API Reference¶

Submodules¶

integrate.connect module¶

This module contains the ConnectToIntegrate class which is used to connect to the Integrate API and login, get symbols and send requests.

Example:

from integrate import ConnectToIntegrate

# Create a ConnectToIntegrate object
c2i = ConnectToIntegrate()

# Login to Integrate
c2i.login(api_token="YOUR_API_TOKEN", api_secret="YOUR_API_SECRET")

# Get symbols
for symbol in c2i.symbols:
    print(symbol)

class integrate.connect.ConnectToIntegrate(login_url: str | None = None, base_url: str | None = None, timeout: int | None = None, logging: bool = False, proxies: dict[str, str] | None = None, ssl_verify: bool = True)¶

Bases: object

Definedge Securities Integrate Connection API class

Parameters:

login_url (str | None) – URL to use for login
base_url (str | None) – Base URL to use for API requests
timeout (int | None) – Maximum time (seconds) for which the API client will wait for a request to complete before it fails. Defaults to 10 seconds.
logging (bool) – Enable or disable logging. Defaults to False. If set to True, will print all requests and responses to logger.
proxies (dict[str, str] | None) – To set requests proxy. Required when the client’s requests are going through a proxy server. Check requests documentation for usage and examples.

EXCHANGE_TYPE_BFO = 'BFO'¶

EXCHANGE_TYPE_BSE = 'BSE'¶

EXCHANGE_TYPE_CDS = 'CDS'¶

EXCHANGE_TYPE_MCX = 'MCX'¶

EXCHANGE_TYPE_NFO = 'NFO'¶

EXCHANGE_TYPE_NSE = 'NSE'¶

GTT_CONDITION_LTP_ABOVE = 'LTP_ABOVE'¶

GTT_CONDITION_LTP_BELOW = 'LTP_BELOW'¶

ORDER_STATUS_CANCELLED = 'CANCELED'¶

ORDER_STATUS_COMPLETE = 'COMPLETE'¶

ORDER_STATUS_NEW = 'NEW'¶

ORDER_STATUS_OPEN = 'OPEN'¶

ORDER_STATUS_REJECTED = 'REJECTED'¶

ORDER_STATUS_REPLACED = 'REPLACED'¶

ORDER_TYPE_BUY = 'BUY'¶

ORDER_TYPE_SELL = 'SELL'¶

PRICE_TYPE_LIMIT = 'LIMIT'¶

PRICE_TYPE_MARKET = 'MARKET'¶

PRICE_TYPE_SL_LMT = 'SL-LIMIT'¶

PRICE_TYPE_SL_MKT = 'SL-MARKET'¶

PRODUCT_TYPE_CNC = 'CNC'¶

PRODUCT_TYPE_INTRADAY = 'INTRADAY'¶

PRODUCT_TYPE_NORMAL = 'NORMAL'¶

SUBSCRIPTION_TYPE_DEPTH = 'DEPTH'¶

SUBSCRIPTION_TYPE_ORDER = 'ORDER'¶

SUBSCRIPTION_TYPE_TICK = 'TICK'¶

TIMEFRAME_TYPE_DAY = 'day'¶

TIMEFRAME_TYPE_MIN = 'minute'¶

TIMEFRAME_TYPE_TICK = 'tick'¶

VALIDITY_TYPE_DAY = 'DAY'¶

VALIDITY_TYPE_EOS = 'EOS'¶

VALIDITY_TYPE_IOC = 'IOC'¶

get_session_keys() → tuple[str, str, str, str]¶

Get stored session keys

Returns:: The session keys
Return type:: tuple[str, str, str, str]

login(api_token: str, api_secret: str, totp: str | None = None) → None¶

Parameters:

api_token (str) – Your Definedge Securities API Token. Available at https://myaccount.definedgesecurities.com/mydetails -> Show My API Secret
api_secret (str) – Your Definedge Securities API Secret. Available at https://myaccount.definedgesecurities.com/mydetails -> Show My API Secret
totp (str | None) – Your 6-digit External TOTP for two-factor authentication. Enable at https://myaccount.definedgesecurities.com/security

send_request(route_prefix: str, route: str, method: str, url_params: dict[str, str] | None = None, json_params: dict[str, Any] | None = None, data_params: dict[str, Any] | None = None, query_params: dict[str, str] | None = None, extra_headers: dict[str, str] | None = None) → dict[str, Any]¶

Make an HTTP request.

Parameters:

route_prefix (str) – The prefix of the route
route (str) – The route
method (str) – The HTTP method
url_params (dict) – The URL parameters
json_params (dict) – The JSON parameters
data_params (dict) – The data parameters
query_params (dict) – The query parameters
extra_headers (dict) – The extra headers

Returns:

The response

Return type:

dict

set_session_keys(uid: str, actid: str, api_session_key: str, ws_session_key: str) → None¶

Store session keys

Parameters:

uid (str) – Your Definedge Securities login UCC id
actid (str) – Your Definedge Securities login account id
api_session_key (str) – Your Definedge Securities API session key
ws_session_key (str) – Your Definedge Securities WebSocket session key

property symbols: Generator[dict[str, str], None, None]¶

Download the master file for symbols and create a generator

Returns:: A generator of symbols
Return type:: Generator[dict[str, str], None, None]

integrate.data module¶

This module contains the IntegrateData class which is used to connect to the Integrate Data API and fetch historical data, quotes and security information.

Example:

from datetime import datetime

from integrate import ConnectToIntegrate, IntegrateData

c2i = ConnectToIntegrate()
c2i.login(api_token="YOUR_API_TOKEN", api_secret="YOUR_API_SECRET")

ic = IntegrateData(connect_to_integrate=c2i)

# Fetch historical data for a symbol
historical_data = ic.historical_data(
    exchange=c2i.EXCHANGE_TYPE_NSE,
    trading_symbol="ACC-EQ",
    timeframe=c2i.TIMEFRAME_TYPE_DAY,
    start=datetime.strptime("300620230915", "%d%m%Y%H%M"),
    end=datetime.strptime("300620231530", "%d%m%Y%H%M"),
)

# Fetch quotes for a symbol
quotes = ic.quotes(
    exchange=c2i.EXCHANGE_TYPE_NSE,
    trading_symbol="ACC-EQ",
)

# Fetch security information for a symbol
security_information = ic.security_information(
    exchange=c2i.EXCHANGE_TYPE_NSE,
    trading_symbol="ACC-EQ",
)

class integrate.data.IntegrateData(connect_to_integrate: ConnectToIntegrate, logging: bool = False)¶

Bases: object

Definedge Securities Integrate Data API class

Parameters:

connect_to_integrate (ConnectToIntegrate) – The connection object.
logging (bool) – Enable or disable logging. Defaults to False. If set to True, will print all requests and responses to logger.

historical_data(exchange: str, trading_symbol: str, timeframe: str, start: datetime, end: datetime) → Generator[dict[str, Any], None, None]¶

Retrieve historical data for an security.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
trading_symbol (str) – Trading symbol of the security.
timeframe (str) – Timeframe of the data. day or minute are supported.
start (datetime) – Start date of the data.
end (datetime) – End date of the data.

