xts trade copier final produt 21 July 2023
from flask import Flask, render_template, redirect, url_for, flash, session,request
from apscheduler.schedulers.background import BackgroundScheduler
from apscheduler.triggers.interval import IntervalTrigger
import atexit
from Connect import XTSConnect
import pandas as pd
from datetime import datetime
from Algofox import *
from flask_wtf import FlaskForm
from wtforms import StringField, PasswordField, SelectField, SubmitField
from wtforms.validators import DataRequired
import secrets
from threading import Thread
from Exception import XTSInputException
class AuthenticationForm(FlaskForm):
# XTS Detail
userId = StringField('UserId', validators=[DataRequired()])
apiKey = StringField('API KEY', validators=[DataRequired()])
apiSecret = StringField('API SECRET', validators=[DataRequired()])
# Algofox details
username = StringField('Username', validators=[DataRequired()])
password = PasswordField('Password', validators=[DataRequired()])
role = SelectField('Role', choices=[('admin', 'Admin'), ('user', 'User')], validators=[DataRequired()])
authenticated=False
id = "11013144"
# API_KEY = "082144eb6500c64b37aa90"
# API_SECRET = "Vnsv775#57"
source = "WEBAPI"
XTS_API_BASE_URL = "https://xts-api.trading"
app = Flask(__name__)
app.config['SECRET_KEY'] = secrets.token_hex(16)
order_logs = [] # Variable to store the order logs
processed_logs = set() # Set to keep track of processed logs
processed_orders = set() # Set to keep track of processed orders
def login (username,password,role):
mainurl=f'https://{url}'
placeorder=f'http://api.{url}/api/Trade/v1/placeorder'
authenticate=f'https://api.{url}/api/Trade/v1/authenticate'
req = requests.post(url=authenticate,
json={"username": username, "password": password,
"role": role})
print(req["code"])
return req["code"]
userId=None
apiKey=None
apiSecret=None
us=None
ps=None
rl=None
xt=None
# xt = XTSConnect(API_KEY, API_SECRET, source)
# response = xt.interactive_login()
url = input("Enter your Admin URL = https//")
createurl(url)
def delete_file_contents(file_path):
try:
with open(file_path, 'w') as file:
file.truncate(0)
print(f"Successfully deleted all contents of {file_path}.")
except IOError:
print(f"Error: Failed to delete contents of {file_path}.")
@app.route('/', methods=['GET', 'POST'])
def authentication():
delete_file_contents("OrderLogs.txt")
global authenticated,xt,us,ps,rl
form = AuthenticationForm()
if form.validate_on_submit():
# Access form data
userId = form.userId.data
apiKey = form.apiKey.data
apiSecret = form.apiSecret.data
username = form.username.data
password = form.password.data
role = form.role.data
loginresult=login_algpfox(username=username, password=password, role=role)
try:
# Create XTSConnect instance
xt = XTSConnect(apiKey, apiSecret, source)
# Perform authentication
response = xt.interactive_login()
if response['type'] == 'success' and loginresult==200:
# Authentication successful
authenticated=True
print("Authentication successful")
# Store the form data in session
session['form_data'] = {
'userId': userId,
'apiKey': apiKey,
'apiSecret': apiSecret,
'username': username,
'password': password,
'role': role
}
# Redirect to index.html
return redirect(url_for('index', username=username, password=password, role=role))
else:
# Authentication failed
print("Authentication failed")
flash("Authentication failed. Please check your XTS details.")
except XTSInputException as e:
# XTS input exception raised
print("XTS input exception:", str("Wrong Credential XTS"))
flash("XTS details are incorrect. Please check your XTS details.")
except Exception as e:
# Other exception occurred
print("An error occurred:", str("Wrong Credential XTS"))
flash("Authentication failed. Please check your XTS Credentiales.")
return render_template('authentication.html', form=form)
def read_symbols_from_csv():
symbols = []
try:
df = pd.read_csv('TradeSettings.csv', usecols=['Symbol'])
symbols = df['Symbol'].tolist()
except pd.errors.EmptyDataError:
print("The CSV file is empty or has no data.")
except FileNotFoundError:
print("The CSV file was not found.")
except Exception as e:
print("An error occurred while reading the CSV file:", str(e))
return symbols
def get_all_detail_csv():
symbols = []
try:
df = pd.read_csv('TradeSettings.csv')
symbols = df.to_dict(orient='records')
except pd.errors.EmptyDataError:
print("The CSV file is empty or has no data.")
except FileNotFoundError:
print("The CSV file was not found.")
