### Install 5paisa SDK

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Use pip to install the library.

```sh
pip install py5paisa
```

--------------------------------

### Set up local development environment

Source: https://github.com/openapi-5p/py5paisa/blob/master/CONTRIBUTING.rst

Commands to create a virtual environment and install the package in development mode.

```shell
$ mkvirtualenv py5paisa
$ cd py5paisa/
$ python setup.py develop
```

--------------------------------

### Start Streaming Data via Web Socket

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/websocket.md

Initiates the data streaming process after setting up subscriptions. Pass the dictionary obtained from subscription requests.

```python
client.Streming_data(dict1)

# Note : Pass Dictionary in Parameter Field
```

--------------------------------

### Get Market Status

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Fetches the current market status.

```python
print(client.get_market_status())
```

--------------------------------

### Fetch Market Feed Data

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/mf.md

Use this method to fetch live market data for specified instruments. Ensure the symbol format matches the example, including expiry, strike price, and option type for options contracts.

```python
# NOTE : Symbol has to be in the same format as specified in the example below.

req_list_=[{"Exch":"N","ExchType":"D","Symbol":"NIFTY 22 APR 2021 CE 15200.00","Expiry":"20210422","StrikePrice":"15200","OptionType":"CE"},
            {"Exch":"N","ExchType":"D","Symbol":"NIFTY 22 APR 2021 PE 15200.00","Expiry":"20210422","StrikePrice":"15200","OptionType":"PE"}]
            
client.fetch_market_feed(req_list_)
```

--------------------------------

### Fetch Full Market Snapshot

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Get a snapshot of the full market data for a list of instruments. Each instrument can be specified by 'ScripCode' or 'ScripData'.

```python
a=[{"Exchange":"N","ExchangeType":"C","ScripCode":"2885"},
   {"Exchange":"N","ExchangeType":"C","ScripData":"ITC_EQ"},
   ]
print(client.fetch_market_snapshot(a))
```

--------------------------------

### Fetch Trade Information

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Gets detailed execution information for a specific order.

```python
req_list = [
    {
        "Exch": "N",
        "ExchType": "C",
        "ScripCode": 20374,
        "ExchOrderID": "1000000015310807"
    }
]
response = client.fetch_trade_info(req_list)
print(response)
```

--------------------------------

### Fetch User Holdings

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/info.md

Call this method to retrieve the user's current holdings. No specific setup is required beyond initializing the client.

```python
# Fetches holdings
client.holdings()
```

--------------------------------

### Retrieve Order Book

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Get a list of all orders placed during the session.

```python
order_book = client.order_book()
print(order_book)
# Returns: [{'ExchOrderID': '1100000017861430', 'Status': 'Executed', 'ScripCode': 1660, ...}, ...]
```

--------------------------------

### Get Option Chain Data

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Retrieve the option chain for a given exchange and symbol. First, get the expiry timestamp using `get_expiry`, then pass it to `get_option_chain`.

```python
client.get_expiry("N","NIFTY")
# Returns list of all active expiries

# client.get_option_chain("N","NIFTY",<Pass expiry timestamp from get_expiry response>)
client.get_option_chain("N","NIFTY",1647507600000)
```

--------------------------------

### Retrieve Trade Book

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Get details of all executed trades.

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

--------------------------------

### Get Option Chain Data

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Retrieves option chain data for a specific symbol and expiry.

```python
# Get all active expiries for a symbol
expiries = client.get_expiry("N", "NIFTY")
print(expiries)
# Returns: {'Expiry': [1647507600000, 1648112400000, ...]}

# Get option chain for specific expiry (timestamp in milliseconds)
option_chain = client.get_option_chain("N", "NIFTY", 1647507600000)
print(option_chain)
# Returns: {'Options': [{'StrikePrice': 17000, 'CE': {...}, 'PE': {...}}, ...]}
```

--------------------------------

### Retrieve Account Holdings

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Get a list of current holdings including quantity and average price.

```python
holdings = client.holdings()
print(holdings)
# Returns list of dicts with holding details:
# [{'ScripCode': 1660, 'ScripName': 'ITC', 'Quantity': 100, 'AvgRate': 450.50, ...}, ...]
```

--------------------------------

### Initialize Strategy Module with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Set up the strategy module for automated multi-leg option strategies. Initialization can be done using a request token or TOTP and PIN.

```python
from py5paisa.strategy import strategies

cred = {
    "APP_NAME": "YOUR_APP_NAME",
    "APP_SOURCE": "YOUR_APP_SOURCE",
    "USER_ID": "YOUR_USER_ID",
    "PASSWORD": "YOUR_PASSWORD",
    "USER_KEY": "YOUR_USER_KEY",
    "ENCRYPTION_KEY": "YOUR_ENCRYPTION_KEY"
}

# Initialize with request token
strategy = strategies(cred=cred, request_token="your_request_token")

# Or with TOTP
strategy = strategies(
    client_code="your_client_code",
    totp="123456",
    pin="1234",
    cred=cred
)
```