Returns:

Historical data for the security.

Return type:

Generator[dict[str, Any], None, None]

quotes(exchange: str, trading_symbol: str) → dict[str, Any]¶

Retrieve quotes for an security.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
trading_symbol (str) – Trading symbol of the security.

Returns:

Quote for the security.

Return type:

dict[str, Any]

security_information(exchange: str, trading_symbol: str) → dict[str, Any]¶

Retrieve details about an security.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
trading_symbol (str) – Trading symbol of the security.

Returns:

Details about the security.

Return type:

dict[str, Any]

integrate.orders module¶

This module contains the IntegrateOrders class which is used to connect to the Integrate Orders API and place orders, modify orders, cancel orders, get order book, get order status, get trade book, get positions, convert product type, place GTT order, modify GTT order, cancel GTT order.

Example:

from integrate import ConnectToIntegrate, IntegrateOrders

c2i = ConnectToIntegrate()
c2i.login(api_token="YOUR_API_TOKEN", api_secret="YOUR_API_SECRET")

io = IntegrateOrders(c2i)
io.place_order(
     exchange="NSE",
     order_type="BUY",
     price=0,
     price_type="MARKET",
     product_type="INTRADAY",
     quantity=1,
     tradingsymbol="ACC-EQ",
)
io.order(order_id="210630000000000")
io.orders()

class integrate.orders.IntegrateOrders(connect_to_integrate: ConnectToIntegrate, logging: bool = False)¶

Bases: object

Definedge Securities Integrate Orders API class

Parameters:

connect_to_integrate (ConnectToIntegrate) – The connection object.
logging (bool) – Enable or disable logging. Defaults to False. If set to True, will print all requests and responses to logger.

cancel_gtt_order(alert_id: str) → dict[str, Any]¶

Cancel a GTT order.

Parameters:: alert_id (str) – Alert id of the GTT order.
Returns:: Cancellation response details
Return type:: dict[str, Any]

cancel_oco_order(alert_id: str) → dict[str, Any]¶

Cancel a OCO order.

Parameters:: alert_id (str) – Alert id of the OCO order.
Returns:: Cancellation response details
Return type:: dict[str, Any]

cancel_order(order_id: str) → dict[str, Any]¶

Cancel an order.

Parameters:: order_id (str) – Order ID of the order to be cancelled.
Returns:: Cancellation response details
Return type:: dict[str, Any]

convert_position_product_type(exchange: str, order_type: str, previous_product: str, product_type: str, quantity: int, tradingsymbol: str, position_type: str = 'DAY') → dict[str, Any]¶

Convert an open position’s product type.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
previous_product (str) – Previous product type. Valid values are CNC, INTRADAY, NORMAL.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
position_type (str) – Position type. Valid values are DAY, IOC, EOS.

Returns:

The order details

Return type:

dict[str, Any]

gtt_orders() → dict[str, Any]¶

Get list of GTT orders.

Returns:: List of GTT orders.
Return type:: dict[str, Any]

holdings() → dict[str, Any]¶

Retrieve the list of holdings.

Returns:: List of holdings.
Return type:: dict[str, Any]

limits() → dict[str, Any]¶

Get account balance and cash margin details for all segments.

Returns:: Account balance and cash margin details for all segments.
Return type:: dict[str, Any]

margins(orders: list[dict[str, Any]]) → dict[str, Any]¶

Get margin for a list of orders.

Parameters:: orders (list[dict[str, str]]) – List of orders.
Returns:: Margin for a list of orders.
Return type:: dict[str, Any]

modify_gtt_order(exchange: str, alert_id: str, order_type: str, price: float, quantity: int, tradingsymbol: str, alert_price: float, condition: str) → dict[str, Any]¶

Modify a GTT order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
alert_id (str) – Alert id of the GTT order.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
alert_price (float) – Price at which alert is to be triggered.
condition (str) – Condition to be met. Valid values are LTP_BELOW, LTP_ABOVE.

Returns:

The order details

Return type:

dict[str, Any]

modify_oco_order(exchange: str, alert_id: str, order_type: str, tradingsymbol: str, stoploss_quantity: int, stoploss_price: float, target_quantity: int, target_price: float, remarks: str | None = None) → dict[str, Any]¶

Modify an OCO order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
alert_id (str) – Alert id of the OCO order.
order_type (str) – Order type. Valid values are BUY, SELL.
tradingsymbol (str) – Trading symbol of security to transact.
stoploss_quantity (int) – Quantity of stoploss order.
stoploss_price (float) – Price of stoploss order.
target_quantity (int) – Quantity of target order.
target_price (float) – Price of target order.
remarks (Union[str, None]) – Remarks if any.

Returns:

The order details

Return type:

dict[str, Any]

modify_order(exchange: str, order_id: str, order_type: str, price: float, price_type: str, product_type: str, quantity: int, tradingsymbol: str, amo: str | None = None, book_loss_price: float | None = None, book_profit_price: float | None = None, disclosed_quantity: int | None = None, market_protection: float | None = None, remarks: str | None = None, trailing_price: float | None = None, trigger_price: float | None = None, validity: str = 'DAY') → dict[str, Any]¶

Modify an open order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_id (str) – Order ID of the order to be modified.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed. Should be 0 for MARKET order.
price_type (str) – Price type. Valid values are MARKET, LIMIT, SL-MARKET, SL-LIMIT.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
amo (str) – If set to True, AMO order will be placed. Defaults to False.
book_loss_price (float) – Book loss price (Applicable only for Bracket orders).
book_profit_price (float) – Book profit price (Applicable only for Bracket orders).
disclosed_quantity (int) – Disclosed quantity for the order (Only for Equity and MCX).
market_protection (float) – Market protection percentage for the order (only for BSE and MCX).
remarks (str) – Remarks for the order.
trailing_price (float) – Trailing price for the order (Applicable only High Leverage product and Bracket order).
trigger_price (float) – Trigger price for the order (Applicable only for price_type, SL-MARKET or SL-LIMIT).
validity (str) – Validity for the order. Valid values are DAY, IOC, EOS. Defaults to DAY.

