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Merge pull request #7 from zerodhatech/feat-gtt
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feat: add GTT api calls
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@vividvilla
vividvilla authored Nov 20, 2019
2 parents 39c1315 + b8c07b6 commit 58cd48a
Showing 1 changed file with 243 additions and 44 deletions.
287 changes: 243 additions & 44 deletions kiteconnect.php
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Original file line number Diff line number Diff line change
Expand Up @@ -107,50 +107,56 @@ class KiteConnect {

// API route map.
private $_routes = [
"api.token" => "/session/token",
"api.token.invalidate" => "/session/token",
"api.token.renew" => "/session/refresh_token",
"user.profile" => "/user/profile",
"user.margins" => "/user/margins",
"user.margins.segment" => "/user/margins/{segment}",

"orders" => "/orders",
"trades" => "/trades",

"order.info" => "/orders/{order_id}",
"order.place" => "/orders/{variety}",
"order.modify" => "/orders/{variety}/{order_id}",
"order.cancel" => "/orders/{variety}/{order_id}",
"order.trades" => "/orders/{order_id}/trades",

"portfolio.positions" => "/portfolio/positions",
"portfolio.holdings" => "/portfolio/holdings",
"portfolio.positions.convert" => "/portfolio/positions",

# MF api endpoints
"mf.orders" => "/mf/orders",
"mf.order.info" => "/mf/orders/{order_id}",
"mf.order.place" => "/mf/orders",
"mf.order.cancel" => "/mf/orders/{order_id}",

"mf.sips" => "/mf/sips",
"mf.sip.info" => "/mf/sips/{sip_id}",
"mf.sip.place" => "/mf/sips",
"mf.sip.modify" => "/mf/sips/{sip_id}",
"mf.sip.cancel" => "/mf/sips/{sip_id}",

"mf.holdings" => "/mf/holdings",
"mf.instruments" => "/mf/instruments",

"market.instruments.all" => "/instruments",
"market.instruments" => "/instruments/{exchange}",
"market.margins" => "/margins/{segment}",
"market.historical" => "/instruments/historical/{instrument_token}/{interval}",
"market.trigger_range" => "/instruments/trigger_range/{transaction_type}",

"market.quote" => "/quote",
"market.quote.ohlc" => "/quote/ohlc",
"market.quote.ltp" => "/quote/ltp",
"api.token" => "/session/token",
"api.token.invalidate" => "/session/token",
"api.token.renew" => "/session/refresh_token",
"user.profile" => "/user/profile",
"user.margins" => "/user/margins",
"user.margins.segment" => "/user/margins/{segment}",

"orders" => "/orders",
"trades" => "/trades",

"order.info" => "/orders/{order_id}",
"order.place" => "/orders/{variety}",
"order.modify" => "/orders/{variety}/{order_id}",
"order.cancel" => "/orders/{variety}/{order_id}",
"order.trades" => "/orders/{order_id}/trades",

"portfolio.positions" => "/portfolio/positions",
"portfolio.holdings" => "/portfolio/holdings",
"portfolio.positions.convert" => "/portfolio/positions",

# MF api endpoints
"mf.orders" => "/mf/orders",
"mf.order.info" => "/mf/orders/{order_id}",
"mf.order.place" => "/mf/orders",
"mf.order.cancel" => "/mf/orders/{order_id}",

"mf.sips" => "/mf/sips",
"mf.sip.info" => "/mf/sips/{sip_id}",
"mf.sip.place" => "/mf/sips",
"mf.sip.modify" => "/mf/sips/{sip_id}",
"mf.sip.cancel" => "/mf/sips/{sip_id}",

"mf.holdings" => "/mf/holdings",
"mf.instruments" => "/mf/instruments",

"market.instruments.all" => "/instruments",
"market.instruments" => "/instruments/{exchange}",
"market.margins" => "/margins/{segment}",
"market.historical" => "/instruments/historical/{instrument_token}/{interval}",
"market.trigger_range" => "/instruments/trigger_range/{transaction_type}",

"market.quote" => "/quote",
"market.quote.ohlc" => "/quote/ohlc",
"market.quote.ltp" => "/quote/ltp",

