OptionEdge.API.FlatTrade 1.0.6

.Net library for FlatTrade REST API

Client library to communicate with FlatTrade REST API.

#WARNING: LIBRARY CURRENTLY UNDER DEVELOPMENT

OptionEdge FlatTrade C# client library provides simpler interface to connect to FlatTrade REST Api and live streaming services.

Disclaimer

This software is an unofficial client libray for FlatTrade REST Api and 
is not affiliated with / endorsed or approved by FlatTrade in any way.

This is purely an enthusiast program intended for educational purposes only and 
is not financial advice.

By downloading this software you acknowledge that you are using this 
at your own risk and that I am is not responsible for any damages that 
may occur to you due to the usage or installation of this program

Refer to this video for free course on Algo Trading using broker APIs

Algo Trading Course

Requirements

This library targets netstandard2.1 and can be used with .Net Core 2.0 and above & .Net Framework 4.6 and above.

Getting Started

TODO

Troubleshooting

While creating the instance of FlatTrade REST Api Client set enable logging parameter as true. Client library will log all the error/info messages to the console. This will help to troubleshoot any issues while integrating library with your project. You can disable this flag in production.

Install library

Install-Package OptionEdge.API.FlatTrade -Version 1.0.6

Sample project

Please refer the sample FeaturesDemo.cs class in `OptionEdge.API.FlatTrade.Samples' project which demonstrate the capabilities of this library.

Getting Started guide on Youtube

Please refer this Youtube video to get started using the library by creating a new project and calling the provided methods from the library for placing orders, getting order & trade history, historical data & live quotes.

Import namespaces

using OptionEdge.API.FlatTrade;
using OptionEdge.API.FlatTrade.Records;

Declare variables

FlatTrade _flatTrade;
Ticker _ticker;

string _cachedTokenFile = $"cached_token_{DateTime.Now.ToString("dd_mmm_yyyy")}.txt";

Initialize

       
// Create new instance of FlatTrade client library
var_flatTrade = new FlatTrade(_settings.UserId, _settings.ApiKey, enableLogging: _settings.EnableLogging,
    onAccessTokenGenerated: (accessToken) =>
{
    // Store the generated access token to database or file store
    // Token needs to be generated only once for the day

    File.WriteAllText(_cachedTokenFile, accessToken);
}, cachedAccessTokenProvider: () =>
{
    // Provide the saved token that will be used to making the REST calls.
    // This method will be used when re-initializing the api client during the the day (eg after app restart etc)

    // If token is invalid or not available, just return empty or null value
    return File.Exists(_cachedTokenFile) ? File.ReadAllText(_cachedTokenFile) : null;
});

Live Feeds Data Streaming

// Create Ticker instance
// No need to provide the userId, apiKey, it will be automatically set
var _ticker = _flatTrade.CreateTicker();

// Setup event handlers
_ticker.OnTick += _ticker_OnTick;
_ticker.OnConnect += _ticker_OnConnect;
_ticker.OnClose += _ticker_OnClose;
_ticker.OnError += _ticker_OnError;
_ticker.OnNoReconnect += _ticker_OnNoReconnect;
_ticker.OnReconnect += _ticker_OnReconnect;
_ticker.OnReady += _ticker_OnReady;

// Connect the ticker to start receiving the live feeds
// DO NOT FORGOT TO CONNECT else you will not receive any feed
_ticker.Connect();

Subscribe for live feeds

// Once connected, subscribe to tokens to start receiving the feeds

// Subscribe live feeds
// Set feed mode to Quote (no depth data will be received)
// Set feed mode to Full to get depth data as well
// Token for multiple exchnages in one call
_ticker.Subscribe(Constants.TICK_MODE_QUOTE,
    new SubscriptionToken[]
        {
            new SubscriptionToken
            {
                Token = 26000,
                Exchange = Constants.EXCHANGE_NSE
            },
            new SubscriptionToken
            {
                Token = 26009,
                Exchange = Constants.EXCHANGE_NSE
            },
            new SubscriptionToken
            {
                Token = 35042,
                Exchange = Constants.EXCHANGE_NFO
            }
        });

