sample project

jainsiddharthjain

can i get a sample script/project which simply takes data from market feeders, and a simple strategy implemented to start with.

Thanks

Imran

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

benefits:
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

For any queries contact: [email protected]


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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 :
{instrument_token:[TIKER,price,"BUY/SELL",IsTradableBuySheet,IsTradableBuyProgram]}
"""

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)
kite.set_access_token(data["access_token"])
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) : "));

get_login(api_k,api_s);


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)

try:
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")
ws.subscribe([d1[1]])
ws.set_mode(ws.MODE_FULL,[d1[1]])
exel_data[d1[1]] = [d1[0],d2,d3,True if d4==1 else False,True]

i+=1;


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:
initialize_from_exel(ws);

for company_data in ticks:
try:
#print(company_data)
do_buy_sell(company_data['instrument_token'],company_data);
except Exception as e:
pass;



def on_connect(ws, response):
initialize_from_exel(ws);

# Assign the callbacks.

kws.on_ticks = on_ticks
kws.on_connect = on_connect

kws.connect()