Hi @Arun_Rawat
The sell orders is incorrect, this is sending sell orders after every 10 seconds.
Do send the code as well. we need to block repeated orders
Dhan Tradehull codebase link : Notion – The all-in-one workspace for your notes, tasks, wikis, and databases.
Also we will be releasing new codebase document in upcoming weeks.
2 Likes
The rate limits are as follows
For tick data, (LTP/OHLC/QUOTE) … quote api is being used and yes we can request data for 1000 scripts in 1 api call when calling quote data (LTP/OHLC/QUOTE)
Dhan-Tradehull codebase LTP function supports the same
You have given a good suggestion we will extend this functionality for OHLC and Quote as well
data = tsl.get_ltp_data(names=['CRUDEOIL', 'NIFTY'])
.
.
Now for Historical chart data
The OHLC that was being referred to in dhanhq document… is Open high low and close value for the current day only
{"open": 4521.45,"close": 4507.85,"high": 4530,"low": 4500}
for the chart level historical data for various timeframes [1/2/3/4/510/15/60]…
we need to call the Data Api… which has only 7000 allowed calls per day,
which is nearly 1 api call after 3.3 seconds.
2 Likes
@Tradehull_Imran Sir,
Please find the code.
import pdb
import time
import datetime
import traceback
import pandas as pd
from pprint import pprint
import talib
import pandas_ta as pta
import pandas_ta as ta
import warnings
from Dhan_Tradehull_V2 import Tradehull
warnings.filterwarnings(“ignore”)
---------------for dhan login ----------------
client_code = “”
token_id = “”
tsl = Tradehull(client_code, token_id)
available_balance = tsl.get_balance()
leveraged_margin = available_balance * 2
max_trades = 3
per_trade_margin = leveraged_margin / max_trades
max_loss = available_balance / 100 * -1
traded = “no”
trade_info = {“options_name”: None, “qty”: None, “sl”: None, “CE_PE”: None}
while True:
live_pnl = tsl.get_live_pnl()
current_time = datetime.datetime.now().time() # time only
if current_time < datetime.time(9, 45, 0):
print("Wait for the market to open", current_time)
continue
if current_time > datetime.time(15, 15, 30) or (live_pnl < max_loss):
tsl.kill_switch('ON')
tsl.cancel_all_orders()
print("Market is over or MAX LOSS reached, Bye for Now", current_time)
break
print("Algo is working", current_time)
try:
index_chart = tsl.get_historical_data(tradingsymbol='NIFTY JAN FUT', exchange='NFO', timeframe="5")
time.sleep(3)
index_ltp = tsl.get_ltp_data(names=['NIFTY JAN FUT'])['NIFTY JAN FUT']
except Exception as e:
print(e)
continue
# Apply Indicators
index_chart['rsi'] = talib.RSI(index_chart['close'], timeperiod=14)
index_chart.set_index(pd.DatetimeIndex(index_chart['timestamp']), inplace=True)
index_chart['vwap'] = pta.vwap(index_chart['high'], index_chart['low'], index_chart['close'], index_chart['volume'])
indi = ta.supertrend(index_chart['high'], index_chart['low'], index_chart['close'], 10, 2)
index_chart = pd.concat([index_chart, indi], axis=1, join='inner')
index_chart['pv'] = index_chart['close'] * index_chart['volume']
index_chart['vwma'] = index_chart['pv'].rolling(20).mean() / index_chart['volume'].rolling(20).mean()
first_candle = index_chart.iloc[-3]
second_candle = index_chart.iloc[-2]
