NorenApi

Param	Type	Optional	Description
userid	`string`	False	user credentials
password	`string`	False	password encrypted
twoFA	`string`	False	dob/pan
vendor_code	`string`	False	vendor code shared
api_secret	`string`	False	your secret
imei	`string`	False	imei identification

logout()

Terminate the session

Param	Type	Optional	Description
No Parameters

place_order(buy_or_sell, product_type,exchange, tradingsymbol, quantity, discloseqty, price_type, price=0.0, trigger_price=None, retention='DAY', amo='NO', remarks=None)

place an order to oms

Param	Type	Optional	Description
buy_or_sell	`string`	False	B -> BUY, S -> SELL
product_type	`string`	False	C / M / H Product name (Select from ‘prarr’ Array provided in User Details response, and if same is allowed for selected, exchange. Show product display name, for user to select, and send corresponding prd in API call)
exchange	`string`	False	Exchange NSE / NFO / BSE / CDS
tradingsymbol	`string`	False	Unique id of contract on which order to be placed. (use url encoding to avoid special char error for symbols like M&M
quantity	`integer`	False	order quantity
discloseqty	`integer`	False	order disc qty
price_type	`string`	False	PriceType enum class
price	`double`	False	Price
trigger_price	`double`	False	Trigger Price
retention	`string`	False	DAY / IOC / EOS
amo	`string`	True	Flag for After Market Order, YES/NO
remarks	`string`	True	client order id or free text

modify_order(orderno, exchange, tradingsymbol, newquantity,newprice_type, newprice, newtrigger_price, amo):

modify the quantity pricetype or price of an order

Param	Type	Optional	Description
orderno	`string`	False	orderno to be modified
exchange	`string`	False	Exchange NSE / NFO / BSE / CDS
tradingsymbol	`string`	False	Unique id of contract on which order to be placed. (use url encoding to avoid special char error for symbols like M&M
newquantity	`integer`	False	new order quantity
newprice_type	`string`	False	PriceType enum class
newprice	`double`	False	Price
newtrigger_price	`double`	False	Trigger Price

cancel_order(orderno)

cancel an order

Param	Type	Optional	Description
orderno	`string`	False	orderno with status open

exit_order(orderno)

exits a cover or bracket order

Param	Type	Optional	Description
orderno	`string`	False	orderno with status open
prd	`string`	False	Allowed for only H and B products (Cover order and bracket order)

position_product_conversion(exchange, tradingsymbol, quantity, new_product_type, previous_product_type, buy_or_sell, day_or_cf)

Convert a product of a position

Param	Type	Optional	Description
exchange	`string`	False	Exchange
tradingsymbol	`string`	False	Unique id of contract on which order was placed. Can’t be modified, must be the same as that of original order. (use url encoding to avoid special char error for symbols like M&M)
quantity	`integer`	False	Quantity to be converted.
exchange	`string`	False	Exchange
exchange	`string`	False	Exchange
exchange	`string`	False	Exchange
exchange	`string`	False	Exchange

ret = api.get_positions()
#converts the first position from existing product to intraday
p = ret[0]
ret = api.position_product_conversion(p['exch'], p['tsym'], p['netqty'], 'I', p['prd'], 'B', 'DAY')

Order Book

List of Orders placed for the account

Param	Type	Optional	Description
No Parameters

ret = api.get_order_book()
print(ret)

Trade Book

List of Trades of the account

Param	Type	Optional	Description
No Parameters

ret = api.get_trade_book()
print(ret)

single order history(orderno)

history an order

Param	Type	Optional	Description
orderno	`string`	False	orderno

get_holdings(product_type)

retrieves the holdings as a list

Param	Type	Optional	Description
product_type	`string`	True	retreives the delivery holdings or for a given product

the response is as follows,

Param	Type	Optional	Description
stat	`string`	False	Holding request success or failure indication.

