Metadata-Version: 2.4
Name: openalgo
Version: 2.0.2
Classifier: Development Status :: 5 - Production/Stable
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Classifier: Programming Language :: Python :: 3.14
Classifier: Programming Language :: Rust
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Requires-Dist: httpx>=0.27.0
Requires-Dist: pandas>=2.2.0
Requires-Dist: websocket-client>=1.8.0
Requires-Dist: numpy>=2.0.0
License-File: LICENSE
Summary: Python library for OpenAlgo's trading APIs and WebSocket feeds, with 100+ technical indicators powered by a Rust core.
Keywords: trading,algorithmic-trading,finance,websocket,market-data,real-time,stock-market,api-wrapper,openalgo,trading-api,stock-trading,technical-analysis,indicators,rsi,macd,sma,ema,bollinger-bands,supertrend,atr,volume-analysis,rust,pyo3
Author-email: Rajandran R <rajandran@openalgo.in>
License: MIT
Requires-Python: >=3.12
Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
Project-URL: Documentation, https://docs.openalgo.in
Project-URL: Homepage, https://openalgo.in
Project-URL: Repository, https://github.com/marketcalls/openalgo-python-library

# OpenAlgo Python Library

A Python library for algorithmic trading using OpenAlgo's REST APIs and WebSocket feeds, with **100+ high-performance technical indicators powered by a Rust core**.

- Python Library Docs: https://docs.openalgo.in/trading-platform/python
- Technical Indicators (100+): https://docs.openalgo.in/trading-platform/python/indicators
- WebSocket & Verbose Control: https://docs.openalgo.in/trading-platform/python/websockets-verbose-control
- API Reference: https://docs.openalgo.in/api-documentation/v1
- General Documentation: https://docs.openalgo.in
- Source: https://github.com/marketcalls/openalgo-python-library

## What's New in 2.0.0

Version 2.0.0 replaces the old Numba/JIT indicator engine with a **Rust core** (via PyO3):

- **No optional extra, no Numba.** Indicators are compiled into the wheel. The legacy
  `pip install openalgo[indicators]` extra and the `numba`/`llvmlite` dependencies are
  removed; `pip install openalgo` is all you need.
- **Python 3.12, 3.13 and 3.14** are all supported (abi3 wheels). Numba previously
  blocked newer Python/NumPy versions.
- **New TA-Lib-compatible indicators:** `mom`, `rocp`, `rocr`, `rocr100`, `apo`,
  `midpoint`, `midprice`, `avgprice`, `medprice`, `typprice`, `wclprice`, `plus_dm`,
  `minus_dm`, `dx`, `adxr`, `stochf`, `linregangle`, `linregintercept`.
- **Performance:** every indicator is O(n). Benchmarked head-to-head with TA-Lib on
  924k bars, the regression/statistics family (`linreg`, `tsf`, `stddev`, `cci`,
  `macd`, ...) runs faster than TA-Lib; the rest are on par. See the
  [performance comparison](https://github.com/marketcalls/openalgo-python-library/blob/master/benchmark/TALIB_PERF_COMPARE.md)
  and [TA-Lib compatibility notes](https://github.com/marketcalls/openalgo-python-library/blob/master/docs/TALIB_COMPATIBILITY.md).
- **Backward compatible:** the `from openalgo import ta` API is unchanged - existing
  code keeps working without modification.

## Installation

To install the OpenAlgo Python library, use pip:

```bash
pip install openalgo
```

The 100+ technical indicators are built in (powered by a Rust core); no extra install
step or optional dependency is required.

## Get the OpenAlgo apikey

Make sure that your OpenAlgo Application is running. Login to OpenAlgo Application with valid credentials and get the OpenAlgo apikey.

For detailed function parameters refer to the [API Documentation](https://docs.openalgo.in/api-documentation/v1).

## Getting Started with OpenAlgo

First, import the `api` class from the OpenAlgo library and initialize it with your API key:

```python
from openalgo import api

# Replace 'your_api_key_here' with your actual API key
# Specify the host URL with your hosted domain or ngrok domain.
# If running locally in windows then use the default host value.
client = api(api_key='your_api_key_here', host='http://127.0.0.1:5000')
```

## Check OpenAlgo Version

```python
import openalgo
openalgo.__version__
```

## Technical Indicators (100+)

OpenAlgo ships **100+ technical indicators** powered by a Rust core (via PyO3) —
including trend, momentum, volatility, volume, oscillators, statistics, and hybrid
indicators. They are built in; no optional dependency or extra install step:

```bash
pip install openalgo
```

Quick example:

```python
import numpy as np
from openalgo import ta

close = np.array([100, 101, 102, 103, 104, 105, 106, 107, 108, 109], dtype=float)
high  = close + 0.5
low   = close - 0.5

# Trend
sma   = ta.sma(close, period=5)
ema   = ta.ema(close, period=5)
supertrend, direction = ta.supertrend(high, low, close, period=7, multiplier=3.0)

# Momentum
rsi   = ta.rsi(close, period=14)
macd_line, signal_line, hist = ta.macd(close, fast=12, slow=26, signal=9)

# Volatility
atr   = ta.atr(high, low, close, period=14)
upper, middle, lower = ta.bbands(close, period=20, std=2.0)
```

Many indicators are value-compatible with TA-Lib; where OpenAlgo intentionally follows
TradingView/Pine conventions instead (EMA/ATR/ADX seeding, etc.), the differences are
documented in the
[TA-Lib compatibility notes](https://github.com/marketcalls/openalgo-python-library/blob/master/docs/TALIB_COMPATIBILITY.md).

