Live OI Data using Finvasia API.

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oiData.py

from tkinter import *

from tkinter import ttk

import sqlite3

import time

import threading

from datetime import datetime, timedelta

from dateutil.relativedelta import relativedelta

from api_helper import ShoonyaApiPy, get_time

import logging

import pandas as pd

import time

import login

root=Tk()

root.geometry("680x350")

api = ShoonyaApiPy()

count=0

user    = login.user

pwd     = login.pwd

factor2 = login.factor2

vc      = login.vc

app_key = login.app_key

imei    = login.imei

ret = api.login(userid=user, password=pwd, twoFA=factor2, vendor_code=vc, api_secret=app_key, imei=imei)

niftyTokens=[]

expiry=""

niftyToken=""

def startThread(instrument):

    if(instrument=="future"):

        t1=threading.Thread(target=futureOi)

        t1.start()

    elif(instrument=="oi"):

        t1=threading.Thread(target=oiChange)

        t1.start()

            

def optionChain():

    global niftyToken

    global niftyTokens

    widgets= optionFrame.winfo_children()

    for widget in widgets:

        widget.destroy()

    incrementor=50

    startIndex=13

    if(indexName.get()=="NIFTY"):

        niftyToken="26000"

    else:

        niftyToken="26009"

        startIndex=17

        incrementor=100


    ret = api.get_quotes(exchange="NSE", token=niftyToken)

    ltp=int(float(ret["lp"]))

    ltp=(ltp)-(ltp%incrementor)

    exch  = 'NFO'

    query = 'banknifty'

    ret = api.searchscrip(exchange=exch, searchtext=query)

    niftyToken="";

    if ret != None:

        symbols = ret['values']

    for symbol in symbols:

        if(symbol['tsym'].endswith("0")):

            niftyToken=(symbol['tsym'])

            print(niftyToken)

            niftyToken=(niftyToken[9:16])

            print(niftyToken)

            break

    strike=(indexName.get()+niftyToken+"P"+str(ltp))    

    print(strike)

    expiry=niftyToken

    chain = api.get_option_chain(exchange=exch, tradingsymbol=strike, strikeprice=ltp, count=5)

    chainscrips = []

    for scrip in chain['values']:

        scripdata = api.get_quotes(exchange=scrip['exch'], token=scrip['token'])

        chainscrips.append(scripdata)

    print(chainscrips[0]["tsym"]) 

    i=0

    j=9

    Label(optionFrame,text="CHANGE",width=10,bg="blanchedalmond",font=("Arial Black",10)).grid(row=0,column=0)

    Label(optionFrame,text="CE OI",width=10,bg="blanchedalmond",font=("Arial Black",10)).grid(row=0,column=1)

    Label(optionFrame,text="LTP",width=10,bg="blanchedalmond",font=("Arial Black",10)).grid(row=0,column=2)

    Label(optionFrame,text="STRIKE",width=10,bg="blanchedalmond",font=("Arial Black",10)).grid(row=0,column=3)

    Label(optionFrame,text="LTP",width=10,bg="blanchedalmond",font=("Arial Black",10)).grid(row=0,column=4)

    Label(optionFrame,text="PE OI",width=10,bg="blanchedalmond",font=("Arial Black",10)).grid(row=0,column=5)

    Label(optionFrame,text="CHANGE",width=10,bg="blanchedalmond",font=("Arial Black",10)).grid(row=0,column=6)

    while(i<10):

        niftyTokens.append(chainscrips[j]["token"])

        niftyTokens.append(chainscrips[j+10]["token"])

        Label(optionFrame,text="0",width=10,font=("Arial bold",10)).grid(row=i+1,column=0)

        Label(optionFrame,text=chainscrips[j]["oi"],width=10,font=("Arial bold",10)).grid(row=i+1,column=1)

        Label(optionFrame,text=chainscrips[j]["lp"],width=10,font=("Arial bold",10)).grid(row=i+1,column=2)

        button=Button(optionFrame,text=chainscrips[j]["tsym"][startIndex:startIndex+5],width=10,font=("Arial bold",10))

        button.grid(row=i+1,column=3)

        button.bind('<Button>',strikeOi)

