algo to place order from excel

hii traders:

placing limit orders and waiting to get it filled can be frustrating
so we made this program
just enter the stock symbol , price and buy price in a excel ...
as soon as price reaches the level the program will automatically buy for us

1. it does not block your margin until the prices reaches ....
2. you can enter at best price levels... so eliminating emotional hurry to enter in a trade
3. no need to continuously watch the screen to keep checking if the price has reached
4. immediate order execution

from kiteconnect import KiteConnect
from kiteconnect import KiteTicker
from datetime import datetime, timedelta

import logging;
import openpyxl;
import datetime,time,os;

exel_data = {}
exel_data format :

kws = "";
kite = "";

def get_login(api_k,api_s):
global kws,kite;
kite = KiteConnect(api_key=api_k)

print("[*] Generate access Token : ",kite.login_url())
request_tkn = input("[*] Enter Your Request Token Here : ");

data = kite.generate_session(request_tkn, api_secret=api_s)
kws = KiteTicker(api_k, data["access_token"])

api_k = "xxxxxxxxxx";
api_s = "xxxxxxxxxxxxxxxxxx";

trd_capital = int(input("[*] Enter Trading Capital (eg. 10000, 25000) : "));
sltmp = float(input("[*] Enter Stoploss (eg. 2, 2.5) : "));
tptmp = float(input("[*] Enter Square Off (eg. 3, 3.5) : "));


def initialize_from_exel(ws):
i = 1;
sheet = openpyxl.load_workbook('buy.xlsx').active
while sheet.cell(i,1).value!=None:
d1 = (sheet.cell(i,1).value).split("/")
d1[1] = int(d1[1])
d2 = float(sheet.cell(i,2).value)
d3 = (sheet.cell(i,3).value)
d4 = (sheet.cell(i,4).value)

d4 = exel_data[d1[1]][3]
d5 = exel_data[d1[1]][4] #is trade is placed by program
exel_data[d1[1]] = [d1[0],d2,d3,True if d4==1 else False,d5]
except Exception as e:
print("[+] Adding ",d1[0]," to List")
exel_data[d1[1]] = [d1[0],d2,d3,True if d4==1 else False,True]


def do_buy_sell(instrument_token,company_data):
global exel_data;
global trd_capital,sltmp,tptmp;
global kite;

d = exel_data[instrument_token];
if d[2]=='BUY' and d[3] and d[4]:
quant = int(trd_capital//company_data['last_price']);
sl = sltmp/quant
tp = tptmp/quant
if d[1]>=company_data['last_price']: #buy
kite.place_order(tradingsymbol=d[0],price=company_data['last_price'],variety=kite.VARIETY_BO,exchange=kite.EXCHANGE_NSE,transaction_type=kite.TRANSACTION_TYPE_BUY,quantity=quant,squareoff=tp, stoploss=sl,order_type=kite.ORDER_TYPE_LIMIT,product=kite.PRODUCT_BO)
exel_data[instrument_token][4] = False;
print("BUY",quant," OF ",d[0]," ON TIME ",company_data['timestamp']," AT PRICE ",company_data['last_price']);

if d[2]=='SELL' and d[3] and d[4]:
quant = int(trd_capital//company_data['last_price']);
sl = sltmp/quant
tp = tptmp/quant
if d[1]<=company_data['last_price']: #sell
kite.place_order(tradingsymbol=d[0],price=company_data['last_price'],variety=kite.VARIETY_BO,exchange=kite.EXCHANGE_NSE,transaction_type=kite.TRANSACTION_TYPE_SELL,quantity=quant,squareoff=tp, stoploss=sl,order_type=kite.ORDER_TYPE_LIMIT,product=kite.PRODUCT_BO)
exel_data[instrument_token][4] = False;
print("SELL",quant," OF ",d[0]," ON TIME ",company_data['timestamp']," AT PRICE ",company_data['last_price']);

def on_ticks(ws, ticks):
global kite;

if int(time.time())%15==0:

for company_data in ticks:
except Exception as e:

def on_connect(ws, response):

# Assign the callbacks.

kws.on_ticks = on_ticks
kws.on_connect = on_connect


to make your custom strategies like this
reach us at
[email protected]
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