upstox-python

Upstox Python SDK for API v2

Introduction

The official Python client for communicating with the Upstox API.

Upstox API is a set of rest APIs that provide data required to build a complete investment and trading platform. Execute orders in real time, manage user portfolio, stream live market data (using Websocket), and more, with the easy to understand API collection.

• API version: v2
• Package version: 2.21.0
• Build package: io.swagger.codegen.v3.generators.python.PythonClientCodegen

This Python package is automatically generated by the Swagger Codegen project.

Documentation.

Upstox API Documentation

Requirements.

Python 2.7 and 3.4+

Installation & Usage

pip install

If the python package is hosted on Github, you can install directly from Github

pip install upstox-python-sdk

(you may need to run pip with root permission: sudo pip install upstox-python-sdk)

Then import the package:

import upstox_client 

Setuptools

Install via Setuptools.

python setup.py install --user

(or sudo python setup.py install to install the package for all users)

Then import the package:

import upstox_client

Sandbox Mode

We recommend using the sandbox environment for testing purposes. To enable sandbox mode, set the sandbox flag to True in the configuration object.

import upstox_client
from upstox_client.rest import ApiException

configuration = upstox_client.Configuration(sandbox=True)
configuration.access_token = 'SANDBOX_ACCESS_TOKEN'

api_instance = upstox_client.OrderApiV3(upstox_client.ApiClient(configuration))
body = upstox_client.PlaceOrderV3Request(quantity=1, product="D",validity="DAY", price=9.12, tag="string", instrument_token="NSE_EQ|INE669E01016", order_type="LIMIT",
                                         transaction_type="BUY", disclosed_quantity=0, trigger_price=0.0, is_amo=True, slice=True)

try:
    api_response = api_instance.place_order(body)
    print(api_response)
except ApiException as e:
    print("Exception when calling OrderApi->place_order: %s\n" % e)

To learn more about the sandbox environment and the available sandbox APIs, please visit the Upstox API documentation - Sandbox.

Algo Name Support

The SDK supports passing an algorithm name for order tracking and management. When provided, the SDK will pass the algo name as X-Algo-Name header.

import upstox_client
from upstox_client.rest import ApiException

configuration = upstox_client.Configuration()
configuration.access_token = 'ACCESS_TOKEN'

api_instance = upstox_client.OrderApiV3(upstox_client.ApiClient(configuration))
body = upstox_client.PlaceOrderV3Request(quantity=1, product="D", validity="DAY", price=20, 
                                        instrument_token="NSE_EQ|INE528G01035", order_type="LIMIT", 
                                        transaction_type="BUY", disclosed_quantity=0, trigger_price=0, 
                                        is_amo=False, slice=True)

try:
    api_response = api_instance.place_order(body, algo_name="your-algo-name")
    print(api_response)
except ApiException as e:
    print("Exception when calling OrderApiV3->place_order: %s\n" % e)

Other order methods (modify, cancel, etc.) follow the same pattern by accepting an optional algo_name as a keyword parameter.

Example Scripts

The examples/ folder contains ready-to-run scripts covering common API use cases:

Folder	Description
examples/login/	OAuth2 authorization flow and access token generation
examples/orders/	Place, modify, cancel, and retrieve orders
examples/market_quote/	Fetch live quotes, OHLC, and market depth
examples/portfolio/	View holdings, positions, and P&L
examples/strategies/	33 options trading strategies across four categories

Options Strategy Examples

Interactive Examples

The interactive_examples/ directory contains 47 ready-to-run CLI scripts across 8 categories: instrument search, futures basis, options strategies, options analytics, arbitrage, historical analysis, portfolio screening, and market data. See the interactive_examples README for details.

The examples/strategies/ folder is organized by market outlook:

Category	Strategies
Bullish	Buy Call, Sell Put, Bull Call Spread, Bull Put Spread, Bull Butterfly, Bull Condor, Long Calendar with Calls, Long Synthetic Future, Call Ratio Back Spread, Range Forward
Bearish	Buy Put, Sell Call, Bear Call Spread, Bear Put Spread, Bear Butterfly, Bear Condor, Long Calendar with Puts, Short Synthetic Future, Put Ratio Back Spread, Risk Reversal
Neutral	Short Straddle, Short Strangle, Iron Butterfly, Batman, Short Iron Condor
Others	Long Straddle, Long Strangle, Call Ratio Spread, Put Ratio Spread, Long Iron Butterfly, Long Iron Condor, Strip, Strap

Each strategy script automatically selects the correct Nifty 50 strikes using InstrumentsApi.search_instrument() and places orders via OrderApiV3. Just set your ACCESS_TOKEN and run.

