@thoshpathi/utils-smartapi/dist/index.js

Extended utilities for Angel One's smartapi-javascript SDK, including custom methods and helpers for market data like candles, P&L, and more.

"use strict";
var __defProp = Object.defineProperty;
var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
var __getOwnPropNames = Object.getOwnPropertyNames;
var __hasOwnProp = Object.prototype.hasOwnProperty;
var __export = (target, all) => {
  for (var name in all)
    __defProp(target, name, { get: all[name], enumerable: true });
};
var __copyProps = (to, from, except, desc) => {
  if (from && typeof from === "object" || typeof from === "function") {
    for (let key of __getOwnPropNames(from))
      if (!__hasOwnProp.call(to, key) && key !== except)
        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
  }
  return to;
};
var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);

// src/index.ts
var index_exports = {};
__export(index_exports, {
  OHLCData: () => OHLCData,
  SmartApiEnhanced: () => SmartApiEnhanced,
  SmartApiError: () => SmartApiError,
  atrSeries: () => atrSeries,
  calculatePL: () => calculatePL,
  candleFetchDayConfigs: () => candleFetchDayConfigs,
  candleMaxDayConfigs: () => candleMaxDayConfigs,
  emaCrossoverTrends: () => emaCrossoverTrends,
  emaSeries: () => emaSeries,
  getIndexHistoricalData: () => getIndexHistoricalData,
  getIndexLatestHistoricalData: () => getIndexLatestHistoricalData,
  getIndexScripLtpMap: () => getIndexScripLtpMap,
  getLastCompletedMarketCandle: () => getLastCompletedMarketCandle,
  getLoggedSmartapi: () => getLoggedSmartapi,
  getLoggedWebsocket: () => getLoggedWebsocket,
  getManyScripLtpMap: () => getManyScripLtpMap,
  getManyScripLtpMapCache: () => getManyScripLtpMapCache,
  getSmartapi: () => getSmartapi,
  intervalMinuteConfigs: () => intervalMinuteConfigs,
  isProfitReached: () => isProfitReached,
  isStoplossReached: () => isStoplossReached,
  rmaSeries: () => rmaSeries,
  smaSeries: () => smaSeries,
  trSeries: () => trSeries
});
module.exports = __toCommonJS(index_exports);

// src/configs.ts
var candleMaxDayConfigs = {
  ONE_MINUTE: 30,
  THREE_MINUTE: 60,
  FIVE_MINUTE: 100,
  TEN_MINUTE: 100,
  FIFTEEN_MINUTE: 200,
  THIRTY_MINUTE: 200,
  ONE_HOUR: 400,
  ONE_DAY: 2e3
};
var candleFetchDayConfigs = Object.fromEntries(
  Object.entries(candleMaxDayConfigs).map(([key, value]) => [
    key,
    Math.floor(value / 5)
  ])
);
var intervalMinuteConfigs = {
  ONE_MINUTE: 1,
  THREE_MINUTE: 3,
  FIVE_MINUTE: 5,
  TEN_MINUTE: 10,
  FIFTEEN_MINUTE: 15,
  THIRTY_MINUTE: 30,
  ONE_HOUR: 60,
  ONE_DAY: 24 * 60
};

// src/candle_utils.ts
function getLastCompletedMarketCandle(interval, marketOpenTime = "09:15:00") {
  const [openHour, openMinute] = marketOpenTime.split(":").map((s) => +s.trim());
  const marketOpen = /* @__PURE__ */ new Date();
  marketOpen.setHours(openHour, openMinute, 0, 0);
  const diffMs = +/* @__PURE__ */ new Date() - +marketOpen;
  if (diffMs < 0) return null;
  const diffMinutes = Math.floor(diffMs / 6e4);
  const intervalMinutes = intervalMinuteConfigs[interval];
  let completedCandles = Math.floor(diffMinutes / intervalMinutes);
  const minutesSinceLastCandle = diffMinutes % intervalMinutes;
  if (minutesSinceLastCandle === 0 && diffMinutes !== 0) {
    completedCandles -= 1;
  }
  const lastCandleMinutes = completedCandles * intervalMinutes;
  const lastCandleTime = new Date(marketOpen);
  lastCandleTime.setMinutes(marketOpen.getMinutes() + lastCandleMinutes);
  return lastCandleTime;
}