running_candle = index_chart.iloc[-1]
# Buy Entry Conditions
bc1 = first_candle['close'] > first_candle['vwap']
bc2 = first_candle['close'] > first_candle['SUPERT_10_2.0']
bc3 = first_candle['close'] > first_candle['vwma']
bc4 = first_candle['rsi'] > 60
bc5 = first_candle['rsi'] < 80
#(data['RSI'] > 60) & (data['RSI'] < 80)
bc6 = second_candle['volume'] > 50000
bc7 = traded == "no"
bc8 = index_ltp > first_candle['low']
print(f"BUY \t {current_time} \t {bc1} \t {bc2} \t {bc3} \t {bc4} \t {bc5} \t {bc7} \t {bc8} \t first_candle {str(first_candle['timestamp'].time())}")
# Sell Entry Conditions
sc1 = first_candle['close'] < first_candle['vwap']
sc2 = first_candle['close'] < first_candle['SUPERT_10_2.0']
sc3 = first_candle['close'] < first_candle['vwma']
sc4 = first_candle['rsi'] > 20
sc5 = first_candle['rsi'] < 40
sc6 = second_candle['volume'] > 50000
sc7 = traded == "no"
sc8 = index_ltp < first_candle['high']
print(f"SELL \t {current_time} \t {sc1} \t {sc2} \t {sc3} \t {sc4} \t {sc5} \t {sc7} \t {sc8} \t first_candle {str(first_candle['timestamp'].time())} \n")
if bc1 and bc2 and bc3 and bc4 and bc5 and bc6 and bc7 and bc8:
print("Buy Signal Formed")
CE_symbol_name, PE_symbol_name, strike_price = tsl.ATM_Strike_Selection(Underlying='NIFTY', Expiry=0)
# CE_symbol_name, PE_symbol_name, strike_price = tsl.ATM_Strike_Selection(Underlying='ACC', Expiry=0)
if (CE_symbol_name is None) or (PE_symbol_name is None):
continue
lot_size = tsl.get_lot_size(CE_symbol_name) * 1
entry_orderid = tsl.order_placement(CE_symbol_name, 'NFO', lot_size, 0, 0, 'MARKET', 'BUY', 'MIS')
traded = "yes"
trade_info.update({"options_name": CE_symbol_name, "qty": lot_size, "sl": first_candle['low'], "CE_PE": "CE"})
if sc1 and sc2 and sc3 and sc4 and sc5 and sc6 and sc7 and sc8:
print("Sell Signal Formed")
CE_symbol_name, PE_symbol_name, strike = tsl.ATM_Strike_Selection(Underlying='NIFTY', Expiry=0)
if (CE_symbol_name is None) or (PE_symbol_name is None):
continue
lot_size = tsl.get_lot_size(PE_symbol_name) * 1
entry_orderid = tsl.order_placement(PE_symbol_name, 'NFO', lot_size, 0, 0, 'MARKET', 'BUY', 'MIS')
traded = "yes"
trade_info.update({"options_name": PE_symbol_name, "qty": lot_size, "sl": first_candle['high'], "CE_PE": "PE"})
# Check for exit SL/TG
if traded == "yes":
long_position = trade_info['CE_PE'] == "CE"
short_position = trade_info['CE_PE'] == "PE"
if long_position:
sl_hit = index_ltp < trade_info['sl']
tg_hit = index_ltp < running_candle['SUPERT_10_2.0']
if sl_hit or tg_hit:
print("Order Exited", trade_info)
tsl.order_placement(trade_info['options_name'], 'NFO', trade_info['qty'], 0, 0, 'MARKET', 'SELL', 'MIS')
if short_position:
sl_hit = index_ltp > trade_info['sl']
tg_hit = index_ltp > running_candle['SUPERT_10_2.0']
if sl_hit or tg_hit:
print("Order Exited", trade_info)
tsl.order_placement(trade_info['options_name'], 'NFO', trade_info['qty'], 0, 0, 'MARKET', 'SELL', 'MIS')
Hi @Rajashekhar_Rangappa
Yes I have raised this issue to Dhan Team.
1 Like
Hi @Rajashekhar_Rangappa @Arun_Rawat
There seems to be an issue in pnl function…
We are working on its fix, don’t use pnl function till then as it may give incorrect data.