--------------------------------

### Clone the repository

Source: https://github.com/openapi-5p/py5paisa/blob/master/CONTRIBUTING.rst

Initial step to obtain a local copy of the project.

```shell
$ git clone git@github.com:your_name_here/py5paisa.git
```

--------------------------------

### GET /fetch_order_status

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Retrieves the current status of specific orders.

```APIDOC
## GET /fetch_order_status

### Description
Fetches the current status of orders based on a list of exchange order IDs.

### Method
GET

### Parameters
#### Request Body
- **req_list** (array) - Required - List of objects containing Exch and RemoteOrderID.

### Response
#### Success Response (200)
- **OrdStatusResLst** (array) - List of order status objects including ExchOrderID and Status.
```

--------------------------------

### Configure API Keys and Authenticate

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Configure your API credentials and authenticate using OAuth. Ensure your credentials are correct and obtain an access token within 30 seconds of receiving the response token.

```python
from py5paisa import FivePaisaClient
cred={
    "APP_NAME":"YOUR APP_NAME",
    "APP_SOURCE":"YOUR APP_SOURCE",
    "USER_ID":"YOUR USER_ID",
    "PASSWORD":"YOUR PASSWORD",
    "USER_KEY":"YOUR USERKEY",
    "ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY"
    }

#This function will automatically take care of generating and sending access token for all your API's

client = FivePaisaClient(cred=cred)

# OAUTH Approach
# First get a token by logging in to -> https://dev-openapi.5paisa.com/WebVendorLogin/VLogin/Index?VendorKey=<Your Vendor Key>&ResponseURL=<Redirect URL>
# VendorKey is UesrKey for individuals user
# for e.g. you can use ResponseURL as https://www.5paisa.com/technology/developer-apis
# Pass the token received in the response url after successful login to get an access token (this also sets the token for all the APIs you use)-

# Please note that you need to copy the request token from URL and paste in this code and start the code within 30s.

client.get_oauth_session('Your Response Token')

After successful authentication, you should get a `Logged in!!` message in console

#Function to fetch access token after successful login
print(client.get_access_token())

#Login with Access Token
client.set_access_token('accessToken','clientCode')
```

--------------------------------

### Get Market Status

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Checks the current operational status of the exchange.

```python
status = client.get_market_status()
print(status)
# Returns: [{'Exchange': 'NSE', 'Status': 'Open', ...}]
```

--------------------------------

### Deploy the project

Source: https://github.com/openapi-5p/py5paisa/blob/master/CONTRIBUTING.rst

Commands for maintainers to bump the version and push tags for deployment.

```shell
$ bump2version patch # possible: major / minor / patch
$ git push
$ git push --tags
```

--------------------------------

### Import Strategy Package

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Initializes the strategy module for use.

```python
#Import strategy package
from py5paisa.strategy import *
```

--------------------------------

### GET /historical_data

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Retrieves historical OHLCV candlestick data for technical analysis.

```APIDOC
## GET /historical_data

### Description
Fetches historical candlestick data for a specific scrip over a defined time range.

### Method
GET

### Parameters
#### Query Parameters
- **Exchange** (string) - Required - Exchange code
- **ExchangeType** (string) - Required - Exchange type
- **ScripCode** (integer) - Required - Scrip code
- **TimeFrame** (string) - Required - '1m', '5m', '10m', '15m', '30m', '60m', '1d'
- **FromDate** (string) - Required - Start date (YYYY-MM-DD)
- **ToDate** (string) - Required - End date (YYYY-MM-DD)

### Response
#### Success Response (200)
- **df** (dataframe) - Historical OHLCV data including Datetime, Open, High, Low, Close, and Volume.
```

--------------------------------

### Initialize Strategy Object

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Configures credentials and authenticates the strategy object using either legacy or token-based approaches.

```python
#Create an Object:-
cred={
    "APP_NAME":"YOUR APP_NAME",
    "APP_SOURCE":YOUR APP_SOURCE,
    "USER_ID":"YOUR USER_ID",
    "PASSWORD":"YOUR PASSWORD",
    "USER_KEY":"YOUR USERKEY",
    "ENCRYPTION_KEY":"YOUR ENCRYPTION_KEY"
    }
--Old approach
strategy=strategies(user="random_email@xyz.com", passw="password", dob="YYYYMMDD",cred=cred)
--New Approach
strategy=strategies(cred=cred,request_token="eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJ1bmlxdWVfbmFtZSI6IjUwMDUyNzcwIiwicm9sZSI6ImdpUUlvYXR5R2NYQUR3eFYwNXVXSGlPVzJRT1dOTGNzIiwibmJmIjoxNjY3ODMwODczLCJleHAiOjE2Njc4MzA5MDMsImlhdCI6MTY2NzgzMDg3M30.iP_FZtFy-nj6QeRd0sEhaKS-jr-wu-pCwtcdYCGPeO4")
```

--------------------------------

### Place a standard order

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/place.md

Initializes an Order object and submits it using the client instance.

```python
from py5paisa.order import Order, OrderType, Exchange

test_order = Order(order_type='B',exchange='N',exchange_segment='C', scrip_code=1660, quantity=1, price=205,is_intraday=True,atmarket=False)
client.place_order(test_order)
```

