Note : Use these Links for getting scrip codes Scrip Master - Downaload ScripMaster [here](https://openapi.5paisa.com/VendorsAPI/Service1.svc/ScripMaster/segment/All) [API Documentation](https://xstream.5paisa.com/dev-docs/docFundamentals/scrip-master) #Fetch Scrip Codes scrips = client.get_scrips() #Query Script Data Inputs sequence- exchange, exchangetype, symbol, strike, type, expiry #Strike to be 0 for cash stocks , Actual Strike for Derivatives  #type to be XX for Cash stocks and Futures, EQ for indices, CE/PE for Options #Fetch Scrip Data for Cash record = client.query_scrips("N","C","ITC","0","XX","") #Fetch Scrip Data for Options record = client.query_scrips("N","D","NIFTY","22300","CE","2024-04-25") #Fetch Scrip Data for Futures record = client.query_scrips("N","C","INFY","0","XX","")

from py5paisa import FivePaisaClient cred={ "APP_NAME":"YOUR APP_NAME", "APP_SOURCE":"YOUR APP_SOURCE", "USER_ID":"YOUR USER_ID", "PASSWORD":"YOUR PASSWORD", "USER_KEY":"YOUR USERKEY", "ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY" } #This function will automatically take care of generating and sending access token for all your API's client = FivePaisaClient(cred=cred) # OAUTH Approach # First get a token by logging in to -> https://dev-openapi.5paisa.com/WebVendorLogin/VLogin/Index?VendorKey=<Your Vendor Key>&ResponseURL=<Redirect URL> # VendorKey is UesrKey for individuals user # for e.g. you can use ResponseURL as https://www.5paisa.com/technology/developer-apis # Pass the token received in the response url after successful login to get an access token (this also sets the token for all the APIs you use)- # Please note that you need to copy the request token from URL and paste in this code and start the code within 30s. client.get_oauth_session('Your Response Token') After successful authentication, you should get a `Logged in!!` message in console #Function to fetch access token after successful login print(client.get_access_token()) #Login with Access Token client.set_access_token('accessToken','clientCode')

#NOTE : ScripData and ScripCode you can find from new Scripmaster as mentioned above req_list_ = [{"Exch": "N", "ExchType": "C", "ScripData": "ITC_EQ"}] {"Exch": "N", "ExchType": "C", "ScripCode": "2885"}] print(client.fetch_market_feed_scrip(req_list_))

print(client.get_market_status())

# Fetches holdings client.holdings() # Fetches margin client.margin() # Fetches positions client.positions() # Fetches the order book of the client client.order_book() # Fetches Trade book client.get_tradebook()

# Convert positions # client.position_convertion(<Exchange>,<Exchange Type>,<Scrip Name>,<Buy/Sell>,<Qty>,<From Delivery/Intraday>,<From Delivery/Intraday>) client.position_convertion("N","C","BPCL_EQ","B",5,"D","I")

# Note: This is an indicative order. from py5paisa.order import Order, OrderType, Exchange #You can pass scripdata either you can pass scripcode also. # please use price = 0 for market Order #use IsIntraday= true for intraday orders #Using Scrip Data :- #Using Scrip Code :- client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=260) #Sample For SL order (for order to be treated as SL order just pass StopLossPrice) client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=350, IsIntraday=False, StopLossPrice=345) #Derivative Order client.place_order(OrderType='B',Exchange='N',ExchangeType='D', ScripCode = 57633, Qty=50, Price=1.5) Please refer below documentation link for paramaters to be passed in cleint.place_order function https://www.5paisa.com/developerapi/order-request-place-order

client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=325, AHPlaced="Y")

client.modify_order(ExchOrderID="1100000017861430", Qty=2,Price=261)

client.cancel_order(exch_order_id="1100000017795041")

cancel_bulk=[ { "ExchOrderID": "<Exchange Order ID 1>" }, { "ExchOrderID": "<Exchange Order ID 2>" }, client.cancel_bulk_order(cancel_bulk)

Orders2 =[ { "Exch": "N", "ExchType": "C", "ScripCode": 2885, "ScripData": "", "PlaceModifyCancel": "P", "OrderType": "B", "Price": 0, "Qty": 1, "IsIntraday": False }, { "Exch": "B", "ExchType": "C", "ScripCode": 512070, "ScripData": "", "PlaceModifyCancel": "P", "OrderType": "S", "Price": 0, "Qty": 1, "IsIntraday": True } ] a=client.multi_order_Margin(CoverPositions='Y',Orders=Orders2)

client.squareoff_all()

client.bo_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,TargetPrice=345,StopLossPrice=320,LimitPriceForSL=319,TrailingSL=1.5)

client.cover_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,StopLossPrice=320,TrailingSL=1.5)

client.modify_bo_order(ExchOrderID="1100000017861430",LimitPrice=330) client.modify_cover_order(ExchOrderID="1100000017861430",LimitPrice=330) #Note : For cover order just pass LimitPriceProfitOrder equal to Zero.

client.modify_bo_order(ExchOrderID="1100000017861430",TargetPrice=330) client.modify_cover_order(ExchOrderID="1100000017861430",TargetPrice=330)

client.modify_bo_order(ExchOrderID="1100000017861430",LimitPriceForSL=330) client.modify_bo_order(ExchOrderID="1100000017861430",LimitPriceForSL=330) #Note : You have pass atmarket=true while modifying stoploss price, Pass ExchorderId for the particular leg to modify.