// or subscribe to tokens for specific exchange
_ticker.Subscribe(Constants.EXCHANGE_NSE, Constants.TICK_MODE_FULL, new int[] { 26000, 26009 });

Unsubscribe from live feeds

// To unscubscribe
// tokens for multiple exchanges in one call
_ticker.UnSubscribe(new SubscriptionToken[]
{
    new SubscriptionToken
    {
        Token = 35042,
        Exchange = Constants.EXCHANGE_NFO
    },
    new SubscriptionToken
    {
        Token = 26000,
        Exchange  = Constants.EXCHANGE_NSE
    } 
});

// or unsubscribe tokens from specific exchange
_ticker.UnSubscribe(Constants.EXCHANGE_NFO, new int[] { 26000, 26000 });

Auto Reconnect

// Ticker has built in re-connection mechanism
// Once disconnectd it will try to reconnect, once connected, it will automatically subscribe to
// previously subscribed tokens

// Reconnection settings
_ticker.EnableReconnect(interval: 5, retries: 20);
// interval: interval between re-connection retries.
// For every reconnect attempt OnReconnect event will be called

// retries: number of retries before it give up reconnecting.
// OnNoReconnect will be called if not able to reconnect

Download Master Contracts

_flatTrade.SaveMasterContracts(Constants.EXCHANGE_NFO, $"c:\\data\\master_contracts_{Constants.EXCHANGE_NFO}.csv");

// or load Master Contracts into list
var masterContracts = _flatTrade.GetMasterContracts(Constants.EXCHANGE_NFO);

Account Details

var accountDetails = _flatTrade.GetAccountDetails();

Funds

var funds = _flatTrade.GetFunds();

Historical Data

var historicalCandles = _flatTrade.GetHistoricalData(
    Constants.EXCHANGE_NFO,
    36257,
    DateTime.Parse("6-Sep-2022 9:30 AM"),
    DateTime.Parse("8-Sep-2022 3:30 PM"),
    Constants.HISTORICAL_DATA_RESOLUTION_1_MINUTE);

Holdings

var holdings = _flatTrade.GetHoldings();

Open Interest

var openInterest = _flatTrade.GetOpenInterest(new OpenInterestParams
{
    OpenInterestTokens = new[]
    {
        new OpenInterestToken
        {
            Exchange = Constants.EXCHANGE_NFO,
            InstrumentToken = 36257
        }
    },
    UserId = _settings.UserId
});

// or pass tokens for specific exchange
var openInterestNFO = _flatTrade.GetOpenInterest(Constants.EXCHANGE_NFO, new[] { 12345, 43343, 5432 });

Scrip Quote

var scripQuote = _flatTrade.GetScripQuote(Constants.EXCHANGE_NFO, 36257);

Order Book

var orderBook = _flatTrade.GetOrderBook();

Trade Book

var tradeBook = _flatTrade.GetTradeBook();

Order History

var orderHistory = _flatTrade.GetOrderHistory(orderNumber: "123456789");

Day/net wise Position Book

var positionBookDayWise = _flatTrade.GetPositionBookDayWise();
var positionBookNetWise = _flatTrade.GetPositionBookNetWise();

Place Order - Regular

var placeRegularOrderResult = _flatTrade.PlaceOrder(new PlaceRegularOrderParams
{
    Exchange = Constants.EXCHANGE_NFO,
    OrderTag = "Test",
    PriceType = Constants.PRICE_TYPE_MARKET,
    ProductCode = Constants.PRODUCT_CODE_MIS,
    Quantity = 25,
    TransactionType = Constants.TRANSACTION_TYPE_BUY,
    InstrumentToken = 46335,
    TradingSymbol = "BANKNIFTY2290838000PE"
});

