kite.place_order is not working!

Channagiri

this python code logs in successfully (access token provided ), it fetches histrorical data in loop but it is not placing orders as per the given trading logic. but after a while (like an hour) sudden random trades are automatically placed in the zerodha kite mobile app. Is the kite.place_order thing not working? i have checked the documentation but couldnt identify the problem. please help guys!!


import os, json
import pandas as pd
import sys, time, datetime, threading, pyotp

from kiteconnect import KiteConnect


try:
api_key = "......"
access_token = "......"

instrument = "BANKNIFTY"
option_buy_or_sell = "BUY"

live_trading = True
product_type = "NRML"

strike_atm_diff = 100
lots_to_trade = 1
expiry = 0

max_sl_points = 25
risk_reward = 3

max_ce_trades = 3
max_pe_trades = 3
total_trades = 5

entry_time_start = datetime.time(9, 15, 0)
entry_time_stop = datetime.time(15, 0, 0)

square_off_time = datetime.time(15, 15, 0)

move_sl_to_cost = True
except:
print("UserInput Issue!!!!!!")
time.sleep(3)
sys.exit()


print(f"-----Algo Started (Project-OctopuS)-----")
try:
kite = KiteConnect(api_key=api_key)
kite.set_access_token(access_token)
kite.margins()["equity"]
print(f"Logged In", "...", datetime.datetime.now().time())
print("-----")
except Exception as e:
print(f"Login Error : {e}", "...", datetime.datetime.now().time())
time.sleep(5)
sys.exit()

while True:
try:
df = pd.DataFrame(kite.instruments())
break
except Exception as e:
time.sleep(1)
spot_df_main = df.copy()
spot_df_main = spot_df_main[(spot_df_main["exchange"] == "NSE") & (spot_df_main["tradingsymbol"] ==
("NIFTY 50" if instrument == "NIFTY" else
("NIFTY BANK" if instrument == "BANKNIFTY" else "NIFTY FIN SERVICE")))]
spot_df_main = spot_df_main.set_index("instrument_token")
spot_df_main = spot_df_main[["tradingsymbol"]]
spot_df_main["5min_SignalCandleHigh"] = None
spot_df_main["5min_SignalCandleLow"] = None
spot_df_main["5min_SignalCandleTime"] = None
spot_df_main["15min_SignalCandleHigh"] = None
spot_df_main["15min_SignalCandleLow"] = None
spot_df_main["15min_SignalCandleTime"] = None
spot_df_main["LTP"] = None


def scan_chart_data():
# print("Historical Thread Started --- ")
while True:
time.sleep(1)
if datetime.datetime.now().minute % 5 == 0 and datetime.datetime.now().second == 3:
while True:
try:
data = kite.historical_data(instrument_token=list(spot_df_main.index)[0],
interval="5minute",
from_date=datetime.datetime.now().date() - datetime.timedelta(days=5),
to_date=datetime.datetime.now())
break
except Exception as e:
time.sleep(0.5)

df = pd.DataFrame(data)
df["only_date"] = df["date"].apply(lambda x: x.date())
df = df.set_index("date")
diff_time_df = pd.DataFrame()
diff_time_df["open"] = df["open"].resample("15min").first()
diff_time_df["high"] = df["high"].resample("15min").max()
diff_time_df["low"] = df["low"].resample("15min").min()
diff_time_df["close"] = df["close"].resample("15min").last()
diff_time_df["volume"] = df["volume"].resample("15min").sum()
diff_time_df = diff_time_df.dropna()
df["EMA"] = df["close"].ewm(span=5, adjust=False).mean()
df = df[df["only_date"] == datetime.datetime.now().date()]
df = df[:-1]
if len(df) != 0:
if list(df["low"])[-1] > list(df["EMA"])[-1]:
spot_df_main.loc[list(spot_df_main.index)[0], "5min_SignalCandleHigh"] = list(df["high"])[-1]
spot_df_main.loc[list(spot_df_main.index)[0], "5min_SignalCandleLow"] = list(df["low"])[-1]
spot_df_main.loc[list(spot_df_main.index)[0], "5min_SignalCandleTime"] = list(df.index)[-1]
else:
spot_df_main.loc[list(spot_df_main.index)[0], "5min_SignalCandleHigh"] = None
spot_df_main.loc[list(spot_df_main.index)[0], "5min_SignalCandleLow"] = None
spot_df_main.loc[list(spot_df_main.index)[0], "5min_SignalCandleTime"] = None
if datetime.datetime.now().minute % 15 == 0:
df = diff_time_df.copy()
df["date"] = df.index
df["only_date"] = df["date"].apply(lambda x: x.date())
df["EMA"] = df["close"].ewm(span=5, adjust=False).mean()
df = df[df["only_date"] == datetime.datetime.now().date()]
df = df[:-1]
if len(df) != 0:
if list(df["high"])[-1] < list(df["EMA"])[-1]:
spot_df_main.loc[list(spot_df_main.index)[0], "15min_SignalCandleHigh"] = list(df["high"])[-1]
spot_df_main.loc[list(spot_df_main.index)[0], "15min_SignalCandleLow"] = list(df["low"])[-1]
spot_df_main.loc[list(spot_df_main.index)[0], "15min_SignalCandleTime"] = list(df.index)[-1]
else:
spot_df_main.loc[list(spot_df_main.index)[0], "15min_SignalCandleHigh"] = None
spot_df_main.loc[list(spot_df_main.index)[0], "15min_SignalCandleLow"] = None
spot_df_main.loc[list(spot_df_main.index)[0], "15min_SignalCandleTime"] = None
# print("Historical Data Updated....", datetime.datetime.now().time())


