ZerodhaTicker.py

import logging
import json

from kiteconnect import KiteTicker

from ticker.BaseTicker import BaseTicker
from instruments.Instruments import Instruments
from models.TickData import TickData

class ZerodhaTicker(BaseTicker):
  def __init__(self):
    super().__init__("zerodha")

  def startTicker(self):
    brokerAppDetails = self.brokerLogin.getBrokerAppDetails()
    accessToken = self.brokerLogin.getAccessToken()
    if accessToken == None:
      logging.error('ZerodhaTicker startTicker: Cannot start ticker as accessToken is empty')
      return
    
    ticker = KiteTicker(brokerAppDetails.appKey, accessToken)
    ticker.on_connect = self.on_connect
    ticker.on_close = self.on_close
    ticker.on_error = self.on_error
    ticker.on_reconnect = self.on_reconnect
    ticker.on_noreconnect = self.on_noreconnect
    ticker.on_ticks = self.on_ticks
    ticker.on_order_update = self.on_order_update

    logging.info('ZerodhaTicker: Going to connect..')
    self.ticker = ticker
    self.ticker.connect(threaded=True)

  def stopTicker(self):
    logging.info('ZerodhaTicker: stopping..')
    self.ticker.close(1000, "Manual close")

  def registerSymbols(self, symbols):
    tokens = []
    for symbol in symbols:
      isd = Instruments.getInstrumentDataBySymbol(symbol)
      token = isd['instrument_token']
      logging.info('ZerodhaTicker registerSymbol: %s token = %s', symbol, token)
      tokens.append(token)

    logging.info('ZerodhaTicker Subscribing tokens %s', tokens)
    self.ticker.subscribe(tokens)

  def unregisterSymbols(self, symbols):
    tokens = []
    for symbol in symbols:
      isd = Instruments.getInstrumentDataBySymbol(symbol)
      token = isd['instrument_token']
      logging.info('ZerodhaTicker unregisterSymbols: %s token = %s', symbol, token)
      tokens.append(token)

    logging.info('ZerodhaTicker Unsubscribing tokens %s', tokens)
    self.ticker.unsubscribe(tokens)

  def on_ticks(self, ws, brokerTicks):
    # convert broker specific Ticks to our system specific Ticks (models.TickData) and pass to super class function
    ticks = []
    for bTick in brokerTicks:
      isd = Instruments.getInstrumentDataByToken(bTick['instrument_token'])
      tradingSymbol = isd['tradingsymbol']
      tick = TickData(tradingSymbol)
      tick.lastTradedPrice = bTick['last_price']
      tick.lastTradedQuantity = bTick['last_quantity']
      tick.avgTradedPrice = bTick['average_price']
      tick.volume = bTick['volume']
      tick.totalBuyQuantity = bTick['buy_quantity']
      tick.totalSellQuantity = bTick['sell_quantity']
      tick.open = bTick['ohlc']['open']
      tick.high = bTick['ohlc']['high']
      tick.low = bTick['ohlc']['low']
      tick.close = bTick['ohlc']['close']
      tick.change = bTick['change']
      ticks.append(tick)
      
    self.onNewTicks(ticks)

  def on_connect(self, ws, response):
    self.onConnect()

  def on_close(self, ws, code, reason):
    self.onDisconnect(code, reason)

  def on_error(self, ws, code, reason):
    self.onError(code, reason)

  def on_reconnect(self, ws, attemptsCount):
    self.onReconnect(attemptsCount)

  def on_noreconnect(self, ws):
    self.onMaxReconnectsAttempt()

  def on_order_update(self, ws, data):
    self.onOrderUpdate(data)