get_positions()

retrieves the positions cf and day as a list

Param	Type	Optional	Description
No Parameters

the response is as follows,

Param	Type	Optional	Description
stat	`string`	False	Position book success or failure indication.
exch	`string`	False	Exchange segment
tsym	`string`	False	Trading symbol / contract.
token	`string`	False	Contract Token
uid	`string`	False	User Id
actid	`string`	False	Account Id
prd	`string`	False	Product name
netqty	`string`	False	Net Position Quantity
netavgprc	`string`	False	Net Position Average Price
daybuyqty	`string`	False	Day Buy Quantity
daysellqty	`string`	False	Day Sell Quantity
daybuyavgprc	`string`	False	Day Buy Average Price
daysellavgprc	`string`	False	Day Sell Average Price
daybuyamt	`string`	False	Day Buy Amount
daysellamt	`string`	False	Day Sell Amount
cfbuyqty	`string`	False	Carry Forward Sell Quantity
cforgavgprc	`string`	False	Original Average Price
cfsellqty	`string`	False	Carry Forward Sell Quantity
cfbuyavgprc	`string`	False	Carry Forward Buy Average Price
cfsellavgprc	`string`	False	Carry Forward Sell Average Price
cfbuyamt	`string`	False	Carry Forward Buy Amount
cfsellamt	`string`	False	Carry Forward Sell Amount
lp	`string`	False	LTP
rpnl	`string`	False	Realized Profit and Loss
urmtom	`string`	False	UnRealized Mark To Market (Can be recalculated in LTP update : = netqty * (lp from web socket - netavgprc) * prcftr
bep	`string`	False	Breakeven Price
openbuyqty	`string`	False	Open Buy Order Quantity
opensellqty	`string`	False	Open Sell Order Quantity
openbuyamt	`string`	False	Open Buy Order Amount
opensellamt	`string`	False	Open Sell Order Amount
openbuyavgprc	`string`	False
opensellavgprc	`string`	False
mult	`string`	False
pp	`string`	False
prcftr	`string`	False
ti	`string`	False
ls	`string`	False
request_time	`string`	False

get_limits

retrieves the margin and limits set

Param	Type	Optional	Description
product_type	`string`	True	retreives the delivery holdings or for a given product
segment	`string`	True	CM / FO / FX
exchange	`string`	True	Exchange NSE/BSE/MCX

