NiftyMonthOptions_OHLC_vol_OI

from kiteconnect import KiteConnect
import datetime
import pandas as pd
import sys
import time
userdata = pd.read_csv("C://db//loginkey//userdata.csv")
print(sys._getframe().f_lineno, "userdata", userdata)

allusers = len(userdata.index.values)
print(sys._getframe().f_lineno, "allusers", allusers)

kites= [None] * allusers
print(sys._getframe().f_lineno, "kites", kites)

for i in range(0,allusers):
        try:
            api_key = userdata.loc[i, "api_key"]
            api_secret = userdata.loc[i, "api_secret"]
            request_token = userdata.loc[i, "request_token"]
            access_token = userdata.loc[i, "access_token"]
            public_token = userdata.loc[i, "public_token"]
            kitei = KiteConnect(api_key=api_key)
            kitei.set_access_token(access_token)
            kites[i] = kitei
        except Exception as e:
            print(" ERROR in api_key",i , e, datetime.datetime.now())
print(sys._getframe().f_lineno, "kites", kites)

print(sys._getframe().f_lineno, "user data loaded..........", datetime.datetime.now())


df_opinst = pd.read_csv("https://api.kite.trade/instruments")
df_opinst = df_opinst[df_opinst['tradingsymbol'].str.startswith("NIFTY20")]
df_opinst = df_opinst[df_opinst['segment'] == "NFO-OPT"]
df_opinst['expiry'] = pd.to_datetime(df_opinst['expiry'])
month = datetime.datetime.today().month
monthly_expdate = [30, 27, 26, 30, 28, 25, 30, 27, 24, 29, 26, 31]  # last date each month
exp_date = monthly_expdate[datetime.datetime.today().month - 1]  # -1 as index start from 0 and month from 1
exp_date = '2020-{}-{}'.format(month, exp_date)
exp_date = datetime.datetime.strptime(exp_date, '%Y-%m-%d')
df_opinst = df_opinst[~(df_opinst['expiry'] > exp_date + datetime.timedelta(days=2))]
df_opinst = df_opinst[(df_opinst['expiry'] > exp_date - datetime.timedelta(days=2))]
print("expiry date ", df_opinst,df_opinst.columns.values)

df = pd.DataFrame(columns=['tradingsymbol', 'instrument_token', 'timestamp', 'last_price', 'open', 'high', 'low', 'close', 'volume', 'oi'])

print("Waiting to get open price..........", datetime.datetime.now())
opentime = int(9) * 60 + int(15)
closetime = int(15) * 60 + int(30)
timenow = (datetime.datetime.now().hour * 60 + datetime.datetime.now().minute)
while timenow < opentime:
    time.sleep(2)
    timenow = (datetime.datetime.now().hour * 60 + datetime.datetime.now().minute)

keep_running = True
while keep_running :
        try :
            dfi = pd.DataFrame(columns=['tradingsymbol', 'instrument_token', 'timestamp', 'last_price', 'open', 'high', 'low', 'close',
                         'volume', 'oi'])
            NSELTPformate=['NFO:{}'.format(i) for i in df_opinst.tradingsymbol.values]
            OHLCdict = kites[0].quote(NSELTPformate)
            for key, value in OHLCdict.items():
                try:
                    tradingsymbol = key.split(":")[1]
                    instrument_token = value['instrument_token']
                    timestamp = value['timestamp']
                    last_price = value['last_price']
                    volume = value['volume']
                    oi = value['oi']
                    value2 = value['ohlc']
                    open = value2['open']
                    high = value2['high']
                    low = value2['low']
                    close = value2['close']
                    #print(tradingsymbol, instrument_token, last_price, open, high, low, close)
                    dfi.loc[len(dfi)] = [tradingsymbol, instrument_token, timestamp, last_price, open, high, low, close,
                                         volume, oi]
                    df = df.append(dfi, ignore_index=True)
                    df.to_csv("C://db//options//JAN2020.csv")
                    print(len(df),datetime.datetime.now())
                    time.sleep(3)
                except Exception as e:
                    print(e)
            timenow = (datetime.datetime.now().hour * 60 + datetime.datetime.now().minute)
            if timenow > closetime :
                print("Time is above closetime")
                keep_running = False
                print("keep_running = ", keep_running)

        except Exception as e:
            print("ERROR", e)