--------------------------------

### Configure API Keys for Py5paisa

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/auth.md

Store your API credentials in a `keys.conf` file. Ensure this file is in the same directory as your Python script.

```conf
[KEYS]
APP_NAME=YOUR_APP_NAME_HERE
APP_SOURCE=YOUR_APP_SOURCE_HERE
USER_ID=YOUR_USER_ID_HERE
PASSWORD=YOUR_PASSWORD_HERE
USER_KEY=YOUR_USER_KEY_HERE
ENCRYPTION_KEY=YOUR_ENCRYPTION_KEY_HERE
```

--------------------------------

### Get Trade History

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Retrieves the complete trade history for a given exchange order ID.

```python
response = client.get_trade_history("1100000017861430")
print(response)
```

--------------------------------

### Manage Order Baskets with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Use this to create, manage, and execute orders within baskets for batch processing. Ensure the client object is initialized before use.

```python
from py5paisa.order import Basket_order

# Create new basket
response = client.create_basket("My Trading Basket")
print(response)  # Returns: {'BasketID': 12345, ...}

# Get all baskets
baskets = client.get_basket()
print(baskets)

# Rename basket
client.rename_basket("Renamed Basket", basket_id=12345)

# Clone basket
client.clone_basket(basket_id=12345)

# Delete baskets
delete_list = [{"BasketID": "12345"}, {"BasketID": "12346"}]
client.delete_basket(delete_list)

# Add order to basket
basket_list = [{"BasketID": "12345"}]
order = Basket_order(
    Exchange="N",
    ExchangeType="C",
    Price=23000,
    OrderType="BUY",
    Qty=1,
    ScripCode="1660",
    DelvIntra="I"           # 'I' for Intraday, 'D' for Delivery
)
client.add_basket_order(order, basket_list)

# Get orders in basket
orders = client.get_order_in_basket(basket_id=12345)
print(orders)

# Execute all orders in basket
client.execute_basket(basket_id=12345)
```

--------------------------------

### Run tests and linting

Source: https://github.com/openapi-5p/py5paisa/blob/master/CONTRIBUTING.rst

Commands to verify code quality and run test suites.

```shell
$ flake8 py5paisa tests
$ python setup.py test or pytest
$ tox
```

--------------------------------

### Login to Py5paisa

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/auth.md

Instantiate the `FivePaisaClient` with your email, password, and date of birth, then call the `login()` method to authenticate.

```python
from py5paisa import FivePaisaClient

client = FivePaisaClient(email="random_email@xyz.com", passwd="password", dob="YYYYMMDD")
client.login()
```

--------------------------------

### Authenticate with OAuth

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Initialize the client and authenticate using a request token obtained from the redirect URL.

```python
from py5paisa import FivePaisaClient

# Configure API credentials
cred = {
    "APP_NAME": "YOUR_APP_NAME",
    "APP_SOURCE": "YOUR_APP_SOURCE",
    "USER_ID": "YOUR_USER_ID",
    "PASSWORD": "YOUR_PASSWORD",
    "USER_KEY": "YOUR_USER_KEY",
    "ENCRYPTION_KEY": "YOUR_ENCRYPTION_KEY"
}

# Initialize client
client = FivePaisaClient(cred=cred)

# Get OAuth session using request token from redirect URL
# First login at: https://dev-openapi.5paisa.com/WebVendorLogin/VLogin/Index?VendorKey=<Your Vendor Key>&ResponseURL=<Redirect URL>
# Copy the request token from the response URL within 30 seconds
client.get_oauth_session('your_response_token_here')
# Output: Logged in!!

# Retrieve access token for external use
access_token = client.get_access_token()
print(access_token)

# Alternative: Login with existing access token
client.set_access_token('existing_access_token', 'client_code')
```

--------------------------------

### Place a Trading Order

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.rst

Constructs an Order object with specific exchange and trade parameters, then submits it via the client.

```python
# This is an indicative order.

from py5paisa.order import Order, OrderType, Exchange, ExchangeType

ITC_order = Order(order_for=OrderType.PLACE, exchange=Exchange.BSE, exchange_type=ExchangeType.CASH, price=0,
            order_id=0, order_type="BUY", quantity=10, scrip_code=500875, atmarket=True, remote_order_id="23324", exch_order_id="0", disqty=10, stoploss_price=0, is_stoploss_order=False, ioc_order=False, is_intraday=False, is_vtd=False, vtd="", ahplaced="Y", public_ip="45.112.149.104", order_validity=0, traded_qty=0)

print(client.place_order(ITC_order))
```

--------------------------------

### Subscribe to Live Market Depth (Depth 20)

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Use this method to subscribe to real-time market depth data for a specific instrument. The 'instruments' parameter takes a list of instrument tokens.

```python
a={
                "method":"subscribe",
                "operation":"20depth",
                "instruments":["NC2885"]
            }
print(client.socket_20_depth(a))
def on_message(ws, message):
    print(message)
client.receive_data(on_message)
```