Full indicator catalog and parameter reference: https://docs.openalgo.in/trading-platform/python/indicators

## WebSocket Verbose Control

The streaming feed supports verbosity levels (`0` silent, `1` connection/auth/subscription info, `2` full debug with every tick):

```python
client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000",
    ws_url="ws://127.0.0.1:8765",
    verbose=1,                 # 0 / 1 / True / 2
)
```

Details: https://docs.openalgo.in/trading-platform/python/websockets-verbose-control

## Examples

Please refer to the documentation on [order constants](https://docs.openalgo.in/api-documentation/v1/order-constants), and consult the API reference for details on optional parameters.

### PlaceOrder example

To place a new market order:

```python
response = client.placeorder(
    strategy="Python",
    symbol="NHPC",
    action="BUY",
    exchange="NSE",
    price_type="MARKET",
    product="MIS",
    quantity=1
)
print(response)
```

Place Market Order Response:

```json
{"orderid": "250408000989443", "status": "success"}
```

To place a new limit order:

```python
response = client.placeorder(
    strategy="Python",
    symbol="YESBANK",
    action="BUY",
    exchange="NSE",
    price_type="LIMIT",
    product="MIS",
    quantity="1",
    price="16",
    trigger_price="0",
    disclosed_quantity="0",
)
print(response)
```

Place Limit Order Response:

```json
{"orderid": "250408001003813", "status": "success"}
```

### PlaceSmartOrder Example

To place a smart order considering the current position size:

```python
response = client.placesmartorder(
    strategy="Python",
    symbol="TATAMOTORS",
    action="SELL",
    exchange="NSE",
    price_type="MARKET",
    product="MIS",
    quantity=1,
    position_size=5
)
print(response)
```

Place Smart Market Order Response:

```json
{"orderid": "250408000997543", "status": "success"}
```

### OptionsOrder Example

To place an ATM options order:

```python
response = client.optionsorder(
    strategy="python",
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="28OCT25",
    offset="ATM",
    option_type="CE",
    action="BUY",
    quantity=75,
    pricetype="MARKET",
    product="NRML",
    splitsize=0
)
print(response)
```

Place Options Order Response:

```json
{
  "exchange": "NFO",
  "offset": "ATM",
  "option_type": "CE",
  "orderid": "25102800000006",
  "status": "success",
  "symbol": "NIFTY28OCT2525950CE",
  "underlying": "NIFTY28OCT25FUT",
  "underlying_ltp": 25966.05
}
```

To place an ITM options order:

```python
response = client.optionsorder(
    strategy="python",
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="28OCT25",
    offset="ITM4",
    option_type="PE",
    action="BUY",
    quantity=75,
    pricetype="MARKET",
    product="NRML",
    splitsize=0
)
print(response)
```

Place Options Order Response:

```json
{
  "exchange": "NFO",
  "offset": "ITM4",
  "option_type": "PE",
  "orderid": "25102800000007",
  "status": "success",
  "symbol": "NIFTY28OCT2526150PE",
  "underlying": "NIFTY28OCT25FUT",
  "underlying_ltp": 25966.05
}
```

To place an OTM options order:

```python
response = client.optionsorder(
    strategy="python",
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="28OCT25",
    offset="OTM5",
    option_type="CE",
    action="BUY",
    quantity=75,
    pricetype="MARKET",
    product="NRML",
    splitsize=0
)
print(response)
```

Place Options Order Response:

```json
{
  "exchange": "NFO",
  "mode": "analyze",
  "offset": "OTM5",
  "option_type": "CE",
  "orderid": "25102800000008",
  "status": "success",
  "symbol": "NIFTY28OCT2526200CE",
  "underlying": "NIFTY28OCT25FUT",
  "underlying_ltp": 25966.05
}
```

### OptionsMultiOrder Example

To place an Iron Condor (same expiry):

```python
response = client.optionsmultiorder(
    strategy="Iron Condor Test",
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="25NOV25",
    legs=[
        {"offset": "OTM6", "option_type": "CE", "action": "BUY", "quantity": 75},
        {"offset": "OTM6", "option_type": "PE", "action": "BUY", "quantity": 75},
        {"offset": "OTM4", "option_type": "CE", "action": "SELL", "quantity": 75},
        {"offset": "OTM4", "option_type": "PE", "action": "SELL", "quantity": 75}
    ]
)
print(response)
```

