAL",
"tradingsymbol": i['tradingsymbol'],
"symboltoken": i['symboltoken'],
"transactiontype": "BUY",
"exchange": i['exchange'],
"ordertype": "MARKET",
"producttype": "INTRADAY",
"duration": "DAY",
"price": "350",
"squareoff": "351",
"stoploss": "355",
"quantity": A,
"triggerprice": "365"
}
a=obj.placeOrder(orderparams)
print(a)
#cancelling open orders intraday
for x in range(len(obj.orderBook()['data'])):
time.sleep(1)
if obj.orderBook()['data'][x]['producttype']=='INTRADAY':
time.sleep(1)
print(obj.orderBook()['data'][x]['tradingsymbol'])
time.sleep(1)
obj.cancelOrder(obj.orderBook()['data'][i]['orderid'],'STOPLOSS')
telegram("done")