--------------------------------

### Place an Order

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Place various types of orders including market orders, SL orders, and derivative orders. Use price = 0 for market orders and IsIntraday=True for intraday orders. Refer to the provided documentation link for detailed parameters.

```python
# Note: This is an indicative order.

from py5paisa.order import Order, OrderType, Exchange

#You can pass scripdata either you can pass scripcode also.
# please use price = 0 for market Order
#use IsIntraday= true for intraday orders

#Using Scrip Data :-

#Using Scrip Code :-
client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=260)
#Sample For SL order (for order to be treated as SL order just pass StopLossPrice)
client.place_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, Price=350, IsIntraday=False, StopLossPrice=345)
#Derivative Order
client.place_order(OrderType='B',Exchange='N',ExchangeType='D', ScripCode = 57633, Qty=50, Price=1.5)

Please refer below documentation link for paramaters to be passed in cleint.place_order function
https://www.5paisa.com/developerapi/order-request-place-order
```

--------------------------------

### Run a subset of tests

Source: https://github.com/openapi-5p/py5paisa/blob/master/CONTRIBUTING.rst

Command to execute specific tests using the unittest module.

```shell
$ python -m unittest tests.test_py5paisa
```

--------------------------------

### Place Bulk Orders

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Execute multiple orders in a single batch request using a list of order dictionaries.

```python
bulk_order = [
    {
        "Exchange": "N",
        "ExchangeType": "C",
        "ScripCode": 0,
        "ScripData": "ITC_EQ",
        "Price": "440",
        "OrderType": "Buy",
        "Qty": 1,
        "DisQty": "0",
        "StopLossPrice": "0",
        "IsIntraday": True,
        "iOrderValidity": "0",
        "RemoteOrderID": "50000091_220620"
    },
    {
        "Exchange": "N",
        "ExchangeType": "C",
        "ScripCode": 0,
        "ScripData": "IDEA_EQ",
        "Price": "15",
        "OrderType": "Buy",
        "Qty": 1,
        "DisQty": "0",
        "StopLossPrice": "0",
        "IsIntraday": True,
        "iOrderValidity": "0",
        "RemoteOrderID": "50000091_220620"
    }
]

response = client.place_order_bulk(OrderList=bulk_order)
print(response)
```

--------------------------------

### Fetch Market Snapshot

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Retrieves comprehensive market data for multiple instruments.

```python
req_list = [
    {"Exchange": "N", "ExchangeType": "C", "ScripCode": "2885"},
    {"Exchange": "N", "ExchangeType": "C", "ScripData": "ITC_EQ"}
]
response = client.fetch_market_snapshot(req_list)
print(response)
```

--------------------------------

### Place Regular Orders

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Use these methods to place market, limit, or derivative orders. Set Price to 0 for market orders and specify ExchangeType for derivatives.

```python
# Market order for equity (Price=0 for market order)
response = client.place_order(
    OrderType='B',           # 'B' for Buy, 'S' for Sell
    Exchange='N',            # 'N' for NSE, 'B' for BSE, 'M' for MCX
    ExchangeType='C',        # 'C' for Cash, 'D' for Derivative, 'U' for Currency
    ScripCode=1660,          # Scrip code from scrip master
    Qty=1,
    Price=0,                 # 0 for market order
    IsIntraday=False         # True for intraday, False for delivery
)
print(response)
# Output: {'Message': 'Success', 'ExchOrderID': '1100000017861430', ...}

# Limit order with stop loss
response = client.place_order(
    OrderType='B',
    Exchange='N',
    ExchangeType='C',
    ScripCode=1660,
    Qty=1,
    Price=350,
    IsIntraday=False,
    StopLossPrice=345        # Adding SL makes it a stop-loss order
)

# Derivative order (F&O)
response = client.place_order(
    OrderType='B',
    Exchange='N',
    ExchangeType='D',        # 'D' for derivatives
    ScripCode=57633,         # Options/Futures scrip code
    Qty=50,                  # Lot size
    Price=1.5
)
```

--------------------------------

### Place Bulk Orders

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Submit multiple orders simultaneously using the `place_order_bulk` method. Each order in the `OrderList` must specify exchange, type, scrip details, price, order type, quantity, and other relevant parameters.

```python

bulk_order=[
        {
                "Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"ITC_EQ", "Price": "440", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620"
    },{
                "Exchange":"N", "ExchangeType":"C", "ScripCode":0, "ScripData":"IDEA_EQ", "Price": "15", "OrderType": "Buy", "Qty": 1, "DisQty": "0", "StopLossPrice": "0", "IsIntraday": True, "iOrderValidity": "0", "RemoteOrderID":"50000091_220620"
    }
]
client.place_order_bulk(OrderList=bulk_order)
```

--------------------------------

### Create a development branch

Source: https://github.com/openapi-5p/py5paisa/blob/master/CONTRIBUTING.rst

Command to create a new branch for implementing changes.

```shell
$ git checkout -b name-of-your-bugfix-or-feature
```