"gtt.triggers" => "/gtt/triggers",
"gtt.trigger_info" => "/gtt/triggers/{trigger_id}",
"gtt.place" => "/gtt/triggers",
"gtt.modify" => "/gtt/triggers/{trigger_id}",
"gtt.delete" => "/gtt/triggers/{trigger_id}"
];


Expand All @@ -162,6 +168,54 @@ class KiteConnect {
public $session_hook = null;
public $micro_cache = true;

// Constants
// Products
const PRODUCT_MIS = "MIS";
const PRODUCT_CNC = "CNC";
const PRODUCT_NRML = "NRML";
const PRODUCT_CO = "CO";
const PRODUCT_BO = "BO";

// Order types
const ORDER_TYPE_MARKET = "MARKET";
const ORDER_TYPE_LIMIT = "LIMIT";
const ORDER_TYPE_SLM = "SL-M";
const ORDER_TYPE_SL = "SL";

// Varities
const VARIETY_REGULAR = "regular";
const VARIETY_BO = "bo";
const VARIETY_CO = "co";
const VARIETY_AMO = "amo";

// Transaction type
const TRANSACTION_TYPE_BUY = "BUY";
const TRANSACTION_TYPE_SELL = "SELL";

// Validity
const VALIDITY_DAY = "DAY";
const VALIDITY_IOC = "IOC";

// Margins segments
const MARGIN_EQUITY = "equity";
const MARGIN_COMMODITY = "commodity";

const STATUS_CANCELLED = "CANCELLED";
const STATUS_REJECTED = "REJECTED";
const STATUS_COMPLETE = "COMPLETE";

// GTT Types
const GTT_TYPE_OCO = "two-leg";
const GTT_TYPE_SINGLE = "single";

// GTT Statuses
const GTT_STATUS_ACTIVE = "active";
const GTT_STATUS_TRIGGERED = "triggered";
const GTT_STATUS_DISABLED = "disabled";
const GTT_STATUS_EXPIRED = "expired";
const GTT_STATUS_CANCELLED = "cancelled";
const GTT_STATUS_REJECTED = "rejected";
const GTT_STATUS_DELETED = "deleted";

/**
* Initialise a new Kite Connect client instance.
Expand Down Expand Up @@ -434,6 +488,9 @@ public function getOrders() {

/**
* Get history of the individual order.
* @param string $order_id ID of the order (optional) whose trades
* are to be retrieved. If no `order_id` is
* specified, all trades for the day are returned.
* @return array
*/
public function getOrderHistory($order_id) {
Expand Down Expand Up @@ -758,6 +815,148 @@ public function getMFInstruments() {
}


/**
* Get the list of all orders placed for the day.
* @return array
*/
public function getGTTs() {
return $this->_format_response_array($this->_get("gtt.triggers"));
}

/**
* Get history of the individual order.
* @param string $trigger_id "trigger_id" Trigger ID
* @return array
*/
public function getGTT($trigger_id) {
return $this->_format_response($this->_get("gtt.trigger_info", ["trigger_id" => $trigger_id]));
}

/**
* Cancel an open order.
* @param string $trigger_id "trigger_id" Trigger ID
* @return void
*/
public function deleteGTT($trigger_id) {
return $this->_delete("gtt.delete", ["trigger_id" => $trigger_id]);
}

private function getGTTPayload($params) {
if ($params["trigger_type"] == self::GTT_TYPE_OCO && count($params["trigger_values"]) != 2) {
throw new DataException("Invalid `trigger_values` for `OCO` order type");
}
if ($params["trigger_type"] == self::GTT_TYPE_SINGLE && count($params["trigger_values"]) != 1) {
throw new DataException("Invalid `trigger_values` for `single` order type");
}
$condition = [
"exchange" => $params["exchange"],
"tradingsymbol" => $params["tradingsymbol"],
"trigger_values" => $params["trigger_values"],
"last_price" => (float)$params["last_price"]
];
$orders = array();
foreach ($params["orders"] as &$o) {
array_push($orders, [
"transaction_type" => $o["transaction_type"],
"order_type" => $o["order_type"],
"product" => $o["product"],
"quantity" => (int)$o["quantity"],
"price" => (float)($o["price"]),
"exchange" => $params["exchange"],
"tradingsymbol" => $params["tradingsymbol"]
]);
}
return [
"condition" => $condition,
"orders" => $orders
];
}