2 Likes
Hi @CHETAN_99
Use this tested framework code,
import pdb
import time
import datetime
import traceback
from Dhan_Tradehull import Tradehull
import pandas as pd
from pprint import pprint
import talib
import pandas_ta as ta
import xlwings as xw
import winsound
client_code = "1102790337"
token_id = "eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzUxMiJ9.eyJpc3MiOiJkaGFuIiwicGFydG5lcklkIjoiIiwiZXhwIjoxNzM2ODYwMTMxLCJ0b2tlbkNvbnN1bWVyVHlwZSI6IlNFTEYiLCJ3ZWJob29rVXJsIjoiIiwiZGhhbkNsaWVudElkIjoiMTEwMjc5MDMzNyJ9.Leop6waGeVfmBOtczNEcjRWmC8pUGWQf54YPINGDi_PZjk1IvW-DDdaYXsgM_s8McOT44q4MjEQxGXU0lduK0A"
tsl = Tradehull(client_code,token_id)
# pre_market_watchlist = ['ASIANPAINT', 'BAJAJ-AUTO', 'BERGEPAINT', 'BEL', 'BOSCHLTD', 'BRITANNIA', 'COALINDIA', 'COLPAL', 'DABUR', 'DIVISLAB', 'EICHERMOT', 'GODREJCP', 'HCLTECH', 'HDFCBANK', 'HAVELLS', 'HEROMOTOCO', 'HAL', 'HINDUNILVR', 'ITC', 'IRCTC', 'INFY', 'LTIM', 'MARICO', 'MARUTI', 'NESTLEIND', 'PIDILITIND', 'TCS', 'TECHM', 'WIPRO']
# watchlist = []
# for name in pre_market_watchlist:
# print("Pre market scanning ", name)
# day_chart = tsl.get_historical_data(tradingsymbol = name,exchange = 'NSE',timeframe="DAY")
# day_chart['upperband'], day_chart['middleband'], day_chart['lowerband'] = talib.BBANDS(day_chart['close'], timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
# last_day_candle = day_chart.iloc[-1]
# upper_breakout = last_day_candle['high'] > last_day_candle['upperband']
# lower_breakout = last_day_candle['low'] < last_day_candle['lowerband']
# if upper_breakout or lower_breakout:
# watchlist.append(name)
# print(f"\t selected {name} for trading")
# pdb.set_trace()
# print(watchlist)
# # pdb.set_trace()
watchlist = ['BEL', 'BOSCHLTD', 'COLPAL', 'HCLTECH', 'HDFCBANK', 'HAVELLS', 'HAL', 'ITC', 'IRCTC', 'INFY', 'LTIM', 'MARICO', 'MARUTI', 'NESTLEIND', 'PIDILITIND', 'TCS', 'TECHM', 'WIPRO']
single_order = {'name':None, 'date':None , 'entry_time': None, 'entry_price': None, 'buy_sell': None, 'qty': None, 'sl': None, 'exit_time': None, 'exit_price': None, 'pnl': None, 'remark': None, 'traded':None}
orderbook = {}
wb = xw.Book('Live Trade Data.xlsx')
live_Trading = wb.sheets['Live_Trading']
completed_orders_sheet = wb.sheets['completed_orders']
reentry = "yes" #"yes/no"
completed_orders = []
bot_token = "8059847390:AAECSnQK-yOaGJ-clJchb1cx8CDhx2VQq-M"
receiver_chat_id = "1918451082"
live_Trading.range("A2:Z100").value = None
completed_orders_sheet.range("A2:Z100").value = None
for name in watchlist:
orderbook[name] = single_order.copy()
while True:
print("starting while Loop \n\n")
current_time = datetime.datetime.now().time()
if current_time < datetime.time(13, 55):
print(f"Wait for market to start", current_time)
time.sleep(1)
continue
if current_time > datetime.time(15, 15):
order_details = tsl.cancel_all_orders()
print(f"Market over Closing all trades !! Bye Bye See you Tomorrow", current_time)
pdb.set_trace()
break
all_ltp = tsl.get_ltp_data(names = watchlist)
for name in watchlist:
orderbook_df = pd.DataFrame(orderbook).T
live_Trading.range('A1').value = orderbook_df
completed_orders_df = pd.DataFrame(completed_orders)
completed_orders_sheet.range('A1').value = completed_orders_df
current_time = datetime.datetime.now()
print(f"Scanning {name} {current_time}")
try:
chart = tsl.get_historical_data(tradingsymbol = name,exchange = 'NSE',timeframe="5")
chart['rsi'] = talib.RSI(chart['close'], timeperiod=14)
cc = chart.iloc[-2]
# buy entry conditions
bc1 = cc['rsi'] > 45
bc2 = orderbook[name]['traded'] is None
except Exception as e:
print(e)
continue
if bc1 and bc2:
print("buy ", name, "\t")
margin_avialable = tsl.get_balance()
margin_required = cc['close']/4.5
if margin_avialable < margin_required:
print(f"Less margin, not taking order : margin_avialable is {margin_avialable} and margin_required is {margin_required} for {name}")
continue
orderbook[name]['name'] = name