// src/pl_utils.ts
function isProfitReached({ entry, points, trend, ltp }) {
  return trend === "BUY" ? ltp >= entry + points : ltp <= entry - points;
}
function isStoplossReached({ entry, points, trend, ltp }) {
  return trend === "BUY" ? ltp <= entry - points : ltp >= entry + points;
}
function calculatePL({ entry, qty, trend, ltp }) {
  const points = trend === "BUY" ? ltp - entry : entry - ltp;
  return points * qty;
}

// src/smartapi/index.ts
var import_smartapi_javascript2 = require("@thoshpathi/smartapi-javascript");
var import_utils_core = require("@thoshpathi/utils-core");

// src/smartapi/smartapi_enhanced.ts
var import_smartapi_javascript = require("@thoshpathi/smartapi-javascript");

// src/smartapi/ohlc_data.ts
var OHLCData = class {
  constructor(date, open, high, low, close) {
    const parsedDate = new Date(date);
    if (isNaN(parsedDate.getTime())) {
      throw new Error("Invalid date");
    }
    if ([open, high, low, close].some((value) => isNaN(value))) {
      throw new Error("Open, High, Low, and Close must be valid numbers");
    }
    if (low > high) {
      throw new Error("Low cannot be greater than High");
    }
    this.date = parsedDate;
    this.open = open;
    this.high = high;
    this.low = low;
    this.close = close;
  }
};

// src/smartapi/smartapi_enhanced.ts
var import_date_fns = require("date-fns");
var SmartApiError = class extends Error {
  constructor(message, errorCode) {
    super(message);
    this.errorCode = errorCode;
  }
};
var SmartApiEnhanced = class extends import_smartapi_javascript.SmartAPI {
  constructor(params, apiRetryDelayMs, logger3) {
    super(params);
    this.apiRetryDelayMs = apiRetryDelayMs;
    this.logger = logger3;
    this.apiRetryDelayMs = apiRetryDelayMs;
    this.logger = logger3;
  }
  getData(response) {
    if (response.status && response.errorcode === "") return response.data;
    this.logger?.e("smart api error response", response);
    throw new SmartApiError(response.message, response.errorcode);
  }
  async retryCallback(callback) {
    let response = await callback();
    if ("status" in response && response.status === 500) {
      this.logger?.w("smart api 500 error. retry once");
      await new Promise((resolve) => setTimeout(resolve, this.apiRetryDelayMs));
      response = await callback();
    }
    return this.getData(response);
  }
  async generateSession_e(clientCode, clientMpin, totp) {
    const response = await this.generateSession(
      clientCode,
      clientMpin,
      totp
    );
    return this.getData(response);
  }
  async logout_e(clientCode) {
    const response = await this.logout(clientCode);
    return this.getData(response);
  }
  fetchProfile() {
    return this.retryCallback(() => this.getProfile());
  }
  fetchRMS() {
    return this.retryCallback(() => this.getRMS());
  }
  fetchOrderBook() {
    return this.retryCallback(() => this.getOrderBook());
  }
  async fetchMarketData(params) {
    const { mode = "LTP", exchangeTokens } = params;
    for (const prop in exchangeTokens) {
      exchangeTokens[prop] = [...new Set(exchangeTokens[prop])];
    }
    const responseData = await this.retryCallback(
      () => this.marketData({ mode, exchangeTokens })
    );
    return responseData.fetched;
  }
  fetchTokensLtp(exchangeTokens) {
    return this.fetchMarketData({ mode: "LTP", exchangeTokens });
  }
  fetchTokensOhlc(exchangeTokens) {
    return this.fetchMarketData({ mode: "OHLC", exchangeTokens });
  }
  fetchTokensQuote(exchangeTokens) {
    return this.fetchMarketData({ mode: "FULL", exchangeTokens });
  }
  placeOrder_e(params) {
    return this.retryCallback(() => this.placeOrder(params));
  }
  fetchCandlesDatetimeString(date) {
    return (0, import_date_fns.format)(date, "yyyy-MM-dd HH:mm");
  }
  async fetchCandleData(params) {
    const {
      symboltoken,
      fromdate,
      todate,
      exchange = "NSE",
      interval = "FIFTEEN_MINUTE"
    } = params;
    const responseData = await this.retryCallback(
      () => this.getCandleData({
        symboltoken,
        fromdate: this.fetchCandlesDatetimeString(fromdate),
        todate: this.fetchCandlesDatetimeString(todate),
        exchange,
        interval
      })
    );
    return responseData.map((data) => {
      const date = new Date(data[0]), open = data[1], high = data[2], low = data[3], close = data[4];
      return new OHLCData(date, +open, +high, +low, +close);
    });
  }
  async fetchCompletedOrders(orderResponses) {
    const ordersBook = await this.fetchOrderBook();
    if (ordersBook == null || ordersBook.length <= 0) {
      this.logger?.c("failed to get orders book");
      return null;
    }
    const orderIds = orderResponses.map((v) => v.orderid);
    const filteredOrders = ordersBook.filter(
      (v) => orderIds.includes(v.orderid)
    );
    if (filteredOrders == null || filteredOrders.length <= 0) {
      this.logger?.w("specific orders not exist in order book", orderIds);
      return null;
    }
    const completedOrders = filteredOrders.filter(
      (v) => v.status === "complete"
    );
    if (completedOrders.length <= 0) {
      this.logger?.c("all orders are not completed", orderIds);
      return null;
    }
    return completedOrders;
  }
  async fetchOptionGreeks(params) {
    const response = await this.optionGreek(params);
    return this.getData(response);
  }
  async fetchGainersLosers(params) {
    const response = await this.gainersLosers(params);
    return this.getData(response);
  }
  async fetchPutCallRatio() {
    const response = await this.putCallRatio();
    return this.getData(response);
  }
  async fetchOIBuildup(params) {
    const response = await this.oIBuildup(params);
    return this.getData(response);
  }
};

