Open Source Codebase
We actively maintain and contribute to open-source tools used in trading system development and market data analysis. All packages are available on Bitbucket.
TradingAPI
Unified Python library for broker integrations with Indian brokers, offering consistent APIs for execution and market data access.
Key Features
- • Unified broker interfaces across multiple brokers (FivePaisa, Shoonya, FlatTrade, ICICIDirect)
- • Order management with support for combo orders, trigger prices, and stop-loss
- • Historical market data access with flexible date ranges and periodicity
- • Automatic symbol code mapping and parsing for futures/options
- • Date-based commission calculation with automatic selection
- • Structured logging with context and runtime log level toggling
- • Redis integration for order tracking
Use Cases
- • Multi-broker trading system deployment
- • Automated order execution across different broker APIs
- • Historical data collection and analysis
- • Symbol normalization across broker-specific formats
- • Commission tracking and reporting
Chameli
Utilities for trading calendars, holidays, date handling, options pricing, and market-related calculations.
Key Features
- • Business day calculations and holiday handling for NSE and other exchanges
- • Market timing utilities and timezone-aware datetime operations
- • Options expiry date calculations
- • Black-Scholes model implementation for European options pricing
- • Greeks calculations (Delta, Gamma, Theta, Vega)
- • Implied volatility calculations
- • Web scraping capabilities and R file reading/writing
- • Centralized YAML-based configuration management
Use Cases
- • Trading calendar management and business day calculations
- • Options pricing and risk analysis
- • Time-to-maturity calculations for derivatives
- • Market timing validation and timezone conversions
- • Exchange-specific holiday and expiry date handling
OHLC Utils
Financial data analysis utilities for OHLC datasets, indicators, transformations, and charting.
Key Features
- • Wide range of technical indicators (moving averages, beta calculations, trend analysis)
- • Support and resistance level identification
- • Data resampling for changing timeframes
- • Beta and ratio adjustments for OHLC data
- • Supertrend and VWAP implementations
- • Heikin-Ashi transformations
- • Interactive candlestick charts with Plotly
- • Multiple indicator overlays and custom layouts
Use Cases
- • Technical analysis and indicator calculation
- • Market data visualization and charting
- • Strategy backtesting with transformed data
- • Support/resistance level identification
- • Beta-adjusted performance analysis
- • Multi-timeframe analysis