YHT_1.5_paisa_9_10_2020_version.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WuWORnAZt1vsG2o4V0v8Z9eXZ6c6Hant\n"
     ]
    }
   ],
   "source": [
    "# LOGIN\n",
    "import login\n",
    "from login import *"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#kite.orders()[-1]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#kite.positions()['net']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#kite.holdings()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#kite.margins(segment = 'equity')['available']['live_balance']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Today Date : 2020-10-09\n",
      "Yestreday Date : 2020-10-08\n",
      "last close : 73.37\n",
      "last high : 73.5\n",
      "last low : 73.32\n",
      "HL Range : 0.18\n",
      "My Margin : 85078.4\n",
      "Pivot Price : 73.37\n",
      "Full Quantity : 42\n",
      "Number of Steps : 7\n",
      "Price Difference Between One Trade : 0.025\n",
      "Quantity Difference Between One Trade : 6\n",
      "Last Buy Pivot Price : 73.195\n",
      "Last Sell Pivot Price : 73.545\n",
      "\n",
      "pivot_price : 73.37\n",
      "\n",
      "p1b : 73.345\n",
      "p2b : 73.32\n",
      "p3b : 73.295\n",
      "p4b : 73.27\n",
      "p5b : 73.245\n",
      "p6b : 73.22\n",
      "p7b : 73.195\n",
      "\n",
      "p1s : 73.395\n",
      "p2s : 73.42\n",
      "p3s : 73.445\n",
      "p4s : 73.47\n",
      "p5s : 73.495\n",
      "p6s : 73.52\n",
      "p7s : 73.545\n",
      "\n",
      "p1q : 6\n",
      "p2q : 12\n",
      "p3q : 18\n",
      "p4q : 24\n",
      "p5q : 30\n",
      "p6q : 36\n",
      "p7q : 42\n",
      "\n",
      "S Limit : 73.595\n",
      "B Limit : 73.145\n"
     ]
    }
   ],
   "source": [
    "#####################\n",
    "one_dollar_margin = 2000.0\n",
    "per_order_quant = 6\n",
    "initial_difference = 0.0000\n",
    "order_type = 'NRML' # MIS / NRML # NOT WORKING CURRENTLY\n",
    "symbol_ip = 'USDINR20OCTFUT'\n",
    "inst_token = 690691 # 690691(USD) / 690435(JPY)\n",
    "#####################\n",
    "\n",
    "import datetime\n",
    "interval='day'\n",
    "todaydt=datetime.date.today()\n",
    "hud_ago=todaydt-datetime.timedelta(days=10)\n",
    "to_date=datetime.date.isoformat(todaydt)\n",
    "\n",
    "from_date=datetime.date.isoformat(hud_ago)\n",
    "data = kite.historical_data(inst_token, from_date, to_date, interval, continuous=False)\n",
    "\n",
    "import pandas as pd\n",
    "mydata = pd.DataFrame(data)\n",
    "\n",
    "last_close = 123.0\n",
    "last_high = 123.0\n",
    "last_low = 123.0\n",
    "hl_range = 123.0\n",
    "\n",
    "from datetime import date\n",
    "\n",
    "today = date.today()\n",
    "\n",
    "print('Today Date : '+str(today))\n",
    "\n",
    "\n",
    "for i in range(len(mydata['date'])):\n",
    "    if(mydata['date'][i].date()==today-datetime.timedelta(days=1)):\n",
    "        print('Yestreday Date : '+str(mydata['date'][i].date()))\n",
    "        last_close = mydata['close'][i]\n",
    "        last_high = mydata['high'][i]\n",
    "        last_low = mydata['low'][i]\n",
    "        hl_range = last_high - last_low\n",
    "        \n",
    "print('last close : '+ str(last_close))\n",
    "print('last high : '+ str(last_high))\n",
    "print('last low : '+ str(last_low))\n",
    "print('HL Range : '+ str(round(hl_range,4)))\n",
    "\n",
    "mymargin = kite.margins(segment = 'equity')['available']['live_balance']\n",
    "#mymargin = 185777.23\n",
    "\n",
    "pivot_price = last_close\n",
    "\n",
    "fullquantity = int(mymargin / one_dollar_margin)\n",