except Exception as e:
print("An error occurred while reading the CSV file:", str(e))
return symbols
printed_orders = []
def check_api_response():
global authenticated,xt,us,ps,rl
if authenticated:
with open('OrderLogs.txt', 'r') as f:
existing_logs = set(f.read().splitlines())
orderbook = xt.get_order_book()
try:
results = orderbook.get('result', [])
with open('OrderLogs.txt', 'a+') as f:
for order in results:
AppOrderID = order.get('AppOrderID')
if AppOrderID not in processed_orders and AppOrderID not in processed_logs:
OrderGeneratedDateTime = order.get('OrderGeneratedDateTime')
TradingSymbol = order.get('TradingSymbol')
OrderQuantity = order.get('OrderQuantity')
OrderStatus = order.get('OrderStatus')
OrderSide = order.get('OrderSide')
ProductType = order.get('ProductType')
output = f"{OrderGeneratedDateTime} Order for {OrderSide} {TradingSymbol} {ProductType} for {OrderQuantity} Quantity is {OrderStatus}, Exchange order Id {AppOrderID}"
if output not in existing_logs:
f.write(output + '\n') # Append the output to the OrderLogs.txt file
processed_orders.add(AppOrderID) # Add the AppOrderID to the set of processed orders
processed_logs.add(AppOrderID) # Add the AppOrderID to the set of processed logs
current_time = datetime.now().strftime("%H:%M")
symbols = read_symbols_from_csv() # Read symbols from the CSV file
for order in results:
OrderStatus = order.get('OrderStatus')
OrderGeneratedDateTime = order.get('OrderGeneratedDateTime')
TradingSymbol = order.get('TradingSymbol')
OrderQuantity = order.get('OrderQuantity')
AppOrderID = order.get('AppOrderID')
OrderSide = order.get('OrderSide')
ProductType = order.get('ProductType')
OrderType=order.get('OrderType')
OrderPrice=order.get('OrderPrice')
order_time = datetime.strptime(OrderGeneratedDateTime, "%d-%m-%Y %H:%M:%S").strftime("%H:%M")
ssymbols=get_all_detail_csv()
if OrderStatus == 'Filled' and order_time == current_time and AppOrderID not in printed_orders:
for symbol in ssymbols:
if symbol['Symbol'] == TradingSymbol:
ExchangeSymbol = symbol['ExchangeSymbol']
StrategyTag = symbol['StrategyTag']
Segment = symbol['Segment']
product = symbol['ProductType']
strike=symbol['STRIKE']
contract=symbol['CONTRAC TYPE']
expiery=symbol['EXPIERY']
if TradingSymbol in symbols: # Check if the trading symbol is in the symbol list
output = f"{OrderGeneratedDateTime} Order for {OrderSide} {TradingSymbol} {ProductType} for {OrderQuantity} Quantity is {OrderStatus}, Exchange order Id {AppOrderID}"
print(output)
printed_orders.append(AppOrderID) # Add the AppOrderID to the printed orders list
netpositionresponce = xt.get_position_netwise()
if Segment == "EQ":
for position in netpositionresponce['result']['positionList']:
if position['TradingSymbol'] == TradingSymbol:
for child_position in position['childPositions']:
if child_position['TradingSymbol'] == TradingSymbol:
symbol_net_pos = child_position['Quantity']
print(symbol_net_pos)
if OrderSide == "BUY":
old_net_pos = int(symbol_net_pos) - int(OrderQuantity)
if OrderSide == "SELL":
old_net_pos = int(symbol_net_pos) + int(OrderQuantity)
print(old_net_pos)
if Segment == "OPTIDX":
for position in netpositionresponce['result']['positionList']:
if position['TradingSymbol'] == TradingSymbol:
symbol_net_pos = position['Quantity']
print(symbol_net_pos)
if OrderSide == "BUY":
old_net_pos = int(symbol_net_pos) - int(OrderQuantity)
if OrderSide == "SELL":
old_net_pos = int(symbol_net_pos) + int(OrderQuantity)
print(old_net_pos)
printed_orders.append(AppOrderID) # Add the AppOrderID to the printed orders list
if Segment == "FUTIDX":
for position in netpositionresponce['result']['positionList']:
if position['TradingSymbol'] == TradingSymbol:
symbol_net_pos = position['Quantity']
print(symbol_net_pos)
if OrderSide == "BUY":
old_net_pos = int(symbol_net_pos) - int(OrderQuantity)
elif OrderSide == "SELL":
old_net_pos = int(symbol_net_pos) + int(OrderQuantity)
print(old_net_pos)
printed_orders.append(AppOrderID) # Add the AppOrderID to the printed orders list
if Segment == "FUTSTK":
for position in netpositionresponce['result']['positionList']:
if position['TradingSymbol'] == TradingSymbol:
symbol_net_pos = position['Quantity']
print(symbol_net_pos)
if OrderSide == "BUY":
old_net_pos = int(symbol_net_pos) - int(OrderQuantity)
elif OrderSide == "SELL":
old_net_pos = int(symbol_net_pos) + int(OrderQuantity)
print(old_net_pos)
printed_orders.append(AppOrderID) # Add the AppOrderID to the printed orders list
if Segment == "OPTSTK":
for position in netpositionresponce['result']['positionList']:
if position['TradingSymbol'] == TradingSymbol:
symbol_net_pos = position['Quantity']
print(symbol_net_pos)
if OrderSide == "BUY":
old_net_pos = int(symbol_net_pos) - int(OrderQuantity)
elif OrderSide == "SELL":
old_net_pos = int(symbol_net_pos) + int(OrderQuantity)
print(old_net_pos)
printed_orders.append(AppOrderID) # Add the AppOrderID to the printed orders list
if Segment == "FUTSTK":
for position in netpositionresponce['result']['positionList']:
if position['TradingSymbol'] == TradingSymbol:
symbol_net_pos = position['Quantity']
print(symbol_net_pos)
if OrderSide == "BUY":
old_net_pos = int(symbol_net_pos) - int(OrderQuantity)
elif OrderSide == "SELL":
old_net_pos = int(symbol_net_pos) + int(OrderQuantity)
print(old_net_pos)
printed_orders.append(AppOrderID) # Add the AppOrderID to the printed orders list
order_executed = False
if not order_executed and OrderSide == "BUY" and int(old_net_pos) >= 0:
print(f"Sending Buy Order @ {TradingSymbol} ")
order_executed=True
if Segment == "EQ":