Place OptionsMultiOrder Response:

```json
{
  "status": "success",
  "underlying": "NIFTY",
  "underlying_ltp": 26050.45,
  "results": [
    {
      "action": "BUY",
      "leg": 1,
      "mode": "analyze",
      "offset": "OTM6",
      "option_type": "CE",
      "orderid": "25111996859688",
      "status": "success",
      "symbol": "NIFTY25NOV2526350CE"
    },
    {
      "action": "BUY",
      "leg": 2,
      "mode": "analyze",
      "offset": "OTM6",
      "option_type": "PE",
      "orderid": "25111996042210",
      "status": "success",
      "symbol": "NIFTY25NOV2525750PE"
    },
    {
      "action": "SELL",
      "leg": 3,
      "mode": "analyze",
      "offset": "OTM4",
      "option_type": "CE",
      "orderid": "25111922189638",
      "status": "success",
      "symbol": "NIFTY25NOV2526250CE"
    },
    {
      "action": "SELL",
      "leg": 4,
      "mode": "analyze",
      "offset": "OTM4",
      "option_type": "PE",
      "orderid": "25111919252668",
      "status": "success",
      "symbol": "NIFTY25NOV2525850PE"
    }
  ]
}
```

To place a Diagonal Spread (different expiry):

```python
response = client.optionsmultiorder(
    strategy="Diagonal Spread Test",
    underlying="NIFTY",
    exchange="NSE_INDEX",
    legs=[
        {"offset": "ITM2", "option_type": "CE", "action": "BUY", "quantity": 75, "expiry_date": "30DEC25"},
        {"offset": "OTM2", "option_type": "CE", "action": "SELL", "quantity": 75, "expiry_date": "25NOV25"}
    ]
)
print(response)
```

Place OptionsMultiOrder Response:

```json
{
  "results": [
    {
      "action": "BUY",
      "leg": 1,
      "mode": "analyze",
      "offset": "ITM2",
      "option_type": "CE",
      "orderid": "25111933337854",
      "status": "success",
      "symbol": "NIFTY30DEC2525950CE"
    },
    {
      "action": "SELL",
      "leg": 2,
      "mode": "analyze",
      "offset": "OTM2",
      "option_type": "CE",
      "orderid": "25111957475473",
      "status": "success",
      "symbol": "NIFTY25NOV2526150CE"
    }
  ],
  "status": "success",
  "underlying": "NIFTY",
  "underlying_ltp": 26052.65
}
```

### BasketOrder example

To place a new basket order:

```python
basket_orders = [
    {
        "symbol": "BHEL",
        "exchange": "NSE",
        "action": "BUY",
        "quantity": 1,
        "pricetype": "MARKET",
        "product": "MIS"
    },
    {
        "symbol": "ZOMATO",
        "exchange": "NSE",
        "action": "SELL",
        "quantity": 1,
        "pricetype": "MARKET",
        "product": "MIS"
    }
]
response = client.basketorder(orders=basket_orders)
print(response)
```

Basket Order Response:

```json
{
  "status": "success",
  "results": [
    {"symbol": "BHEL", "status": "success", "orderid": "250408000999544"},
    {"symbol": "ZOMATO", "status": "success", "orderid": "250408000997545"}
  ]
}
```

### SplitOrder example

To place a new split order:

```python
response = client.splitorder(
    symbol="YESBANK",
    exchange="NSE",
    action="SELL",
    quantity=105,
    splitsize=20,
    price_type="MARKET",
    product="MIS"
)
print(response)
```

SplitOrder Response:

```json
{
  "status": "success",
  "split_size": 20,
  "total_quantity": 105,
  "results": [
    {"order_num": 1, "orderid": "250408001021467", "quantity": 20, "status": "success"},
    {"order_num": 2, "orderid": "250408001021459", "quantity": 20, "status": "success"},
    {"order_num": 3, "orderid": "250408001021466", "quantity": 20, "status": "success"},
    {"order_num": 4, "orderid": "250408001021470", "quantity": 20, "status": "success"},
    {"order_num": 5, "orderid": "250408001021471", "quantity": 20, "status": "success"},
    {"order_num": 6, "orderid": "250408001021472", "quantity": 5, "status": "success"}
  ]
}
```

### ModifyOrder Example

To modify an existing order:

```python
response = client.modifyorder(
    order_id="250408001002736",
    strategy="Python",
    symbol="YESBANK",
    action="BUY",
    exchange="NSE",
    price_type="LIMIT",
    product="CNC",
    quantity=1,
    price=16.5
)
print(response)
```

Modify Order Response:

```json
{"orderid": "250408001002736", "status": "success"}
```

### CancelOrder Example

To cancel an existing order:

```python
response = client.cancelorder(
    order_id="250408001002736",
    strategy="Python"
)
print(response)
```

