YHT_2_paisa_12_2_2021_LIMIT.ipynb

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    "######## # AUTO LOGIN-1\n",
    "\n",
    "import login_hj\n",
    "from login_hj import *\n",
    "import pandas as pd"
   ]
  },
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    "### PARAMS\n",
    "\n",
    "# mymargin = 200000                 # 0=Calculated / other_number=Manual\n",
    "# one_dollar_margin = 1850     # (USD-MIS=984/NRML=1967)(GBP-MIS=1948/NRML=3895)(EUR-MIS=1313/NRML=2625)(JPY-MIS=1333/NRML=2667)\n",
    "\n",
    "# # start_price = 70.0000\n",
    "# # finish_price = 75.0000\n",
    "\n",
    "# difference = 0.2000          # 0=>Calculated / 0.2000=>Manual\n",
    "# per_order_quant = 10\n",
    "# pivot_price = 73.00\n",
    "\n",
    "order_type = 'NRML'           # MIS / NRML\n",
    "symbol_ip = 'USDINR21FEBFUT' # USDINR20OCTFUT / GBPINR20OCTFUT / EURINR20OCTFUT / JPYINR20OCTFUT\n",
    "inst_token = 326915          # 690691(USD) / 490755(GBP) / 278019(EUR) / 690435(JPY)\n",
    "\n",
    "# #############################################################################################################################\n",
    "\n",
    "# moving_pivot_on = False      # discarded\n",
    "# initial_difference = 0.00    # discarded\n",
    "# stoploss_on = False          # discarded\n",
    "# hl_range = 0                 # (Default=0.00)(USD=0.23)(GBP=?)(EUR=?)(JPY=?) # discarded\n",
    "# days_ago_data = 1            # Today Date - day_ago_data\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",
    "# from datetime import date\n",
    "# today = date.today()\n",
    "\n",
    "# print('Today Date : '+str(today))\n",
    "# yest_date =  mydata[-days_ago_data:][['date']].to_numpy()[0][0]\n",
    "# last_close =  mydata[-days_ago_data:][['close']].to_numpy()[0][0]\n",
    "# last_high =  mydata[-days_ago_data:][['high']].to_numpy()[0][0]\n",
    "# last_low =  mydata[-days_ago_data:][['low']].to_numpy()[0][0]\n",
    "# # hl_range = last_high - last_low\n",
    "# # hl_range = finish_price - start_price\n",
    "\n",
    "# print('Yestreday Date : '+str(yest_date))\n",
    "# print('Last Close : '+ str(last_close))\n",
    "# print('Last High : '+ str(last_high))\n",
    "# print('Last Low : '+ str(last_low))\n",
    "# # print('High Low Range : '+ str(round(hl_range,4)))\n",
    "\n",
    "# if(mymargin ==0):\n",
    "#     mymargin = round(kite.margins(segment = 'equity')['available']['live_balance'],4)\n",
    "# # mymargin = 185777.23\n",
    "\n",
    "# # pivot_price = last_close\n",
    "# # pivot_price = start_price\n",
    "\n",
    "# fullquantity = int(mymargin / one_dollar_margin)\n",
    "\n",
    "# num_of_steps = int(fullquantity / per_order_quant)\n",
    "\n",
    "# if(difference==0):\n",
    "#     difference = round(hl_range / num_of_steps,4)\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",
    "# print('Stoploss On ? : '+str(stoploss_on))\n",
    "# print('Moving Pivot On ? : '+str(moving_pivot_on))\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",
    "# upper_limit = 0.12\n",
    "# lower_limit = 0.12\n",
    "# def calc_pivots():\n",
    "#     global upper_limit, lower_limit\n",
    "\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",
    "#     print()\n",
    "    \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)+'q'] = per_order_quant*i\n",
    "#         print('p'+str(i)+'q : '+str(globals()['p'+str(i)+'q']))\n",
    "        \n",
    "#     print()\n",
    "#     upper_limit = round(((globals()['p'+str(max_no_of_order)+'s']) + hl_range*0.236),4)\n",
    "#     lower_limit = round(((globals()['p'+str(max_no_of_order)+'s']) - hl_range*0.236),4)\n",
    "#     print('Upper Limit : '+str(upper_limit))\n",