the response is as follows,

Param	Type	Optional	Description
stat	Ok or Not_Ok	False	Limits request success or failure indication.
actid	`string`	True	Account id
prd	`string`	True	Product name
seg	`string`	True	Segment CM / FO / FX
exch	`string`	True	Exchange
-------------------------Cash Primary Fields-------------------------------
cash	`string`	True	Cash Margin available
payin	`string`	True	Total Amount transferred using Payins today
payout	`string`	True	Total amount requested for withdrawal today
-------------------------Cash Additional Fields-------------------------------
brkcollamt	`string`	True	Prevalued Collateral Amount
unclearedcash	`string`	True	Uncleared Cash (Payin through cheques)
daycash	`string`	True	Additional leverage amount / Amount added to handle system errors - by broker.
-------------------------Margin Utilized----------------------------------
marginused	`string`	True	Total margin / fund used today
mtomcurper	`string`	True	Mtom current percentage
-------------------------Margin Used components---------------------
cbu	`string`	True	CAC Buy used
csc	`string`	True	CAC Sell Credits
rpnl	`string`	True	Current realized PNL
unmtom	`string`	True	Current unrealized mtom
marprt	`string`	True	Covered Product margins
span	`string`	True	Span used
expo	`string`	True	Exposure margin
premium	`string`	True	Premium used
varelm	`string`	True	Var Elm Margin
grexpo	`string`	True	Gross Exposure
greexpo_d	`string`	True	Gross Exposure derivative
scripbskmar	`string`	True	Scrip basket margin
addscripbskmrg	`string`	True	Additional scrip basket margin
brokerage	`string`	True	Brokerage amount
collateral	`string`	True	Collateral calculated based on uploaded holdings
grcoll	`string`	True	Valuation of uploaded holding pre haircut
-------------------------Additional Risk Limits---------------------------
turnoverlmt	`string`	True
pendordvallmt	`string`	True
-------------------------Additional Risk Indicators---------------------------
turnover	`string`	True	Turnover
pendordval	`string`	True	Pending Order value
-------------------------Margin used detailed breakup fields-------------------------
rzpnl_e_i	`string`	True	Current realized PNL (Equity Intraday)
rzpnl_e_m	`string`	True	Current realized PNL (Equity Margin)
rzpnl_e_c	`string`	True	Current realized PNL (Equity Cash n Carry)
rzpnl_d_i	`string`	True	Current realized PNL (Derivative Intraday)
rzpnl_d_m	`string`	True	Current realized PNL (Derivative Margin)
rzpnl_f_i	`string`	True	Current realized PNL (FX Intraday)
rzpnl_f_m	`string`	True	Current realized PNL (FX Margin)
rzpnl_c_i	`string`	True	Current realized PNL (Commodity Intraday)
rzpnl_c_m	`string`	True	Current realized PNL (Commodity Margin)
uzpnl_e_i	`string`	True	Current unrealized MTOM (Equity Intraday)
uzpnl_e_m	`string`	True	Current unrealized MTOM (Equity Margin)
uzpnl_e_c	`string`	True	Current unrealized MTOM (Equity Cash n Carry)
uzpnl_d_i	`string`	True	Current unrealized MTOM (Derivative Intraday)
uzpnl_d_m	`string`	True	Current unrealized MTOM (Derivative Margin)
uzpnl_f_i	`string`	True	Current unrealized MTOM (FX Intraday)
uzpnl_f_m	`string`	True	Current unrealized MTOM (FX Margin)
uzpnl_c_i	`string`	True	Current unrealized MTOM (Commodity Intraday)
uzpnl_c_m	`string`	True	Current unrealized MTOM (Commodity Margin)
span_d_i	`string`	True	Span Margin (Derivative Intraday)
span_d_m	`string`	True	Span Margin (Derivative Margin)
span_f_i	`string`	True	Span Margin (FX Intraday)
span_f_m	`string`	True	Span Margin (FX Margin)
span_c_i	`string`	True	Span Margin (Commodity Intraday)
span_c_m	`string`	True	Span Margin (Commodity Margin)
expo_d_i	`string`	True	Exposure Margin (Derivative Intraday)
expo_d_m	`string`	True	Exposure Margin (Derivative Margin)
expo_f_i	`string`	True	Exposure Margin (FX Intraday)
expo_f_m	`string`	True	Exposure Margin (FX Margin)
expo_c_i	`string`	True	Exposure Margin (Commodity Intraday)
expo_c_m	`string`	True	Exposure Margin (Commodity Margin)
premium_d_i	`string`	True	Option premium (Derivative Intraday)
premium_d_m	`string`	True	Option premium (Derivative Margin)
premium_f_i	`string`	True	Option premium (FX Intraday)
premium_f_m	`string`	True	Option premium (FX Margin)
premium_c_i	`string`	True	Option premium (Commodity Intraday)
premium_c_m	`string`	True	Option premium (Commodity Margin)
varelm_e_i	`string`	True	Var Elm (Equity Intraday)
varelm_e_m	`string`	True	Var Elm (Equity Margin)
varelm_e_c	`string`	True	Var Elm (Equity Cash n Carry)
marprt_e_h	`string`	True	Covered Product margins (Equity High leverage)
marprt_e_b	`string`	True	Covered Product margins (Equity Bracket Order)
marprt_d_h	`string`	True	Covered Product margins (Derivative High leverage)
marprt_d_b	`string`	True	Covered Product margins (Derivative Bracket Order)
marprt_f_h	`string`	True	Covered Product margins (FX High leverage)
marprt_f_b	`string`	True	Covered Product margins (FX Bracket Order)
marprt_c_h	`string`	True	Covered Product margins (Commodity High leverage)
marprt_c_b	`string`	True	Covered Product margins (Commodity Bracket Order)
scripbskmar_e_i	`string`	True	Scrip basket margin (Equity Intraday)
scripbskmar_e_m	`string`	True	Scrip basket margin (Equity Margin)
scripbskmar_e_c	`string`	True	Scrip basket margin (Equity Cash n Carry)
addscripbskmrg_d_i	`string`	True	Additional scrip basket margin (Derivative Intraday)
addscripbskmrg_d_m	`string`	True	Additional scrip basket margin (Derivative Margin)
addscripbskmrg_f_i	`string`	True	Additional scrip basket margin (FX Intraday)
addscripbskmrg_f_m	`string`	True	Additional scrip basket margin (FX Margin)
addscripbskmrg_c_i	`string`	True	Additional scrip basket margin (Commodity Intraday)
addscripbskmrg_c_m	`string`	True	Additional scrip basket margin (Commodity Margin)
brkage_e_i	`string`	True	Brokerage (Equity Intraday)
brkage_e_m	`string`	True	Brokerage (Equity Margin)
brkage_e_c	`string`	True	Brokerage (Equity CAC)
brkage_e_h	`string`	True	Brokerage (Equity High Leverage)
brkage_e_b	`string`	True	Brokerage (Equity Bracket Order)
brkage_d_i	`string`	True	Brokerage (Derivative Intraday)
brkage_d_m	`string`	True	Brokerage (Derivative Margin)
brkage_d_h	`string`	True	Brokerage (Derivative High Leverage)
brkage_d_b	`string`	True	Brokerage (Derivative Bracket Order)
brkage_f_i	`string`	True	Brokerage (FX Intraday)
brkage_f_m	`string`	True	Brokerage (FX Margin)
brkage_f_h	`string`	True	Brokerage (FX High Leverage)
brkage_f_b	`string`	True	Brokerage (FX Bracket Order)
brkage_c_i	`string`	True	Brokerage (Commodity Intraday)
brkage_c_m	`string`	True	Brokerage (Commodity Margin)
brkage_c_h	`string`	True	Brokerage (Commodity High Leverage)
brkage_c_b	`string`	True	Brokerage (Commodity Bracket Order)
peak_mar	`string`	True	Peak margin used by the client
request_time	`string`	True	This will be present only in a successful response.
emsg	`string`	True	This will be present only in a failure response.