Cancelorder Response:

```json
{"orderid": "250408001002736", "status": "success"}
```

### CancelAllOrder Example

To cancel all open orders and trigger pending orders:

```python
response = client.cancelallorder(strategy="Python")
print(response)
```

Cancelallorder Response:

```json
{
  "status": "success",
  "message": "Canceled 5 orders. Failed to cancel 0 orders.",
  "canceled_orders": [
    "250408001042620",
    "250408001042667",
    "250408001042642",
    "250408001043015",
    "250408001043386"
  ],
  "failed_cancellations": []
}
```

### ClosePosition Example

To close all open positions across various exchanges:

```python
response = client.closeposition(strategy="Python")
print(response)
```

ClosePosition Response:

```json
{"message": "All Open Positions Squared Off", "status": "success"}
```

### OrderStatus Example

To get the current order status:

```python
response = client.orderstatus(
    order_id="250828000185002",
    strategy="Test Strategy"
)
print(response)
```

Orderstatus Response:

```json
{
  "data": {
    "action": "BUY",
    "average_price": 18.95,
    "exchange": "NSE",
    "order_status": "complete",
    "orderid": "250828000185002",
    "price": 0,
    "pricetype": "MARKET",
    "product": "MIS",
    "quantity": "1",
    "symbol": "YESBANK",
    "timestamp": "28-Aug-2025 09:59:10",
    "trigger_price": 0
  },
  "status": "success"
}
```

### OpenPosition Example

To get the current open position:

```python
response = client.openposition(
    strategy="Test Strategy",
    symbol="YESBANK",
    exchange="NSE",
    product="MIS"
)
print(response)
```

OpenPosition Response:

```json
{"quantity": "-10", "status": "success"}
```

### Quotes Example

```python
response = client.quotes(symbol="RELIANCE", exchange="NSE")
print(response)
```

Quotes Response:

```json
{
  "status": "success",
  "data": {
    "open": 1172.0,
    "high": 1196.6,
    "low": 1163.3,
    "ltp": 1187.75,
    "ask": 1188.0,
    "bid": 1187.85,
    "prev_close": 1165.7,
    "volume": 14414545
  }
}
```

### MultiQuotes Example

```python
response = client.multiquotes(symbols=[
    {"symbol": "RELIANCE", "exchange": "NSE"},
    {"symbol": "TCS", "exchange": "NSE"},
    {"symbol": "INFY", "exchange": "NSE"}
])
print(response)
```

MultiQuotes Response:

```json
{
  "status": "success",
  "results": [
    {
      "symbol": "RELIANCE",
      "exchange": "NSE",
      "data": {
        "open": 1542.3, "high": 1571.6, "low": 1540.5, "ltp": 1569.9,
        "prev_close": 1539.7, "ask": 1569.9, "bid": 0, "oi": 0, "volume": 14054299
      }
    },
    {
      "symbol": "TCS",
      "exchange": "NSE",
      "data": {
        "open": 3118.8, "high": 3178, "low": 3117, "ltp": 3162.9,
        "prev_close": 3119.2, "ask": 0, "bid": 3162.9, "oi": 0, "volume": 2508527
      }
    },
    {
      "symbol": "INFY",
      "exchange": "NSE",
      "data": {
        "open": 1532.1, "high": 1560.3, "low": 1532.1, "ltp": 1557.9,
        "prev_close": 1530.6, "ask": 0, "bid": 1557.9, "oi": 0, "volume": 7575038
      }
    }
  ]
}
```

### Depth Example

```python
response = client.depth(symbol="SBIN", exchange="NSE")
print(response)
```

Depth Response:

```json
{
  "status": "success",
  "data": {
    "open": 760.0,
    "high": 774.0,
    "low": 758.15,
    "ltp": 769.6,
    "ltq": 205,
    "prev_close": 746.9,
    "volume": 9362799,
    "oi": 161265750,
    "totalbuyqty": 591351,
    "totalsellqty": 835701,
    "asks": [
      {"price": 769.6,  "quantity": 767},
      {"price": 769.65, "quantity": 115},
      {"price": 769.7,  "quantity": 162},
      {"price": 769.75, "quantity": 1121},
      {"price": 769.8,  "quantity": 430}
    ],
    "bids": [
      {"price": 769.4,  "quantity": 886},
      {"price": 769.35, "quantity": 212},
      {"price": 769.3,  "quantity": 351},
      {"price": 769.25, "quantity": 343},
      {"price": 769.2,  "quantity": 399}
    ]
  }
}
```

### History Example

Download data directly from broker API:

```python
response = client.history(
    symbol="SBIN",
    exchange="NSE",
    interval="5m",
    start_date="2025-04-01",
    end_date="2025-04-08",
    source="api"
)
print(response)
```

Download data from Historify DuckDB (stored data):

```python
response = client.history(
    symbol="SBIN",
    exchange="NSE",
    interval="5m",
    start_date="2025-04-01",
    end_date="2025-04-08",
    source="db"
)
print(response)
```

