from kitetrader import Kite

# Using with statement (context manager)
with Kite() as kite:
  kite.profile() # user profile
  kite.holdings() # user portfolio

# or
kite = Kite()
kite.profile()
kite.holdings()

# close the requests session
kite.close()

# User
kite.profile()
kite.margins(segment=kite.MARGIN_EQUITY) # or kite.MARGIN_COMMODITY

# Portfolio
kite.holdings() # long-term holdings
kite.positions() # short-term positions
kite.auctions() # list all auctions

# Orders
kite.orders() # list all orders for the day
kite.order_history('171229500724687') # order_id
kite.trades() # list all executed trades
kite.order_trades('171229500724687') # order_id

kite.place_order(kite.VARIETY_REGULAR,
                 kite.EXCHANGE_NSE,
                 'INFY',
                 kite.TRANSACTION_TYPE_BUY,
                 1,
                 kite.PRODUCT_NRML,
                 kite.ORDER_TYPE_MARKET) # Buy INFY at market price from NSE with product type NRML

kite.modify_order(kite.VARIETY_REGULAR, '171229500724687', 5) # order_id with quantity 5

kite.cancel_order(kite.VARIETY_REGULAR, '171229500724687')

# Get the full market quotes - ohlc, OI, bid/ask, etc

instruments = ['NSE:INFY', 'NSE:RELIANCE', 'NSE:HDFCBANK', 'NSE:TCS']

kite.quote(instruments) # accepts list or a single string

# or

kite.quote('NSE:INFY')

kite.ohlc(instruments) # Get OHLCV and last traded price

kite.ltp(instruments) # Last traded price of all instruments

from kitetrader import Kite
from pandas import DataFrame, to_datetime
from datetime import datetime

'''An example to load historical candle data in Pandas DataFrame'''

def to_dataframe(data, oi=False):
    '''Returns a pandas DataFrame with Date as Index'''

    columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume']

    if oi:
        columns.append('OpenInterest')

    df = DataFrame(data, columns=columns)

    df['Date'] = to_datetime(df['Date'])
    return df.set_index('Date')


from_dt = datetime(2023, 10, 4, 9, 15)
to_dt = datetime(2023, 10, 4, 15, 30)
instrument_token = '8979970' # banknifty oct futures

with Kite() as kite:
    data = kite.historical_data(instrument_token,
                                from_dt,
                                to_dt,
                                interval='15minute', oi=True)

df = to_dataframe(data, oi=True)

print(df.head())

df.to_csv(kite.base_dir / 'BANKNIFTY_OCT_FUT.csv')

from kitetrader import Kite
from io import BytesIO
from pandas import read_csv

'''Example to load and save instruments to csv file. '''

with Kite() as kite:
    # returns data in binary format
    data = kite.instruments(kite.EXCHANGE_NSE)

# Save as csv file using pathlib.path
(kite.base_dir / 'instruments.csv').write_bytes(data)

# or using file open with write binary
with open('instruments.csv', 'wb') as f:
    f.write(data)

# To convert data to Pandas DataFrame
df = read_csv(BytesIO(data), index_col='tradingsymbol')

# or load the saved csv file as DataFrame
df = read_csv('instruments.csv', index_col='tradingsymbol')

# to query an instrument token
instrument_token = df.loc['INFY', 'instrument_token']

# Exchanges
EXCHANGE_NSE = "NSE"
EXCHANGE_BSE = "BSE"
EXCHANGE_NFO = "NFO"
EXCHANGE_CDS = "CDS"
EXCHANGE_BFO = "BFO"
EXCHANGE_MCX = "MCX"
EXCHANGE_BCD = "BCD"

# Products
PRODUCT_MIS = "MIS"
PRODUCT_CNC = "CNC"
PRODUCT_NRML = "NRML"
PRODUCT_CO = "CO"

# Order types
ORDER_TYPE_MARKET = "MARKET"
ORDER_TYPE_LIMIT = "LIMIT"
ORDER_TYPE_SLM = "SL-M"
ORDER_TYPE_SL = "SL"

# Varities
VARIETY_REGULAR = "regular"
VARIETY_CO = "co"
VARIETY_AMO = "amo"
VARIETY_ICEBERG = "iceberg"
VARIETY_AUCTION = "auction"