threading.Thread(target=scan_chart_data, args=()).start()


trade_df = pd.DataFrame(columns=['spot_symbol', 'trade_symbol', 'spot_breakout', 'trade_direction', 'trade_qty',
'status', 'spot_entry_price', "avoid_signal", 'spot_sl', 'spot_target',
'spot_exit_price', 'entry_price', 'exit_price', "entry_time", "exit_time", "pnl"])
while datetime.datetime.now().time() < datetime.time(15, 30, 1):
time.sleep(0.5)
try:
data = kite.ltp(["NSE:" + list(spot_df_main["tradingsymbol"])[0]])["NSE:" + list(spot_df_main["tradingsymbol"])[0]]
spot_df_main.loc[data["instrument_token"], "LTP"] = data["last_price"]
except Exception as e:
continue
# PE BUY
spot_df = spot_df_main.copy()
if list(spot_df["5min_SignalCandleTime"])[0] is not None and \
len(trade_df[(trade_df["trade_direction"] == ("BUY" if option_buy_or_sell == "BUY" else "SELL")) &
(trade_df["trade_symbol"].str[-2:] == ("PE" if option_buy_or_sell == "BUY" else "CE")) &
(trade_df["status"] == "OPEN")]) == 0 and \
len(trade_df[(trade_df["avoid_signal"] == list(spot_df["5min_SignalCandleTime"])[0]) &
(trade_df["trade_direction"] == ("BUY" if option_buy_or_sell == "BUY" else "SELL")) &
(trade_df["trade_symbol"].str[-2:] == ("PE" if option_buy_or_sell == "BUY" else "CE"))]) == 0 and \
len(trade_df[(trade_df["trade_symbol"].str[-2:] == ("PE" if option_buy_or_sell == "BUY" else "CE"))]) < \
(max_pe_trades if option_buy_or_sell == "BUY" else max_ce_trades) and len(trade_df) < total_trades and \
entry_time_start < datetime.datetime.now().time() < entry_time_stop:
if list(spot_df["LTP"])[0] < list(spot_df["5min_SignalCandleLow"])[0]:
opt_df = df.copy()
opt_df = opt_df[
(opt_df["exchange"] == "NFO") &
(opt_df["name"] == ("NIFTY" if list(spot_df["tradingsymbol"])[0] == "NIFTY 50" else
("BANKNIFTY" if list(spot_df["tradingsymbol"])[0] == "NIFTY BANK" else "FINNIFTY"))) &
(opt_df["instrument_type"] == ("PE" if option_buy_or_sell == "BUY" else "CE"))]
opt_df = opt_df[opt_df["expiry"] == sorted(list(opt_df["expiry"].unique()))[expiry]]
strike = float(list(opt_df["strike"])[min(range(len(list(opt_df["strike"]))),
key=lambda j: abs(list(opt_df["strike"])[j] - list(spot_df["LTP"])[0]))])
opt_df = opt_df[opt_df["strike"] == (strike - strike_atm_diff if option_buy_or_sell == "BUY" else strike + strike_atm_diff)]
lot_size = list(opt_df["lot_size"])[0]
trade = {"spot_symbol": list(spot_df["tradingsymbol"])[0],
"trade_symbol": list(opt_df["tradingsymbol"])[0],
"spot_breakout" : "DOWN",
"trade_direction": option_buy_or_sell,
"trade_qty": lot_size*lots_to_trade,
"status": "OPEN",
"spot_entry_price": list(spot_df["5min_SignalCandleLow"])[0],
"signal_candle": list(spot_df["5min_SignalCandleTime"])[0],
"avoid_signal": list(spot_df["5min_SignalCandleTime"])[0],
"spot_sl": list(spot_df["5min_SignalCandleHigh"])[0]
if (list(spot_df["5min_SignalCandleHigh"])[0] - list(spot_df["5min_SignalCandleLow"])[0]) < max_sl_points
else list(spot_df["5min_SignalCandleLow"])[0] + max_sl_points,
"spot_target": round(list(spot_df["5min_SignalCandleLow"])[0] -
((list(spot_df["5min_SignalCandleHigh"])[0] - list(spot_df["5min_SignalCandleLow"])[0])
if (list(spot_df["5min_SignalCandleHigh"])[0] - list(spot_df["5min_SignalCandleLow"])[0]) < max_sl_points
else max_sl_points)* risk_reward, 2),
"spot_exit_price": None,
"entry_price": None,
"exit_price": None,
"entry_time": datetime.datetime.now().time(),
"exit_time": None,
"pnl": None}