History Response:

```text
                            close    high     low    open  volume
timestamp
2025-04-01 09:15:00+05:30  772.50  774.00  763.20  766.50  318625
2025-04-01 09:20:00+05:30  773.20  774.95  772.10  772.45  197189
2025-04-01 09:25:00+05:30  775.15  775.60  772.60  773.20  227544
2025-04-01 09:30:00+05:30  777.35  777.50  774.85  775.15  134596
2025-04-01 09:35:00+05:30  778.00  778.00  776.25  777.50  145385
...                           ...     ...     ...     ...     ...
2025-04-08 14:00:00+05:30  768.25  770.70  767.85  768.50  142478
2025-04-08 14:05:00+05:30  769.10  769.80  766.60  768.15  128283
2025-04-08 14:10:00+05:30  769.05  769.85  768.40  769.10  119084
2025-04-08 14:15:00+05:30  770.05  770.50  769.05  769.05  158299
2025-04-08 14:20:00+05:30  769.95  770.50  769.40  770.05  125485

[437 rows x 5 columns]
```

### Intervals Example

```python
response = client.intervals()
print(response)
```

Intervals Response:

```json
{
  "status": "success",
  "data": {
    "months": [],
    "weeks": [],
    "days": ["D"],
    "hours": ["1h"],
    "minutes": ["10m", "15m", "1m", "30m", "3m", "5m"],
    "seconds": []
  }
}
```

### OptionChain Example

Note: To fetch the entire option chain for an expiry, omit the `strike_count` parameter.

```python
chain = client.optionchain(
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="30DEC25",
    strike_count=10
)
```

OptionChain Response:

```json
{
  "status": "success",
  "underlying": "NIFTY",
  "underlying_ltp": 26215.55,
  "expiry_date": "30DEC25",
  "atm_strike": 26200.0,
  "chain": [
    {
      "strike": 26100.0,
      "ce": {
        "symbol": "NIFTY30DEC2526100CE", "label": "ITM2",
        "ltp": 490, "bid": 490, "ask": 491,
        "open": 540, "high": 571, "low": 444.75,
        "prev_close": 496.8, "volume": 1195800, "oi": 0,
        "lotsize": 75, "tick_size": 0.05
      },
      "pe": {
        "symbol": "NIFTY30DEC2526100PE", "label": "OTM2",
        "ltp": 193, "bid": 191.2, "ask": 193,
        "open": 204.1, "high": 229.95, "low": 175.6,
        "prev_close": 215.95, "volume": 1832700, "oi": 0,
        "lotsize": 75, "tick_size": 0.05
      }
    },
    {
      "strike": 26200.0,
      "ce": {
        "symbol": "NIFTY30DEC2526200CE", "label": "ATM",
        "ltp": 427, "bid": 425.05, "ask": 427,
        "open": 449.95, "high": 503.5, "low": 384,
        "prev_close": 433.2, "volume": 2994000, "oi": 0,
        "lotsize": 75, "tick_size": 0.05
      },
      "pe": {
        "symbol": "NIFTY30DEC2526200PE", "label": "ATM",
        "ltp": 227.4, "bid": 227.35, "ask": 228.5,
        "open": 251.9, "high": 269.15, "low": 205.95,
        "prev_close": 251.9, "volume": 3745350, "oi": 0,
        "lotsize": 75, "tick_size": 0.05
      }
    }
  ]
}
```

### Symbol Example

```python
response = client.symbol(
    symbol="NIFTY30DEC25FUT",
    exchange="NFO"
)
print(response)
```

Symbol Response:

```json
{
  "data": {
    "brexchange": "NSE_FO",
    "brsymbol": "NIFTY FUT 30 DEC 25",
    "exchange": "NFO",
    "expiry": "30-DEC-25",
    "freeze_qty": 1800,
    "id": 57900,
    "instrumenttype": "FUT",
    "lotsize": 75,
    "name": "NIFTY",
    "strike": 0,
    "symbol": "NIFTY30DEC25FUT",
    "tick_size": 10,
    "token": "NSE_FO|49543"
  },
  "status": "success"
}
```

### Search Example

```python
response = client.search(query="NIFTY 26000 DEC CE", exchange="NFO")
print(response)
```

Search Response:

```json
{
  "data": [
    {
      "brexchange": "NSE_FO",
      "brsymbol": "NIFTY 26000 CE 30 DEC 25",
      "exchange": "NFO",
      "expiry": "30-DEC-25",
      "freeze_qty": 1800,
      "instrumenttype": "CE",
      "lotsize": 75,
      "name": "NIFTY",
      "strike": 26000,
      "symbol": "NIFTY30DEC2526000CE",
      "tick_size": 5,
      "token": "NSE_FO|71399"
    }
  ],
  "message": "Found 7 matching symbols",
  "status": "success"
}
```

