Upstox Node Js SDK for API v2

Introduction

The official Node.js client for communicating with the Upstox API.

Upstox API is a set of rest APIs that provide data required to build a complete investment and trading platform. Execute orders in real time, manage user portfolio, stream live market data (using Websocket), and more, with the easy to understand API collection.

• API version: v2
• Build package: io.swagger.codegen.v3.generators.javascript.JavaScriptClientCodegen

This SDK is automatically generated by the Swagger Codegen project.

Documentation.

Upstox API Documentation

Installation

For Node.js

npm

npm install upstox-js-sdk --save

Examples

Sample Implementations can be found within /examples folder.

• Websocket Market data
• Websocket Order updates

Sandbox Mode

We recommend using the sandbox environment for testing purposes. To enable sandbox mode, set the sandbox flag to true in the client object.

let UpstoxClient = require("upstox-js-sdk");
let sandboxClient = new UpstoxClient.ApiClient(true);
sandboxClient.authentications["OAUTH2"].accessToken = "SANDBOX_ACCESS_TOKEN";


let apiInstance = new UpstoxClient.OrderApiV3();
let body = new UpstoxClient.PlaceOrderV3Request(1,UpstoxClient.PlaceOrderV3Request.ProductEnum.D,
    UpstoxClient.PlaceOrderV3Request.ValidityEnum.DAY, 0,"NSE_EQ|INE528G01035",UpstoxClient.PlaceOrderV3Request.OrderTypeEnum.MARKET,
    UpstoxClient.PlaceOrderV3Request.TransactionTypeEnum.BUY,0,0,true);
let opt = {"slice": true}
apiInstance.placeOrder(body, opt, (error, data, response) => {
  if (error) {
    console.log("error->" + JSON.stringify(error));
  } else {
    console.log('API called successfully. Returned data: ' + JSON.stringify(data));
  }
});

To learn more about the sandbox environment and the available sandbox APIs, please visit the Upstox API documentation - Sandbox.

Algo Name Support

The SDK supports passing an algorithm ID for order tracking and management. When provided, the SDK will pass the algo ID as X-Algo-Name header.

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = "ACCESS_TOKEN";

let apiInstance = new UpstoxClient.OrderApiV3();
let body = new UpstoxClient.PlaceOrderV3Request(1,UpstoxClient.PlaceOrderV3Request.ProductEnum.D,
    UpstoxClient.PlaceOrderV3Request.ValidityEnum.DAY, 0,"NSE_EQ|INE528G01035",UpstoxClient.PlaceOrderV3Request.OrderTypeEnum.MARKET,
    UpstoxClient.PlaceOrderV3Request.TransactionTypeEnum.BUY,0,0,true);
let opt = {"slice": true}

apiInstance.placeOrder(body, opt, (error, data, response) => {
  if (error) {
    console.log("error->" + JSON.stringify(error));
  } else {
    console.log('API called successfully. Returned data: ' + JSON.stringify(data));
  }
}, "your-algo-name");

Other order methods (modify, cancel, etc.) follow the same pattern by accepting an optional algo name as the last parameter.

Documentation for API Endpoints

• Place, Modify, and Cancel Order APIs are relative to https://api-hft.upstox.com
• All other APIs are relative to https://api.upstox.com