// src/smartapi/index.ts
var defaultConfigs = {
  apiRetryDelayMs: 1e3,
  apiTimeoutMs: 4e3
};
function isValidString(s) {
  return typeof s === "string" && s.trim().length > 0;
}
function validateBrokerData(brokerData) {
  if (brokerData == null) {
    import_utils_core.logger.c("get logged smartapi failed. broker data empty");
    return;
  }
  const { clientId, apiKey } = brokerData;
  if (!isValidString(clientId) || !isValidString(apiKey)) {
    import_utils_core.logger.c("get logged smartapi failed. clientId or apiKey empty");
    return;
  }
  return brokerData;
}
function validateBrokerTokenData(brokerTokenData) {
  if (validateBrokerData(brokerTokenData) == null) return;
  const { jwtToken, refreshToken, feedToken } = brokerTokenData;
  if (!isValidString(jwtToken) || !isValidString(refreshToken) || !isValidString(feedToken)) {
    import_utils_core.logger.c(
      "get logged smartapi failed. jwtToken or refreshToken or feedToken empty"
    );
    return;
  }
  return brokerTokenData;
}
async function getLoggedSmartapi(params) {
  const {
    brokerData,
    configs: { apiRetryDelayMs, apiTimeoutMs } = defaultConfigs
  } = params;
  if (validateBrokerTokenData(brokerData) == null) return;
  const { apiKey, clientId, jwtToken, refreshToken } = brokerData;
  const configs = {
    api_key: apiKey,
    client_code: clientId,
    access_token: jwtToken,
    timeout: apiTimeoutMs,
    refresh_token: refreshToken
  };
  return new SmartApiEnhanced(configs, apiRetryDelayMs, import_utils_core.logger);
}
function getSmartapi(params) {
  const {
    brokerData,
    configs: { apiRetryDelayMs, apiTimeoutMs } = defaultConfigs
  } = params;
  if (validateBrokerData(brokerData) == null) return;
  const { apiKey, clientId } = brokerData;
  const configs = {
    api_key: apiKey,
    client_code: clientId,
    timeout: apiTimeoutMs
  };
  return new SmartApiEnhanced(configs, apiRetryDelayMs, import_utils_core.logger);
}
async function getLoggedWebsocket(brokerData) {
  if (validateBrokerTokenData(brokerData) == null) return;
  const { apiKey, clientId, jwtToken, feedToken } = brokerData;
  const webSocket = new import_smartapi_javascript2.WebSocketV2({
    apikey: apiKey,
    clientcode: clientId,
    jwttoken: jwtToken,
    feedtype: feedToken
  });
  return webSocket;
}

