/// <summary>
/// Constructs default instance of the Zerodha Sybol Mapper
/// </summary>
public ZerodhaSymbolMapper(Kite kite, string exchange = "")
{
KnownSymbolsList = GetTradableInstrumentsList(kite, exchange);
}
/// <summary>
/// Get list of tradable symbol
/// </summary>
/// <param name="kite">Kite</param>
/// <param name="exchange">Exchange</param>
/// <returns></returns>
public List <Symbol> GetTradableInstrumentsList(Kite kite, string exchange = "")
{
var tradableInstruments = kite.GetInstruments(exchange);
var symbols = new List <Symbol>();
var zerodhaInstrumentsMapping = new Dictionary <string, uint>();
foreach (var tp in tradableInstruments)
{
var securityType = SecurityType.Equity;
var market = Market.NSE;
OptionRight optionRight = 0;
switch (tp.InstrumentType)
{
//Equities
case "EQ":
securityType = SecurityType.Equity;
break;
//Call Options
case "CE":
securityType = SecurityType.Option;
optionRight = OptionRight.Call;
break;
//Put Options
case "PE":
securityType = SecurityType.Option;
optionRight = OptionRight.Put;
break;
//Stock Futures
case "FUT":
securityType = SecurityType.Future;
break;
default:
securityType = SecurityType.Base;
break;
}
switch (tp.Exchange)
{
case "NSE":
market = Market.NSE;
break;
case "NFO":
market = Market.NFO;
break;
case "CDS":
market = Market.CDS;
break;
case "BSE":
market = Market.BSE;
break;
case "BCD":
market = Market.BSE;
break;
case "MCX":
market = Market.MCX;
break;
default:
market = Market.NSE;
break;
}
if (securityType == SecurityType.Option)
{
var strikePrice = tp.Strike;
var expiryDate = tp.Expiry;
//TODO: Handle parsing of BCDOPT strike price
if (tp.Segment != "BCD-OPT")
{
var symbol = GetLeanSymbol(tp.Name.Trim().Replace(" ", ""), securityType, market, (DateTime)expiryDate, GetStrikePrice(tp), optionRight);
symbols.Add(symbol);
zerodhaInstrumentsMapping.Add(tp.TradingSymbol.Trim().Replace(" ", "") + "^" + market, tp.InstrumentToken);
}
}
if (securityType == SecurityType.Future)
{
var expiryDate = tp.Expiry;
var symbol = GetLeanSymbol(tp.TradingSymbol.Trim().Replace(" ", ""), securityType, market, (DateTime)expiryDate);
symbols.Add(symbol);
zerodhaInstrumentsMapping.Add(tp.TradingSymbol.Trim().Replace(" ", "") + "^" + market, tp.InstrumentToken);
}
if (securityType == SecurityType.Equity)
{
var symbol = GetLeanSymbol(tp.TradingSymbol.Trim().Replace(" ", ""), securityType, market);
symbols.Add(symbol);
zerodhaInstrumentsMapping.Add(tp.TradingSymbol.Trim().Replace(" ", "") + "^" + market, tp.InstrumentToken);
}
}
ZerodhaInstrumentsList = zerodhaInstrumentsMapping;
return(symbols);
}
/// <summary>
/// Get list of tradable symbol
/// </summary>
/// <param name="kite">Kite</param>
/// <param name="exchange">Exchange</param>
/// <returns></returns>
private List <Symbol> GetTradableInstrumentsList(Kite kite, string exchange = "")
{
var tradableInstruments = kite.GetInstruments(exchange);
var symbols = new List <Symbol>();
var zerodhaInstrumentsMapping = new Dictionary <string, List <SymbolData> >();
var zerodhaTokenExchangeDict = new Dictionary <uint, string>();
foreach (var tp in tradableInstruments)
{
var securityType = SecurityType.Equity;
var market = Market.India;
zerodhaTokenExchangeDict[tp.InstrumentToken] = tp.Exchange.ToLowerInvariant();
OptionRight optionRight = 0;
switch (tp.InstrumentType)
{
//Equities
case "EQ":
securityType = SecurityType.Equity;
break;
//Call Options
case "CE":
securityType = SecurityType.Option;
optionRight = OptionRight.Call;
break;
//Put Options
case "PE":
securityType = SecurityType.Option;
optionRight = OptionRight.Put;
break;
//Stock Futures
case "FUT":
securityType = SecurityType.Future;
break;
default:
securityType = SecurityType.Base;
break;
}
if (securityType == SecurityType.Option)
{
var strikePrice = tp.Strike;
var expiryDate = tp.Expiry;
//TODO: Handle parsing of BCDOPT strike price
if (tp.Segment != "BCD-OPT")
{
var symbol = GetLeanSymbol(tp.Name.Trim().Replace(" ", ""), securityType, market, (DateTime)expiryDate, GetStrikePrice(tp), optionRight);
symbols.Add(symbol);
var cleanSymbol = tp.TradingSymbol.Trim().Replace(" ", "");
if (!zerodhaInstrumentsMapping.ContainsKey(cleanSymbol))
{
zerodhaInstrumentsMapping[cleanSymbol] = new List <SymbolData>();
}
zerodhaInstrumentsMapping[cleanSymbol].Add(new SymbolData(tp.InstrumentToken, market));
}
}
if (securityType == SecurityType.Future)
{
var expiryDate = tp.Expiry;
var cleanSymbol = tp.TradingSymbol.Trim().Replace(" ", "");
var symbol = GetLeanSymbol(cleanSymbol, securityType, market, (DateTime)expiryDate);
symbols.Add(symbol);
if (!zerodhaInstrumentsMapping.ContainsKey(cleanSymbol))
{
zerodhaInstrumentsMapping[cleanSymbol] = new List <SymbolData>();
}
zerodhaInstrumentsMapping[cleanSymbol].Add(new SymbolData(tp.InstrumentToken, market));
}
if (securityType == SecurityType.Equity)
{
var cleanSymbol = tp.TradingSymbol.Trim().Replace(" ", "");
var symbol = GetLeanSymbol(cleanSymbol, securityType, market);
symbols.Add(symbol);
if (!zerodhaInstrumentsMapping.ContainsKey(cleanSymbol))
{
zerodhaInstrumentsMapping[cleanSymbol] = new List <SymbolData>();
}
zerodhaInstrumentsMapping[cleanSymbol].Add(new SymbolData(tp.InstrumentToken, market));
}
}
ZerodhaInstrumentsList = zerodhaInstrumentsMapping;
ZerodhaInstrumentsExchangeMapping = zerodhaTokenExchangeDict;
return(symbols);
}