api-marks 3.0.0
Python library to connect and stream the market data.
License: MIT
Keywords: stock market,apidata,accelpix,ticanalytics

# AccelPix Data API

# Introduction 

Python library to connect and stream the market data.
This is websocket and fallback transport based library with all the functionalyties to get eod and live streaming data

Simple and easy integration with your web application, all heavy weight work are back lifted.

# What's new
v1.3.0 : 05-May-2021
1. Upper and lower price band for EQ market added - refer 'Refs snapshot data' section
2. Live ticks aggregation which provides current day minutes bar - refer 'History data - Inraday' section 
# Simple steps to up and running
> ### For Streaming Data:
1. Initialize
2. Register required callbacks
3. Do subscribe with symbols list

> ### For History Data:
1. Initialize
2. Async call to respective methods exposed

#### **Working sample is available at the bottom of this help page**
# Installation
```bash
pip install pix-apidata 
```

# Import

```python
import asyncio
from pix_apidata import *
```

# Initialize
```python
api= apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()

apiKey = "api-access-key" //provided by your data vendor
apiHost = "apidata.accelpix.in" //provided by your data vendor
scheme = "http" // use either http (default scheme) or https 
await api.initialize(apiKey, apiHost,scheme) 

# *** IMPORTANT ***

# *** initialize(...) - wait for initialize to complete before making any other API calls.
```
# Symbol Master
### Use below REST API to get Master Data
### https://apidata.accelpix.in/api/hsd/Masters/2?fmt=json
```python
#response data
{
  xid: 1,
  tkr: "20MICRONS",
  atkr: null,
  ctkr: null,
  exp: "1970-01-01 00:00:00",
  utkr: null,
  inst: "EQUITY",
  a3tkr: null,
  sp: 0.00,
  tk: 16921
}
```
# Callbacks for live streaming

### Available callbacks  

#### api.on_trade_update(on_trade)

#### api.on_best_update(on_best)

#### api.on_refs_update(on_refs)

#### api.on_srefs_update(on_srefs)

#### Trade
```python
#callback to listen for trade data
api.on_trade_update(on_trade)
def on_trade(msg):
  print(msg) # Trade msg
  t = apidata_models.Trade(msg)
  print(t.ticker , t.oi) #likewise object can be called for id, kind, ticker, segment, price, qty, volume, oi

#response data
  {
    id: 0, 
    ticker: 'NIFTY-1', 
    segmentId: 2, 
    time: 1293704493, 
    price: 13958.6, 
    qty: 75, 
    volume: 1587975, 
    oi: 9700275,
    kind: 'T'
  } 
```

#### Best
```python 
#callback to listen for bid, ask and respective qty
api.on_best_update(on_best)
def on_best(msg):
  print(msg) # Best msg
  b=apidata_models.Best(msg)
  print(b.ticker , b.bidPrice) #likewise object can be called for segmentId, kind, bidQty, askPrice, askQty

#response data
  {
    ticker: 'NIFTY-1', 
    segmentId: 2, 
    kind: 'B', 
    bidPrice: 13957.45, 
    bidQty: 75, 
    askPrice: 13958.8, 
    askQty: 75, 
    time: 1293704493
  }  
```

### Recent change in Refs data
```python
#callback to listen for change in o, h, l, c, oi and avg data
api.on_trade_ref(on_ref)
def on_ref(msg):
  print(msg) # Refs msg
  ref = apidata_models.Refs(msg)
  print(ref.price) #likewise object can be called for segmentId, kind, ticker

#response data
  {
    kind: 'A',
    ticker: 'NIFTY-1',
    segmentId: 2,
    price: 11781.08984375
  }
```
### Refs snapshot data
```python 
#callback to listen for o, h, l, c, oi and avg snapshot
api.on_srefs_update(on_srefs)
def on_srefs(msg):
  print(msg) # Srefs msg
  sref = apidata_models.RefsSnapshot(msg)
  print(sref.high) #likewise object can be called for kind, ticker, segmentId, open, close, high, low, avg, oi,upc,lpc

#response data
  {
    kind: 'V', 
    ticker: 'NIFTY-1',
    segmentId: 2, 
    open: 11749.650390625, 
    close: 11681.5498046875,
    avg: 11780.8603515625,
    high: 11822,
    low: 11731.2001953125,
    oi: 10615950,
    upc: 16.6,
    lpc: 15.95

  }
```
# Callbacks for connection status
#### api.on_connection_started(connection_started)

