In angelbroking-github/smartapi-r: SmartApi-R

library(smartapi)

SmartApi is a set of REST-like HTTP APIs that expose many capabilities required to build a complete stock market investment and trading platform. It lets you execute orders in real time (equities, commodities, mutual funds), manage user portfolios, stream live market data over WebSockets, and more. This R package wraps a select set of functionalities of the version 3 (latest) of this API. This package allows one to do the following:

Place, modify and cancel orders
Query specific order details, as well query holdings, positions, available margins and other related portfolio management operations.
Obtain market quotes as well as historical data
Websocket streaming (may be in future!).

Requirements

The use of the API is based on authentication, using api_key, client_code and password.

Workflow

The workflow starts with the creation of a smart connect object and completing a successful login flow. To create a smart connect object the following may be used. The object must be created using the create_connection_object function passing the api_key as an argument to the function and then generation the session using generate_session function by passing the client_code and password as argument to it.

require(smartapi)
object = create_connection_object(list(api_key="you api key"))
object = generate_session(object,"your Client code","password")
print(object)

Completing a successful login will generate accessToken,refreshToken and feedToken and also return the updated object.

Example of Use

The following displays the call signatures for some useful functions.

profile <- get_profile(object,object@refresh_token)
object<- generate_token(object,object@refresh_token)
object<-renew_access_token(object)

order_id<-place_order(object,list(variety="STOPLOSS",tradingsymbol="ITC-EQ",symboltoken="1660",transactiontype="BUY",exchange="NSE",triggerprice="209",ordertype="STOPLOSS_LIMIT",producttype="INTRADAY",duration="DAY",price="210",quantity="323")
OR
order_id<-place_order(object,list(variety="NORMAL",tradingsymbol="SBIN-EQ",symboltoken="3045",transactiontype="BUY",exchange="NSE",ordertype="MARKET",producttype="INTRADAY",duration="DAY",price="210",quantity="323",sqaureoff="0",stoploss="0")

fOR Variety = Normal than than you need to pass stoploss and squareoff value as NULL.
order_id<-place_order(object,"NORMAL","SBIN-EQ","3045","BUY","NSE",NULL,"LIMIT","INTRADAY","DAY","19500","1",NULL,NULL)

order_id<-modify_order(object,"NORMAL",order_id,"LIMIT","INTRADAY","DAY","19500","1","SBIN-EQ","3045","NSE",NULL,NULL)
order_id<-cancel_order(object,order_id, "NORMAL")
order<-order_book(object)
trade<-trade_book(object)
rms_limit<-rms_limit(object)
position<-position(object)
holding<-holding(object)
ltp_data<-get_ltp_data(object,"NSE", "SBIN-EQ", "3045")
convert_position<-convert_position(object,"NSE","DELIVERY","MARGIN","SBIN-EQ","BUY",1,"DAY")
gttcreateRule<-gtt_create(object,"SBIN-EQ","3045","NSE","MARGIN","BUY",100000.0,10,10,200000.0,365)
gttmodifyRule<-gtt_modify(object,10,"SBIN-EQ","3045","NSE","MARGIN","BUY",100000.0,10,10,200000.0,365)
gttCancelRule<-gtt_cancel(object,10,"3045","NSE")
gttDetails<-gtt_details(object,10)
gttLists<-gtt_lists(object,c("FORALL","CANCELLED"),1,10)
historicdata<-get_candle_data(object,"NSE","3045","ONE_MINUTE","2021-03-08 09:00","2021-03-09 09:20")


##Websocket

clientcode<-object@user_id
feedToken<-object@feed_token
script<-"nse_cm|2885&nse_cm|1594"   //exchange|token for multi stocks use & seperator
task<-"mw"
connection_object<-connect_object(list(feedToken=feedToken,clientCode=clientcode,script=script,task=task))

webSocket.connect(connection_object)

#logout
terminate_session(object,object@user_id)