# Transaction type
TRANSACTION_TYPE_BUY = "BUY"
TRANSACTION_TYPE_SELL = "SELL"

# Validity
VALIDITY_DAY = "DAY"
VALIDITY_IOC = "IOC"
VALIDITY_TTL = "TTL"

# Position Type
POSITION_TYPE_DAY = "day"
POSITION_TYPE_OVERNIGHT = "overnight"

# Margins segments
MARGIN_EQUITY = "equity"
MARGIN_COMMODITY = "commodity"

# GTT order type
GTT_TYPE_OCO = "two-leg"
GTT_TYPE_SINGLE = "single"

throttle_config = {
    'quote': {
        'rps': 1,
    },
    'historical': {
        'rps': 3,
    },
    'order': {
        'rps': 8,
        'rpm': 180,
    },
    'default': {
        'rps': 8,
    }
}

max_penalty_count = 15

th = Throttle(throttle_config, max_penalty_count)

class Kite(builtins.object)
 |  Kite(enctoken: Optional[str] = None)
 |  
 |  Unofficial implementation of Zerodha Kite api
 |  
 |  Methods defined here:
 |  
 |  __init__(self, enctoken: Optional[str] = None)
 |      Initialize self.  See help(type(self)) for accurate signature.
 |  
 |  auctions(self)
 |      Retrieve the list of auctions that are currently being held
 |  
 |  cancel_order(self, variety, order_id)
 |      Cancel an order.
 |  
 |  close(self)
 |      Close the Requests session
 |  
 |  historical_data(self, instrument_token: str, from_dt: Union[datetime.datetime, str], to_dt: Union[datetime.datetime, str], interval: str, continuous=False, oi=False)
 |      return historical candle records for a given instrument.
 |  
 |  holdings(self)
 |      Return the list of long term equity holdings
 |  
 |  instruments(self, exchange: Optional[str] = None)
 |      return a CSV dump of all tradable instruments
 |  
 |  ltp(self, instruments: Union[str, collections.abc.Collection])
 |      Returns the last traded price
 |  
 |  margins(self, segment: Optional[str] = None)
 |      Returns funds, cash, and margin information for the user
 |      for equity and commodity segments
 |  
 |  modify_order(self, variety, order_id, quantity=None, price=None, order_type=None, trigger_price=None, validity=None, disclosed_quantity=None)
 |      Modify an open order.
 |  
 |  ohlc(self, instruments: Union[str, collections.abc.Collection])
 |      Returns ohlc and last traded price
 |  
 |  order_history(self, order_id)
 |      Get history of individual orders
 |  
 |  order_trades(self, order_id)
 |      Get the the trades generated by an order
 |  
 |  orders(self)
 |      Get list of all orders for the day
 |  
 |  place_order(self, variety, exchange, tradingsymbol, transaction_type, quantity, product, order_type, price=None, validity=None, validity_ttl=None, disclosed_quantity=None, trigger_price=None, iceberg_legs=None, iceberg_quantity=None, auction_number=None, tag=None)
 |      Place an order of a particular variety
 |  
 |  positions(self)
 |      Retrieve the list of short term positions
 |  
 |  profile(self)
 |      Retrieve the user profile
 |  
 |  quote(self, instruments: Union[str, collections.abc.Collection])
 |      Return the full market quotes - ohlc, OI, bid/ask etc
 |  
 |  trades(self)
 |      Get the list of all executed trades for the day
 |  
 |  Data and other attributes defined here:
 |  
 |  EXCHANGE_BCD = 'BCD'
 |  
 |  EXCHANGE_BFO = 'BFO'
 |  
 |  EXCHANGE_BSE = 'BSE'
 |  
 |  EXCHANGE_CDS = 'CDS'
 |  
 |  EXCHANGE_MCX = 'MCX'
 |  
 |  EXCHANGE_NFO = 'NFO'
 |  
 |  EXCHANGE_NSE = 'NSE'
 |  
 |  GTT_TYPE_OCO = 'two-leg'
 |  
 |  GTT_TYPE_SINGLE = 'single'
 |  
 |  MARGIN_COMMODITY = 'commodity'
 |  
 |  MARGIN_EQUITY = 'equity'
 |  
 |  ORDER_TYPE_LIMIT = 'LIMIT'
 |  
 |  ORDER_TYPE_MARKET = 'MARKET'
 |  
 |  ORDER_TYPE_SL = 'SL'
 |  
 |  ORDER_TYPE_SLM = 'SL-M'
 |  
 |  POSITION_TYPE_DAY = 'day'
 |  
 |  POSITION_TYPE_OVERNIGHT = 'overnight'
 |  
 |  PRODUCT_CNC = 'CNC'
 |  
 |  PRODUCT_CO = 'CO'
 |  
 |  PRODUCT_MIS = 'MIS'
 |  
 |  PRODUCT_NRML = 'NRML'
 |  
 |  TRANSACTION_TYPE_BUY = 'BUY'
 |  
 |  TRANSACTION_TYPE_SELL = 'SELL'
 |  
 |  VALIDITY_DAY = 'DAY'
 |  
 |  VALIDITY_IOC = 'IOC'
 |  
 |  VALIDITY_TTL = 'TTL'
 |  
 |  VARIETY_AMO = 'amo'
 |  
 |  VARIETY_AUCTION = 'auction'
 |  
 |  VARIETY_CO = 'co'
 |  
 |  VARIETY_ICEBERG = 'iceberg'
 |  
 |  VARIETY_REGULAR = 'regular'
 |