Returns:

The order details

Return type:

dict[str, Any]

order(order_id: str) → dict[str, Any]¶

Get status of a order.

Returns:: Order status.
Return type:: dict[str, Any]

orders() → dict[str, Any]¶

Get list of orders.

Returns:: List of orders.
Return type:: dict[str, Any]

place_gtt_order(exchange: str, order_type: str, price: float, quantity: int, tradingsymbol: str, alert_price: float, condition: str) → dict[str, Any]¶

Place a GTT order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
alert_price (float) – Price at which alert is to be triggered.
condition (str) – Condition to be met. Valid values are LTP_BELOW, LTP_ABOVE.

Returns:

The order details

Return type:

dict[str, Any]

place_oco_order(exchange: str, order_type: str, tradingsymbol: str, stoploss_quantity: int, stoploss_price: float, target_quantity: int, target_price: float, remarks: str | None = None) → dict[str, Any]¶

Place an OCO order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
tradingsymbol (str) – Trading symbol of security to transact.
stoploss_quantity (int) – Quantity of stoploss order.
stoploss_price (float) – Price of stoploss order.
target_quantity (int) – Quantity of target order.
target_price (float) – Price of target order.
remarks (Union[str, None]) – Remarks if any.

Returns:

The order details

Return type:

dict[str, Any]

place_order(exchange: str, order_type: str, price: float, price_type: str, product_type: str, quantity: int, tradingsymbol: str, algo_id: str, amo: str | None = None, book_loss_price: float | None = None, book_profit_price: float | None = None, disclosed_quantity: int | None = None, market_protection: float | None = None, remarks: str | None = None, trailing_price: float | None = None, trigger_price: float | None = None, validity: str = 'DAY') → dict[str, Any]¶

Place an order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed. Should be 0 for MARKET order.
price_type (str) – Price type. Valid values are MARKET, LIMIT, SL-MARKET, SL-LIMIT.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
algo_id – Algo Id for the order.
amo – If set to True, AMO order will be placed. Defaults to False.
book_loss_price – Book loss price (Applicable only for Bracket orders).
book_profit_price – Book profit price (Applicable only for Bracket orders).
disclosed_quantity – Disclosed quantity for the order (Only for Equity and MCX).
market_protection – Market protection percentage for the order (only for BSE and MCX).
remarks – Remarks for the order.
trailing_price – Trailing price for the order (Applicable only High Leverage product and Bracket order).
trigger_price – Trigger price for the order (Applicable only for price_type, SL-MARKET or SL-LIMIT).
validity – Validity for the order. Valid values are DAY, IOC, EOS. Defaults to DAY.

:type algo_id:str :type amo: str :type book_loss_price: float :type book_profit_price: float :type disclosed_quantity: int :type market_protection: float :type remarks: str :type trailing_price: float :type trigger_price: float :type validity: str :return: The order details :rtype: dict[str, Any]

positions() → dict[str, Any]¶

Retrieve the list of positions.

Returns:: List of positions.
Return type:: dict[str, Any]

slice_order(exchange: str, order_type: str, price: float, price_type: str, product_type: str, quantity: int, slices: int, tradingsymbol: str, amo: str | None = None, book_loss_price: float | None = None, book_profit_price: float | None = None, disclosed_quantity: int | None = None, market_protection: float | None = None, remarks: str | None = None, trailing_price: float | None = None, trigger_price: float | None = None, validity: str = 'DAY') → dict[str, Any]¶

Slice an order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed. Should be 0 for MARKET order.
price_type (str) – Price type. Valid values are MARKET, LIMIT, SL-MARKET, SL-LIMIT.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
slices (int) – Number of slices.
tradingsymbol (str) – Trading symbol of security to transact.
amo (str) – If set to True, AMO order will be placed. Defaults to False.
book_loss_price (float) – Book loss price (Applicable only for Bracket orders).
book_profit_price (float) – Book profit price (Applicable only for Bracket orders).
disclosed_quantity (int) – Disclosed quantity for the order (Only for Equity and MCX).
market_protection (float) – Market protection percentage for the order (only for BSE and MCX).
remarks (str) – Remarks for the order.
trailing_price (float) – Trailing price for the order (Applicable only High Leverage product and Bracket order).
trigger_price (float) – Trigger price for the order (Applicable only for price_type, SL-MARKET or SL-LIMIT).
validity (str) – Validity for the order. Valid values are DAY, IOC, EOS. Defaults to DAY.

Returns:

The order details

Return type:

dict[str, Any]

span_calculator(positions: list[dict[str, Any]]) → dict[str, Any]¶

Get span information for a list of positions.

Parameters:: positions (list[dict[str, str]]) – List of positions.
Returns:: Span information for a list of positions.
Return type:: dict[str, Any]

trades() → dict[str, Any]¶

Retrieve the list of trades executed.

Returns:: List of trades executed.
Return type:: dict[str, Any]

integrate.ws module¶

This module contains the IntegrateWebSocket class which is used to connect to the Integrate WebSocket API and subscribe to ticks, order updates and bid-ask depth updates.

Example:

from integrate import ConnectToIntegrate, IntegrateWebSocket

# Create a ConnectToIntegrate object
c2i = ConnectToIntegrate()

# Login to Integrate
c2i.login(api_token="YOUR_API_TOKEN", api_secret="YOUR_API_SECRET")

# Create an IntegrateWebSocket object
iws = IntegrateWebSocket(c2i)

# Connect to Integrate WebSocket server
iws.connect()

# Check if WebSocket connection is established
iws.is_connected()

# Subscribe to ticks
iws.subscribe(iws.c2i.SUBSCRIPTION_TYPE_TICK)

# Subscribe to order updates
iws.subscribe(iws.c2i.SUBSCRIPTION_TYPE_ORDER)

# Subscribe to bid-ask depth updates
iws.subscribe(iws.c2i.SUBSCRIPTION_TYPE_DEPTH)

# Unsubscribe from ticks
iws.unsubscribe(iws.c2i.SUBSCRIPTION_TYPE_TICK)

# Unsubscribe from order updates
iws.unsubscribe(iws.c2i.SUBSCRIPTION_TYPE_ORDER)

# Unsubscribe from bid-ask depth updates
iws.unsubscribe(iws.c2i.SUBSCRIPTION_TYPE_DEPTH)

# Resubscribe to all current subscribed tokens
iws.resubscribe()

# Stop reconnecting
iws.stop_retry()

# Stop the event loop
iws.stop()

class integrate.ws.IntegrateWebSocket(connect_to_integrate: ConnectToIntegrate, logging: bool = False)¶

Bases: object

WebSocket client for interacting with Definedge Securities’ streaming quotes, order and depth updates.