searchscrip(exchange, searchtext):

search for scrip or contract and its properties

Param	Type	Optional	Description
exchange	`string`	True	Exchange NSE / NFO / BSE / CDS
searchtext	`string`	True	Search Text ie partial or complete text ex: INFY-EQ, INF..

the response is as follows,

Param	Type	Optional	Description
stat	`string`	True	ok or Not_ok
values	`string`	True	properties of the scrip
emsg	`string`	False	Error Message

Param	Type	Optional	Description
exch	`string`	True	Exchange NSE / NFO / BSE / CDS
tsym	`string`	True	Trading Symbol is the readable Unique id of contract/scrip
token	`string`	True	Unique Code of contract/scrip
pp	`string`	True	price precision, in case of cds its 4 ie 100.1234
ti	`string`	True	tick size minimum increments of paise for price
ls	`string`	True	Lot Size

get_security_info(exchange, token):

gets the complete details and its properties

Param	Type	Optional	Description
exchange	`string`	True	Exchange NSE / NFO / BSE / CDS
token	`string`	True	token number of the contract

the response is as follows,

Param	Type	Optional	Description
stat	`string`	True	ok or Not_ok
values	`string`	True	properties of the scrip
emsg	`string`	False	Error Message

Param	Type	Optional	Description
exch	`string`	True	Exchange NSE / NFO / BSE / CDS
tsym	`string`	True	Trading Symbol is the readable Unique id of contract/scrip
cname	`string`	True	Company Name
symnam	`string`	True	Symbol Name
seg	`string`	True	Segment
exd	`string`	True	Expiry Date
instname	`string`	True	Instrument Name
strprc	`string`	True	Strike Price
optt	`string`	True	Option Type
isin	`string`	True	ISIN
ti	`string`	True	Tick Size
ls	`string`	True	Lot Size
pp	`string`	True	Price Precision
mult	`string`	True	Multiplier
gp_nd	`string`	True	GN/GD * PN/PD
prcunt	`string`	True	Price Units
prcqqty	`string`	True	Price Quote Qty
trdunt	`string`	True	Trade Units
delunt	`string`	True	Delivery Units
frzqty	`string`	True	Freeze Qty
gsmind	`string`	True	GSM indicator
elmbmrg	`string`	True	ELM Buy Margin
elmsmrg	`string`	True	ELM Sell Margin
addbmrg	`string`	True	Additional Long Margin
addsmrg	`string`	True	Additional Short Margin
splbmrg	`string`	True	Special Long Margin
splsmrg	`string`	True	Special Short Margin
delmrg	`string`	True	Delivery Margin
tenmrg	`string`	True	Tender Margin
tenstrd	`string`	True	Tender Start Date
tenendd	`string`	True	Tender End Date
exestrd	`string`	True	Exercise Start Date
exeendd	`string`	True	Exercise End Date
elmmrg	`string`	True	ELM Margin
varmrg	`string`	True	VAR Margin
expmrg	`string`	True	Exposure Margin
token	`string`	True	Contract Token
prcftr_d	`string`	True	((GN / GD) * (PN/PD))

get_quotes(exchange, token):

gets the complete details and its properties

Param	Type	Optional	Description
exchange	`string`	True	Exchange NSE / NFO / BSE / CDS
token	`string`	True	token number of the contract

the response is as follows,

Param	Type	Optional	Description
stat	`string`	True	ok or Not_ok
values	`string`	True	properties of the scrip
emsg	`string`	False	Error Message