Place Order - Cover

var placeCoverOrderResult = _flatTrade.PlaceCoverOrder(new PlaceCoverOrderParams
{
    Exchange = Constants.EXCHANGE_NSE,
    OrderTag = "Test",
    PriceType = Constants.PRICE_TYPE_LIMIT,
    ProductCode = Constants.PRODUCT_CODE_MIS,
    TransactionType = Constants.TRANSACTION_TYPE_BUY,
    InstrumentToken = 2885,
    TradingSymbol = "RELIANCE-EQ",
    Quantity = 1,
    Price = 2560m,
    TriggerPrice = 2559m,
    StopLoss = 2545m
});

Place Order - Bracket

var placeBracketOrderResult = _flatTrade.PlaceBracketOrder(new PlaceBracketOrderParams
{
    Exchange = Constants.EXCHANGE_NSE,
    OrderTag = "Test",
    PriceType = Constants.PRICE_TYPE_LIMIT,
    ProductCode = Constants.PRODUCT_CODE_MIS,
    TransactionType = Constants.TRANSACTION_TYPE_BUY,
    InstrumentToken = 2885,
    TradingSymbol = "RELIANCE-EQ",
    Quantity = 1,
    Price = 2560m,
    TriggerPrice = 2559m,
    StopLoss = 2545m,
    Target = 2590m,
});

Modify Order

if (placeRegularOrderResult != null && placeRegularOrderResult.Status == Constants.STATUS_OK)
{
    Console.WriteLine($"Order executed. Order Number: {placeRegularOrderResult.OrderNumber}");

    // Get the status of the order
    var orderStatus = _flatTrade.ModifyOrder(new ModifyOrderParams
    {
        Exchange = Constants.EXCHANGE_NFO,
        OrderNumber = placeRegularOrderResult.OrderNumber,
        Price = .5m,
        PriceType = Constants.PRICE_TYPE_LIMIT,
        ProductCode = Constants.PRODUCT_CODE_MIS,
        Qty = 25,
        TradingSymbol = "BANKNIFTY2290838000PE",
        TransactionType = Constants.TRANSACTION_TYPE_SELL,
    });
}

Cancel Order

if (placeRegularOrderResult != null && placeRegularOrderResult.Status == Constants.STATUS_OK)
{
    Console.WriteLine($"Order executed. Order Number: {placeRegularOrderResult.OrderNumber}");

    var orderStatus = _flatTrade.CancelOrder(placeRegularOrderResult.OrderNumber);
}

Web Socket event handlers

private void _ticker_OnReady()
{
    Console.WriteLine("Socket connection authenticated. Ready to live stream feeds.");
}

private static void _ticker_OnTick(Tick TickData)
{
    Console.WriteLine(JsonConvert.SerializeObject(TickData));
}

private static void _ticker_OnReconnect()
{
    Console.WriteLine("Ticker reconnecting.");
}

private static void _ticker_OnNoReconnect()
{
    Console.WriteLine("Ticker not reconnected.");
}

private static void _ticker_OnError(string Message)
{
    Console.WriteLine("Ticker error." + Message);
}

private static void _ticker_OnClose()
{
    Console.WriteLine("Ticker closed.");
}

private static void _ticker_OnConnect()
{
    Console.WriteLine("Ticker connected.");

    _ticker.Subscribe(new SubscriptionToken[]
    {
        new SubscriptionToken
        {
            Exchange = Constants.EXCHANGE_NSE,
            Token = 26000
        },
        new SubscriptionToken
        {
            Exchange = Constants.EXCHANGE_NSE,
            Token = 26009
        },
        new SubscriptionToken
        {
            Exchange = Constants.EXCHANGE_NFO,
            Token = 35042
        },
    }, Constants.TICK_MODE_FULL);
}

Links

• FlatTrade REST API Documentation
• FlatTrade Web Trading
• OptionEdge X (Twitter) @optionedgein
• OptionEdge Youtube Channel

Credits

• Websocket code reference is based on Zerodha Kite Connect .Net Client Library