    "num_of_steps = int(fullquantity / per_order_quant)\n",
    "\n",
    "difference = round(hl_range / num_of_steps,4)\n",
    "\n",
    "difference = round(0.0025 * round(difference /0.0025),4)\n",
    "\n",
    "last_buy_price = round(pivot_price -  difference*num_of_steps,4)\n",
    "last_sell_price = round(pivot_price +  difference*num_of_steps,4)\n",
    "\n",
    "print('My Margin : '+str(mymargin))\n",
    "print('Pivot Price : ' + str(pivot_price))\n",
    "print('Full Quantity : '+str(fullquantity))\n",
    "print('Number of Steps : '+str(num_of_steps))\n",
    "print('Price Difference Between One Trade : ' + str(difference))\n",
    "print('Quantity Difference Between One Trade : ' + str(per_order_quant))\n",
    "print('Last Buy Pivot Price : '+str(last_buy_price))\n",
    "print('Last Sell Pivot Price : '+str(last_sell_price))\n",
    "\n",
    "base=0.0025\n",
    "max_no_of_order = int(fullquantity / per_order_quant)\n",
    "total_parts = 2*max_no_of_order\n",
    "\n",
    "print()\n",
    "print('pivot_price : '+str(pivot_price))\n",
    "print()\n",
    "\n",
    "def calc_pivots():\n",
    "    for i in range(1,max_no_of_order+1):\n",
    "        globals()['p'+str(i)+'b'] = pivot_price - (initial_difference + i* difference)\n",
    "        globals()['p'+str(i)+'b'] = round(base * round(globals()['p'+str(i)+'b'] /base),4)\n",
    "        print('p'+str(i)+'b : '+str(globals()['p'+str(i)+'b']))\n",
    "\n",
    "    print()\n",
    "    for i in range(1,max_no_of_order+1):\n",
    "        globals()['p'+str(i)+'s'] = pivot_price + (initial_difference + i* difference)\n",
    "        globals()['p'+str(i)+'s'] = round(base * round(globals()['p'+str(i)+'s'] /base),4)\n",
    "        print('p'+str(i)+'s : '+str(globals()['p'+str(i)+'s']))\n",
    "\n",
    "    print()\n",
    "    for i in range(1,max_no_of_order+1):\n",
    "        globals()['p'+str(i)+'q'] = per_order_quant*i\n",
    "        print('p'+str(i)+'q : '+str(globals()['p'+str(i)+'q']))\n",
    "        \n",
    "    print()\n",
    "    print('S Limit : '+str(round(globals()['p'+str(max_no_of_order)+'s']+(2*difference),4)))\n",
    "    print('B Limit : '+str(round(globals()['p'+str(max_no_of_order)+'b']-(2*difference),4)))\n",
    "\n",
    "calc_pivots()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "myquantity = 0\n",
    "def getquant():\n",
    "    global myquantity\n",
    "    global order_type\n",
    "    global symbol_ip\n",
    "    allpos = kite.positions()['net']\n",
    "    for i in range(len(allpos)):\n",
    "        if(allpos[i]['tradingsymbol']==symbol_ip and  allpos[i]['product']== order_type):\n",
    "            myquantity = allpos[i]['quantity']\n",
    "            print('My Quantity : ' + str(allpos[i]['quantity']))\n",
    "\n",
    "getquant()\n",
    "\n",
    "stopbuy = False\n",
    "stopsell = False\n",
    "\n",
    "def placeneworder(quantdiff):\n",
    "    global stopbuy\n",
    "    global stopsell\n",
    "    global order_type\n",
    "    global symbol_ip\n",
    "    if(quantdiff>0 and stopbuy == False):\n",
    "        try:\n",
    "                order_id= kite.place_order(tradingsymbol=symbol_ip,\n",
    "                            exchange=kite.EXCHANGE_CDS,\n",
    "                            transaction_type=kite.TRANSACTION_TYPE_BUY,\n",
    "                            quantity=abs(quantdiff),\n",
    "                            order_type=kite.ORDER_TYPE_MARKET,\n",
    "                            variety = kite.VARIETY_REGULAR,\n",