Parameters:

connect_to_integrate (ConnectToIntegrate) – The connection object.
logging (bool) – Enable or disable logging. Defaults to False.

Callbacks¶

IntegrateWebSocket.on_connect(): Called when a connection has been established.
IntegrateWebSocket.on_open(): Called when the initial WebSocket opening handshake was completed.
IntegrateWebSocket.on_login(): Called when the login is successful.
IntegrateWebSocket.on_close(): Called when the WebSocket connection has been closed.
IntegrateWebSocket.on_error(): Called when an error occurs.
IntegrateWebSocket.on_reconnection(): Called when a reconnection attempt is made.
IntegrateWebSocket.on_stop_reconnection(): Called when maxRetries have been made.
IntegrateWebSocket.on_exception(): Called when a Python exception occurs.
IntegrateWebSocket.on_tick_update(): Called when a tick is received.
IntegrateWebSocket.on_order_update(): Called when an order update is received.
IntegrateWebSocket.on_depth_update(): Called when a bid-ask depth update is received.
IntegrateWebSocket.on_acknowledgement(): Called when an request acknowledgement is received.

check_token_validity(tokens: list[tuple[str, str]]) → None¶

Check if the given list of security tokens are valid.

Parameters:: tokens (list[tuple[str, str]]) – List of security tokens to check.
Returns:: None

close(code: int | None = None, reason: str | None = None) → None¶

Close the WebSocket connection.

Parameters:

code (int) – The close code. Defaults to None.
reason (str) – The close reason. Defaults to None.

Returns:

None

close_on_exception(reason: str | None = None) → None¶

Close the WebSocket connection on exception.

Parameters:: reason (str) – The close reason. Defaults to None.
Returns:: None

connect(socket_url: str | None = None, daemonize: bool = False, reconnect: bool = True, reconnect_max_tries: int = 30, reconnect_max_delay: int = 60, connect_timeout: int = 30, ssl_verify: bool = True, proxy: dict[str, str] | None = None) → None¶

Establish a websocket connection with Definedge Securities Integrate.

Parameters:

socket_url (str) – The websocket URL to connect to. Defaults to wss://trade.definedgesecurities.com/NorenWSTRTP/.
daemonize (bool) – Indicates if the client should run a daemon. Defaults to False.
reconnect (bool) – Indicates if the client should auto reconnect. Defaults to True.
reconnect_max_tries (int) – Maximum number of retries before it stops reconnecting. Defaults to 30.
reconnect_max_delay (int) – Maximum delay after which subsequent reconnection delay will become constant. Defaults to 60.
connect_timeout (int) – Maximum time (seconds) for which the API client will wait for a request to complete before it fails. Defaults to 30 seconds.
ssl_verify (bool) – Enable or disable SSL verification. Defaults to True.
proxy (dict[str, str]) – Proxy URL. Defaults to None.

is_connected() → bool¶

Check if WebSocket connection is established.

Returns:: True if connection is established, else False.

login() → None¶

Returns:: None

on_acknowledgement(iws: IntegrateWebSocket, ack: dict[str, Any]) → None¶

Callback function called when the WebSocket connection receives an acknowledgement.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
ack (dict) – The acknowledgement.

Returns:

None

on_close(iws: IntegrateWebSocket, code: int, reason: str) → None¶

Callback function called when the WebSocket connection is closed. To stop reconnection, use stop method as shown in the example below.

def on_close(iws: IntegrateWebSocket, code: int, reason: str) -> None:
    iws.stop() # this will stop reconnection

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
code (int) – The close code.
reason (str) – The close reason.

Returns:

None

Note:

RFC6455 defines the status codes on connection close.

on_connect(iws: IntegrateWebSocket, response: ConnectionResponse) → None¶

Callback function called when the WebSocket connection is established.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
response (ConnectionResponse) – The ConnectionResponse instance.

Returns:

None

on_depth_update(iws: IntegrateWebSocket, depth: dict[str, str]) → None¶

Callback function called when the WebSocket connection receives a depth update.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
depth (dict) – The depth update.

Returns:

None

on_error(iws: IntegrateWebSocket, code: int, reason: str) → None¶

Callback function called when the WebSocket connection encounters an error.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
code (int) – The error code.
reason (str) – The error reason.

Returns:

None

Note:

RFC6455 defines the status codes on connection close.

on_exception(iws: IntegrateWebSocket, e: Exception) → None¶

Callback function called when a Python exception occurs.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
e (Exception) – The exception.

Returns:

None

on_login(iws: IntegrateWebSocket) → None¶

Callback function called when the WebSocket connection is logged in.

Parameters:: iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
Returns:: None

on_open(iws: IntegrateWebSocket) → None¶

Callback function called when the WebSocket connection is opened.

Parameters:: iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
Returns:: None

on_order_update(iws: IntegrateWebSocket, order: dict[str, str]) → None¶

Callback function called when the WebSocket connection receives an order update.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
order (dict) – The order update.

Returns:

None

on_reconnection(iws: IntegrateWebSocket, retries: int) → None¶

Callback function called when the WebSocket connection is reconnected.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
retries (int) – The number of retries.

Returns:

None

on_stop_reconnection(iws: IntegrateWebSocket) → None¶

Callback function called when the WebSocket connection stops retrying to reconnect.

Parameters:: iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
Returns:: None

on_tick_update(iws: IntegrateWebSocket, tick: dict[str, str]) → None¶

Callback function called when the WebSocket connection receives a tick update.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
tick (dict) – The tick update.

Returns:

None

resubscribe() → None¶

Resubscribe to all current subscribed tokens.

Returns:: None

stop() → None¶

Stop the event loop.

Returns:: None
Note:: Should be used if main thread has to be closed in on_close method. Reconnection cannot happen after this method is used.

stop_retry() → None¶

Stop auto retry when it is in progress.

Returns:: None

subscribe(subscription_type: str, tokens: list[tuple[str, str]] | None = None) → None¶

Subscribe to a list of security tokens.