API Name	HTTP Request	Class	Documentation	Sample Codes
Expired Instruments
Get Expiries	GET /v2/expired-instruments/expiries	ExpiredInstrumentApi	API Reference	Sample Code
Get Expired Option Contracts	GET /v2/expired-instruments/option/contract	ExpiredInstrumentApi	API Reference	Sample Code
Get Expired Future Contracts	GET /v2/expired-instruments/future/contract	ExpiredInstrumentApi	API Reference	Sample Code
Get Expired Historical Candle Data	GET /v2/expired-instruments/historical-candle/{expired_instrument_key}/{interval}/{to_date}/{from_date}	ExpiredInstrumentApi	API Reference	Sample Code
Login
Get Token	POST /v2/login/authorization/token	LoginApi	API Reference	Sample Code
Access Token Request	POST /v3/login/auth/token/request/{client_id}	LoginApi	API Reference	Sample Code
Logout	DELETE /v2/logout	LoginApi	API Reference	Sample Code
User
Get Profile	GET /v2/user/profile	UserApi	API Reference	Sample Code
Get User Fund Margin	GET /v2/user/get-funds-and-margin	UserApi	API Reference	Sample Code
Charges
Get Brokerage	GET /v2/charges/brokerage	ChargeApi	API Reference	Sample Code
Margins
Margin	POST /v2/charges/margin	ChargeApi	API Reference	Sample Code
Orders
Place Order V3	POST /v3/order/place	OrderApiV3	API Reference	Sample Code
Place Multi Order	POST /v2/order/multi/place	OrderApi	API Reference	Sample Code
Modify Order V3	PUT /v3/order/modify	OrderApiV3	API Reference	Sample Code
Cancel Order V3	DELETE /v3/order/cancel	OrderApiV3	API Reference	Sample Code
Cancel Multi Order	DELETE /v2/order/multi/cancel	OrderApi	API Reference	Sample Code
Exit All Position	POST /v2/order/positions/exit	OrderApi	API Reference	Sample Code
Get Order Details	GET /v2/order/details	OrderApi	API Reference	Sample Code
Get Order History	GET /v2/order/history	OrderApi	API Reference	Sample Code
Get Trades By Order	GET /v2/order/trades	OrderApi	API Reference	Sample Code
Get Trade History	GET /v2/order/trades/get-trades-for-day	OrderApi	API Reference	Sample Code
GTT Order
Place GTT Order	POST /v3/order/gtt/place	OrderApiV3	API Reference	Sample Code
Modify GTT Order	PUT /v3/order/gtt/modify	OrderApiV3	API Reference	Sample Code
Cancel GTT Order	DELETE /v3/order/gtt/cancel	OrderApiV3	API Reference	Sample Code
Get GTT Order Details	GET /v3/order/gtt	OrderApiV3	API Reference	Sample Code
Portfolio
Get Positions	GET /v2/portfolio/short-term-positions	PortfolioApi	API Reference	Sample Code
Get MTF Positions	GET /v3/portfolio/mtf	PortfolioApi	API Reference	Sample Code
Convert Positions	PUT /v2/portfolio/convert-position	PortfolioApi	API Reference	Sample Code
Get Holdings	GET /v2/portfolio/long-term-holdings	PortfolioApi	API Reference	Sample Code
Trade Profit And Loss
Get Report Meta Data	GET /v2/trade/profit-loss/metadata	TradeProfitAndLossApi	API Reference	Sample Code
Get Profit And Loss Report	GET /v2/trade/profit-loss/data	TradeProfitAndLossApi	API Reference	Sample Code
Get Trade Charges	GET /v2/trade/profit-loss/charges	TradeProfitAndLossApi	API Reference	Sample Code
Historical Data
Get Historical Candle Data V3	GET /v3/historical-candle	HistoryV3Api	API Reference	Sample Code
Get Intra Day Candle Data V3	GET /v3/intra-day-candle	HistoryV3Api	API Reference	Sample Code
Market Quote
Get Full Market Quote	GET /v2/market-quote/quotes	MarketQuoteApi	API Reference	Sample Code
Get Market Quote OHLC	GET /v2/market-quote/ohlc	MarketQuoteApi	API Reference	Sample Code
LTP V3	GET /v3/market-quote/ltp	MarketQuoteV3Api	API Reference	Sample Code
Option Greek	GET /v3/market-quote/greeks	MarketQuoteV3Api	API Reference	Sample Code
Market Information
Get Market Holidays	GET /v2/market/holidays	MarketHolidaysAndTimingsApi	API Reference	Sample Code
Get Market Timings	GET /v2/market/timings	MarketHolidaysAndTimingsApi	API Reference	Sample Code
Get Market Status	GET /v2/market/status	MarketHolidaysAndTimingsApi	API Reference	Sample Code
Option Chain
Get Option Contracts	GET /v2/option/contract	OptionsApi	API Reference	Sample Code
Get PC Option Chain	GET /v2/option/chain	OptionsApi	API Reference	Sample Code

Documentation for Feeder Functions

Connecting to the WebSocket for market and portfolio updates is streamlined through two primary Feeder functions:

1. MarketDataStreamer: Offers real-time market updates, providing a seamless way to receive instantaneous information on various market instruments.
2. PortfolioDataStreamer: Delivers updates related to the user's orders, enhancing the ability to track order status and portfolio changes effectively.