Param	Type	Optional	Description
exch	`string`	True	Exchange NSE / NFO / BSE / CDS
tsym	`string`	True	Trading Symbol is the readable Unique id of contract/scrip
cname	`string`	True	Company Name
symname	`string`	True	Symbol Name
seg	`string`	True	Segment
instname	`string`	True	Instrument Name
isin	`string`	True	ISIN
pp	`string`	True	Price precision
ls	`string`	True	Lot Size
ti	`string`	True	Tick Size
mult	`string`	True	Multiplier
uc	`string`	True	Upper circuit limitlc
lc	`string`	True	Lower circuit limit
prcftr_d	`string`	True	Price factor((GN / GD) * (PN/PD))
token	`string`	True	Token
lp	`string`	True	LTP
o	`string`	True	Open Price
h	`string`	True	Day High Price
l	`string`	True	Day Low Price
v	`string`	True	Volume
ltq	`string`	True	Last trade quantity
ltt	`string`	True	Last trade time
bp1	`string`	True	Best Buy Price 1
sp1	`string`	True	Best Sell Price 1
bp2	`string`	True	Best Buy Price 2
sp2	`string`	True	Best Sell Price 2
bp3	`string`	True	Best Buy Price 3
sp3	`string`	True	Best Sell Price 3
bp4	`string`	True	Best Buy Price 4
sp4	`string`	True	Best Sell Price 4
bp5	`string`	True	Best Buy Price 5
sp5	`string`	True	Best Sell Price 5
bq1	`string`	True	Best Buy Quantity 1
sq1	`string`	True	Best Sell Quantity 1
bq2	`string`	True	Best Buy Quantity 2
sq2	`string`	True	Best Sell Quantity 2
bq3	`string`	True	Best Buy Quantity 3
sq3	`string`	True	Best Sell Quantity 3
bq4	`string`	True	Best Buy Quantity 4
sq4	`string`	True	Best Sell Quantity 4
bq5	`string`	True	Best Buy Quantity 5
sq5	`string`	True	Best Sell Quantity 5
bo1	`string`	True	Best Buy Orders 1
so1	`string`	True	Best Sell Orders 1
bo2	`string`	True	Best Buy Orders 2
so2	`string`	True	Best Sell Orders 2
bo3	`string`	True	Best Buy Orders 3
so3	`string`	True	Best Sell Orders 3
bo4	`string`	True	Best Buy Orders 4
so4	`string`	True	Best Sell Orders 4
bo5	`string`	True	Best Buy Orders 5
so5	`string`	True	Best Sell Orders 5

get_time_price_series(exchange, token, starttime, endtime, interval):

gets the chart date for the symbol

Param	Type	Optional	Description
exchange	`string`	True	Exchange NSE / NFO / BSE / CDS
token	`string`	True	token number of the contract
starttime	`string`	True	Start time (seconds since 1 jan 1970)
endtime	`string`	True	End Time (seconds since 1 jan 1970)
interval	`integer`	True	Candle size in minutes (1,3,5,10,15,30,60,120,240)

the response is as follows,

Param	Type	Optional	Description
stat	`string`	True	ok or Not_ok
values	`string`	True	properties of the scrip
emsg	`string`	False	Error Message

Param	Type	Optional	Description
time	`string`	True	DD/MM/CCYY hh:mm:ss
into	`string`	True	Interval Open
inth	`string`	True	Interval High
intl	`string`	True	Interval Low
intc	`string`	True	Interval Close
intvwap	`string`	True	Interval vwap
intv	`string`	True	Interval volume
v	`string`	True	volume
inoi	`string`	True	Interval oi change
oi	`string`	True	oi

lastBusDay = datetime.datetime.today()
lastBusDay = lastBusDay.replace(hour=0, minute=0, second=0, microsecond=0)
ret = api.get_time_price_series(exchange='NSE', token='22', starttime=lastBusDay.timestamp(), interval=5)

get_option_chain(exchange, tradingsymbol, strikeprice, count):

gets the chart date for the symbol

Param	Type	Optional	Description
exchange	`string`	False	Exchange (UI need to check if exchange in NFO / CDS / MCX / or any other exchange which has options, if not don't allow)
tradingsymbol	`string`	False	Trading symbol of any of the option or future. Option chain for that underlying will be returned. (use url encoding to avoid special char error for symbols like M&M)
strikeprice	`float`	False	Mid price for option chain selection
count	`int`	True	Number of strike to return on one side of the mid price for PUT and CALL. (example cnt is 4, total 16 contracts will be returned, if cnt is is 5 total 20 contract will be returned)

the response is as follows,

Param	Type	Optional	Description
stat	`string`	True	ok or Not_ok
values	`string`	True	properties of the scrip
emsg	`string`	False	Error Message