Documentation for Feeder Functions

Connecting to the WebSocket for market and portfolio updates is streamlined through two primary Feeder functions:

1. MarketDataStreamer: Offers real-time market updates, providing a seamless way to receive instantaneous information on various market instruments.
2. PortfolioDataStreamer: Delivers updates related to the user’s orders, enhancing the ability to track order status and portfolio changes effectively.

Both functions are designed to simplify the process of subscribing to essential data streams, ensuring users have quick and easy access to the information they need.

Detailed Explanation of Feeder Interface

MarketDataStreamer

The MarketDataStreamerV3 interface is designed for effortless connection to the market WebSocket, enabling users to receive instantaneous updates on various instruments. The following example demonstrates how to quickly set up and start receiving market updates for selected instrument keys:

import upstox_client

def on_message(message):
    print(message)


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamerV3(
        upstox_client.ApiClient(configuration), ["NSE_INDEX|Nifty 50", "NSE_INDEX|Nifty Bank"], "full")

    streamer.on("message", on_message)

    streamer.connect()


if __name__ == "__main__":
    main()

In this example, you first authenticate using an access token, then instantiate MarketDataStreamerV3 with specific instrument keys and a subscription mode. Upon connecting, the streamer listens for market updates, which are logged to the console as they arrive.

Feel free to adjust the access token placeholder and any other specifics to better fit your actual implementation or usage scenario.

Exploring the MarketDataStreamerV3 Functionality

Modes

• ltpc: ltpc provides information solely about the most recent trade, encompassing details such as the last trade price, time of the last trade, quantity traded, and the closing price from the previous day.
• full: The full option offers comprehensive information, including the latest trade prices, D5 depth, 1-minute, 30-minute, and daily candlestick data, along with some additional details.
• option_greeks: Contains only option greeks.
• full_d30: full_d30 includes Full mode data plus 30 market level quotes.

Functions

1. constructor MarketDataStreamerV3(apiClient, instrumentKeys, mode): Initializes the streamer with optional instrument keys and mode (full, ltpc, option_greeks or full_d30).
2. connect(): Establishes the WebSocket connection.
3. subscribe(instrumentKeys, mode): Subscribes to updates for given instrument keys in the specified mode. Both parameters are mandatory.
4. unsubscribe(instrumentKeys): Stops updates for the specified instrument keys.
5. changeMode(instrumentKeys, mode): Switches the mode for already subscribed instrument keys.
6. disconnect(): Ends the active WebSocket connection.
7. auto_reconnect(enable, interval, retryCount): Customizes auto-reconnect functionality. Parameters include a flag to enable/disable it, the interval(in seconds) between attempts, and the maximum number of retries.

Events

• open: Emitted upon successful connection establishment.
• close: Indicates the WebSocket connection has been closed.
• message: Delivers market updates.
• error: Signals an error has occurred.
• reconnecting: Announced when a reconnect attempt is initiated.
• autoReconnectStopped: Informs when auto-reconnect efforts have ceased after exhausting the retry count.

The following documentation includes examples to illustrate the usage of these functions and events, providing a practical understanding of how to interact with the MarketDataStreamerV3 effectively.

1. Subscribing to Market Data on Connection Open with MarketDataStreamerV3

import upstox_client

def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamerV3(
        upstox_client.ApiClient(configuration))

    def on_open():
        streamer.subscribe(
            ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full")

    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

if __name__ == "__main__":
    main()

1. Subscribing to Instruments with Delays

import upstox_client
import time


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamerV3(
        upstox_client.ApiClient(configuration))

    def on_open():
        streamer.subscribe(
            ["NSE_EQ|INE020B01018"], "full")

    # Handle incoming market data messages\
    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

    time.sleep(5)
    streamer.subscribe(
        ["NSE_EQ|INE467B01029"], "full")


if __name__ == "__main__":
    main()