Both functions are designed to simplify the process of subscribing to essential data streams, ensuring users have quick and easy access to the information they need.

Detailed Explanation of Feeder Functions

MarketDataStreamer

The MarketDataStreamerV3 function is designed for effortless connection to the market WebSocket, enabling users to receive instantaneous updates on various instruments. The following example demonstrates how to quickly set up and start receiving market updates for selected instrument keys:

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = <ACCESS_TOKEN>;

const streamer = new UpstoxClient.MarketDataStreamerV3(["MCX_FO|426268", "MCX_FO|427608"], "full");
streamer.connect();

streamer.on("message", (data) => {
  const feed = data.toString("utf-8");
  console.log(feed);
});

In this example, you first authenticate using an access token, then instantiate MarketDataStreamerV3 with specific instrument keys and a subscription mode. Upon connecting, the streamer listens for market updates, which are logged to the console as they arrive.

Feel free to adjust the access token placeholder and any other specifics to better fit your actual implementation or usage scenario.

Exploring the MarketDataStreamerV3 Functionality

Modes

• ltpc: ltpc provides information solely about the most recent trade, encompassing details such as the last trade price, time of the last trade, quantity traded, and the closing price from the previous day.
• full: The full option offers comprehensive information, including the latest trade prices, D5 depth, 1-minute, 30-minute, and daily candlestick data, along with some additional details.
• full_d30: full_d30 includes Full mode data plus 30 market level quotes.
• option_greeks: Contains only option greeks.

Functions

1. constructor MarketDataStreamerV3(instrumentKeys, mode): Initializes the streamer with optional instrument keys and mode (full, ltpc, full_d30 or option_greeks).
2. connect(): Establishes the WebSocket connection.
3. subscribe(instrumentKeys, mode): Subscribes to updates for given instrument keys in the specified mode. Both parameters are mandatory.
4. unsubscribe(instrumentKeys): Stops updates for the specified instrument keys.
5. changeMode(instrumentKeys, mode): Switches the mode for already subscribed instrument keys.
6. disconnect(): Ends the active WebSocket connection.
7. autoReconnect(enable, interval, retryCount): Customizes auto-reconnect functionality. Parameters include a flag to enable/disable it, the interval(in seconds) between attempts, and the maximum number of retries.

Events

• open: Emitted upon successful connection establishment.
• close: Indicates the WebSocket connection has been closed.
• message: Delivers market updates.
• error: Signals an error has occurred.
• reconnecting: Announced when a reconnect attempt is initiated.
• autoReconnectStopped: Informs when auto-reconnect efforts have ceased after exhausting the retry count.

The following documentation includes examples to illustrate the usage of these functions and events, providing a practical understanding of how to interact with the MarketDataStreamerV3 effectively.

1. Subscribing to Market Data on Connection Open with MarketDataStreameV3

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = <ACCESS_TOKEN>;

const streamer = new UpstoxClient.MarketDataStreamerV3();
streamer.connect();

// Subscribe to instrument keys upon the 'open' event
streamer.on("open", () => {
  streamer.subscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full");
});

// Handle incoming market data messages
streamer.on("message", (data) => {
  const feed = data.toString("utf-8");
  console.log(feed);
});

2. Subscribing to Instruments with Delays

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = <ACCESS_TOKEN>;

const streamer = new UpstoxClient.MarketDataStreamerV3();
streamer.connect();

// Subscribe to the first set of instrument keys immediately upon connection
streamer.on("open", () => {
  streamer.subscribe(["NSE_EQ|INE020B01018"], "full");
  
  // Subscribe to another set of instrument keys after a delay
  setTimeout(() => {
    streamer.subscribe(["NSE_EQ|INE467B01029"], "full");
  }, 5000); // 5-second delay before subscribing to the second set
});

// Handle incoming market data messages
streamer.on("message", (data) => {
  const feed = data.toString("utf-8");
  console.log(feed);
});

3. Subscribing and Unsubscribing to Instruments

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = <ACCESS_TOKEN>;

const streamer = new UpstoxClient.MarketDataStreamerV3();
streamer.connect();

// Subscribe to instrument keys immediately upon connection
streamer.on("open", () => {
  console.log("Connected. Subscribing to instrument keys.");
  streamer.subscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full");
  
