""" ========================================= CV6 AI Trading OS Market API ========================================= """ import random import time as _time from typing import List, Optional from fastapi import APIRouter, Query from loguru import logger from app.schemas.market_schema import ( MarketRequest, MarketResponse ) from app.services.market_service import MarketService router = APIRouter( prefix="/market", tags=["Market"] ) service = MarketService() # ── Angel One singleton — module-level so the session persists across requests ── _angel_broker = None def _get_angel(): """Return a connected AngelOneBroker instance (cached at module level).""" global _angel_broker try: from app.broker.angel_one import AngelOneBroker if _angel_broker is None: _angel_broker = AngelOneBroker() if not _angel_broker.connected: result = _angel_broker.connect() if not result.get("success"): logger.warning(f"[LivePrice] Angel One connect failed: {result.get('message')}") return None return _angel_broker except Exception as e: logger.warning(f"[LivePrice] Angel One init error: {e}") return None # Angel One symbol token map — required for ltpData call # Format: { NSE_SYMBOL: (exchange, tradingsymbol, symboltoken) } _ANGEL_TOKENS = { "NIFTY 50": ("NSE", "Nifty 50", "99926000"), "BANKNIFTY": ("NSE", "Nifty Bank", "99926009"), "RELIANCE": ("NSE", "RELIANCE", "2885"), "TCS": ("NSE", "TCS", "11536"), "INFY": ("NSE", "INFY", "1594"), "HDFCBANK": ("NSE", "HDFCBANK", "1333"), "ICICIBANK": ("NSE", "ICICIBANK", "4963"), "SBIN": ("NSE", "SBIN", "3045"), "WIPRO": ("NSE", "WIPRO", "3787"), "AXISBANK": ("NSE", "AXISBANK", "5900"), "HCLTECH": ("NSE", "HCLTECH", "7229"), "KOTAKBANK": ("NSE", "KOTAKBANK", "1922"), "LT": ("NSE", "LT", "11483"), "ITC": ("NSE", "ITC", "1660"), "BAJFINANCE":("NSE", "BAJFINANCE", "317"), "MARUTI": ("NSE", "MARUTI", "10999"), "SUNPHARMA": ("NSE", "SUNPHARMA", "3351"), "TITAN": ("NSE", "TITAN", "3506"), "ADANIPORTS":("NSE", "ADANIPORTS", "15083"), "NTPC": ("NSE", "NTPC", "11630"), "TATAMOTORS":("NSE", "TATAMOTORS", "3456"), "TATASTEEL": ("NSE", "TATASTEEL", "3499"), "HINDUNILVR":("NSE", "HINDUNILVR", "1394"), "BHARTIARTL":("NSE", "BHARTIARTL", "10604"), "ONGC": ("NSE", "ONGC", "2475"), "POWERGRID": ("NSE", "POWERGRID", "14977"), "TECHM": ("NSE", "TECHM", "13538"), "JSWSTEEL": ("NSE", "JSWSTEEL", "11723"), "COALINDIA": ("NSE", "COALINDIA", "20374"), "DRREDDY": ("NSE", "DRREDDY", "881"), "CIPLA": ("NSE", "CIPLA", "694"), "M&M": ("NSE", "M&M", "2031"), "HEROMOTOCO":("NSE", "HEROMOTOCO", "1348"), "EICHERMOT": ("NSE", "EICHERMOT", "910"), "HINDALCO": ("NSE", "HINDALCO", "1363"), "ULTRACEMCO":("NSE", "ULTRACEMCO", "11532"), "GRASIM": ("NSE", "GRASIM", "1232"), "INDUSINDBK":("NSE", "INDUSINDBK", "5258"), "BPCL": ("NSE", "BPCL", "526"), "DIVISLAB": ("NSE", "DIVISLAB", "10940"), "NESTLEIND": ("NSE", "NESTLEIND", "17963"), "BRITANNIA": ("NSE", "BRITANNIA", "547"), "APOLLOHOSP":("NSE", "APOLLOHOSP", "157"), "TATACONSUM":("NSE", "TATACONSUM", "3432"), "SBILIFE": ("NSE", "SBILIFE", "21808"), "HDFCLIFE": ("NSE", "HDFCLIFE", "467"), "BAJAJFINSV":("NSE", "BAJAJFINSV", "16675"), "SHRIRAMFIN":("NSE", "SHRIRAMFIN", "4306"), "ADANIENT": ("NSE", "ADANIENT", "25"), } @router.post( "/data", response_model=MarketResponse ) def get_market_data(data: MarketRequest): """ Get Market Data """ result = service.get_market_data( data.symbol ) return MarketResponse(**result) # ── OHLCV seed prices (same as backtest engine for consistency) ────────────── _SEED_PRICES = { # Indices "NIFTY": 23500, "NIFTY 50": 23500, "NIFTY50": 24732, "BANKNIFTY": 49800, "NIFTY BANK": 49800, # Large Cap "RELIANCE": 2950, "TCS": 3718, "INFY": 1956, "HDFCBANK": 1687, "ICICIBANK": 1232, "SBIN": 812, "WIPRO": 543, "AXISBANK": 1145, "HCLTECH": 1642, "KOTAKBANK": 1832, "LT": 3582, "ITC": 463, "BAJFINANCE": 6840,"MARUTI": 10850, "SUNPHARMA": 1720, "TITAN": 3340, "ADANIPORTS": 1180,"NTPC": 342, "TATAMOTORS": 965, "TATASTEEL": 145, "HINDUNILVR": 2620, "BHARTIARTL": 1680,"ONGC": 263, "POWERGRID": 320, "TECHM": 1562, "JSWSTEEL": 890, "COALINDIA": 415, "DRREDDY": 5740, "CIPLA": 1480, "M&M": 2880, "HEROMOTOCO": 4920,"EICHERMOT": 4780,"HINDALCO": 672, "ULTRACEMCO": 