        Label(optionFrame,text=chainscrips[j+10]["lp"],width=10,font=("Arial bold",10)).grid(row=i+1,column=4)

        Label(optionFrame,text=chainscrips[j+10]["oi"],width=10,font=("Arial bold",10)).grid(row=i+1,column=5)

        Label(optionFrame,text="0",width=10,font=("Arial bold",10)).grid(row=i+1,column=6)

        

        i+=1

        if(j>5):

            j-=1

        elif(j==5):

            j=0

        elif(j<4):

            j+=1 

def strikeOi(event):

    widgets= middleFrame.winfo_children()

    for widget in widgets:

        widget.destroy()

    end_time = time.time()

    start_secs = end_time-86400

    ce=(indexName.get()+niftyToken+"C"+event.widget["text"])

    pe=(indexName.get()+niftyToken+"P"+event.widget["text"])

    ret = api.searchscrip(exchange="NFO", searchtext=ce)

    if ret != None:

        symbols = ret['values']

    for symbol in symbols:

        ceToken=(symbol['token'])

        break

    ret = api.searchscrip(exchange="NFO", searchtext=pe)

    if ret != None:

        symbols = ret['values']

    for symbol in symbols:

        peToken=(symbol['token'])

        break  

    ret1 = api.get_time_price_series(exchange='NFO', token=ceToken, starttime=start_secs, endtime=end_time, interval=timeFrame.get())

    ret2 = api.get_time_price_series(exchange='NFO', token=peToken, starttime=start_secs, endtime=end_time, interval=timeFrame.get())

    length=len(ret1)

    print(length)

    if(length>9):

        length=9

    i=0

    Label(middleFrame,text="TIME",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=0)

    Label(middleFrame,text=event.widget["text"]+"CE",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=1)

    Label(middleFrame,text="STATUS",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=2)

    Label(middleFrame,text=event.widget["text"]+"PE",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=3)

    Label(middleFrame,text="STATUS",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=4)

    while(i<(length-1)):

        ceOi=float(ret1[i]["oi"])-float(ret1[i+1]["oi"])

        peOi=float(ret2[i]["oi"])-float(ret2[i+1]["oi"])

        ceLtp=float(ret1[i]["intc"])-float(ret1[i+1]["intc"])

        peLtp=float(ret2[i]["intc"])-float(ret2[i+1]["intc"])

        Label(middleFrame,text=ret1[i]["time"],bg="cadetblue1",font=("Arial bold",10)).grid(row=i+5,column=0)

        Label(middleFrame,text=ceOi,width=10,font=("Arial bold",10)).grid(row=i+5,column=1)

        if((ceOi>0)and(ceLtp>0)):

            Label(middleFrame,text="LONG BUILD",width=14,bg="chartreuse1",font=("Arial bold",10)).grid(row=i+5,column=2)

        elif((ceOi>0)and(ceLtp<0)):

            Label(middleFrame,text="SHORT BUILD",width=14,bg="red",font=("Arial bold",10)).grid(row=i+5,column=2)

        elif((ceOi<0)and(ceLtp>0)):

            Label(middleFrame,text="SHORT COVER",width=14,bg="aqua",font=("Arial bold",10)).grid(row=i+5,column=2)   

        elif((ceOi<0)and(ceLtp<0)):

            Label(middleFrame,text="LONG UNWIND",width=14,bg="gold1",font=("Arial bold",10)).grid(row=i+5,column=2) 

        Label(middleFrame,text=peOi,width=10,font=("Arial bold",10)).grid(row=i+5,column=3)

        if((peOi>0)and(peLtp>0)):

            Label(middleFrame,text="LONG BUILD",width=14,bg="chartreuse1",font=("Arial bold",10)).grid(row=i+5,column=4)

        elif((peOi>0)and(peLtp<0)):

            Label(middleFrame,text="SHORT BUILD",width=14,bg="red",font=("Arial bold",10)).grid(row=i+5,column=4)

        elif((peOi<0)and(peLtp>0)):

            Label(middleFrame,text="SHORT COVER",width=14,bg="aqua",font=("Arial bold",10)).grid(row=i+5,column=4)   

        elif((peOi<0)and(peLtp<0)):