    "                            product=kite.PRODUCT_MIS if order_type=='MIS' else kite.PRODUCT_NRML)\n",
    "                getquant()\n",
    "                stopsell = False\n",
    "        except Exception as e:\n",
    "            stopbuy = False\n",
    "            print(e)\n",
    "            getquant()\n",
    "    if(quantdiff<0 and stopsell == False):\n",
    "        try:\n",
    "                order_id= kite.place_order(tradingsymbol=symbol_ip,\n",
    "                            exchange=kite.EXCHANGE_CDS,\n",
    "                            transaction_type=kite.TRANSACTION_TYPE_SELL,\n",
    "                            quantity=abs(quantdiff),\n",
    "                            order_type=kite.ORDER_TYPE_MARKET,\n",
    "                            variety = kite.VARIETY_REGULAR,\n",
    "                            product=kite.PRODUCT_MIS if order_type=='MIS' else kite.PRODUCT_NRML)\n",
    "                getquant()\n",
    "                stopbuy = False\n",
    "        except Exception as e:\n",
    "            stopsell = True\n",
    "            print(e)\n",
    "            getquant()\n",
    "\n",
    "\n",
    "def ckqnt (orderprice,orderquant):\n",
    "    global myquantity\n",
    "    quantdiff = orderquant - myquantity\n",
    "    placeneworder(quantdiff)\n",
    "    return myquantity\n",
    "\n",
    "\n",
    "last_price = pivot_price\n",
    "\n",
    "def checkpivot(ltps):\n",
    "    global last_price\n",
    "    trade_quant = 0\n",
    "    \n",
    "    if(ltps > (globals()['p'+str(max_no_of_order)+'s']+(2*difference)) or ltps < (globals()['p'+str(max_no_of_order)+'b']-(2*difference))):\n",
    "        ckqnt(pivot_price,0)\n",
    "    \n",
    "    elif ((ltps>=(pivot_price-0.0025)) and (ltps<=(pivot_price+0.0025))):\n",
    "        ckqnt(pivot_price,0)\n",
    "        print('in pivot range')\n",
    "        \n",
    "    elif((globals()['p'+str(max_no_of_order)+'s']+(2*difference)-0.0025)>ltps>(globals()['p'+str(max_no_of_order)+'s'])):\n",
    "        ckqnt(globals()['p'+str(max_no_of_order)+'s'],-globals()['p'+str(max_no_of_order)+'q'])\n",
    "        \n",
    "    elif((globals()['p'+str(max_no_of_order)+'b']-(2*difference)+0.0025)<ltps<(globals()['p'+str(max_no_of_order)+'b'])):\n",
    "        ckqnt(globals()['p'+str(max_no_of_order)+'b'],globals()['p'+str(max_no_of_order)+'q'])\n",
    "        \n",
    "    else:\n",
    "        for i in range(1,int(total_parts/2)+1):\n",
    "\n",
    "            if(ltps<pivot_price):\n",
    "                trade_quant = globals()['p'+str(i)+'q']\n",
    "            elif(ltps>pivot_price):\n",
    "                trade_quant = -globals()['p'+str(i)+'q']\n",
    "\n",
    "            if ((ltps == globals()['p'+str(i)+'b'] or ltps == globals()['p'+str(i)+'s']) and ltps < last_price):\n",
    "                ckqnt(globals()['p'+str(i)+'b'],trade_quant)\n",
    "                print('==========' +'p'+str(i)+'b @ ' +str(ltps) + '==============' )\n",
    "                last_price=ltps\n",
    "\n",
    "            if ((ltps == globals()['p'+str(i)+'b'] or ltps == globals()['p'+str(i)+'s']) and ltps > last_price):\n",
    "                ckqnt(globals()['p'+str(i)+'s'],trade_quant)\n",
    "                print('==========' +'p'+str(i)+'s @ ' +str(ltps) + '==============' )\n",
    "                last_price=ltps"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "#!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!\n",
    "#              START TRADING             !\n",
    "#!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!\n",
    "\n",
    "import logging\n",