### OptionSymbol Example

ATM Option:

```python
response = client.optionsymbol(
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="30DEC25",
    offset="ATM",
    option_type="CE"
)
print(response)
```

OptionSymbol Response:

```json
{
  "status": "success",
  "symbol": "NIFTY30DEC2525950CE",
  "exchange": "NFO",
  "lotsize": 75,
  "tick_size": 5,
  "freeze_qty": 1800,
  "underlying_ltp": 25966.4
}
```

ITM Option:

```python
response = client.optionsymbol(
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="30DEC25",
    offset="ITM3",
    option_type="PE"
)
print(response)
```

OptionSymbol Response:

```json
{
  "status": "success",
  "symbol": "NIFTY30DEC2526100PE",
  "exchange": "NFO",
  "lotsize": 75,
  "tick_size": 5,
  "freeze_qty": 1800,
  "underlying_ltp": 25966.4
}
```

OTM Option:

```python
response = client.optionsymbol(
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="30DEC25",
    offset="OTM4",
    option_type="CE"
)
print(response)
```

OptionSymbol Response:

```json
{
  "status": "success",
  "symbol": "NIFTY30DEC2526150CE",
  "exchange": "NFO",
  "lotsize": 75,
  "tick_size": 5,
  "freeze_qty": 1800,
  "underlying_ltp": 25966.4
}
```

### SyntheticFuture Example

```python
response = client.syntheticfuture(
    underlying="NIFTY",
    exchange="NSE_INDEX",
    expiry_date="25NOV25"
)
print(response)
```

SyntheticFuture Response:

```json
{
  "atm_strike": 25900.0,
  "expiry": "25NOV25",
  "status": "success",
  "synthetic_future_price": 25980.05,
  "underlying": "NIFTY",
  "underlying_ltp": 25910.05
}
```

### OptionGreeks Example

```python
response = client.optiongreeks(
    symbol="NIFTY25NOV2526000CE",
    exchange="NFO",
    interest_rate=0.00,
    underlying_symbol="NIFTY",
    underlying_exchange="NSE_INDEX"
)
print(response)
```

OptionGreeks Response:

```json
{
  "days_to_expiry": 28.5071,
  "exchange": "NFO",
  "expiry_date": "25-Nov-2025",
  "greeks": {
    "delta": 0.4967,
    "gamma": 0.000352,
    "rho": 9.733994,
    "theta": -7.919,
    "vega": 28.9489
  },
  "implied_volatility": 15.6,
  "interest_rate": 0.0,
  "option_price": 435,
  "option_type": "CE",
  "spot_price": 25966.05,
  "status": "success",
  "strike": 26000.0,
  "symbol": "NIFTY25NOV2526000CE",
  "underlying": "NIFTY"
}
```

### Expiry Example

```python
response = client.expiry(
    symbol="NIFTY",
    exchange="NFO",
    instrumenttype="options"
)
print(response)
```

Expiry Response:

```json
{
  "data": [
    "10-JUL-25", "17-JUL-25", "24-JUL-25", "31-JUL-25",
    "07-AUG-25", "28-AUG-25", "25-SEP-25", "24-DEC-25",
    "26-MAR-26", "25-JUN-26", "31-DEC-26", "24-JUN-27",
    "30-DEC-27", "29-JUN-28", "28-DEC-28", "28-JUN-29",
    "27-DEC-29", "25-JUN-30"
  ],
  "message": "Found 18 expiry dates for NIFTY options in NFO",
  "status": "success"
}
```

### Instruments Example

```python
response = client.instruments(exchange="NSE")
print(response.tail())
```

Instruments Response:

```text
     brexchange           brsymbol exchange expiry instrumenttype  lotsize  \
3041        NSE      NSE:NEOGEN-EQ      NSE   None             EQ        1
3042        NSE     NSE:ALANKIT-EQ      NSE   None             EQ        1
3043        NSE  NSE:EVERESTIND-EQ      NSE   None             EQ        1
3044        NSE   NSE:VIKASLIFE-EQ      NSE   None             EQ        1
3045        NSE    NSE:ONEPOINT-EQ      NSE   None             EQ        1

                          name  strike      symbol  tick_size           token
3041  NEOGEN CHEMICALS LIMITED    -1.0      NEOGEN       0.10  10100000009917
3042           ALANKIT LIMITED    -1.0     ALANKIT       0.01  10100000009921
3043    EVEREST INDUSTRIES LTD    -1.0  EVERESTIND       0.05   1010000000993
3044    VIKAS LIFECARE LIMITED    -1.0   VIKASLIFE       0.01  10100000009931
3045     ONE POINT ONE SOL LTD    -1.0    ONEPOINT       0.01  10100000009939
```

### Telegram Alert Example

```python
response = client.telegram(
    username="<openalgo_loginid>",
    message="NIFTY crossed 26000!"
)
print(response)
```

Telegram Alert Response:

```json
{
  "message": "Notification sent successfully",
  "status": "success"
}
```