            Label(middleFrame,text="LONG UNWIND",width=14,bg="gold1",font=("Arial bold",10)).grid(row=i+5,column=4)     

        i+=1

def futureOi():

    widgets= botFrame.winfo_children()

    for widget in widgets:

        widget.destroy()

    end_time = time.time()

    start_secs = end_time-86400

    ret1 = api.searchscrip(exchange="NFO", searchtext="NIFTY")

    ret2 = api.searchscrip(exchange="NFO", searchtext="BANKNIFTY")

    niftyFut=""

    bankNiftyFut=""

    if ret1 != None:

        symbols = ret1['values']

        for symbol in symbols:

            niftyFut=(symbol["token"])

            break

    if ret2 != None:

        symbols = ret2['values']

        for symbol in symbols:

            bankNiftyFut=(symbol["token"])

            break   

    

    ret1 = api.get_time_price_series(exchange='NFO', token=niftyFut, starttime=start_secs, endtime=end_time, interval=timeFrame.get())

    ret2 = api.get_time_price_series(exchange='NFO', token=bankNiftyFut, starttime=start_secs, endtime=end_time, interval=timeFrame.get())

    length=len(ret1)

    print(length)

    if(length>9):

        length=9

    i=0

    Label(botFrame,text="TIME",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=0)

    Label(botFrame,text="NIFTY FUT",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=1)

    Label(botFrame,text="STATUS",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=2)

    Label(botFrame,text="BANKNIFTY FUT",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=3)

    Label(botFrame,text="STATUS",width=14,bg="gray",font=("Arial Black",10)).grid(row=0,column=4)

    while(i<(length-1)):

        ceOi=float(ret1[i]["oi"])-float(ret1[i+1]["oi"])

        peOi=float(ret2[i]["oi"])-float(ret2[i+1]["oi"])

        ceLtp=float(ret1[i]["intc"])-float(ret1[i+1]["intc"])

        peLtp=float(ret2[i]["intc"])-float(ret2[i+1]["intc"])

        Label(botFrame,text=ret1[i]["time"],bg="cadetblue1",font=("Arial bold",10)).grid(row=i+5,column=0)

        Label(botFrame,text=ceOi,width=10,font=("Arial bold",10)).grid(row=i+5,column=1)

        if((ceOi>0)and(ceLtp>0)):

            Label(botFrame,text="LONG BUILD",width=14,bg="chartreuse1",font=("Arial bold",10)).grid(row=i+5,column=2)

        elif((ceOi>0)and(ceLtp<0)):

            Label(botFrame,text="SHORT BUILD",width=14,bg="red",font=("Arial bold",10)).grid(row=i+5,column=2)

        elif((ceOi<0)and(ceLtp>0)):

            Label(botFrame,text="SHORT COVER",width=14,bg="aqua",font=("Arial bold",10)).grid(row=i+5,column=2)   

        elif((ceOi<0)and(ceLtp<0)):

            Label(botFrame,text="LONG UNWIND",width=14,bg="gold1",font=("Arial bold",10)).grid(row=i+5,column=2) 

        Label(botFrame,text=peOi,width=10,font=("Arial bold",10)).grid(row=i+5,column=3)

        if((peOi>0)and(peLtp>0)):

            Label(botFrame,text="LONG BUILD",width=14,bg="chartreuse1",font=("Arial bold",10)).grid(row=i+5,column=4)

        elif((peOi>0)and(peLtp<0)):

            Label(botFrame,text="SHORT BUILD",width=14,bg="red",font=("Arial bold",10)).grid(row=i+5,column=4)

        elif((peOi<0)and(peLtp>0)):

            Label(botFrame,text="SHORT COVER",width=14,bg="aqua",font=("Arial bold",10)).grid(row=i+5,column=4)   

        elif((peOi<0)and(peLtp<0)):

            Label(botFrame,text="LONG UNWIND",width=14,bg="gold1",font=("Arial bold",10)).grid(row=i+5,column=4)     