--------------------------------

### POST /place_order

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Places a regular buy or sell order for equity or derivatives.

```APIDOC
## POST /place_order

### Description
Place buy/sell orders for equity and derivatives with market or limit pricing.

### Parameters
#### Request Body
- **OrderType** (string) - Required - 'B' for Buy, 'S' for Sell
- **Exchange** (string) - Required - 'N' for NSE, 'B' for BSE, 'M' for MCX
- **ExchangeType** (string) - Required - 'C' for Cash, 'D' for Derivative, 'U' for Currency
- **ScripCode** (integer) - Required - Scrip code from scrip master
- **Qty** (integer) - Required - Order quantity
- **Price** (float) - Required - Price (0 for market order)
- **IsIntraday** (boolean) - Required - True for intraday, False for delivery
- **StopLossPrice** (float) - Optional - Adding SL makes it a stop-loss order
- **AHPlaced** (string) - Optional - 'Y' for After Hours placement

### Request Example
{
	"OrderType": "B",
	"Exchange": "N",
	"ExchangeType": "C",
	"ScripCode": 1660,
	"Qty": 1,
	"Price": 0,
	"IsIntraday": false
}

### Response
#### Success Response (200)
- **Message** (string) - Success status
- **ExchOrderID** (string) - The exchange order ID
```

--------------------------------

### Place Bracket and Cover Orders

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Use these specialized order types to include automatic stop-loss and profit target legs.

```python
response = client.bo_order(
    OrderType='B',              # Buy or Sell
    Exchange='N',
    ExchangeType='C',           # 'D' for F&O
    ScripCode=1660,
    Qty=1,
    LimitPrice=330,             # Entry price
    TargetPrice=345,            # Profit target
    StopLossPrice=320,          # Stop loss trigger
    LimitPriceForSL=319,        # SL limit price
    TrailingSL=1.5              # Trailing stop loss
)
print(response)

response = client.cover_order(
    OrderType='B',
    Exchange='N',
    ExchangeType='C',
    ScripCode=1660,
    Qty=1,
    LimitPrice=330,
    StopLossPrice=320,
    TrailingSL=1.5
)
print(response)
```

--------------------------------

### Full Market Snapshot

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Fetches a full market snapshot for a list of instruments.

```APIDOC
## POST /fetch_market_snapshot

### Description
Retrieves a full market snapshot for a provided list of instruments.

### Method
POST

### Request Body
- **OrderList** (array) - Required - List of objects containing Exchange, ExchangeType, and either ScripCode or ScripData
```

--------------------------------

### Square Off All Orders

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Initiate a square-off for all open positions.

```python
client.squareoff_all()
```

--------------------------------

### Short Strangle Strategy with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Implement a short strangle strategy by selling Out-of-the-Money Call and Put options at different strike prices. Strikes are provided as a list: [put_strike, call_strike].

```python
# Strikes as list: [put_strike, call_strike]
strategy.short_strangle(
    "banknifty",
    ["35300", "37000"],      # [PE strike, CE strike]
    "50",
    "20210610",
    "D"
)
```

--------------------------------

### Short Straddle Strategy with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Implement a short straddle strategy by selling both Call and Put options at the same strike price. Use 'I' for Intraday or 'D' for Delivery order types.

```python
# short_straddle(symbol, strike, qty, expiry, order_type, tag)
# Order type: 'I' for Intraday, 'D' for Delivery
strategy.short_straddle(
    "banknifty",
    "37000",
    "50",
    "20210610",
    "I",
    tag="my_straddle_1"
)
```

--------------------------------

### Execute Option Strategies

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Executes various pre-defined multi-leg option strategies at market price.

```python
#short_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>)
strategy.short_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>')

#Using tag is optional
```

```python
#short_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.short_strangle("banknifty",['35300','37000'],'50','20210610','D')
```

```python
#long_straddle(<symbol>,<strike price>,<qty>,<expiry>,<Order Type>)
strategy.long_straddle("banknifty",'37000','50','20210610','I',tag='<Your strategy Name>')

#Using tag is optional
```

```python
#long_strangle(<symbol>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.long_strangle("banknifty",['35300','37000'],'50','20210610','D')
```

```python
#iron_condor(<symbol>,<List of buy strike prices>,<List of sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.iron_condor("NIFTY",["15000","15200"],["15100","15150"],"75","20210603","I")
```

```python
#iron_fly(<symbol>,<List of buy strike prices>,<Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.iron_fly("NIFTY",["15000","15200"],"15100","75","20210610","I",tag='<Your strategy Name>')

#Using tag is optional
```

```python
#call_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>)
strategy.call_calendar("nifty",'15600','75',['20210603','20210610'],'I')
```

```python
#put_calendar(<symbol>,<List of sell strike price>,<qty>,<list of expiry(first one will be bought and the second sold based on expiry)>,<Order Type>)
strategy.put_calendar("nifty",'15600','75',['20210603','20210610'],'I')
```

```python
#call_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.call_ladder("NIFTY","15100",["15300","15400"],"75","20210610","I")
```

```python
#put_ladder(<symbol>,<Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.put_ladder("NIFTY","15000",["14800","14500"],"75","20210610","I",tag='<Your strategy Name>')

#Using tag is optional
```

```python
#ladder(<symbol>,<List of Buy strike prices>,<List of Sell strike price>,<qty>,<expiry>,<Order Type>)
strategy.ladder("sbin",["400","420"],["350","370","450","500"],"1500","20210729","D")
```