Param	Type	Optional	Description
exch	`string`	False	Exchange
tsym	`string`	False	Trading Symbol of Contract
token	`string`	False	Contract token
optt	`string`	False	Option type
strprc	`string`	False	Strike Price
pp	`string`	False	Price Precision
ti	`string`	False	Tick Size
ls	`string`	False	Lot Size

start_websocket()

starts the websocket

Param	Type	Optional	Description
subscribe_callback	`function`	False	callback for market updates
order_update_callback	`function`	False	callback for order updates
socket_open_callback	`function`	False	callback when socket is open (reconnection also)
socket_close_callback	`function`	False	callback when socket is closed

subscribe_orders()

get order and trade update callbacks

Subscription Acknowledgement:

Json Fields	Possible value	Description
t	ok	‘ok’ represents order update subscription acknowledgement

Order Update subscription Updates :

Json Fields	Possible value	Description
t	om	‘om’ represents touchline feed
norenordno		Noren Order Number
uid		User Id
actid		Account ID
exch		Exchange
tsym		Trading symbol
qty		Order quantity
prc		Order Price
prd		Product
status		Order status (New, Replaced, Complete, Rejected etc)
reporttype		Order event for which this message is sent out. (Fill, Rejected, Canceled)
trantype		Order transaction type, buy or sell
prctyp		Order price type (LMT, MKT, SL-LMT, SL-MKT)
ret		Order retention type (DAY, EOS, IOC,...)
fillshares		Total Filled shares for this order
avgprc		Average fill price
fltm		Fill Time(present only when reporttype is Fill)
flid		Fill ID (present only when reporttype is Fill)
flqty		Fill Qty(present only when reporttype is Fill)
flprc		Fill Price(present only when reporttype is Fill)
rejreason		Order rejection reason, if rejected
exchordid		Exchange Order ID
cancelqty		Canceled quantity, in case of canceled order
remarks		User added tag, while placing order
dscqty		Disclosed quantity
trgprc		Trigger price for SL orders
snonum		This will be present for child orders in case of cover and bracket orders, if present needs to be sent during exit
snoordt		This will be present for child orders in case of cover and bracket orders, it will indicate whether the order is profit or stoploss
blprc		This will be present for cover and bracket parent order. This is the differential stop loss trigger price to be entered.
bpprc		This will be present for bracket parent order. This is the differential profit price to be entered.
trailprc		This will be present for cover and bracket parent order. This is required if trailing ticks is to be enabled.
exch_tm		This will have the exchange update time

subscribe([instruments])

send a list of instruments to watch

t='tk' is sent once on subscription for each instrument. this will have all the fields with the most recent value thereon t='tf' is sent for fields that have changed.

For example
quote event: 03-12-2021 11:54:44{'t': 'tk', 'e': 'NSE', 'tk': '11630', 'ts': 'NTPC-EQ', 'pp': '2', 'ls': '1', 'ti': '0.05', 'lp': '118.55', 'h': '118.65', 'l': '118.10', 'ap': '118.39', 'v': '162220', 'bp1': '118.45', 'sp1': '118.50', 'bq1': '26', 'sq1': '6325'}
quote event: 03-12-2021 11:54:45{'t': 'tf', 'e': 'NSE', 'tk': '11630', 'lp': '118.45', 'ap': '118.40', 'v': '166637', 'sp1': '118.55', 'bq1': '3135', 'sq1': '30'}
quote event: 03-12-2021 11:54:46{'t': 'tf', 'e': 'NSE', 'tk': '11630', 'lp': '118.60'}

in the example above we see first message t='tk' with all the values, 2nd message has lasttradeprice avg price and few other fields with value changed.. note bp1 isnt sent as its still 118.45 in the next tick ( 3rd message) only last price is changed to 118.6

Param	Type	Optional	Description
instruments	`list`	False	list of instruments [NSE\|22,CDS\|1]

Subscription Acknowledgement:

Number of Acknowledgements for a single subscription will be the same as the number of scrips mentioned in the key (k) field.