        

        i+=1

def oiChange():

    global niftyTokens

    widgets= optionFrame.winfo_children()

    i=0

    end_time = time.time()

    start_secs = end_time-86400

    oiChange=0

    closeChange=0

    while(i<10):

        ret = api.get_time_price_series(exchange='NFO', token=niftyTokens[i*2], starttime=start_secs, endtime=end_time, interval=timeFrame.get())

        oiChange=int(ret[0]["oi"])-int(ret[1]["oi"])

        closeChange=float(ret[0]["intc"])-float(ret[1]["intc"])

        

        if((closeChange>0)and(oiChange>0)):

            widgets[7+(7*i)]["text"]="(L)"+str(oiChange)

            widgets[7+(7*i)].config(bg="chartreuse1")

        elif((closeChange<0)and(oiChange>0)):

            widgets[7+(7*i)]["text"]="(S)"+str(oiChange)

            widgets[7+(7*i)].config(bg="red")

        elif((closeChange>0)and(oiChange<0)):

            widgets[7+(7*i)]["text"]="(SC)"+str(oiChange)

            widgets[7+(7*i)].config(bg="aqua")

        elif((closeChange<0)and(oiChange<0)):

            widgets[7+(7*i)]["text"]="(LU)"+str(oiChange)

            widgets[7+(7*i)].config(bg="gold1")

        ret = api.get_time_price_series(exchange='NFO', token=niftyTokens[(i*2)+1], starttime=start_secs, endtime=end_time, interval=timeFrame.get())

        oiChange=int(ret[0]["oi"])-int(ret[1]["oi"])

        closeChange=float(ret[0]["intc"])-float(ret[1]["intc"])

        

        if((closeChange>0)and(oiChange>0)):

            widgets[7+(7*i)+6]["text"]="(L)"+str(oiChange)

            widgets[7+(7*i)+6].config(bg="chartreuse1")

        elif((closeChange<0)and(oiChange>0)):

            widgets[7+(7*i)+6]["text"]="(S)"+str(oiChange)

            widgets[7+(7*i)+6].config(bg="red")

        elif((closeChange>0)and(oiChange<0)):

            widgets[7+(7*i)+6]["text"]="(SC)"+str(oiChange)

            widgets[7+(7*i)+6].config(bg="aqua")

        elif((closeChange<0)and(oiChange<0)):

            widgets[7+(7*i)+6]["text"]="(LU)"+str(oiChange)

            widgets[7+(7*i)+6].config(bg="gold1")

        i+=1

topFrame=Frame(root)

Label(topFrame,text="INDEX").grid(row=0,column=0)

indexName=ttk.Combobox(topFrame,values=["NIFTY","BANKNIFTY"])

indexName.current(0)

indexName.grid(row=0,column=1)

Label(topFrame,text="TIMEFRAME").grid(row=0,column=2)

timeFrame=ttk.Combobox(topFrame,values=["3","5","10","15","30","60","120","180","240"])

timeFrame.current(1)

timeFrame.grid(row=0,column=3)

Button(topFrame,text="OPTION CHAIN",command=optionChain).grid(row=0,column=4)

Button(topFrame,text="OI CHANGE",command=lambda:startThread("oi")).grid(row=0,column=5)

Button(topFrame,text="FUTURE OI",command=lambda:startThread("future")).grid(row=0,column=6)

topFrame.pack()

optionFrame=Frame(root,highlightbackground="black", highlightthickness=2)

optionFrame.pack()

middleFrame=Frame(root,highlightbackground="black", highlightthickness=2)

middleFrame.pack()

botFrame=Frame(root,highlightbackground="black", highlightthickness=2)

botFrame.pack()

root.mainloop()


login.py

user    = "CLIENT ID"

pwd     = "PASSWORD"

factor2 = "PAN CARD NUMBER"

vc      = "VENDOR CODE"

app_key = "APP KEY"

imei    = "IMEI"



Comments

  1. AwesumGalz221October 11, 2022 at 10:51 PM

    This comment has been removed by the author.

    ReplyDelete
  2. ElitealgoNovember 21, 2025 at 2:13 AM

    Thanks for explaining algo trading in such a clear way. Your breakdown of how automated strategies work makes the concept much easier to understand. The insights on risk control, speed, and disciplined execution are especially helpful for anyone looking to explore algorithm-based trading with more confidence and clarity.

    ReplyDelete

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