--------------------------------

### Commit and push changes

Source: https://github.com/openapi-5p/py5paisa/blob/master/CONTRIBUTING.rst

Standard git workflow to stage, commit, and push local changes.

```shell
$ git add .
$ git commit -m "Your detailed description of your changes."
$ git push origin name-of-your-bugfix-or-feature
```

--------------------------------

### Iron Condor Strategy with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Create an Iron Condor strategy for a range-bound market with limited risk and reward. Define buy strikes, sell strikes, quantity, expiry, and order type.

```python
# iron_condor(symbol, buy_strikes, sell_strikes, qty, expiry, order_type)
strategy.iron_condor(
    "NIFTY",
    ["15000", "15200"],      # Buy strikes [PE, CE]
    ["15100", "15150"],      # Sell strikes [PE, CE]
    "75",
    "20210603",
    "I"
)
```

--------------------------------

### Fetch User Positions

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/info.md

Call this method to retrieve the user's open positions. The client must be authenticated.

```python
# Fetches positions
client.positions()
```

--------------------------------

### Subscribe to Multiple ScripCodes via Web Socket

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/websocket.md

Subscribe to real-time data for multiple stock symbols simultaneously. This is efficient for tracking several instruments.

```python
req_list=[
            { "Exch":"N","ExchType":"C","ScripCode":1660},
            { "Exch":"N","ExchType":"D","ScripCode":61211}
            ]

dict1=client.Request_Feed('mf','s',req_list)
```

--------------------------------

### Execute Ladder Strategies

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Methods for creating directional call, put, and generic ladder spreads with multiple legs.

```python
# Call Ladder: Buy 1 ATM call, Sell 2 OTM calls
strategy.call_ladder(
    "NIFTY",
    "15100",                 # Buy strike
    ["15300", "15400"],      # Sell strikes
    "75",
    "20210610",
    "I"
)

# Put Ladder: Buy 1 ATM put, Sell 2 OTM puts
strategy.put_ladder(
    "NIFTY",
    "15000",                 # Buy strike
    ["14800", "14500"],      # Sell strikes
    "75",
    "20210610",
    "I",
    tag="put_ladder_1"
)

# Generic Ladder: Multiple buy and sell legs
strategy.ladder(
    "sbin",
    ["400", "420"],                    # Buy strikes
    ["350", "370", "450", "500"],      # Sell strikes
    "1500",
    "20210729",
    "D"
)
```

--------------------------------

### POST /place_order_bulk

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Places multiple orders simultaneously for efficient batch processing.

```APIDOC
## POST /place_order_bulk

### Description
Place multiple orders simultaneously for efficient batch processing.

### Parameters
#### Request Body
- **OrderList** (array) - Required - List of order objects containing Exchange, ExchangeType, ScripCode, ScripData, Price, OrderType, Qty, DisQty, StopLossPrice, IsIntraday, iOrderValidity, and RemoteOrderID.

### Request Example
{
	"OrderList": [
		{
			"Exchange": "N",
			"ExchangeType": "C",
			"ScripCode": 0,
			"ScripData": "ITC_EQ",
			"Price": "440",
			"OrderType": "Buy",
			"Qty": 1
		}
	]
}
```

--------------------------------

### Place a stop-loss order

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/place.md

Requires setting is_stoploss_order to True and providing a stoploss_price. Trigger price constraints apply based on whether the order is a Buy or Sell.

```python
from py5paisa.order import Order, OrderType
test_order = Order(order_type='B',exchange='N',exchange_segment='C', scrip_code=1660, quantity=1, price=208,is_intraday=True,atmarket=False, is_stoploss_order=True, stoploss_price=207.5)
```

--------------------------------

### Retrieve User Account Information

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.rst

Fetches various account details such as holdings, margin, positions, and the order book using the authenticated client.

```python
# Fetches holdings
client.holdings()

# Fetches margin
client.margin()

# Fetches positions
client.positions()

# Fetches the order book of the client
client.order_book()
```

--------------------------------

### Live Market Feed Streaming (Websocket)

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Connect to a websocket to receive live market data feeds for specified scripts.

```APIDOC
## Live Market Feed Streaming API

### Description
Connects to a websocket to stream live market data. Requires ScripCode for subscriptions.

### Method
Websocket Connection

### Endpoint
(Websocket endpoint details not provided in the source text)

### Parameters
#### Request Data for Feed Subscription
- **Market Feed Type**: 'mf' (Market Feed), 'md' (Market Depth), 'i' (Indices), 'oi' (Open Interest)
- **Action**: 's' (Subscribe), 'u' (Unsubscribe)
- **Scrip List**: Array of script objects.
  - **Exch** (string) - Required - Exchange code (e.g., 'N' for NSE).
  - **ExchType** (string) - Required - Exchange type (e.g., 'C' for Cash).
  - **ScripCode** (integer) - Required - The unique code for the security.

### Request Example
```python
req_list=[
            { "Exch":"N","ExchType":"C","ScripCode":1660},
            ]

req_data=client.Request_Feed('mf','s',req_list)

def on_message(ws, message):
    print(message)

client.connect(req_data)
client.receive_data(on_message)
```

### Response
(Live data is streamed via the websocket connection. Specific response formats are not detailed in the source text.)
```