if live_trading:
try:
order_id = kite.place_order(variety=kite.VARIETY_REGULAR,
exchange="NFO",
tradingsymbol=trade["trade_symbol"],
transaction_type=trade["trade_direction"],
quantity=trade["trade_qty"],
product=product_type,
order_type=kite.ORDER_TYPE_MARKET)
time.sleep(1)
while True:
try:
orderbook = pd.DataFrame(kite.orders())
trade["entry_price"] = list(orderbook[orderbook["order_id"] == order_id]["average_price"])[0]
break
except Exception as e:
time.sleep(1)
except Exception as e:
print("PlaceOrder Error :", e, "...", datetime.datetime.now().time())
trade["entry_price"] = 0
else:
while True:
try:
trade["entry_price"] = kite.ltp("NFO:"+trade["trade_symbol"])["NFO:"+trade["trade_symbol"]]["last_price"]
break
except Exception as e:
time.sleep(1)

print("Spot Ltp", list(spot_df["LTP"])[0], "...", datetime.datetime.now().time())
print("Trade Opened", trade["trade_symbol"], trade["trade_direction"], "QTY", trade["trade_qty"],
"@ Price", trade["entry_price"], "...", datetime.datetime.now().time())
print("-----")
trade_df = pd.concat([trade_df, pd.DataFrame({0: trade}).transpose()], ignore_index=True)

if list(spot_df["15min_SignalCandleTime"])[0] is not None and \
len(trade_df[(trade_df["trade_direction"] == ("BUY" if option_buy_or_sell == "BUY" else "SELL")) &
(trade_df["trade_symbol"].str[-2:] == ("CE" if option_buy_or_sell == "BUY" else "PE")) &
(trade_df["status"] == "OPEN")]) == 0 and \
len(trade_df[(trade_df["avoid_signal"] == list(spot_df["15min_SignalCandleTime"])[0]) &
(trade_df["trade_direction"] == ("BUY" if option_buy_or_sell == "BUY" else "SELL")) &
(trade_df["trade_symbol"].str[-2:] == ("CE" if option_buy_or_sell == "BUY" else "PE"))]) == 0 and \
len(trade_df[(trade_df["trade_symbol"].str[-2:] == ("CE" if option_buy_or_sell == "BUY" else "PE"))]) < \
(max_ce_trades if option_buy_or_sell == "BUY" else max_pe_trades) and len(trade_df) < total_trades and \
entry_time_start < datetime.datetime.now().time() < entry_time_stop:
if list(spot_df["LTP"])[0] > list(spot_df["15min_SignalCandleHigh"])[0]:
opt_df = df.copy()
opt_df = opt_df[
(opt_df["exchange"] == "NFO") &
(opt_df["name"] == ("NIFTY" if list(spot_df["tradingsymbol"])[0] == "NIFTY 50" else
("BANKNIFTY" if list(spot_df["tradingsymbol"])[0] == "NIFTY BANK" else "FINNIFTY"))) &
(opt_df["instrument_type"] == ("CE" if option_buy_or_sell == "BUY" else "PE"))]
opt_df = opt_df[opt_df["expiry"] == sorted(list(opt_df["expiry"].unique()))[expiry]]
strike = float(list(opt_df["strike"])[min(range(len(list(opt_df["strike"]))),
key=lambda j: abs(list(opt_df["strike"])[j] - list(spot_df["LTP"])[0]))])
opt_df = opt_df[opt_df["strike"] == (strike + strike_atm_diff if option_buy_or_sell == "BUY" else strike - strike_atm_diff)]
lot_size = list(opt_df["lot_size"])[0]
trade = {"spot_symbol": list(spot_df["tradingsymbol"])[0],
"trade_symbol": list(opt_df["tradingsymbol"])[0],
"spot_breakout" : "UP",
"trade_direction": option_buy_or_sell,
"trade_qty": lot_size*lots_to_trade,
"status": "OPEN",
"spot_entry_price": list(spot_df["15min_SignalCandleHigh"])[0],
"signal_candle": list(spot_df["15min_SignalCandleTime"])[0],
"avoid_signal": list(spot_df["15min_SignalCandleTime"])[0],
"spot_sl": list(spot_df["15min_SignalCandleLow"])[0]
if (list(spot_df["15min_SignalCandleHigh"])[0] - list(spot_df["15min_SignalCandleLow"])[0]) < max_sl_points
else list(spot_df["15min_SignalCandleHigh"])[0] - max_sl_points,
"spot_target": round(list(spot_df["15min_SignalCandleHigh"])[0] +
((list(spot_df["15min_SignalCandleHigh"])[0] - list(spot_df["15min_SignalCandleLow"])[0])
if (list(spot_df["15min_SignalCandleHigh"])[0] - list(spot_df["15min_SignalCandleLow"])[0]) < max_sl_points
else max_sl_points)* risk_reward, 2),
"spot_exit_price": None,
"entry_price": None,
"exit_price": None,
"entry_time": datetime.datetime.now().time(),
"exit_time": None,
"pnl": None}