orderbook[name]['date'] = str(current_time.date())
orderbook[name]['entry_time'] = str(current_time.time())[:8]
orderbook[name]['buy_sell'] = "BUY"
orderbook[name]['qty'] = 1
try:
entry_orderid = tsl.order_placement(tradingsymbol=name ,exchange='NSE', quantity=orderbook[name]['qty'], price=0, trigger_price=0, order_type='MARKET', transaction_type='BUY', trade_type='MIS')
orderbook[name]['entry_orderid'] = entry_orderid
orderbook[name]['entry_price'] = tsl.get_executed_price(orderid=orderbook[name]['entry_orderid'])
orderbook[name]['tg'] = round(orderbook[name]['entry_price']*1.002, 1) # 1.01
orderbook[name]['sl'] = round(orderbook[name]['entry_price']*0.998, 1) # 99
sl_orderid = tsl.order_placement(tradingsymbol=name ,exchange='NSE', quantity=orderbook[name]['qty'], price=0, trigger_price=orderbook[name]['sl'], order_type='STOPMARKET', transaction_type ='SELL', trade_type='MIS')
orderbook[name]['sl_orderid'] = sl_orderid
orderbook[name]['traded'] = "yes"
message = "\n".join(f"'{key}': {repr(value)}" for key, value in orderbook[name].items())
message = f"Entry_done {name} \n\n {message}"
tsl.send_telegram_alert(message=message,receiver_chat_id=receiver_chat_id,bot_token=bot_token)
except Exception as e:
print(e)
pdb.set_trace(header= "error in entry order")
if orderbook[name]['traded'] == "yes":
bought = orderbook[name]['buy_sell'] == "BUY"
if bought:
try:
ltp = all_ltp[name]
sl_hit = tsl.get_order_status(orderid=orderbook[name]['sl_orderid']) == "TRADED"
tg_hit = ltp > orderbook[name]['tg']
except Exception as e:
print(e)
pdb.set_trace(header = "error in sl order cheking")
if sl_hit:
try:
orderbook[name]['exit_time'] = str(current_time.time())[:8]
orderbook[name]['exit_price'] = tsl.get_executed_price(orderid=orderbook[name]['sl_orderid'])
orderbook[name]['pnl'] = round((orderbook[name]['exit_price'] - orderbook[name]['entry_price'])*orderbook[name]['qty'],1)
orderbook[name]['remark'] = "Bought_SL_hit"
message = "\n".join(f"'{key}': {repr(value)}" for key, value in orderbook[name].items())
message = f"SL_HIT {name} \n\n {message}"
tsl.send_telegram_alert(message=message,receiver_chat_id=receiver_chat_id,bot_token=bot_token)
if reentry == "yes":
completed_orders.append(orderbook[name])
orderbook[name] = None
except Exception as e:
print(e)
pdb.set_trace(header = "error in sl_hit")
if tg_hit:
try:
tsl.cancel_order(OrderID=orderbook[name]['sl_orderid'])
time.sleep(2)
square_off_buy_order = tsl.order_placement(tradingsymbol=orderbook[name]['name'] ,exchange='NSE', quantity=orderbook[name]['qty'], price=0, trigger_price=0, order_type='MARKET', transaction_type='SELL', trade_type='MIS')
orderbook[name]['exit_time'] = str(current_time.time())[:8]
orderbook[name]['exit_price'] = tsl.get_executed_price(orderid=square_off_buy_order)
orderbook[name]['pnl'] = (orderbook[name]['exit_price'] - orderbook[name]['entry_price'])*orderbook[name]['qty']
orderbook[name]['remark'] = "Bought_TG_hit"
message = "\n".join(f"'{key}': {repr(value)}" for key, value in orderbook[name].items())
message = f"TG_HIT {name} \n\n {message}"
tsl.send_telegram_alert(message=message,receiver_chat_id=receiver_chat_id,bot_token=bot_token)
if reentry == "yes":
completed_orders.append(orderbook[name])
orderbook[name] = None
winsound.Beep(1500, 10000)
except Exception as e:
print(e)
pdb.set_trace(header = "error in tg_hit")
1 Like
Hi @Siddh_Shah
Solution link : Learn Algo Trading with Python | Codes | Youtube Series - #983 by Tradehull_Imran
1 Like
Hello @Tradehull_Imran Sir
aaj subah se ye error aa rha hai 
(same code is yesterday runing fine but today i am facing this essue) please help
Exception in Getting OHLC data as Check the Tradingsymbol or Exchangepaste code here
index_chart_5 = tsl.get_historical_data(tradingsymbol='NIFTY JAN FUT', exchange='NFO', timeframe="5")
Sir, I am getting the Error by Running this code addressed to Mr.Chetan.