### Funds Example

```python
response = client.funds()
print(response)
```

Funds Response:

```json
{
  "status": "success",
  "data": {
    "availablecash": "320.66",
    "collateral": "0.00",
    "m2mrealized": "3.27",
    "m2munrealized": "-7.88",
    "utiliseddebits": "679.34"
  }
}
```

### Margin Example

```python
response = client.margin(positions=[
    {
        "symbol": "NIFTY25NOV2525000CE",
        "exchange": "NFO",
        "action": "BUY",
        "product": "NRML",
        "pricetype": "MARKET",
        "quantity": "75"
    },
    {
        "symbol": "NIFTY25NOV2525500CE",
        "exchange": "NFO",
        "action": "SELL",
        "product": "NRML",
        "pricetype": "MARKET",
        "quantity": "75"
    }
])
```

Margin Response:

```json
{
  "status": "success",
  "data": {
    "total_margin_required": 91555.7625,
    "span_margin": 0.0,
    "exposure_margin": 91555.7625
  }
}
```

### OrderBook Example

```python
response = client.orderbook()
print(response)
```

OrderBook Response:

```json
{
  "status": "success",
  "data": {
    "orders": [
      {
        "action": "BUY",
        "symbol": "RELIANCE",
        "exchange": "NSE",
        "orderid": "250408000989443",
        "product": "MIS",
        "quantity": "1",
        "price": 1186.0,
        "pricetype": "MARKET",
        "order_status": "complete",
        "trigger_price": 0.0,
        "timestamp": "08-Apr-2025 13:58:03"
      },
      {
        "action": "BUY",
        "symbol": "YESBANK",
        "exchange": "NSE",
        "orderid": "250408001002736",
        "product": "MIS",
        "quantity": "1",
        "price": 16.5,
        "pricetype": "LIMIT",
        "order_status": "cancelled",
        "trigger_price": 0.0,
        "timestamp": "08-Apr-2025 14:13:45"
      }
    ],
    "statistics": {
      "total_buy_orders": 2.0,
      "total_sell_orders": 0.0,
      "total_completed_orders": 1.0,
      "total_open_orders": 0.0,
      "total_rejected_orders": 0.0
    }
  }
}
```

### TradeBook Example

```python
response = client.tradebook()
print(response)
```

TradeBook Response:

```json
{
  "status": "success",
  "data": [
    {
      "action": "BUY",
      "symbol": "RELIANCE",
      "exchange": "NSE",
      "orderid": "250408000989443",
      "product": "MIS",
      "quantity": 0.0,
      "average_price": 1180.1,
      "timestamp": "13:58:03",
      "trade_value": 1180.1
    },
    {
      "action": "SELL",
      "symbol": "NHPC",
      "exchange": "NSE",
      "orderid": "250408001086129",
      "product": "MIS",
      "quantity": 0.0,
      "average_price": 83.74,
      "timestamp": "14:28:49",
      "trade_value": 83.74
    }
  ]
}
```

### PositionBook Example

```python
response = client.positionbook()
print(response)
```

PositionBook Response:

```json
{
  "status": "success",
  "data": [
    {
      "symbol": "NHPC",
      "exchange": "NSE",
      "product": "MIS",
      "quantity": "-1",
      "average_price": "83.74",
      "ltp": "83.72",
      "pnl": "0.02"
    },
    {
      "symbol": "RELIANCE",
      "exchange": "NSE",
      "product": "MIS",
      "quantity": "0",
      "average_price": "0.0",
      "ltp": "1189.9",
      "pnl": "5.90"
    },
    {
      "symbol": "YESBANK",
      "exchange": "NSE",
      "product": "MIS",
      "quantity": "-104",
      "average_price": "17.2",
      "ltp": "17.31",
      "pnl": "-10.44"
    }
  ]
}
```

### Holdings Example

```python
response = client.holdings()
print(response)
```

Holdings Response:

```json
{
  "status": "success",
  "data": {
    "holdings": [
      {"symbol": "RELIANCE",  "exchange": "NSE", "product": "CNC", "quantity": 1, "pnl": -149.0, "pnlpercent": -11.10},
      {"symbol": "TATASTEEL", "exchange": "NSE", "product": "CNC", "quantity": 1, "pnl": -15.0,  "pnlpercent": -10.41},
      {"symbol": "CANBK",     "exchange": "NSE", "product": "CNC", "quantity": 5, "pnl": -69.0,  "pnlpercent": -13.43}
    ],
    "statistics": {
      "totalholdingvalue": 1768.0,
      "totalinvvalue": 2001.0,
      "totalprofitandloss": -233.15,
      "totalpnlpercentage": -11.65
    }
  }
}
```