if live_trading:
try:
order_id = kite.place_order(variety=kite.VARIETY_REGULAR,
exchange="NFO",
tradingsymbol=trade["trade_symbol"],
transaction_type=trade["trade_direction"],
quantity=trade["trade_qty"],
product=product_type,
order_type=kite.ORDER_TYPE_MARKET)
time.sleep(1)
while True:
try:
orderbook = pd.DataFrame(kite.orders())
trade["entry_price"] = list(orderbook[orderbook["order_id"] == order_id]["average_price"])[0]
break
except Exception as e:
time.sleep(1)
except Exception as e:
print("PlaceOrder Error :", e, "...", datetime.datetime.now().time())
trade["entry_price"] = 0
else:
while True:
try:
trade["entry_price"] = kite.ltp("NFO:"+trade["trade_symbol"])["NFO:"+trade["trade_symbol"]]["last_price"]
break
except Exception as e:
time.sleep(1)
print("Spot Ltp", list(spot_df["LTP"])[0], "...", datetime.datetime.now().time())
print("Trade Opened", trade["trade_symbol"], trade["trade_direction"], "QTY", trade["trade_qty"],
"@ Price", trade["entry_price"], "...", datetime.datetime.now().time())
print("-----")
trade_df = pd.concat([trade_df, pd.DataFrame({0: trade}).transpose()], ignore_index=True)