Json Fields	Possible value	Description
t	tk	‘tk’ represents touchline acknowledgement
e	NSE, BSE, NFO ..	Exchange name
tk	22	Scrip Token
pp	2 for NSE, BSE & 4 for CDS USDINR	Price precision
ts		Trading Symbol
ti		Tick size
ls		Lot size
lp		LTP
pc		Percentage change
v		volume
o		Open price
h		High price
l		Low price
c		Close price
ap		Average trade price
oi		Open interest
poi		Previous day closing Open Interest
toi		Total open interest for underlying
bq1		Best Buy Quantity 1
bp1		Best Buy Price 1
sq1		Best Sell Quantity 1
sp1		Best Sell Price 1

TouchLine subscription Updates : Accept for t, e, and tk other fields may / may not be present.

Json Fields	Possible value	Description
t	tf	‘tf’ represents touchline acknowledgement
e	NSE, BSE, NFO ..	Exchange name
tk	22	Scrip Token
lp		LTP
pc		Percentage change
v		volume
o		Open price
h		High price
l		Low price
c		Close price
ap		Average trade price
oi		Open interest
poi		Previous day closing Open Interest
toi		Total open interest for underlying
bq1		Best Buy Quantity 1
bp1		Best Buy Price 1
sq1		Best Sell Quantity 1
sp1		Best Sell Price 1

unsubscribe()

send a list of instruments to stop watch

Example - Getting Started

First configure the endpoints in the api_helper constructor. Thereon provide your credentials and login as follows.

from api_helper import NorenApiPy
import logging

#enable dbug to see request and responses
logging.basicConfig(level=logging.DEBUG)

#start of our program
api = NorenApiPy()

#credentials
user        = '< user id>'
u_pwd       = '< password >'
factor2     = 'second factor'
vc          = 'vendor code'
app_key     = 'secret key'
imei        = 'uniq identifier'


ret = api.login(userid=user, password=pwd, twoFA=factor2, vendor_code=vc, api_secret=app_key, imei=imei)
print(ret)

Example Symbol/Contract : Example_market.py

This Example shows API usage for finding scrips and its properties

Search Scrips

The call can be made to get the exchange provided token for a scrip or alternately can search for a partial string to get a list of matching scrips Trading Symbol:

SymbolName + ExpDate + 'F' for all data having InstrumentName starting with FUT

SymbolName + ExpDate + 'P' + StrikePrice for all data having InstrumentName starting with OPT and with OptionType PE

SymbolName + ExpDate + 'C' + StrikePrice for all data having InstrumentName starting with OPT and with OptionType C

For MCX, F to be ignored for FUT instruments

api.searchscrip(exchange='NSE', searchtext='REL')

This will reply as following

{
    "stat": "Ok",
    "values": [
        {
            "exch": "NSE",
            "token": "18069",
            "tsym": "REL100NAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "24225",
            "tsym": "RELAXO-EQ"
        },
        {
            "exch": "NSE",
            "token": "4327",
            "tsym": "RELAXOFOOT-EQ"
        },
        {
            "exch": "NSE",
            "token": "18068",
            "tsym": "RELBANKNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "2882",
            "tsym": "RELCAPITAL-EQ"
        },
        {
            "exch": "NSE",
            "token": "18070",
            "tsym": "RELCONSNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "18071",
            "tsym": "RELDIVNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "18072",
            "tsym": "RELGOLDNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "2885",
            "tsym": "RELIANCE-EQ"
        },
        {
            "exch": "NSE",
            "token": "15068",
            "tsym": "RELIGARE-EQ"
        },
        {
            "exch": "NSE",
            "token": "553",
            "tsym": "RELINFRA-EQ"
        },
        {
            "exch": "NSE",
            "token": "18074",
            "tsym": "RELNV20NAV-EQ"
        }
    ]
}

Security Info

This call is done to get the properties of the scrip such as freeze qty and margins

api.get_security_info(exchange='NSE', token='22')

The response for the same would be

{
   "request_time": "17:43:38 31-10-2020",
   "stat": "Ok",
   "exch": "NSE",
   "tsym": "ACC-EQ",
   "cname": "ACC LIMITED",
   "symname": "ACC",
   "seg": "EQT",
   "instname": "EQ",
   "isin": "INE012A01025",
   "pp": "2",
   "ls": "1",
   "ti": "0.05",
   "mult": "1",
   "prcftr_d": "(1 / 1 ) * (1 / 1)",
   "trdunt": "ACC.BO",
   "delunt": "ACC",
   "token": "22",
   "varmrg": "40.00"
}