#### api.on_connection_stopped(connection_stopped)
```python
# Fired when connection is successful
def connection_started():
  print("Connection started callback")

# Fired when the connection is closed after automatic retry or some issues in networking
# Need to re-establish the connection manually

def connection_stopped():
  print("connection Stopped callback")
```

# Live stream subscription
#### Subscribe to receive ALL updates

```python
 await api.subscribeAll('NIFTY-1')
```
#### Subscribe to receive TRADE updates

```python
 await api.subscribeTrade(['NIFTY-1','BANKNIFTY-1','NIFTY 50'])
```
#### Subscribe to receive REFS and BEST updates
```python
await api.subscribeBestAndRefs(['NIFTY-1','BANKNIFTY-1'])
```
# Unsubscribe live stream
```python
# unsubscribe single symbol
 await api.unsubscribeAll(['NIFTY-1'])
# unsubscribe multiple symbol
 await api.unsubscribeAll(['NIFTY-1','BANKNIFTY-1'])
```
# History data - Eod
```python
# Continues data
#params: ticker, startDate, endDate
await api.get_eod("NIFTY-1", "20200828", "20200901")

# Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_eod_contract("NIFTY", "20200828", "20200901", "20201029")

#response data
{
  td: '2020-08-28T00:00:00',
  op: 11630,
  hp: 11708,
  lp: 11617.05,
  cp: 11689.05,
  vol: 260625,
  oi: 488325
}
```
# History data - Inraday
#### Provides intra-eod bars with the time resolution in minutes (default:'5' mins) 
#### You can set minute resolution to '1', '5', '10' and so on. 
#### Custom minute resolution also supported like '3', '7' and so on.
#### Passing CURRENT DATE as parameter in 'toDate' will respond the LIVE ticks aggregated upto the time it traded today. Last BAR of the current day may be incomplete. Current day tick aggregation response will always provide complete bar list from the beginning of day.
```python
# Continues data 
#params: ticker, startDate, endDate, resolution
await api.get_intra_eod("NIFTY-1", "20210603", "20210604", "5")

# Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_intra_eod_contract("NIFTY", "20200828", "20200901", "20201029", "5")

#response data
{
  td: '2020-08-28T09:15:00',
  op: 11630,
  hp: 11643.45,
  lp: 11630,
  cp: 11639.8,
  vol: 4575,
  oi: 440475
}
```
# History data - Ticks
Provides back log ticks from the date time specified till current live time, that is the ticks available till request hit the server.
```python
#params: ticker, fromDateTime
await api.get_back_ticks("BANKNIFTY-1", "20201016 15:00:00")

#response data
{
  td: 2020-11-16T15:00:01.000Z,
  pr: 23600,
  vol: 125,
  oi: 1692375
}
```
# Example
``` Python
import asyncio
import time
#import requests
from pix_apidata import *

api = apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()

async def main():
    api.on_connection_started(connection_started)
    api.on_connection_stopped(connection_stopped)
    api.on_trade_update(on_trade)
    api.on_best_update(on_best)
    api.on_refs_update(on_refs)
    api.on_srefs_update(on_srefs)
    key = "your-api-key"
    host = "apidata.accelpix.in"
    scheme = "http"
    s = await api.initialize(key, host,scheme)
    print(s)

    his = await api.get_intra_eod("NIFTY-1","20210603", "20210604", "5")
    print("History : ",his)

    syms = ['NIFTY-1', 'BANKNIFTY-1']
    await api.subscribeAll(syms)
    print("Subscribe Done")
    
    time.sleep(1)
    await api.unsubscribeAll(['NIFTY-1'])
    print("Unsubscribe Done")

def on_trade(msg):
    trd = apidata_models.Trade(msg)
    print("Trade : ",msg) # or print(trd.volume) likewise object can be called for id, kind, ticker, segment, price, qty, oi

def on_best(msg):
    bst = apidata_models.Best(msg)
    print("Best : ",msg) # or print(bst.bidPrice) likewise object can be called for ticker, segmentId, kind, bidQty, askPrice, askQty

def on_refs(msg):
    ref = apidata_models.Refs(msg)
    print("Refs : ",msg) # or print(ref.price) likewise object can be called for segmentId, kind, ticker

def on_srefs(msg):
    sref = apidata_models.RefsSnapshot(msg)
    print("Refs Snapshot : ",msg) # or print(sref.high) likewise object can be called for kind, ticker, segmentId, open, close, low, avg, oi, lpc,upc


def connection_started():
    print("Connection started callback")

def connection_stopped():
    print("Connection stopped callback")
  
event_loop.create_task(main())
try:
   event_loop.run_forever()
finally:
   event_loop.close()
```
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