How to resolve it sir.
C:\Users\RP\Desktop\DHAN Algorhythemic Trading\Codes from MadeForTrade Forum>py “IA to Chetan MumWrkShop.py”
-----Logged into Dhan-----
This BOT Is Picking New File From Dhan
Got the instrument file
Traceback (most recent call last):
File “IA to Chetan MumWrkShop.py”, line 61, in
wb = xw.Book(‘Live Trade Data.xlsx’)
File “C:\Users\RP\AppData\Local\Programs\Python\Python38\lib\site-packages\xlwings\main.py”, line 929, in init
impl = app.books.open(
File “C:\Users\RP\AppData\Local\Programs\Python\Python38\lib\site-packages\xlwings\main.py”, line 5153, in open
raise FileNotFoundError(“No such file: ‘%s’” % fullname)
FileNotFoundError: No such file: ‘Live Trade Data.xlsx’
Hi @Tradehull_Imran , I have kept the sleep time as time.sleep(1), still I am getting below error
Scanning APOLLOHOSP…
Exception in Getting OHLC data as {‘status’: ‘failure’, ‘remarks’: {‘error_code’: ‘DH-904’, ‘error_type’: ‘Rate_Limit’, ‘error_message’: ‘Too many requests on server from single user breaching rate limits. Try throttling API calls.’}, ‘data’: {‘errorType’: ‘Rate_Limit’, ‘errorCode’: ‘DH-904’, ‘errorMessage’: ‘Too many requests on server from single user breaching rate limits. Try throttling API calls.’}}
Insufficient data for APOLLOHOSP. Skipping…
Traceback (most recent call last):
File “Breakout Algo on Stock Options.py”, line 37, in
time.sleep(0.2)
KeyboardInterrupt
Can you please suggest what appropriate sleep time I should keep? I was running two algos at the same time with the same watchlist.
Hello Imran, can you help me to create a new code with strategy ?
thank you. Do let us know once the new document is ready.
1 Like
I am not able to get Historical price for Future Contract (BANK Nifty JAN 25) via Tradehull API. Exception in Getting OHLC data as For Future or Commodity, DAY - Timeframe not supported by API, SO choose another timeframe Please help on fixing this error. [image]
Thank you Rahul Bhai for arranging upcoming event at bangalore 
is trade hull version 2 is the order placement updated for bracket orders?
Hi @vinay_kumaar ,
It seems the code is working fine. Do try again and let us know if you face any issue
Hi @Vasili_Prasad ,
We need to create “Live Trade Data.xlsx” excel sheet as the error suggests:
FileNotFoundError: No such file: ‘Live Trade Data.xlsx’
Hello @Tradehull_Imran Sir
code Runing fine (P C file missing problem)
1 Like
Hi @ddeogharkar ,
Below are the possible solutions:
-
We can use 2 Dhan account with different API’s.
-
Since the watchlist is same, make a data receiver file that will retrieve the data for both the algo’s. The data should be sent in excel/ database/ pickle file and both the algo’s will refer to the same excel/ database/ pickle file for fetching data .
-
Also you can double the sleep time in Dhan_Tradehull_V2.
2 Likes