Phase 2 - Back testing on Zerodha Kite platform

( This is in continuation to the back testing documentation ( https://github.com/tomtillo/BackTesting ))

Getting your API keys

From https://kite.trade , use your credentials to create an app ( you should already have atleast Rs.2000/- in your credits for getting your trading API , and an additional Rs.2000/- for access to your historic API )

Once you create your App , with the relevant details, you have access to your API key and the secret Key

Clicking on your API key will reveal your API secret key.

Steps involved in setting up a real time trading algorithm on zerodha - Kite

Step 1 - Install kiteconnect

pip install kiteconnect

Step 2 - Execute connect code using iPython

IPython is the easiest way to run your code - ( you will see later why )

from kiteconnect import KiteConnect
kite = KiteConnect(api_key="api_key_here")
kite.login_url()

This is the url you can use to get your access token.

Enter your request token and your API secret here :

user = kite.request_access_token(request_token="request_token_here",
                                     secret="api_secret_key_here")

Executing a Websocket connection - for live streaming

Here - we can try with that of Reliance Industries:-738561

from kiteconnect import WebSocket

kws = WebSocket("apikey_here", "public_tocken_here", "clinet_id_here")
def on_tick(tick, ws):
    print(tick)

def on_connect(ws):
    ws.subscribe([738561, 5633])
    ws.set_mode(ws.MODE_FULL, [738561])

kws.on_tick = on_tick
kws.on_connect = on_connect
kws.enable_reconnect(reconnect_interval=5, reconnect_tries=50)
kws.connect()

Output of the streaming results : ( you can funnel it to any of your web applications )

Common Errors

1. TokenException: Invalid session credentials Reasons :

1. Your token session is expired ( re-connect using the api key and get the new token )
2. KeyError: 'access_token'

Other ways of seam-less connections

There are other couple of seam-less connection which can be run as cron-jobs or as triggers running on the server . More details in the next github page -