for i in trade_df.index:
if trade_df["status"][i] == "OPEN":
if trade_df["avoid_signal"][i] != list(spot_df["5min_SignalCandleTime"])[0] and \
trade_df["spot_breakout"][i] == "DOWN" and list(spot_df["5min_SignalCandleTime"])[0] is not None:
trade_df.loc[i, "avoid_signal"] = list(spot_df["5min_SignalCandleTime"])[0]
# print("Avoid 'Market Down' Signal Candle", trade_df["avoid_signal"][i].time())
if trade_df["avoid_signal"][i] != list(spot_df["15min_SignalCandleTime"])[0] and \
trade_df["spot_breakout"][i] == "UP" and list(spot_df["15min_SignalCandleTime"])[0] is not None:
trade_df.loc[i, "avoid_signal"] = list(spot_df["15min_SignalCandleTime"])[0]
# print("Avoid 'Market Up' Signal Candle", trade_df["avoid_signal"][i].time())
if trade_df["spot_entry_price"][i] != trade_df["spot_sl"][i] and \
list(spot_df["LTP"])[0] < trade_df["spot_entry_price"][i] - ((trade_df["spot_sl"][i] - trade_df["spot_entry_price"][i]) * risk_reward/2) and \
trade_df["spot_breakout"][i] == "DOWN":
trade_df.loc[i, "spot_sl"] = trade_df["spot_entry_price"][i]
print("Spot Ltp", list(spot_df["LTP"])[0], "...", datetime.datetime.now().time())
print("Trade Update", trade_df["trade_symbol"][i], "Spot SL Trailed to Break-even", "...", datetime.datetime.now().time())
print("-----")
if trade_df["spot_entry_price"][i] != trade_df["spot_sl"][i] and \
list(spot_df["LTP"])[0] > trade_df["spot_entry_price"][i] + ((trade_df["spot_entry_price"][i] - trade_df["spot_sl"][i]) * risk_reward/2) and \
trade_df["spot_breakout"][i] == "UP":
trade_df.loc[i, "spot_sl"] = trade_df["spot_entry_price"][i]
print("Spot Ltp", list(spot_df["LTP"])[0], "...", datetime.datetime.now().time())
print("Trade Update", trade_df["trade_symbol"][i], "Spot SL Trailed to Break-even", "...", datetime.datetime.now().time())
print("-----")
if (list(spot_df["LTP"])[0] > trade_df["spot_sl"][i] if trade_df["spot_breakout"][i] == "DOWN" else list(spot_df["LTP"])[0] < trade_df["spot_sl"][i]) or \
(list(spot_df["LTP"])[0] < trade_df["spot_target"][i] if trade_df["spot_breakout"][i] == "DOWN"
else list(spot_df["LTP"])[0] > trade_df["spot_target"][i]) or datetime.datetime.now().time() > square_off_time:
trade_df.loc[i, "status"] = "CLOSE"
trade_df.loc[i, "exit_time"] = datetime.datetime.now().time()
trade_df.loc[i, "spot_exit_price"] = list(spot_df["LTP"])[0]
if live_trading:
try:
if trade_df["entry_price"][i] == 0:
raise Exception("Entry Not Verified/Completed!!!!!")
order_id = kite.place_order(variety=kite.VARIETY_REGULAR,
exchange="NFO",
tradingsymbol=trade_df["trade_symbol"][i],
transaction_type="SELL" if trade_df["trade_direction"][i] == "BUY" else "BUY",
quantity=trade_df["trade_qty"][i],
product=product_type,
order_type=kite.ORDER_TYPE_MARKET)
time.sleep(1)
while True:
try:
orderbook = pd.DataFrame(kite.orders())
trade_df.loc[i, "exit_price"] = list(orderbook[orderbook["order_id"] == order_id]["average_price"])[0]
break
except Exception as e:
time.sleep(1)
except Exception as e:
print("PlaceOrder Error :", e, "...", datetime.datetime.now().time())
trade_df.loc[i, "exit_price"] = 0
else:
while True:
try:
trade_df.loc[i, "exit_price"] = kite.ltp("NFO:" + trade_df["trade_symbol"][i])[
"NFO:" + trade_df["trade_symbol"][i]]["last_price"]
break
except Exception as e:
time.sleep(1)
if trade_df["trade_direction"][i] == "BUY":
pnl = (trade_df["exit_price"][i] - trade_df["entry_price"][i]) * trade_df["trade_qty"][i]
else:
pnl = (trade_df["entry_price"][i] - trade_df["exit_price"][i]) * trade_df["trade_qty"][i]
trade_df.loc[i, "pnl"] = pnl
print("Spot Ltp", list(spot_df["LTP"])[0], "...", datetime.datetime.now().time())
print("Trade Closed", trade_df["trade_symbol"][i], "@ Price", trade_df["exit_price"][i], "PnL", round(pnl, 2), "...", datetime.datetime.now().time())
print("-----")

os.makedirs("Logs", exist_ok=True)

trade_df = trade_df.rename(columns={"trade_symbol": "Symbol", "trade_direction": "Direction", "trade_qty": "Qty", "spot_entry_price": "SpotEntryPrice",
"spot_exit_price": "SpotExitPrice", "entry_price": "EntryPrice",
"exit_price": "ExitPrice", "entry_time": "EntryTime", "exit_time": "ExitTime", "pnl": "PnL"})

trade_df = trade_df[['Symbol', 'Direction', 'Qty', 'SpotEntryPrice', 'SpotExitPrice', 'EntryPrice', 'ExitPrice', 'EntryTime', 'ExitTime', 'PnL']]
trade_df.to_csv(f"Logs/{datetime.datetime.now().date()}.csv")

print("-----Algo Stopped-----")
time.sleep(10)

rakeshr

but after a while (like an hour) sudden random trades are automatically placed in the zerodha kite mobile app. Is the kite.place_order thing not working?

place_order is working perfectly fine. Make sure, to debug your order placement logic. Can you DM the order_id of any such order?

Channagiri

i dont have any order_ids right now but where can i find the order_ids which got rejected in the past 2-3 days?

rakeshr

where can i find the order_ids which got rejected in the past 2-3 days?

Only current-day rejected orders is available in the orderbook APIs. For successful orders, you can visit to console.