Parameters:

subscription_type (str) – The subscription type. Valid values are TICK, ORDER and DEPTH.
tokens (list[tuple[str, str]]) – List of security tokens to subscribe to. Defaults to None.

Returns:

None

unsubscribe(unsubscription_type: str, tokens: list[tuple[str, str]] | None = None) → None¶

Unsubscribe the given list of security tokens.

Parameters:

unsubscription_type (str) – The unsubscription type. Valid values are TICK, ORDER and DEPTH.
tokens (list[tuple[str, str]]) – List of security tokens to unsubscribe from. Defaults to None.

Returns:

None

class integrate.ws.IntegrateWebSocketClientFactory(*args, **kwargs)¶

Bases: WebSocketClientFactory, ReconnectingClientFactory

Definedge Securities Integrate autobahn WebSocket client factory to implement auto reconnection.

Parameters:: reconnect (bool) – Flag indicating whether to reconnect on connection lost.
Returns:: None

Auto reconnection is enabled by default and it can be disabled by passing IntegrateWebSocket.reconnect = False in IntegrateWebSocket.connect(). Reconnection cannot happen if the event loop is terminated using IntegrateWebSocket.stop() method inside IntegrateWebSocket.on_close() callback.

Auto reconnection is based on Exponential backoff algorithm in which next retry delay will be increased exponentially. IntegrateWebSocket.reconnect_max_delay and IntegrateWebSocket.reconnect_max_tries params can be used to tweak the algorithm where: - reconnect_max_delay is the maximum delay after which subsequent reconnection delay will become constant and - reconnect_max_tries is maximum number of retries before it quits reconnection.

For example if reconnect_max_delay is 60 seconds and reconnect_max_tries is 30 then the first reconnection delay starts from minimum delay which is 2 seconds and keep increasing up to 60 seconds after which it becomes constant and when reconnection attempt is reached upto 30 then it stops reconnecting.

IntegrateWebSocket.stop_retry() can be used to stop ongoing reconnect attempts
IntegrateWebSocket.on_reconnection() callback will be called with current reconnect attempt
IntegrateWebSocket.on_stop_reconnection() is called when reconnection attempts reaches max retries.

Reference:

clientConnectionFailed(connector: BaseConnector, reason: Failure) → None¶

Called when a connection has failed to connect.

Parameters:

connector (BaseConnector) – The connector that has failed.
reason (Failure) – The reason for the failure.

Returns:

None

clientConnectionLost(connector: BaseConnector, reason: Failure) → None¶

Called when an established connection is lost.

Parameters:

connector (BaseConnector) – The connector that has lost connection.
reason (Failure) – The reason for the lost connection.

Returns:

None

is_reconnection: bool = False¶

logging: bool = False¶

on_close(code: int, reason: str) → None¶

Callback stub for IntegrateWebSocket after onClose.

Parameters:

code (int) – Close status code.
reason (str) – Close reason.

Returns:

None

on_connect(protocol: IntegrateWebSocketClientProtocol, response: ConnectionResponse) → None¶

Callback stub for IntegrateWebSocket after onConnect.

Parameters:

protocol (IntegrateWebSocketClientProtocol) – The WebSocket protocol instance.
response (ConnectionResponse) – The HTTP response.

Returns:

None

on_error(code: int, reason: str) → None¶

Callback stub for IntegrateWebSocket when an error occurs.

Parameters:

code (int) – Close status code.
reason (str) – Close reason.

Returns:

None

on_message(payload: bytes, is_binary: bool) → None¶

Callback stub for IntegrateWebSocket after onMessage.

Parameters:

payload (bytes) – The WebSocket message payload.
is_binary (bool) – Flag indicating whether the payload is binary or not.

Returns:

None

on_open() → None¶

Callback stub for IntegrateWebSocket after onOpen.

Returns:: None

on_reconnection(retries: int) → None¶

Callback stub for IntegrateWebSocket on reconnection.

Parameters:: retries (int) – The number of retries made.
Returns:: None

on_stop_reconnection() → None¶

Callback stub for IntegrateWebSocket if maxRetries have been made.

Returns:: None

protocol¶: alias of IntegrateWebSocketClientProtocol

startedConnecting(connector: BaseConnector) → None¶

Called when a connection has been started. Stop trying to connect to server if maxRetries have been made.

Parameters:: connector (BaseConnector) – The connector that has started.
Returns:: None

class integrate.ws.IntegrateWebSocketClientProtocol¶

Bases: WebSocketClientProtocol

Definedge Securities Integrate autobahn WebSocket protocol to specify the behavior of the client.

Reference:

onClose(wasClean: bool, code: int, reason: str) → None¶

Callback fired when the WebSocket connection has been closed.

Parameters:

wasClean (bool) – Flag indicating whether the connection was closed cleanly or not.
code (int) – Close status code.
reason (str) – Close reason.

Returns:

None

Note:

RFC6455 defines the status codes on connection close

onConnect(response: ConnectionResponse) → None¶

Callback fired during WebSocket opening handshake when a client connects to a server.

Parameters:: response (ConnectionResponse) – The connection response.
Returns:: None

onMessage(payload: bytes, isBinary: bool) → None¶

Callback fired when a complete WebSocket message was received.

Parameters:

payload (bytes) – The WebSocket message received.
isBinary (bool) – Flag indicating whether payload is binary or UTF-8 encoded text.

Returns:

None

onOpen() → None¶

Callback fired when the initial WebSocket opening handshake was completed.

Returns:: None

Module contents¶

class integrate.ConnectToIntegrate(login_url: str | None = None, base_url: str | None = None, timeout: int | None = None, logging: bool = False, proxies: dict[str, str] | None = None, ssl_verify: bool = True)¶

Bases: object

Definedge Securities Integrate Connection API class

Parameters:

login_url (str | None) – URL to use for login
base_url (str | None) – Base URL to use for API requests
timeout (int | None) – Maximum time (seconds) for which the API client will wait for a request to complete before it fails. Defaults to 10 seconds.
logging (bool) – Enable or disable logging. Defaults to False. If set to True, will print all requests and responses to logger.
proxies (dict[str, str] | None) –
To set requests proxy. Required when the client’s requests are going through a proxy server. Check requests documentation for usage and examples.