/**
* Place a GTT. Check [GTT documentation](https://kite.trade/docs/connect/v3/gtt/#placing-orders) for details.
* <code>
* $params = [
* // GTT type, its either `$kite::GTT_TYPE_OCO` or `$kite::GTT_TYPE_SINGLE`.
* "trigger_type" => $kite::GTT_TYPE_OCO,
* // Tradingsymbol of the instrument (ex. RELIANCE, INFY).
* "tradingsymbol" => "SBIN",
* // Exchange in which instrument is listed (NSE, BSE, NFO, BFO, CDS, MCX).
* "exchange" => "NSE",
* // List of trigger values, number of items depends on trigger type.
* "trigger_values" => array(300, 400),
* // Price at which trigger is created. This is usually the last price of the instrument.
* "last_price" => 318,
* // List of orders. Check [order params](https://kite.trade/docs/connect/v3/orders/#regular-order-parameters) for all available params.
* "orders" => array([
* "transaction_type" => $kite::TRANSACTION_TYPE_SELL,
* "quantity" => 1,
* "product" => $kite::PRODUCT_CNC,
* "order_type" => $kite::ORDER_TYPE_LIMIT,
* "price" => 300
* ], [
* "transaction_type" => $kite::TRANSACTION_TYPE_SELL,
* "quantity" => 1,
* "product" => $kite::PRODUCT_CNC,
* "order_type" => $kite::ORDER_TYPE_LIMIT,
* "price" => 400
* ])
* ]
* </code>
*
* @param array $params GTT Params. Check above for required fields.
*/
public function placeGTT($params) {
$payload = $this->getGTTPayload($params);
return $this->_post("gtt.place", [
"condition" => json_encode($payload["condition"]),
"orders" => json_encode($payload["orders"]),
"type" => $params["trigger_type"]
]);
}

/**
* Modify GTT. Check [GTT documentation](https://kite.trade/docs/connect/v3/gtt/#modify-order) for details.
* <code>
* $params = [
* // GTT type, its either `$kite::GTT_TYPE_OCO` or `$kite::GTT_TYPE_SINGLE`.
* "trigger_type" => $kite::GTT_TYPE_OCO,
* // Tradingsymbol of the instrument (ex. RELIANCE, INFY).
* "tradingsymbol" => "SBIN",
* // Exchange in which instrument is listed (NSE, BSE, NFO, BFO, CDS, MCX).
* "exchange" => "NSE",
* // List of trigger values, number of items depends on trigger type.
* "trigger_values" => array(300, 400),
* // Price at which trigger is created. This is usually the last price of the instrument.
* "last_price" => 318,
* // List of orders. Check [order params](https://kite.trade/docs/connect/v3/orders/#regular-order-parameters) for all available params.
* "orders" => array([
* "transaction_type" => $kite::TRANSACTION_TYPE_SELL,
* "quantity" => 1,
* "product" => $kite::PRODUCT_CNC,
* "order_type" => $kite::ORDER_TYPE_LIMIT,
* "price" => 300
* ], [
* "transaction_type" => $kite::TRANSACTION_TYPE_SELL,
* "quantity" => 1,
* "product" => $kite::PRODUCT_CNC,
* "order_type" => $kite::ORDER_TYPE_LIMIT,
* "price" => 400
* ])
* ]
* </code>
* @param int $trigger_id GTT Trigger ID
* @param array $params GTT Params. Check above for required fields.
*/
public function modifyGTT($trigger_id, $params) {
$payload = $this->getGTTPayload($params);
return $this->_put("gtt.modify", [
"condition" => json_encode($payload["condition"]),
"orders" => json_encode($payload["orders"]),
"type" => $params["trigger_type"],
"trigger_id" => $trigger_id
]);
}

/**
* Format response array, For example datetime string to DateTime object
*/
Expand Down

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