    "from kiteconnect import KiteTicker\n",
    "logging.basicConfig(level=logging.DEBUG)\n",
    "# kws = KiteTicker(\"w19o0chuo929jxkp\", \"eA5B5OJQNOtZ0OYihkBmYw7Ke3B9pmCC\")\n",
    "\n",
    "def on_ticks(ws, ticks):\n",
    "    global pivot_price\n",
    "    checkpivot(ticks[0]['last_price'])\n",
    "\n",
    "    pivot_price =round(base * round(ticks[0]['average_price']/base),4)\n",
    "    calc_pivots();\n",
    "    #print(hjhj)\n",
    "    #print('===========================')\n",
    "    #print()\n",
    "    #print(type(ticks[0]['last_price']))\n",
    "    print('==========================')\n",
    "    print( 'LTP : ' + str(ticks[0]['last_price']))\n",
    "    #print('==========================')\n",
    "    #print()\n",
    "\n",
    "def on_connect(ws, response):\n",
    "    global inst_token\n",
    "    ws.subscribe([inst_token])\n",
    "    ws.set_mode(ws.MODE_FULL, [inst_token])\n",
    "\n",
    "def on_close(ws, code, reason):\n",
    "    ws.stop()\n",
    "    \n",
    "def on_error(ws, code, reason):\n",
    "    logging.error(\"closed connection on error: {} {}\".format(code, reason))\n",
    "\n",
    "def on_noreconnect(ws):\n",
    "    logging.error(\"Reconnecting the websocket failed\")\n",
    "\n",
    "def on_reconnect(ws, attempt_count):\n",
    "    logging.debug(\"Reconnecting the websocket: {}\".format(attempt_count))\n",
    "\n",
    "#def on_order_update(ws, data):\n",
    "#    print(\"order update: \", data)\n",
    "\n",
    "kws.on_error = on_error\n",
    "kws.on_noreconnect = on_noreconnect\n",
    "kws.on_reconnect = on_reconnect\n",
    "#kws.on_order_update = on_order_update\n",
    "\n",
    "kws.on_ticks = on_ticks\n",
    "kws.on_connect = on_connect\n",
    "kws.on_close = on_close\n",
    "\n",
    "kws.connect()"
   ]
  },
  {
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   "cell_type": "code",
   "execution_count": null,
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   "source": [
    "order_id= kite.place_order(tradingsymbol=\"JPYINR20OCTFUT\",\n",
    "                        exchange=kite.EXCHANGE_CDS,\n",
    "                        transaction_type=kite.TRANSACTION_TYPE_BUY,\n",
    "                        quantity=50,\n",
    "                        order_type=kite.ORDER_TYPE_MARKET,\n",
    "                        variety = kite.VARIETY_AMO,\n",
    "                        product=kite.PRODUCT_NRML)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
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   "source": []
  },
  {
   "cell_type": "code",
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  },
  {
   "cell_type": "code",
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  },
  {
   "cell_type": "code",
   "execution_count": null,
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   "source": [
    "old_lst=[]\n",
    "interval='minute'\n",
    "todaydt=datetime.date.today()\n",
    "hud_ago=todaydt-datetime.timedelta(days=59)\n",
    "to_date=datetime.date.isoformat(todaydt)\n",
    "from_date=datetime.date.isoformat(hud_ago)\n",
    "\n",
    "for i2 in range(20):\n",
    "    new_lst = kite.historical_data(instrument_token, from_date, to_date, interval,continuous=False)\n",
    "    old_lst = new_lst + old_lst\n",
    "    todaydt=todaydt-datetime.timedelta(days=60)\n",
    "    hud_ago=hud_ago-datetime.timedelta(days=60)\n",
    "    to_date=datetime.date.isoformat(todaydt)\n",
    "    from_date=datetime.date.isoformat(hud_ago)\n",
    "    print(len(old_lst))"
   ]
  },
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