# Create a new Basket client.create_basket("<New Basket Name>") # Rename existing basket client.rename_basket("<Modified Basket Name>",<Exisiting Basket ID>) # Clone existing basket client.clone_basket(<Exisiting Basket ID>) # Delete bulk baskets delete_basket_list=[{"BasketID":"<Exisiting Basket ID>"},{"BasketID":"<Exisiting Basket ID>"}] client.delete_basket(delete_basket_list) # Get list of all baskets (Open/Closed) client.get_basket() basket_list= [ { "BasketID": "<Exisiting Basket ID>" }, { "BasketID": "<Exisiting Basket ID>" } ] order_to_basket=Basket_order("N","C",23000,"BUY",1,"1660","I") client.add_basket_order(order_to_basket,basket_list) # Get orders in basket client.get_order_in_basket(<Exisiting Basket ID>)

from py5paisa.order import Exchange req_list= [ { "Exch": "N", "ExchType": "C", "ScripCode": 20374, "ExchOrderID": "1000000015310807" }] # Fetches the trade details client.fetch_trade_info(req_list) req_list_= [ { "Exch": "N", "RemoteOrderID": "90980441" }] # Fetches the order status client.fetch_order_status(req_list_) # Fetch Trade History print(client.get_trade_history("PASS EXCHANGE ORDER ID"))

req_list=[ { "Exch":"N","ExchType":"C","ScripCode":1660}, ] req_data=client.Request_Feed('mf','s',req_list) def on_message(ws, message): print(message) client.connect(req_data) client.receive_data(on_message)

a={ "method":"subscribe", "operation":"20depth", "instruments":["NC2885"] } print(client.socket_20_depth(a)) def on_message(ws, message): print(message) client.receive_data(on_message) Note:- Instruments in payload above is a list(array) in format as <exchange><exchange type><scrip code>

print(client.fetch_market_depth_by_scrip(Exchange="N",ExchangeType="C",ScripCode="1660")) print(client.fetch_market_depth_by_scrip(Exchange="N",ExchangeType="C",ScripData="RELIANCE_EQ"))

a=[{"Exchange":"N","ExchangeType":"C","ScripCode":"2885"}, {"Exchange":"N","ExchangeType":"C","ScripData":"ITC_EQ"}, ] print(client.fetch_market_snapshot(a))

client.get_expiry("N","NIFTY") # Returns list of all active expiries # client.get_option_chain("N","NIFTY",<Pass expiry timestamp from get_expiry response>) client.get_option_chain("N","NIFTY",1647507600000)

#historical_data(<Exchange>,<Exchange Type>,<Scrip Code>,<Time Frame>,<From Data>,<To Date>) df=client.historical_data('N','C',1660,'15m','2021-05-25','2021-06-16') print(df) # Note : TimeFrame Should be from this list ['1m','5m','10m','15m','30m','60m','1d']

bulk_order=[{ "Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"ITC_EQ", "Price": "440", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620" },{ "Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"IDEA_EQ", "Price": "15", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620" } ] client.place_order_bulk(OrderList=bulk_order)

#Import strategy package from py5paisa.strategy import *

#Create an Object:- cred={ "APP_NAME":"YOUR APP_NAME", "APP_SOURCE":YOUR APP_SOURCE, "USER_ID":"YOUR USER_ID", "PASSWORD":"YOUR PASSWORD", "USER_KEY":"YOUR USERKEY", "ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY" } --Old approach strategy=strategies(user="random_email@xyz.com", passw="password", dob="YYYYMMDD",cred=cred) --New Approach strategy=strategies(cred=cred,request_token="eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJ1bmlxdWVfbmFtZSI6IjUwMDUyNzcwIiwicm9sZSI6ImdpUUlvYXR5R2NYQUR3eFYwNXVXSGlPVzJRT1dOTGNzIiwibmJmIjoxNjY3ODMwODczLCJleHAiOjE2Njc4MzA5MDMsImlhdCI6MTY2NzgzMDg3M30.iP_FZtFy-nj6QeRd0sEhaKS-jr-wu-pCwtcdYCGPeO4")

#short_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>) strategy.short_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>') #Using tag is optional

#short_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>) strategy.short_strangle("banknifty",['35300','37000'],'50','20210610','D')

#long_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>) strategy.long_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>') #Using tag is optional

#long_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>) strategy.long_strangle("banknifty",['35300','37000'],'50','20210610','D')

#iron_condor(<symbol>,<List of buy strike prices>,<List of sell strike price>,<qty>,<expiry>,<Order Type>) strategy.iron_condor("NIFTY",["15000","15200"],["15100","15150"],"75","20210603","I")

#iron_fly(<symbol>,<List of buy strike prices>,<Sell strike price>,<qty>,<expiry>,<Order Type>) strategy.iron_fly("NIFTY",["15000","15200"],"15100","75","20210610","I",tag='<Your strategy Name>') #Using tag is optional

#call_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>) strategy.call_calendar("nifty",'15600','75',['20210603','20210610'],'I')

#put_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>) strategy.put_calendar("nifty",'15600','75',['20210603','20210610'],'I')

#call_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>) strategy.call_ladder("NIFTY","15100",["15300","15400"],"75","20210610","I")

#put_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>) strategy.put_ladder("NIFTY","15000",["14800","14500"],"75","20210610","I",tag='<Your strategy Name>') #Using tag is optional

#ladder(<symbol>,<List of Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>) strategy.ladder("sbin",["400","420"],["350","370","450","500"],"1500","20210729","D")

Squareoff a strategy Using tags strategy.squareoff('tag') # Use the same tag as used while executing the strategies

TAX Report a=client.tax_report("2024-01-01",'2024-06-26') print(a) # to fetch Tax report

Ledger Report a=client.fetch_ledger("2024-01-01",'2024-06-26') print(a) # to fetch Ledger report