EXCHANGE_TYPE_BFO = 'BFO'¶

EXCHANGE_TYPE_BSE = 'BSE'¶

EXCHANGE_TYPE_CDS = 'CDS'¶

EXCHANGE_TYPE_MCX = 'MCX'¶

EXCHANGE_TYPE_NFO = 'NFO'¶

EXCHANGE_TYPE_NSE = 'NSE'¶

GTT_CONDITION_LTP_ABOVE = 'LTP_ABOVE'¶

GTT_CONDITION_LTP_BELOW = 'LTP_BELOW'¶

ORDER_STATUS_CANCELLED = 'CANCELED'¶

ORDER_STATUS_COMPLETE = 'COMPLETE'¶

ORDER_STATUS_NEW = 'NEW'¶

ORDER_STATUS_OPEN = 'OPEN'¶

ORDER_STATUS_REJECTED = 'REJECTED'¶

ORDER_STATUS_REPLACED = 'REPLACED'¶

ORDER_TYPE_BUY = 'BUY'¶

ORDER_TYPE_SELL = 'SELL'¶

PRICE_TYPE_LIMIT = 'LIMIT'¶

PRICE_TYPE_MARKET = 'MARKET'¶

PRICE_TYPE_SL_LMT = 'SL-LIMIT'¶

PRICE_TYPE_SL_MKT = 'SL-MARKET'¶

PRODUCT_TYPE_CNC = 'CNC'¶

PRODUCT_TYPE_INTRADAY = 'INTRADAY'¶

PRODUCT_TYPE_NORMAL = 'NORMAL'¶

SUBSCRIPTION_TYPE_DEPTH = 'DEPTH'¶

SUBSCRIPTION_TYPE_ORDER = 'ORDER'¶

SUBSCRIPTION_TYPE_TICK = 'TICK'¶

TIMEFRAME_TYPE_DAY = 'day'¶

TIMEFRAME_TYPE_MIN = 'minute'¶

TIMEFRAME_TYPE_TICK = 'tick'¶

VALIDITY_TYPE_DAY = 'DAY'¶

VALIDITY_TYPE_EOS = 'EOS'¶

VALIDITY_TYPE_IOC = 'IOC'¶

actid: str¶

api_session_key: str¶

base_url: str¶

exchange_types: list[str]¶

get_session_keys() → tuple[str, str, str, str]¶

Get stored session keys

Returns:: The session keys
Return type:: tuple[str, str, str, str]

gtt_condition_types: list[str]¶

login(api_token: str, api_secret: str, totp: str | None = None) → None¶

Parameters:

api_token (str) – Your Definedge Securities API Token. Available at https://myaccount.definedgesecurities.com/mydetails -> Show My API Secret
api_secret (str) – Your Definedge Securities API Secret. Available at https://myaccount.definedgesecurities.com/mydetails -> Show My API Secret
totp (str | None) – Your 6-digit External TOTP for two-factor authentication. Enable at https://myaccount.definedgesecurities.com/security

login_url: str¶

order_types: list[str]¶

price_types: list[str]¶

product_types: list[str]¶

Make an HTTP request.

Parameters:

route_prefix (str) – The prefix of the route
route (str) – The route
method (str) – The HTTP method
url_params (dict) – The URL parameters
json_params (dict) – The JSON parameters
data_params (dict) – The data parameters
query_params (dict) – The query parameters
extra_headers (dict) – The extra headers

Returns:

The response

Return type:

dict

session_expired_callback: Callable[[], None] | None¶

set_session_keys(uid: str, actid: str, api_session_key: str, ws_session_key: str) → None¶

Store session keys

Parameters:

uid (str) – Your Definedge Securities login UCC id
actid (str) – Your Definedge Securities login account id
api_session_key (str) – Your Definedge Securities API session key
ws_session_key (str) – Your Definedge Securities WebSocket session key

subscription_types: list[str]¶

property symbols: Generator[dict[str, str], None, None]¶

Download the master file for symbols and create a generator

Returns:: A generator of symbols
Return type:: Generator[dict[str, str], None, None]

timeframe_types: list[str]¶

uid: str¶

ws_session_key: str¶

class integrate.IntegrateData(connect_to_integrate: ConnectToIntegrate, logging: bool = False)¶

Bases: object

Definedge Securities Integrate Data API class

Parameters:

connect_to_integrate (ConnectToIntegrate) – The connection object.
logging (bool) – Enable or disable logging. Defaults to False. If set to True, will print all requests and responses to logger.

historical_data(exchange: str, trading_symbol: str, timeframe: str, start: datetime, end: datetime) → Generator[dict[str, Any], None, None]¶

Retrieve historical data for an security.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
trading_symbol (str) – Trading symbol of the security.
timeframe (str) – Timeframe of the data. day or minute are supported.
start (datetime) – Start date of the data.
end (datetime) – End date of the data.

Returns:

Historical data for the security.

Return type:

Generator[dict[str, Any], None, None]

quotes(exchange: str, trading_symbol: str) → dict[str, Any]¶

Retrieve quotes for an security.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
trading_symbol (str) – Trading symbol of the security.

Returns:

Quote for the security.

Return type:

dict[str, Any]

security_information(exchange: str, trading_symbol: str) → dict[str, Any]¶

Retrieve details about an security.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
trading_symbol (str) – Trading symbol of the security.

Returns:

Details about the security.

Return type:

dict[str, Any]

class integrate.IntegrateOrders(connect_to_integrate: ConnectToIntegrate, logging: bool = False)¶

Bases: object

Definedge Securities Integrate Orders API class

Parameters:

connect_to_integrate (ConnectToIntegrate) – The connection object.
logging (bool) – Enable or disable logging. Defaults to False. If set to True, will print all requests and responses to logger.

cancel_gtt_order(alert_id: str) → dict[str, Any]¶

Cancel a GTT order.

Parameters:: alert_id (str) – Alert id of the GTT order.
Returns:: Cancellation response details
Return type:: dict[str, Any]

cancel_oco_order(alert_id: str) → dict[str, Any]¶

Cancel a OCO order.

Parameters:: alert_id (str) – Alert id of the OCO order.
Returns:: Cancellation response details
Return type:: dict[str, Any]

cancel_order(order_id: str) → dict[str, Any]¶

Cancel an order.

Parameters:: order_id (str) – Order ID of the order to be cancelled.
Returns:: Cancellation response details
Return type:: dict[str, Any]

Convert an open position’s product type.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
previous_product (str) – Previous product type. Valid values are CNC, INTRADAY, NORMAL.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
position_type (str) – Position type. Valid values are DAY, IOC, EOS.

Returns:

The order details

Return type:

dict[str, Any]

gtt_orders() → dict[str, Any]¶

Get list of GTT orders.

Returns:: List of GTT orders.
Return type:: dict[str, Any]

holdings() → dict[str, Any]¶

Retrieve the list of holdings.