### Holidays Example

```python
response = client.holidays(year=2026)
print(response)
```

Holidays Response:

```json
{
  "data": [
    {
      "closed_exchanges": ["NSE", "BSE", "NFO", "BFO", "CDS", "BCD", "MCX"],
      "date": "2026-01-26",
      "description": "Republic Day",
      "holiday_type": "TRADING_HOLIDAY",
      "open_exchanges": []
    },
    {
      "closed_exchanges": [],
      "date": "2026-02-19",
      "description": "Chhatrapati Shivaji Maharaj Jayanti",
      "holiday_type": "SETTLEMENT_HOLIDAY",
      "open_exchanges": []
    },
    {
      "closed_exchanges": ["NSE", "BSE", "NFO", "BFO", "CDS", "BCD"],
      "date": "2026-03-10",
      "description": "Holi",
      "holiday_type": "TRADING_HOLIDAY",
      "open_exchanges": [
        {"end_time": 1741677900000, "exchange": "MCX", "start_time": 1741624200000}
      ]
    }
  ]
}
```

### Timings Example

```python
response = client.timings(date="2025-12-19")
print(response)
```

Timings Response:

```json
{
  "data": [
    {"end_time": 1766138400000, "exchange": "NSE", "start_time": 1766115900000},
    {"end_time": 1766138400000, "exchange": "BSE", "start_time": 1766115900000},
    {"end_time": 1766138400000, "exchange": "NFO", "start_time": 1766115900000},
    {"end_time": 1766138400000, "exchange": "BFO", "start_time": 1766115900000},
    {"end_time": 1766168700000, "exchange": "MCX", "start_time": 1766115000000},
    {"end_time": 1766143800000, "exchange": "BCD", "start_time": 1766115000000},
    {"end_time": 1766143800000, "exchange": "CDS", "start_time": 1766115000000}
  ],
  "status": "success"
}
```

### Analyzer Status Example

```python
response = client.analyzerstatus()
print(response)
```

Analyzer Status Response:

```json
{
  "data": {"analyze_mode": true, "mode": "analyze", "total_logs": 2},
  "status": "success"
}
```

### Analyzer Toggle Example

```python
# Switch to analyze mode (simulated responses)
response = client.analyzertoggle(mode=True)
print(response)
```

Analyzer Toggle Response:

```json
{
  "data": {
    "analyze_mode": true,
    "message": "Analyzer mode switched to analyze",
    "mode": "analyze",
    "total_logs": 2
  },
  "status": "success"
}
```

### LTP Data (Streaming WebSocket)

```python
from openalgo import api
import time

# Initialize OpenAlgo client
client = api(
    api_key="your_api_key",                  # Replace with your actual OpenAlgo API key
    host="http://127.0.0.1:5000",            # REST API host
    ws_url="ws://127.0.0.1:8765"             # WebSocket host
)

# Define instruments to subscribe for LTP
instruments = [
    {"exchange": "NSE", "symbol": "RELIANCE"},
    {"exchange": "NSE", "symbol": "INFY"}
]

# Callback function for LTP updates
def on_ltp(data):
    print("LTP Update Received:")
    print(data)

# Connect and subscribe
client.connect()
client.subscribe_ltp(instruments, on_data_received=on_ltp)

# Run for a few seconds to receive data
try:
    time.sleep(10)
finally:
    client.unsubscribe_ltp(instruments)
    client.disconnect()
```

### Quotes (Streaming WebSocket)

```python
from openalgo import api
import time

client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000",
    ws_url="ws://127.0.0.1:8765"
)

instruments = [
    {"exchange": "NSE", "symbol": "RELIANCE"},
    {"exchange": "NSE", "symbol": "INFY"}
]

def on_quote(data):
    print("Quote Update Received:")
    print(data)

client.connect()
client.subscribe_quote(instruments, on_data_received=on_quote)

try:
    time.sleep(10)
finally:
    client.unsubscribe_quote(instruments)
    client.disconnect()
```

### Depth (Streaming WebSocket)

```python
from openalgo import api
import time

client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000",
    ws_url="ws://127.0.0.1:8765"
)

instruments = [
    {"exchange": "NSE", "symbol": "RELIANCE"},
    {"exchange": "NSE", "symbol": "INFY"}
]

def on_depth(data):
    print("Market Depth Update Received:")
    print(data)

client.connect()
client.subscribe_depth(instruments, on_data_received=on_depth)

try:
    time.sleep(10)
finally:
    client.unsubscribe_depth(instruments)
    client.disconnect()
```

## More Examples

The `examples/` directory in the source repository contains runnable scripts:

- `account_test.py` — account-related functions
- `margin_example.py` — margin calculation for single and multiple positions
- `order_test.py` — order management
- `data_examples.py` — market data
- `feed_examples.py` — WebSocket LTP feeds
- `quote_example.py` — WebSocket quote feeds
- `depth_example.py` — WebSocket market depth feeds
- `options_examples.py` — Options API (Greeks, symbol resolution, orders)
- `telegram_examples.py` — Telegram notification API

## License

MIT — see the [LICENSE](LICENSE) file for details.