  // Unsubscribe after a delay
  setTimeout(() => {
    console.log("Unsubscribing from instrument keys.");
    streamer.unsubscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"]);
  }, 5000); // Adjust delay as needed
});

streamer.on("message", (data) => {
  const feed = data.toString("utf-8");
  console.log("Market Update:", feed);
});

4. Subscribe, Change Mode and Unsubscribe

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = <ACCESS_TOKEN>;

const streamer = new UpstoxClient.MarketDataStreamerV3();
streamer.connect();

// Initially subscribe to instrument keys in 'full' mode
streamer.on("open", async () => {
  console.log("Connected. Subscribing in full mode...");
  streamer.subscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "full");

  // Change mode to 'ltpc' after a short delay
  setTimeout(() => {
    console.log("Changing subscription mode to ltpc...");
    streamer.changeMode(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"], "ltpc");
  }, 5000); // 5-second delay

  // Unsubscribe after another delay
  setTimeout(() => {
    console.log("Unsubscribing...");
    streamer.unsubscribe(["NSE_EQ|INE020B01018", "NSE_EQ|INE467B01029"]);
  }, 10000); // 10 seconds after subscription
});

// Setup event listeners to log messages, errors, and closure
streamer.on("message", (data) => {
  const feed = data.toString("utf-8");
  console.log("Market Update:", feed);
});
streamer.on("error", (error) => console.error("Error:", error));
streamer.on("close", () => console.log("Connection closed."));

5. Disable Auto-Reconnect

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = <ACCESS_TOKEN>;

const streamer = new UpstoxClient.MarketDataStreamerV3();
streamer.connect();

// Disable auto-reconnect feature
streamer.autoReconnect(false);

streamer.on("autoReconnectStopped", (data) => {
  console.log(data);
});

6. Modify Auto-Reconnect parameters

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = <ACCESS_TOKEN>;

const streamer = new UpstoxClient.MarketDataStreamerV3();
streamer.connect();

// Modify auto-reconnect parameters: enable it, set interval to 10 seconds, and retry count to 3
streamer.autoReconnect(true, 10, 3);

PortfolioDataStreamer

Connecting to the Portfolio WebSocket for real-time order updates is straightforward with the PortfolioDataStreamer function. Below is a concise guide to get you started on receiving updates:

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = "<ACCESS_TOKEN>";

const streamer = new UpstoxClient.PortfolioDataStreamer();
streamer.connect();

streamer.on("message", (data) => {
  const feed = data.toString("utf-8");
  console.log(feed);
});

This example demonstrates initializing the PortfolioDataStreamer, connecting it to the WebSocket, and setting up an event listener to receive and print order updates. Replace <ACCESS_TOKEN> with your valid access token to authenticate the session.

Exploring the PortfolioDataStreamer Functionality

Functions

1. constructor PortfolioDataStreamer(orderUpdate = true, positionUpdate = false, holdingUpdate = false, gttUpdate = false): Initializes the streamer with options to receive different types of updates.
2. connect(): Establishes the WebSocket connection.
3. disconnect(): Ends the active WebSocket connection.
4. autoReconnect(enable, interval, retryCount): Customizes auto-reconnect functionality. Parameters include a flag to enable/disable it, the interval(in seconds) between attempts, and the maximum number of retries.

Update Types

• orderUpdate: Receive regular order updates (enabled by default)
• positionUpdate: Receive position updates (disabled by default)
• holdingUpdate: Receive holding updates (disabled by default)
• gttUpdate: Receive GTT order updates (disabled by default)

Events

• open: Emitted upon successful connection establishment.
• close: Indicates the WebSocket connection has been closed.
• message: Delivers portfolio updates.
• error: Signals an error has occurred.
• reconnecting: Announced when a reconnect attempt is initiated.
• autoReconnectStopped: Informs when auto-reconnect efforts have ceased after exhausting the retry count.

Example with all update types enabled:

let UpstoxClient = require("upstox-js-sdk");
let defaultClient = UpstoxClient.ApiClient.instance;
var OAUTH2 = defaultClient.authentications["OAUTH2"];
OAUTH2.accessToken = "<ACCESS_TOKEN>";

// Enable all update types: orders, positions, holdings, and GTT orders
const streamer = new UpstoxClient.PortfolioDataStreamer(true, true, true, true);
streamer.connect();

streamer.on("message", (data) => {
  const feed = data.toString("utf-8");
  console.log(feed);
});