Subscribe to a live feed

Subscribe to a single token as follows

api.subscribe('NSE|13')

Subscribe to a list of tokens as follows

api.subscribe(['NSE|22', 'BSE|522032'])

First we need to connect to the WebSocket and then subscribe as follows

feed_opened = False

def event_handler_feed_update(tick_data):
    print(f"feed update {tick_data}")

def open_callback():
    global feed_opened
    feed_opened = True


api.start_websocket( order_update_callback=event_handler_order_update,
                     subscribe_callback=event_handler_feed_update, 
                     socket_open_callback=open_callback)

while(feed_opened==False):
    pass

# subscribe to a single token 
api.subscribe('NSE|13')

#subscribe to multiple tokens
api.subscribe(['NSE|22', 'BSE|522032'])

Example - Orders and Trades : example_orders.py

Place Order

Place a Limit order as follows

    api.place_order(buy_or_sell='B', product_type='C',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='LMT', price=1500, trigger_price=None,
                        retention='DAY', remarks='my_order_001')

Place a Market Order as follows

    api.place_order(buy_or_sell='B', product_type='C',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='MKT', price=0, trigger_price=None,
                        retention='DAY', remarks='my_order_001')

Place a StopLoss Order as follows

    api.place_order(buy_or_sell='B', product_type='C',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='SL-LMT', price=1500, trigger_price=1450,
                        retention='DAY', remarks='my_order_001')

Place a Cover Order as follows

    api.place_order(buy_or_sell='B', product_type='H',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='LMT', price=1500, trigger_price=None,
                        retention='DAY', remarks='my_order_001', bookloss_price = 1490)

Place a Bracket Order as follows

    api.place_order(buy_or_sell='B', product_type='B',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='LMT', price=1500, trigger_price=None,
                        retention='DAY', remarks='my_order_001', bookloss_price = 1490, bookprofit_price = 1510)

Modify Order

Modify a New Order by providing the OrderNumber

    api.modify_order(exchange='NSE', tradingsymbol='INFY-EQ', orderno=orderno,
                                   newquantity=2, newprice_type='LMT', newprice=1505)

Cancel Order

Cancel a New Order by providing the Order Number

    api.cancel_order(orderno=orderno)

Subscribe to Order Updates

Connecting to the Websocket will automatically subscribe and provide the order updates in the call back as follows Note: Feed and Order updates are received from the same websocket and needs to be connected once only.

feed_opened = False

def event_handler_order_update(order):
    print(f"order feed {order}")

def open_callback():
    global feed_opened
    feed_opened = True


api.start_websocket( order_update_callback=event_handler_order_update,
                     subscribe_callback=event_handler_feed_update, 
                     socket_open_callback=open_callback)

while(feed_opened==False):
    pass

Author

Kumar Anand

Name		Name	Last commit message	Last commit date
Latest commit History 47 Commits
dist		dist
tests		tests
.gitignore		.gitignore
README.md		README.md
api_helper.py		api_helper.py
cred.yml		cred.yml
example_market.py		example_market.py
example_orders.py		example_orders.py
requirements.txt		requirements.txt
test_api.py		test_api.py

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NorenApi

Build

API

login(userid, password, twoFA, vendor_code, api_secret, imei)

logout()

place_order(buy_or_sell, product_type,exchange, tradingsymbol, quantity, discloseqty, price_type, price=0.0, trigger_price=None, retention='DAY', amo='NO', remarks=None)

modify_order(orderno, exchange, tradingsymbol, newquantity,newprice_type, newprice, newtrigger_price, amo):

cancel_order(orderno)

exit_order(orderno)

position_product_conversion(exchange, tradingsymbol, quantity, new_product_type, previous_product_type, buy_or_sell, day_or_cf)

Order Book

Trade Book

single order history(orderno)

get_holdings(product_type)

get_positions()

get_limits

searchscrip(exchange, searchtext):

get_security_info(exchange, token):

get_quotes(exchange, token):

get_time_price_series(exchange, token, starttime, endtime, interval):

get_option_chain(exchange, tradingsymbol, strikeprice, count):

start_websocket()

subscribe_orders()

subscribe([instruments])

unsubscribe()

Example - Getting Started

Example Symbol/Contract : Example_market.py

Search Scrips

Security Info

Subscribe to a live feed

Example - Orders and Trades : example_orders.py

Place Order

Modify Order

Cancel Order

Subscribe to Order Updates

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