Fyers_api

Implementation of real-time stock tick data using Fyers WebSocket API and Redis.

Dependencies

Docker - To run a Redis Timeseries container

Python modules: fyers-apiv2 Redis

Installation

git clone https://github.com/BennyThadikaran/fyers_api.git

Install Docker using your Linux package manager or from the Docker website.

pip install fyers-apiv2 redis

Once registered, follow the instructions here to generate 'app id' and 'secret keys'.

Note: Use http://localhost:5010 as a redirect URI. You may replace 5010 (default port) with any number between 5000 and 65000. (Make sure to update this in 'config.json')

Configuration

Open config.json in a text editor.

{
   "server_timeout": 120,
   "port": 5010,
   "credentials_path": "",
   "type": "code",
   "grant": "authorization_code",
   "hostname": "localhost"
}

Port defaults to 5010. If you used a different port number update it here.

server_timeout defaults to 120 seconds. By default, the redirect server will wait for 2 mins (120 seconds) for login/authorization before closing the server.

credentials_path if left blank, looks for 'credentials.json' in the currently installed folder.

Warning: credentials.json stores the app id, secret id, and other confidential details. Do not share this file or upload it online.

For added security, move the 'credentials.json' file to your home holder or .config. Update the credentials_path with the full path.

Open credentials.json in a text editor and add your app id and secret. Leave all other fields blank. They are auto-updated by auth.py

{
   "appid": "<YOUR APP ID>",
   "secret": "<YOUR SECRET ID>",
   "auth_code": "",
   "state": "",
   "lastAuth": "",
   "access_token": ""
}

Lastly, edit the watchlist.txt to add your symbols. Each symbol is on a separate line.

All symbols must be in the format as explained in fyers documentation - Symbol formats

Usage

Run auth.py to get access_token. This will open a web browser to Fyers login. Once authorized, you will be redirected to localhost with the access token stored in 'credentials.json'. The token will be valid till midnight.

python3 auth.py

rt_demo.py will initialize a docker container with the Redis Timeseries module running in the background. This will also initialize a WebSocket connection steaming real-time tick data into Redis. Every minute the tick data is compacted to 1 min OHLC data.

python3 rt_demo.py

Ctrl - C to exit the script

See the below code on how to access 1 min data

import redis
from datetime import datetime

# initialise redis
r = redis.Redis(db=0)

# redis timeseries
ts = r.ts()

ts.get('NSE:HDFCBANK-EQ_O') # get the last 1 min open
(1662454260000, 1496.0)

ts.get('NSE:HDFCBANK-EQ_H') # get the last 1 min high
(1662454260000, 1496.5)

ts.get('NSE:HDFCBANK-EQ_L') # get the last 1 min low
(1662454260000, 1495.9)

ts.get('NSE:HDFCBANK-EQ_C') # get the last 1 min close
(1662454260000, 1496.1)

ts.get('NSE:HDFCBANK-EQ_V') # get the last 1 min volume
(1662454345685, 6.0)

# Get all data within a datetime range
dt = datetime.today()

# start and end time in milliseconds
start = int(datetime(dt.year, dt.month, dt.day, 9, 15).timestamp() * 1000)
end = int(datetime(dt.year, dt.month, dt.day, 15, 30).timestamp() * 1000)

# returns all 1 min open values between 9:15 and 15:30
ts.range(start, end, 'NSE:HDFCBANK-EQ_O')
[(1662454260000, 1496.1), (1662454320000, 1496.8), (1662454380000, 1496.25)]