--------------------------------

### Fetch User Margin

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/info.md

Call this method to retrieve the user's margin details. Ensure the client is properly initialized.

```python
# Fetches margin
client.margin()
```

--------------------------------

### Fetch and Query Scrip Data

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Retrieve the complete scrip master or query specific instruments using exchange and symbol details.

```python
# Fetch entire scrip master (cached after first call)
scrips = client.get_scrips()
print(scrips.head())
# Returns DataFrame with columns: Exch, ExchType, ScripCode, SymbolRoot, StrikeRate, ScripType, Expiry, etc.

# Query scrip data for cash stocks
# Parameters: exchange, exchangetype, symbol, strike, type, expiry
record = client.query_scrips("N", "C", "ITC", "0", "XX", "")
print(record)
# Returns matching rows from scrip master

# Query for Options
record = client.query_scrips("N", "D", "NIFTY", "22300", "CE", "2024-04-25")

# Query for Futures (type="XX" for futures, strike="0")
record = client.query_scrips("N", "D", "INFY", "0", "XX", "2024-04-25")
```

--------------------------------

### Iron Fly Strategy with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Implement an Iron Butterfly strategy by selling an ATM straddle and buying an OTM strangle to define risk. Specify buy strikes, sell strike, quantity, expiry, and order type.

```python
# iron_fly(symbol, buy_strikes, sell_strike, qty, expiry, order_type)
strategy.iron_fly(
    "NIFTY",
    ["15000", "15200"],      # Buy strikes [PE, CE]
    "15100",                 # Sell strike (ATM)
    "75",
    "20210610",
    "I",
    tag="iron_fly_1"
)
```

--------------------------------

### Place Cover Order

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Place a cover order with specified quantities, prices, and stop-loss/target levels. For F&O segment, set `ExchType='D'`.

```python
client.cover_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,StopLossPrice=320,TrailingSL=1.5)
```

--------------------------------

### Fetch Market Feed

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Retrieve live market data for specified scrips. You can provide scrip data or scrip code. Use 'ITC_EQ' for scrip data or '2885' for scrip code.

```python
#NOTE : ScripData and ScripCode you can find from new Scripmaster as mentioned above


req_list_ = [{"Exch": "N", "ExchType": "C", "ScripData": "ITC_EQ"}]
              {"Exch": "N", "ExchType": "C", "ScripCode": "2885"}]

print(client.fetch_market_feed_scrip(req_list_))
```

--------------------------------

### Place Bracket Order

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Place a bracket order with specified quantities, prices, and stop-loss/target levels. For F&O segment, set `ExchType='D'`.

```python
client.bo_order(OrderType='B',Exchange='N',ExchangeType='C', ScripCode = 1660, Qty=1, LimitPrice=330,TargetPrice=345,StopLossPrice=320,LimitPriceForSL=319,TrailingSL=1.5)
```

--------------------------------

### Place Bracket Order

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/bo.md

Use this function to place a new bracket order. For cover orders, set LimitPriceProfitOrder to zero.

```python
test_order=bo_co_order(scrip_code=1660,BuySell='B',Qty=1, LimitPriceInitialOrder=204,TriggerPriceInitialOrder=0,LimitPriceProfitOrder=208.0,TriggerPriceForSL=202,RequestType='P',AtMarket=False)

client.bo_order(test_order)
```

--------------------------------

### Subscribe to Single ScripCode via Web Socket

Source: https://github.com/openapi-5p/py5paisa/blob/master/docs/usage/websocket.md

Use this method to subscribe to real-time data for a single stock symbol. Ensure the 'client' object is initialized.

```python
req_list=[
            { "Exch":"N","ExchType":"C","ScripCode":1660},
            
            ]

dict1=client.Request_Feed('mf','s',req_list)
```

--------------------------------

### Bracket Order Placement

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Place Bracket Orders (BO) with specified limit price, target price, and stop-loss price.

```APIDOC
## POST /api/orders/bo (Hypothetical Endpoint)

### Description
Places a Bracket Order (BO).

### Method
POST

### Endpoint
/api/orders/bo

### Parameters
#### Request Body
- **OrderType** (string) - Required - Type of order ('B' for Buy, 'S' for Sell).
- **Exchange** (string) - Required - Exchange code (e.g., 'N' for NSE, 'B' for BSE).
- **ExchangeType** (string) - Required - Type of exchange (e.g., 'C' for Cash, 'D' for F&O).
- **ScripCode** (integer) - Required - The unique code for the security.
- **Qty** (integer) - Required - The quantity of the security.
- **LimitPrice** (float) - Required - The limit price for the initial order.
- **TargetPrice** (float) - Required - The target profit price.
- **StopLossPrice** (float) - Required - The stop-loss price.
- **LimitPriceForSL** (float) - Optional - The limit price for the stop-loss order.
- **TrailingSL** (float) - Optional - The trailing stop-loss value.

### Request Example
```python
client.bo_order(OrderType='B', Exchange='N', ExchangeType='C', ScripCode=1660, Qty=1, LimitPrice=330, TargetPrice=345, StopLossPrice=320, LimitPriceForSL=319, TrailingSL=1.5)
```

### Response
(Success response details not provided in the source text)
```