1. Subscribing and Unsubscribing to Instruments

import upstox_client
import time


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamerV3(
        upstox_client.ApiClient(configuration))

    def on_open():
        print("Connected. Subscribing to instrument keys.")
        streamer.subscribe(
            ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full")

    # Handle incoming market data messages\
    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

    time.sleep(5)
    print("Unsubscribing from instrument keys.")
    streamer.unsubscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"])


if __name__ == "__main__":
    main()

1. Subscribe, Change Mode and Unsubscribe

import upstox_client
import time

def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamerV3(
        upstox_client.ApiClient(configuration))

    def on_open():
        print("Connected. Subscribing to instrument keys.")
        streamer.subscribe(
            ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full")

    # Handle incoming market data messages\
    def on_message(message):
        print(message)

    streamer.on("open", on_open)
    streamer.on("message", on_message)

    streamer.connect()

    time.sleep(5)
    print("Changing subscription mode to ltpc...")
    streamer.change_mode(
        ["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "ltpc")

    time.sleep(5)
    print("Unsubscribing from instrument keys.")
    streamer.unsubscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"])


if __name__ == "__main__":
    main()

1. Disable Auto-Reconnect

import upstox_client
import time


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamerV3(
        upstox_client.ApiClient(configuration))

    def on_reconnection_halt(message):
        print(message)

    streamer.on("autoReconnectStopped", on_reconnection_halt)

    # Disable auto-reconnect feature
    streamer.auto_reconnect(False)

    streamer.connect()


if __name__ == "__main__":
    main()

1. Modify Auto-Reconnect parameters

import upstox_client


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.MarketDataStreamerV3(
        upstox_client.ApiClient(configuration))

    # Modify auto-reconnect parameters: enable it, set interval to 10 seconds, and retry count to 3
    streamer.auto_reconnect(True, 10, 3)

    streamer.connect()


if __name__ == "__main__":
    main()

PortfolioDataStreamer

Connecting to the Portfolio WebSocket for real-time order updates is straightforward with the PortfolioDataStreamer function. Below is a concise guide to get you started on receiving updates:

import upstox_client

def on_message(message):
    print(message)


def main():
    configuration = upstox_client.Configuration()
    access_token = <ACCESS_TOKEN>
    configuration.access_token = access_token

    streamer = upstox_client.PortfolioDataStreamer(
        upstox_client.ApiClient(configuration))

    streamer.on("message", on_message)

    streamer.connect()


if __name__ == "__main__":
    main()

Position, holding, and GTT order updates can be enabled by setting the corresponding flag to True in the constructor of the PortfolioDataStreamer class.

import upstox_client
import data_token


def on_message(message):
    print(message)


def on_open():
    print("connection opened")


def main():
    configuration = upstox_client.Configuration()
    configuration.access_token = <ACCESS_TOKEN>

    streamer = upstox_client.PortfolioDataStreamer(upstox_client.ApiClient(configuration),
                                                  order_update=True,
                                                  position_update=True,
                                                  holding_update=True,
                                                  gtt_update=True)

    streamer.on("message", on_message)
    streamer.on("open", on_open)
    streamer.connect()


if __name__ == "__main__":
    main()

Exploring the PortfolioDataStreamer Functionality

Constructor Parameters

1. api_client: Your API client instance
2. order_update: Set to True to receive real-time order updates (default: True)
3. position_update: Set to True to receive position updates (default: False)
4. holding_update: Set to True to receive holding updates (default: False)
5. gtt_update: Set to True to receive GTT order updates (default: False)

Functions

1. constructor PortfolioDataStreamer(): Initializes the streamer.
2. connect(): Establishes the WebSocket connection.
3. disconnect(): Ends the active WebSocket connection.
4. auto_reconnect(enable, interval, retryCount): Customizes auto-reconnect functionality. Parameters include a flag to enable/disable it, the interval(in seconds) between attempts, and the maximum number of retries.

Events

• open: Emitted upon successful connection establishment.
• close: Indicates the WebSocket connection has been closed.
• message: Delivers market updates.
• error: Signals an error has occurred.
• reconnecting: Announced when a reconnect attempt is initiated.
• autoReconnectStopped: Informs when auto-reconnect efforts have ceased after exhausting the retry count.

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