Returns:: List of holdings.
Return type:: dict[str, Any]

limits() → dict[str, Any]¶

Get account balance and cash margin details for all segments.

Returns:: Account balance and cash margin details for all segments.
Return type:: dict[str, Any]

margins(orders: list[dict[str, Any]]) → dict[str, Any]¶

Get margin for a list of orders.

Parameters:: orders (list[dict[str, str]]) – List of orders.
Returns:: Margin for a list of orders.
Return type:: dict[str, Any]

modify_gtt_order(exchange: str, alert_id: str, order_type: str, price: float, quantity: int, tradingsymbol: str, alert_price: float, condition: str) → dict[str, Any]¶

Modify a GTT order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
alert_id (str) – Alert id of the GTT order.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
alert_price (float) – Price at which alert is to be triggered.
condition (str) – Condition to be met. Valid values are LTP_BELOW, LTP_ABOVE.

Returns:

The order details

Return type:

dict[str, Any]

Modify an OCO order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
alert_id (str) – Alert id of the OCO order.
order_type (str) – Order type. Valid values are BUY, SELL.
tradingsymbol (str) – Trading symbol of security to transact.
stoploss_quantity (int) – Quantity of stoploss order.
stoploss_price (float) – Price of stoploss order.
target_quantity (int) – Quantity of target order.
target_price (float) – Price of target order.
remarks (Union[str, None]) – Remarks if any.

Returns:

The order details

Return type:

dict[str, Any]

Modify an open order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_id (str) – Order ID of the order to be modified.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed. Should be 0 for MARKET order.
price_type (str) – Price type. Valid values are MARKET, LIMIT, SL-MARKET, SL-LIMIT.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
amo (str) – If set to True, AMO order will be placed. Defaults to False.
book_loss_price (float) – Book loss price (Applicable only for Bracket orders).
book_profit_price (float) – Book profit price (Applicable only for Bracket orders).
disclosed_quantity (int) – Disclosed quantity for the order (Only for Equity and MCX).
market_protection (float) – Market protection percentage for the order (only for BSE and MCX).
remarks (str) – Remarks for the order.
trailing_price (float) – Trailing price for the order (Applicable only High Leverage product and Bracket order).
trigger_price (float) – Trigger price for the order (Applicable only for price_type, SL-MARKET or SL-LIMIT).
validity (str) – Validity for the order. Valid values are DAY, IOC, EOS. Defaults to DAY.

Returns:

The order details

Return type:

dict[str, Any]

order(order_id: str) → dict[str, Any]¶

Get status of a order.

Returns:: Order status.
Return type:: dict[str, Any]

orders() → dict[str, Any]¶

Get list of orders.

Returns:: List of orders.
Return type:: dict[str, Any]

place_gtt_order(exchange: str, order_type: str, price: float, quantity: int, tradingsymbol: str, alert_price: float, condition: str) → dict[str, Any]¶

Place a GTT order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
alert_price (float) – Price at which alert is to be triggered.
condition (str) – Condition to be met. Valid values are LTP_BELOW, LTP_ABOVE.

Returns:

The order details

Return type:

dict[str, Any]

Place an OCO order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
tradingsymbol (str) – Trading symbol of security to transact.
stoploss_quantity (int) – Quantity of stoploss order.
stoploss_price (float) – Price of stoploss order.
target_quantity (int) – Quantity of target order.
target_price (float) – Price of target order.
remarks (Union[str, None]) – Remarks if any.

Returns:

The order details

Return type:

dict[str, Any]

Place an order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed. Should be 0 for MARKET order.
price_type (str) – Price type. Valid values are MARKET, LIMIT, SL-MARKET, SL-LIMIT.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
tradingsymbol (str) – Trading symbol of security to transact.
algo_id – Algo Id for the order.
amo – If set to True, AMO order will be placed. Defaults to False.
book_loss_price – Book loss price (Applicable only for Bracket orders).
book_profit_price – Book profit price (Applicable only for Bracket orders).
disclosed_quantity – Disclosed quantity for the order (Only for Equity and MCX).
market_protection – Market protection percentage for the order (only for BSE and MCX).
remarks – Remarks for the order.
trailing_price – Trailing price for the order (Applicable only High Leverage product and Bracket order).
trigger_price – Trigger price for the order (Applicable only for price_type, SL-MARKET or SL-LIMIT).
validity – Validity for the order. Valid values are DAY, IOC, EOS. Defaults to DAY.

positions() → dict[str, Any]¶

Retrieve the list of positions.

Returns:: List of positions.
Return type:: dict[str, Any]

Slice an order.

Parameters:

exchange (str) – Exchange in which security is listed. Currently NSE, BSE, NFO, CDS, MCX are supported.
order_type (str) – Order type. Valid values are BUY, SELL.
price (float) – Price at which order is to be placed. Should be 0 for MARKET order.
price_type (str) – Price type. Valid values are MARKET, LIMIT, SL-MARKET, SL-LIMIT.
product_type (str) – Product type. Valid values are CNC, INTRADAY, NORMAL.
quantity (int) – Quantity to transact.
slices (int) – Number of slices.
tradingsymbol (str) – Trading symbol of security to transact.
amo (str) – If set to True, AMO order will be placed. Defaults to False.
book_loss_price (float) – Book loss price (Applicable only for Bracket orders).
book_profit_price (float) – Book profit price (Applicable only for Bracket orders).
disclosed_quantity (int) – Disclosed quantity for the order (Only for Equity and MCX).
market_protection (float) – Market protection percentage for the order (only for BSE and MCX).
remarks (str) – Remarks for the order.
trailing_price (float) – Trailing price for the order (Applicable only High Leverage product and Bracket order).
trigger_price (float) – Trigger price for the order (Applicable only for price_type, SL-MARKET or SL-LIMIT).
validity (str) – Validity for the order. Valid values are DAY, IOC, EOS. Defaults to DAY.

Returns:

The order details

Return type:

dict[str, Any]

span_calculator(positions: list[dict[str, Any]]) → dict[str, Any]¶

Get span information for a list of positions.

Parameters:: positions (list[dict[str, str]]) – List of positions.
Returns:: Span information for a list of positions.
Return type:: dict[str, Any]

trades() → dict[str, Any]¶

Retrieve the list of trades executed.

Returns:: List of trades executed.
Return type:: dict[str, Any]

class integrate.IntegrateWebSocket(connect_to_integrate: ConnectToIntegrate, logging: bool = False)¶

Bases: object

WebSocket client for interacting with Definedge Securities’ streaming quotes, order and depth updates.