// src/smartapi_utils.ts
var import_date_fns2 = require("date-fns");
var import_utils_core2 = require("@thoshpathi/utils-core");
var import_utils_core3 = require("@thoshpathi/utils-core");
async function getTokensLtpMap(exchangeTokens, smartapi) {
  const ltpDataArray = await smartapi.fetchTokensLtp(exchangeTokens);
  const ltpDataMap = (0, import_utils_core3.groupByLatestMap)(ltpDataArray, "tradingSymbol");
  import_utils_core3.logger.i("fetching ltp from smartapi", ltpDataMap.size);
  return ltpDataMap;
}
async function getManyScripLtpMap(params, instrumentDumps, cacheObject) {
  const { symbols, smartapi } = params;
  const scripLtpMap = /* @__PURE__ */ new Map();
  if (!symbols.length || !instrumentDumps.length) return scripLtpMap;
  const exchangeTokens = (0, import_utils_core3.groupByKeyObject)(
    instrumentDumps,
    "exchange",
    "symbolToken"
  );
  const ltpDataMap = await getTokensLtpMap(exchangeTokens, smartapi);
  const createdAt = (0, import_utils_core2.toDbDatetimeString)();
  instrumentDumps.forEach((dumpScrip) => {
    const ltpData = ltpDataMap.get(dumpScrip.symbol);
    if (ltpData == null) return;
    const { name, symbol, symbolToken, exchange } = dumpScrip;
    scripLtpMap.set(symbol, {
      id: 0n,
      name,
      symbol,
      symbolToken,
      exchange,
      ltp: ltpData.ltp,
      createdAt
    });
  });
  cacheObject?.set(scripLtpMap);
  return scripLtpMap;
}
async function getManyScripLtpMapCache(params, instrumentDumps, cacheObject) {
  let scripLtpMap = cacheObject?.get();
  if (scripLtpMap == null)
    return await getManyScripLtpMap(params, instrumentDumps, cacheObject);
  const someSymbolsExist = params.symbols.some(
    (symbol) => scripLtpMap?.has(symbol)
  );
  if (!someSymbolsExist)
    scripLtpMap = await getManyScripLtpMap(
      params,
      instrumentDumps,
      cacheObject
    );
  return scripLtpMap;
}
async function getIndexScripLtpMap(indexScrips, smartapi, cacheObject) {
  return await getManyScripLtpMap(
    {
      symbols: indexScrips.map((v) => v.symbol),
      smartapi
    },
    indexScrips,
    cacheObject
  );
}
async function getIndexHistoricalData(params, smartapi) {
  const candleDataArray = await smartapi.fetchCandleData(params);
  if (!Array.isArray(candleDataArray) || candleDataArray.length == 0) {
    import_utils_core3.logger.w(
      "candleDataArray is empty",
      JSON.stringify((0, import_utils_core2.convertDatesToStrings)(params))
    );
    return;
  }
  try {
    const lastCompletedCandle = getLastCompletedMarketCandle(params.interval);
    if (lastCompletedCandle != null) {
      const lastCandle = candleDataArray[candleDataArray.length - 1];
      const lastCandleDate = lastCandle.date;
      if ((0, import_date_fns2.isAfter)(lastCandleDate, lastCompletedCandle)) {
        import_utils_core3.logger.d(
          "not completed candle present. remove it",
          (0, import_utils_core2.toDatetimeString)(lastCandle.date)
        );
        candleDataArray.pop();
      }
    }
  } catch (error) {
    import_utils_core3.logger.e("error in removing not completed candle", error);
  }
  return candleDataArray;
}
async function getIndexLatestHistoricalData(args, smartapi) {
  const days = candleFetchDayConfigs[args.interval];
  const todate = (0, import_date_fns2.endOfToday)();
  const fromdate = (0, import_date_fns2.startOfDay)((0, import_date_fns2.subDays)(todate, days));
  const params = { ...args, fromdate, todate };
  return await getIndexHistoricalData(params, smartapi);
}

