Simple Moving average strategy using alice_blue library

main.py

import logging
import datetime
import statistics
from time import sleep
from alice_blue import *

# Config
username = 'username'
password = 'password'
app_id = 'app_id'
api_secret = 'api_secret'
twoFA = '1993'
EMA_CROSS_SCRIP = 'INFY'
logging.basicConfig(level=logging.DEBUG)        # Optional for getting debug messages.
# Config

ltp = 0
alice = None
def event_handler_quote_update(message):
    global ltp
    ltp = message['ltp']

def buy_signal(ins_scrip):
    global alice
    alice.place_order(transaction_type = TransactionType.Buy,
                         instrument = ins_scrip,
                         quantity = 1,
                         order_type = OrderType.Market,
                         product_type = ProductType.Intraday)

def sell_signal(ins_scrip):
    global alice
    alice.place_order(transaction_type = TransactionType.Sell,
                         instrument = ins_scrip,
                         quantity = 1,
                         order_type = OrderType.Market,
                         product_type = ProductType.Intraday)
    
def main():
    global alice
    global username
    global password
    global twoFA
    global app_id
    global api_secret
    global EMA_CROSS_SCRIP
    minute_close = []
    session_id = AliceBlue.login_and_get_sessionID( username    = username, 
                                                    password    = password, 
                                                    twoFA       = twoFA,
                                                    app_id      = app_id,
                                                    api_secret  = api_secret)
    alice = AliceBlue(username = "username", session_id = session_id, master_contracts_to_download=['NSE'])
    
    print(alice.get_balance()) # get balance / margin limits
    print(alice.get_profile()) # get profile
    print(alice.get_daywise_positions()) # get daywise positions
    print(alice.get_netwise_positions()) # get netwise positions
    print(alice.get_holding_positions()) # get holding positions
    
    ins_scrip = alice.get_instrument_by_symbol('NSE', EMA_CROSS_SCRIP)
    
    alice.start_websocket(subscribe_callback=event_handler_quote_update)
    alice.subscribe(ins_scrip, LiveFeedType.TICK_DATA)
    
    current_signal = ''
    while True:
        if(datetime.datetime.now().second == 0):
            minute_close.append(ltp)
            if(len(minute_close) > 20):
                sma_5 = statistics.mean(minute_close[-5:])
                sma_20 = statistics.mean(minute_close[-20:])
                if(current_signal != 'buy'):
                    if(sma_5 > sma_20):
                        buy_signal(ins_scrip)
                        current_signal = 'buy'
                if(current_signal != 'sell'):
                    if(sma_5 < sma_20):
                        sell_signal(ins_scrip)
                        current_signal = 'sell'
            sleep(1)    # sleep for 1 seconds
        sleep(0.2)      # sleep for 200ms
    
if(__name__ == '__main__'):
    main()

You get live data. You can get high low of whatever time you want.

As I am new to this, Can you write the API to get the High and Low Price of a Particular Candle of 15 Mins chart.

Like if market opens at 9:15, I want to have an API to get the High and Low price from 9:30 to 9:45 AM.

I mean i am looking for historical data for a time frame for a script using API.

Learn python.

What would be the code line for getting LTP printef for two instruments at the same time.

Hi Krishna,
Everything is working fine for me.
Very good support team thanks for that.
Is it possible to get historical data ?
if possible then how and through which API or anyway to get historical data.
This is just required to backtest my strategy.

There is no historical data available in alice

Hi @krishnavelu,
Instead of searching single instrument can't I get whole stock universe of NSE
for ex: NIFTY 500
Appreciate your response

Hi Krishna,
if you know about https://www.squareoff.in/ website.
Which allow to place order by login to aliceblue via squareoff website.
So which API we have to use for that so other people can place order from my website without using client secret of mine.

There is nothing like that available.