Parameters:

connect_to_integrate (ConnectToIntegrate) – The connection object.
logging (bool) – Enable or disable logging. Defaults to False.

Callbacks¶

IntegrateWebSocket.on_connect(): Called when a connection has been established.
IntegrateWebSocket.on_open(): Called when the initial WebSocket opening handshake was completed.
IntegrateWebSocket.on_login(): Called when the login is successful.
IntegrateWebSocket.on_close(): Called when the WebSocket connection has been closed.
IntegrateWebSocket.on_error(): Called when an error occurs.
IntegrateWebSocket.on_reconnection(): Called when a reconnection attempt is made.
IntegrateWebSocket.on_stop_reconnection(): Called when maxRetries have been made.
IntegrateWebSocket.on_exception(): Called when a Python exception occurs.
IntegrateWebSocket.on_tick_update(): Called when a tick is received.
IntegrateWebSocket.on_order_update(): Called when an order update is received.
IntegrateWebSocket.on_depth_update(): Called when a bid-ask depth update is received.
IntegrateWebSocket.on_acknowledgement(): Called when an request acknowledgement is received.

check_token_validity(tokens: list[tuple[str, str]]) → None¶

Check if the given list of security tokens are valid.

Parameters:: tokens (list[tuple[str, str]]) – List of security tokens to check.
Returns:: None

close(code: int | None = None, reason: str | None = None) → None¶

Close the WebSocket connection.

Parameters:

code (int) – The close code. Defaults to None.
reason (str) – The close reason. Defaults to None.

Returns:

None

close_on_exception(reason: str | None = None) → None¶

Close the WebSocket connection on exception.

Parameters:: reason (str) – The close reason. Defaults to None.
Returns:: None

Establish a websocket connection with Definedge Securities Integrate.

Parameters:

socket_url (str) – The websocket URL to connect to. Defaults to wss://trade.definedgesecurities.com/NorenWSTRTP/.
daemonize (bool) – Indicates if the client should run a daemon. Defaults to False.
reconnect (bool) – Indicates if the client should auto reconnect. Defaults to True.
reconnect_max_tries (int) – Maximum number of retries before it stops reconnecting. Defaults to 30.
reconnect_max_delay (int) – Maximum delay after which subsequent reconnection delay will become constant. Defaults to 60.
connect_timeout (int) – Maximum time (seconds) for which the API client will wait for a request to complete before it fails. Defaults to 30 seconds.
ssl_verify (bool) – Enable or disable SSL verification. Defaults to True.
proxy (dict[str, str]) – Proxy URL. Defaults to None.

is_connected() → bool¶

Check if WebSocket connection is established.

Returns:: True if connection is established, else False.

login() → None¶

Returns:: None

on_acknowledgement(iws: IntegrateWebSocket, ack: dict[str, Any]) → None¶

Callback function called when the WebSocket connection receives an acknowledgement.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
ack (dict) – The acknowledgement.

Returns:

None

on_close(iws: IntegrateWebSocket, code: int, reason: str) → None¶

Callback function called when the WebSocket connection is closed. To stop reconnection, use stop method as shown in the example below.

def on_close(iws: IntegrateWebSocket, code: int, reason: str) -> None:
    iws.stop() # this will stop reconnection

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
code (int) – The close code.
reason (str) – The close reason.

Returns:

None

Note:

RFC6455 defines the status codes on connection close.

on_connect(iws: IntegrateWebSocket, response: ConnectionResponse) → None¶

Callback function called when the WebSocket connection is established.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
response (ConnectionResponse) – The ConnectionResponse instance.

Returns:

None

on_depth_update(iws: IntegrateWebSocket, depth: dict[str, str]) → None¶

Callback function called when the WebSocket connection receives a depth update.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
depth (dict) – The depth update.

Returns:

None

on_error(iws: IntegrateWebSocket, code: int, reason: str) → None¶

Callback function called when the WebSocket connection encounters an error.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
code (int) – The error code.
reason (str) – The error reason.

Returns:

None

Note:

RFC6455 defines the status codes on connection close.

on_exception(iws: IntegrateWebSocket, e: Exception) → None¶

Callback function called when a Python exception occurs.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
e (Exception) – The exception.

Returns:

None

on_login(iws: IntegrateWebSocket) → None¶

Callback function called when the WebSocket connection is logged in.

Parameters:: iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
Returns:: None

on_open(iws: IntegrateWebSocket) → None¶

Callback function called when the WebSocket connection is opened.

Parameters:: iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
Returns:: None

on_order_update(iws: IntegrateWebSocket, order: dict[str, str]) → None¶

Callback function called when the WebSocket connection receives an order update.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
order (dict) – The order update.

Returns:

None

on_reconnection(iws: IntegrateWebSocket, retries: int) → None¶

Callback function called when the WebSocket connection is reconnected.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
retries (int) – The number of retries.

Returns:

None

on_stop_reconnection(iws: IntegrateWebSocket) → None¶

Callback function called when the WebSocket connection stops retrying to reconnect.

Parameters:: iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
Returns:: None

on_tick_update(iws: IntegrateWebSocket, tick: dict[str, str]) → None¶

Callback function called when the WebSocket connection receives a tick update.

Parameters:

iws (IntegrateWebSocket) – The IntegrateWebSocket instance.
tick (dict) – The tick update.

Returns:

None

resubscribe() → None¶

Resubscribe to all current subscribed tokens.

Returns:: None

stop() → None¶

Stop the event loop.

Returns:: None
Note:: Should be used if main thread has to be closed in on_close method. Reconnection cannot happen after this method is used.

stop_retry() → None¶

Stop auto retry when it is in progress.

Returns:: None

subscribe(subscription_type: str, tokens: list[tuple[str, str]] | None = None) → None¶

Subscribe to a list of security tokens.

Parameters:

subscription_type (str) – The subscription type. Valid values are TICK, ORDER and DEPTH.
tokens (list[tuple[str, str]]) – List of security tokens to subscribe to. Defaults to None.

Returns:

None

unsubscribe(unsubscription_type: str, tokens: list[tuple[str, str]] | None = None) → None¶

Unsubscribe the given list of security tokens.

Parameters:

unsubscription_type (str) – The unsubscription type. Valid values are TICK, ORDER and DEPTH.
tokens (list[tuple[str, str]]) – List of security tokens to unsubscribe from. Defaults to None.

Returns:

None