// src/ta_lib.ts
function round4Decimal(n) {
  return Math.round(n * 1e4) / 1e4;
}
function arrayAverage(numArray) {
  const sum = numArray.reduce((pv, cv) => pv + cv, 0);
  const avg = sum / numArray.length;
  return round4Decimal(avg);
}
function smaSeries(prices, period = 14) {
  if (prices.length < period) return [];
  else if (period === 1) return prices;
  const sma = [];
  for (let i = period; i <= prices.length; i++) {
    const slice = prices.slice(i - period, i);
    sma.push(arrayAverage(slice));
  }
  return sma;
}
function emaSeries(prices, period = 9) {
  if (prices.length < period) return [];
  else if (period === 1) return prices;
  const k = 2 / (period + 1);
  let prevEMA = arrayAverage(prices.slice(0, period));
  const ema = [prevEMA];
  for (let i = period; i < prices.length; i++) {
    prevEMA = (prices[i] - prevEMA) * k + prevEMA;
    ema.push(prevEMA);
  }
  return ema;
}
function emaCrossoverTrends(ohlcsArray, shortLength = 9, longLength = 20) {
  if (shortLength > longLength)
    [shortLength, longLength] = [longLength, shortLength];
  if (!ohlcsArray || ohlcsArray.length < longLength) return [];
  const prices = ohlcsArray.map((v) => v.close);
  const longEmaSeries = emaSeries(prices, longLength);
  const loopLength = longEmaSeries.length;
  const shortEmaSeries = emaSeries(prices, shortLength).slice(-loopLength);
  ohlcsArray = ohlcsArray.slice(-loopLength);
  const signals = [];
  for (let i = 0; i < loopLength; i++) {
    const prevShort = shortEmaSeries[i - 1];
    const prevLong = longEmaSeries[i - 1];
    const currentShort = shortEmaSeries[i];
    const currentLong = longEmaSeries[i];
    const ohlc = ohlcsArray[i];
    if (prevShort < prevLong && currentShort > currentLong) {
      signals.push({ date: ohlc.date, trend: "BUY", close: ohlc.close });
    } else if (prevShort > prevLong && currentShort < currentLong) {
      signals.push({ date: ohlc.date, trend: "SELL", close: ohlc.close });
    }
  }
  return signals;
}
function trSeries(ohlcArr, includeFirst = true) {
  if (ohlcArr.length === 0) return [];
  const trArr = [];
  if (includeFirst) {
    const { high, low } = ohlcArr[0];
    trArr.push(high - low);
  }
  for (let i = 1; i < ohlcArr.length; i++) {
    const { high, low } = ohlcArr[i];
    const { close: prevClose } = ohlcArr[i - 1];
    trArr.push(
      Math.max(
        high - low,
        Math.abs(high - prevClose),
        Math.abs(low - prevClose)
      )
    );
  }
  return trArr;
}
function rmaSeries(prices, period = 15) {
  if (prices.length < period) return [];
  else if (period === 1) return prices;
  const k = 1 / period;
  let prevRMA = arrayAverage(prices.slice(0, period));
  const rma = [prevRMA];
  for (let i = period; i < prices.length; i++) {
    prevRMA = (prices[i] - prevRMA) * k + prevRMA;
    rma.push(prevRMA);
  }
  return rma;
}
function atrSeries(ohlcArr, period) {
  if (ohlcArr.length < period) return [];
  const trArr = trSeries(ohlcArr, true);
  return period === 1 ? trArr : rmaSeries(trArr, period);
}
// Annotate the CommonJS export names for ESM import in node:
0 && (module.exports = {
  OHLCData,
  SmartApiEnhanced,
  SmartApiError,
  atrSeries,
  calculatePL,
  candleFetchDayConfigs,
  candleMaxDayConfigs,
  emaCrossoverTrends,
  emaSeries,
  getIndexHistoricalData,
  getIndexLatestHistoricalData,
  getIndexScripLtpMap,
  getLastCompletedMarketCandle,
  getLoggedSmartapi,
  getLoggedWebsocket,
  getManyScripLtpMap,
  getManyScripLtpMapCache,
  getSmartapi,
  intervalMinuteConfigs,
  isProfitReached,
  isStoplossReached,
  rmaSeries,
  smaSeries,
  trSeries
});