--------------------------------

### Fetch User Information

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Retrieve various user-specific data including holdings, margin, positions, order book, and trade book.

```python
# Fetches holdings
client.holdings()

# Fetches margin
client.margin()

# Fetches positions
client.positions()

# Fetches the order book of the client
client.order_book()

# Fetches Trade book
client.get_tradebook()
```

--------------------------------

### Long Straddle Strategy with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Implement a long straddle strategy by buying both Call and Put options at the same strike price. Specify order type as 'I' for Intraday or 'D' for Delivery.

```python
strategy.long_straddle(
    "banknifty",
    "37000",
    "50",
    "20210610",
    "I",
    tag="long_straddle_1"
)
```

--------------------------------

### Square Off All Orders

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Initiate a square-off for all open positions.

```APIDOC
## POST /api/orders/squareoff/all (Hypothetical Endpoint)

### Description
Closes all open positions.

### Method
POST

### Endpoint
/api/orders/squareoff/all

### Request Example
```python
client.squareoff_all()
```

### Response
(Success response details not provided in the source text)
```

--------------------------------

### Calendar Spreads Strategy with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Execute time-based calendar spreads using different expiries. This includes Call Calendar (buy near-term, sell far-term) and Put Calendar strategies.

```python
# Call Calendar: Buy near-term, Sell far-term
# Expiry list: [buy_expiry, sell_expiry]
strategy.call_calendar(
    "nifty",
    "15600",
    "75",
    ["20210603", "20210610"],
    "I"
)
```

```python
# Put Calendar
strategy.put_calendar(
    "nifty",
    "15600",
    "75",
    ["20210603", "20210610"],
    "I"
)
```

--------------------------------

### Long Strangle Strategy with Python

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Implement a long strangle strategy by buying Out-of-the-Money Call and Put options at different strike prices. The strikes should be provided in a list format: [put_strike, call_strike].

```python
strategy.long_strangle(
    "banknifty",
    ["35300", "37000"],
    "50",
    "20210610",
    "D"
)
```

--------------------------------

### Retrieve Trading Positions

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Fetch current day or net positions for the account.

```python
# Net positions
positions = client.positions()
print(positions)
# Returns: [{'ScripCode': 1660, 'BuyQty': 10, 'SellQty': 0, 'NetQty': 10, ...}, ...]

# Day positions only
day_positions = client.positions_day()
print(day_positions)
```

--------------------------------

### Generate Financial Reports

Source: https://context7.com/openapi-5p/py5paisa/llms.txt

Retrieves tax and ledger reports for specified date ranges.

```python
report = client.tax_report("2024-01-01", "2024-06-26")
print(report)
```

```python
ledger = client.fetch_ledger("2024-01-01", "2024-06-26")
print(ledger)
```

--------------------------------

### Cover Order Placement

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Place Cover Orders with specified limit price and stop-loss price.

```APIDOC
## POST /api/orders/cover (Hypothetical Endpoint)

### Description
Places a Cover Order.

### Method
POST

### Endpoint
/api/orders/cover

### Parameters
#### Request Body
- **OrderType** (string) - Required - Type of order ('B' for Buy, 'S' for Sell).
- **Exchange** (string) - Required - Exchange code (e.g., 'N' for NSE, 'B' for BSE).
- **ExchangeType** (string) - Required - Type of exchange (e.g., 'C' for Cash).
- **ScripCode** (integer) - Required - The unique code for the security.
- **Qty** (integer) - Required - The quantity of the security.
- **LimitPrice** (float) - Required - The limit price for the initial order.
- **StopLossPrice** (float) - Required - The stop-loss price.
- **TrailingSL** (float) - Optional - The trailing stop-loss value.

### Request Example
```python
client.cover_order(OrderType='B', Exchange='N', ExchangeType='C', ScripCode=1660, Qty=1, LimitPrice=330, StopLossPrice=320, TrailingSL=1.5)
```

### Response
(Success response details not provided in the source text)
```

--------------------------------

### Bulk Order Placement

Source: https://github.com/openapi-5p/py5paisa/blob/master/README.md

Places multiple orders in a single request.

```APIDOC
## POST /place_order_bulk

### Description
Executes a bulk order placement for a list of orders.

### Method
POST

### Request Body
- **OrderList** (array) - Required - List of order objects containing Exchange, ExchangeType, ScripCode, ScripData, Price, OrderType, Qty, DisQty, StopLossPrice, IsIntraday, iOrderValidity, and RemoteOrderID
```