10900,"GRASIM": 2680, "INDUSINDBK": 950, "BPCL": 310, "DIVISLAB": 4850, "NESTLEIND": 2160, "BRITANNIA": 4960, "APOLLOHOSP": 6850,"TATACONSUM": 880, "SBILIFE": 1680, "HDFCLIFE": 690, "BAJAJFINSV": 1640, "SHRIRAMFIN": 620, "ADANIENT": 2680, } _TF_SECS = { "1m": 60, "3m": 180, "5m": 300, "15m": 900, "30m": 1800, "1h": 3600, "4h": 14400, "1D": 86400, "1W": 604800, } @router.get("/history") def get_market_history( symbol: str = Query("NIFTY50", description="Symbol"), tf: str = Query("5m", description="Timeframe: 1m 5m 15m 1h 1D"), count: int = Query(120, le=500, description="Number of candles"), ): """ Return deterministic OHLCV candles for charting. Uses a seeded random walk so the same symbol + tf always returns the same historical shape, stable across page refreshes. """ sym = symbol.upper() base = _SEED_PRICES.get(sym, 1000) interval = _TF_SECS.get(tf, 300) now = int(_time.time()) rng = random.Random(hash(sym + tf)) # deterministic per symbol+tf candles = [] cur = base * 0.88 for i in range(count, 0, -1): o = round(cur, 2) chg = (rng.random() - 0.478) * base * 0.005 c = round(max(o + chg, base * 0.5), 2) h = round(max(o, c) * (1 + rng.random() * 0.002), 2) lo = round(min(o, c) * (1 - rng.random() * 0.002), 2) vol = int(rng.uniform(5000, 50000)) candles.append({ "time": now - i * interval, "open": o, "high": h, "low": lo, "close": c, "volume": vol, }) cur = c return {"symbol": sym, "tf": tf, "candles": candles} @router.get("/live") def get_live_price( symbol: str = Query("NIFTY 50", description="NSE symbol"), ): """ Fetch real-time LTP for an NSE symbol. Priority: 1. Angel One WebSocket tick cache (live_feed) — real-time push 2. Angel One REST ltpData — per-request pull 3. Simulated seed price — fallback when broker offline source = 'websocket' | 'live' | 'simulated' """ sym = symbol.upper().strip() # ── 1. WebSocket live feed (real-time) ──────────────────────────────────── try: from app.market.live_feed import live_feed as _lf if _lf.is_connected(): price_data = _lf.get_price_data(sym) if price_data and price_data.get("ltp", 0) > 0: return price_data except Exception as _lf_err: logger.debug(f"[LivePrice] WebSocket feed error for {sym}: {_lf_err}") # ── 2. Angel One REST (hardcoded token list) ────────────────────────────── if sym in _ANGEL_TOKENS: broker = _get_angel() if broker: try: exch, trading_sym, token = _ANGEL_TOKENS[sym] resp = broker.quotes({ "exchange": exch, "tradingsymbol": trading_sym, "symboltoken": token, }) if resp and resp.get("status") and resp.get("data"): d = resp["data"] ltp = float(d.get("ltp", 0)) open_ = float(d.get("open", ltp)) high = float(d.get("high", ltp)) low = float(d.get("low", ltp)) chg_pct = round(((ltp - open_) / open_ * 100) if open_ else 0, 2) return { "symbol": sym, "ltp": ltp, "open": open_, "high": high, "low": low, "change": round(ltp - open_, 2), "change_pct": chg_pct, "volume": int(d.get("tradedVolume", 0)), "source": "live", } except Exception as e: logger.warning(f"[LivePrice] quotes() failed for {sym}: {e}") # Reset cached broker so next call re-authenticates global _angel_broker _angel_broker = None # Fallback — simulated seed price base = _SEED_PRICES.get(sym, 1000) rng = random.Random(int(_time.time() // 60) + hash(sym)) # changes per minute chg_frac = (rng.random() - 0.49) * 0.008 ltp = round(base * (1 + chg_frac), 2) open_ = round(base * (1 - abs(chg_frac) * 0.3), 2) high = round(max(open_, ltp) * (1 + rng.random() * 0.003), 2) low = round(min(open_, ltp) * (1 - rng.random() * 0.003), 2) chg_pct = round((ltp - open_) / open_ * 100, 2) if open_ else 0 return { "symbol": sym, "ltp": ltp, "open": open_, "high": high, "low": low, "change": round(ltp - open_, 2), "change_pct": chg_pct, "volume": int(rng.uniform(50000, 5_000_000)), "source": "simulated", } @router.get("/live/bulk") def get_live_prices_bulk( symbols: str = Query("NIFTY 50,BANKNIFTY,RELIANCE", description="Comma-separated symbols"), ): """Fetch live/simulated prices for multiple symbols at once.""" sym_list = [s.strip().upper() for s in symbols.split(",") if s.strip()][:20] results = {} for sym in sym_list: results[sym] = get_live_price(symbol=sym) return {"success": True, "prices": results}