    "#     print('Lower Limit : '+str(lower_limit))\n",
    "# p0q = 0\n",
    "# calc_pivots()"
   ]
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   "source": [
    "ipcsv = pd.read_csv('./usd_qty_list.csv')\n",
    "ipcsv"
   ]
  },
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   "source": [
    "# ltp = 74.4\n",
    "\n",
    "# for one_price_incsv in ipcsv['price']:\n",
    "# #     print(one_price_incsv)\n",
    "#     if(one_price_incsv == ltp):\n",
    "#         dfdf = ipcsv.loc[ipcsv['price'] == one_price_incsv, 'qty'].to_numpy()[0]\n",
    "#         print('set qty : '+str(dfdf))"
   ]
  },
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   "source": [
    "# def place_init_order():\n",
    "#     for i  in range(1,max_no_of_order+1):\n",
    "#     #     print(globals()['p'+str(i)+'s'])\n",
    "#     #     print(globals()['p'+str(i)+'q'])\n",
    "#     #     print('q diff : '+str(globals()['p'+str(i-1)+'q'] - globals()['p'+str(i)+'q']))\n",
    "#         buydiff = globals()['p'+str(i)+'q'] - globals()['p'+str(i-1)+'q']\n",
    "#         selldiff = globals()['p'+str(i-1)+'q'] - globals()['p'+str(i)+'q']\n",
    "#         placeneworder(buydiff,globals()['p'+str(i)+'b'])\n",
    "#         placeneworder(selldiff,globals()['p'+str(i)+'s'])\n",
    "#         print()\n",
    "# place_init_order()"
   ]
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    "#####################\n",
    "# NORMAL RUN-2 of 3 #\n",
    "#####################\n",
    "\n",
    "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,price_ip):\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",
    "#                             price=price_ip,\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",
    "#                             price=price_ip,\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",
    "    '''ckqnt (orderprice,orderquant)'''\n",
    "    global myquantity\n",
    "    quantdiff = orderquant - myquantity\n",
    "    placeneworder(quantdiff,orderprice)\n",
    "    return myquantity\n",
    "\n",
    "\n",
    "# last_price = pivot_price\n",
    "\n",
    "# def checkpivot(ltps):\n",
    "#     '''checkpivot(ltps)'''\n",
    "#     global last_price, upper_limit, lower_limit\n",
    "#     trade_quant = 0\n",
    "    \n",
    "#     if((ltps > upper_limit or ltps < lower_limit) and stoploss_on ):\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(upper_limit>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",
    "#     else:\n",
    "#         for i in range(1,int(total_parts/2)+1):\n",
    "#             trade_quant = -globals()['p'+str(i)+'q']\n",
    "#             if (ltps == globals()['p'+str(i)+'s']):\n",
    "#                 ckqnt(globals()['p'+str(i)+'s'],trade_quant)\n",
    "#                 print('==========' +'p'+str(i)+'s @ ' +str(ltps) + '==============' )\n",
    "#                 last_price=ltps"
   ]
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    "#####################\n",
    "# NORMAL RUN-3 of 3 #\n",
    "#####################\n",
    "#################\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",
    "    \n",
    "    for one_price_incsv in ipcsv['price']:\n",
    "        if(one_price_incsv == ticks[0]['last_price']):\n",
    "            set_qty_csv = ipcsv.loc[ipcsv['price'] == one_price_incsv, 'qty'].to_numpy()[0]\n",
    "            if(myquantity != set_qty_csv):\n",
    "                ckqnt (0,set_qty_csv)\n",
    "                print('set qty : '+str(set_qty_csv))\n",
    "    \n",
    "#     checkpivot(ticks[0]['last_price'])\n",
    "\n",
    "\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",
    "\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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