{'exchange': 'NSE', 'token': 26000, 'ltp': 11678.4, 'ltt': 1603945137, 'ltq': 0, 'volume': 0, 'best_bid_price': 0.0, 'best_bid_quantity': 0, 'best_ask_price': 0.0, 'best_ask_quantity': 0, 'total_buy_quantity': 0, 'total_sell_quantity': 0, 'atp': 0.0, 'exchange_time_stamp': 1603945137, 'open': 11633.3, 'high': 11681.7, 'low': 11609.2, 'close': 11729.6, 'yearly_high': 12430.5, 'yearly_low': 7511.1, 'instrument': Instrument(exchange='NSE', token=26000, symbol='Nifty 50', name='Nifty 50', expiry=None, lot_size=None)}

getting this data quanity 0 bid price,ask price 0

try market hours.

alice.start_websocket(subscribe_callback=event_handler_quote_update,
socket_open_callback=open_callback,
run_in_background=True)
I am not getting open_callback. socket_opened is always False. Any idea on this? Using PyCharm and python 3.8

Try the example as it is. It works.

Hi
I want to get Open Interest of say one strike price nifty... it gives following after calling LiveFeedType.MARKET_DATA

{'exchange': 'NFO', 'token': 43838, 'ltp': 60.0, 'ltt': 1617789599, 'ltq': 75, 'volume': 70077975, 'best_bid_price': 59.3, 'best_bid_quantity': 150, 'best_ask_price': 60.0, 'best_ask_quantity': 75, 'total_buy_quantity': 222375, 'total_sell_quantity': 261450, 'atp': 69.91, 'exchange_time_stamp': 1617789600, 'open': 159.9, 'high': 194.05, 'low': 42.4, 'close': 160.45, 'yearly_high': 194.05, 'yearly_low': 0.0, 'instrument': Instrument(exchange='NFO', token=43838, symbol='NIFTY 08 APR21 14800.0 PE', name='', expiry=datetime.date(2021, 4, 8), lot_size='75')}

THERE IS NO OPEN INTEREST IN THIS.... How to get it ?

OI is not available.

Hi Sir,
Can you please explain why do I have to add a sleep() in order to get quotes after subscribing to any instrument? If I do not add a sleep() subscribing does not send quotes via the websocket?

That's just an example. If you don't add sleep in that example, it will exit the python script. After exit nothing will happen.

quote update {'exchange': 'NSE', 'token': 26000, 'ltp': 17124.9, 'ltt': 1645418890, 'ltq': 0, 'volume': 0, 'best_bid_price': 0.0, 'best_bid_quantity': 0, 'best_ask_price': 0.0, 'best_ask_quantity': 0, 'total_buy_quantity': 0, 'total_sell_quantity': 0, 'atp': 0.0, 'exchange_time_stamp': 1645418890, 'open': 17192.25, 'high': 17231.3, 'low': 17070.7, 'close': 17276.3, 'yearly_high': 18604.45, 'yearly_low': 14151.4, 'instrument': Instrument(exchange='NSE', token=26000, symbol='Nifty 50', name='Nifty 50', expiry=None, lot_size=None)}

Hi I am getting this feed now. How is close greater than high? Could you pls explain based on what time frame is this OHLC information is provided in the feed? THANKS!

Try the example as it is. It works.

How do I close a web socket?
I want better understanding of the concept

Hi @krishnavelu sir.
How can I get the live market data of options?
I want live value of call options for every second , I tried subscribing but I am stuck.

It’s the same way you subscribe for equity.

It’s the same way you subscribe for equity.

Can you give an example?
I seem to be getting stuck

@krishnavelu
How do I deal with this error??

Don’t try to reopen connection multiple time. Retry mechanism is already implemented for WS disconnection.

@krishnavelu this is the old code, can you please update to latest version,
also is there any possibility to add stoploss and target prices ?

This code is giving below error

File "C:/Users/aabhi/PycharmProjects/pythonProject/nse.py", line 87, in main
socket_open_callback=open_callback
File "C:\Users\aabhi\PycharmProjects\pythonProject\venv\lib\site-packages\alice_blue\alice_blue.py", line 533, in start_websocket
self.__websocket = websocket.WebSocketApp(self.__urls['ws'],
AttributeError: module 'websocket' has no attribute 'WebSocketApp'

Does this documentation still hold good?
the run_in_background option seems to be omitted from the API itself..
abObj.start_websocket(subscribe_callback=touchlineupdates,order_update_callback=ordUpdates,run_in_background=True, TypeError: AliceBlue.start_websocket() got an unexpected keyword argument 'run_in_background'

Could you please confirm

All,
Updated SMA strategy as per new 2.0 version.

You are still showing the old code. That is not workign now. Why this muchu lethargy in uploading a workign version.