Buy_order_algofox(symbol=ExchangeSymbol,quantity=OrderQuantity,instrumentType=Segment,direction=OrderSide,price=OrderPrice,product=product,order_typ=OrderType,strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTIDX":
sname=f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Buy_order_algofox(symbol=sname,quantity=OrderQuantity,instrumentType=Segment,direction=OrderSide,price=OrderPrice,product=product,order_typ=OrderType,strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTIDX":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Buy_order_algofox(symbol=sname, quantity=OrderQuantity, instrumentType=Segment,
direction=OrderSide, price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTSTK":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Buy_order_algofox(symbol=sname, quantity=OrderQuantity, instrumentType=Segment,
direction=OrderSide, price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTSTK":
sname=f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Buy_order_algofox(symbol=sname,quantity=OrderQuantity,instrumentType=Segment,direction=OrderSide,price=OrderPrice,product=product,order_typ=OrderType,strategy=StrategyTag,username=us,password=ps,role=rl)
if not order_executed and OrderSide == "SELL" and int(old_net_pos) <= 0:
print(f"Sending Short Order @ {TradingSymbol}")
order_executed = True
if Segment == "EQ":
Short_order_algofox(symbol=ExchangeSymbol, quantity=OrderQuantity,
instrumentType=Segment, direction="SHORT",price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTIDX":
sname=f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Short_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SHORT",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTIDX":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Short_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SHORT",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTSTK":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Short_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SHORT",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTSTK":
sname=f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Short_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SHORT",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if not order_executed and OrderSide == "BUY" and int(old_net_pos)< 0:
print(f"Sending Cover Order @ {TradingSymbol}")
order_executed = True
if Segment == "EQ":
Cover_order_algofox(symbol=ExchangeSymbol, quantity=OrderQuantity,
instrumentType=Segment, direction="COVER",price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTIDX":
sname = f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Cover_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="COVER",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTIDX":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Cover_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="COVER",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTSTK":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Cover_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="COVER",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTSTK":
sname = f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Cover_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="COVER",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if not order_executed and OrderSide == "SELL" and int(old_net_pos) > 0:
print(f"Sending Sell Order @ {TradingSymbol}")
order_executed = True
if Segment == "EQ":
Sell_order_algofox(symbol=ExchangeSymbol, quantity=OrderQuantity,
instrumentType=Segment, direction="SELL",price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTIDX":
sname = f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Sell_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SELL",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTIDX":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Sell_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SELL",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "FUTSTK":
sname = f"{ExchangeSymbol}|{str(expiery)}"
Sell_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SELL",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
if Segment == "OPTSTK":
sname = f"{ExchangeSymbol}|{str(expiery)}|{str(strike)}|{contract}"
Sell_order_algofox(symbol=sname, quantity=OrderQuantity,
instrumentType=Segment, direction="SELL",
price=OrderPrice, product=product,
order_typ=OrderType, strategy=StrategyTag,username=us,password=ps,role=rl)
except KeyError:
pass
except Exception as e:
print("An error occurred while processing the order book:")
print(str(e))
print(orderbook) # Print the orderbook response for inspection
def run_check_api_response():
xt = XTSConnect(apiKey, apiSecret, source)
response = xt.interactive_login()
scheduler = BackgroundScheduler()
scheduler.add_job(check_api_response, args=(xt,), trigger=IntervalTrigger(seconds=1))
scheduler.start()
atexit.register(lambda: scheduler.shutdown())
@app.route('/index')
def index():
global us,ps,rl
logs = read_order_logs()
logs.reverse() # Reverse the order of logs to display the latest log first
us = request.args.get('username')
ps = request.args.get('password')
rl = request.args.get('role')
return render_template('index.html', logs=logs)
def read_order_logs():
with open('OrderLogs.txt', 'r') as f:
logs = f.read().splitlines()
return logs
if __name__ == '__main__':
scheduler = BackgroundScheduler()
scheduler.start()
scheduler.add_job(
func=check_api_response,
trigger=IntervalTrigger(seconds=1),
id='check_api_response_job',
name='Check API Response',
replace_existing=True
)
atexit.register(lambda: scheduler.shutdown())
app.run(debug=True)
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