barathgb007/upstox-python-data

This project is a Python toolkit for pulling stock market data from Upstox, an Indian brokerage, specifically for NSE indices like NIFTY and BANKNIFTY and their futures and options contracts. The author built it for their own algorithmic trading project and shared it after noticing many people in an online community struggling just to get clean price data working. The toolkit is organized into several files, each handling a different job. One file wraps Upstox's REST API to fetch spot prices, option chains, historical candles, India VIX values, and figures like foreign and domestic investor activity. Another file handles a live WebSocket connection for real time price ticks, order book depth, and option Greeks such as delta and theta. A background poller keeps a constantly updated cache of prices and can detect sudden price spikes. There is also a simulated paper trading broker that models realistic costs, including brokerage, taxes, and slippage from bid ask spreads, so a strategy can be tested without risking real money. Setup requires creating a developer account with Upstox, generating an access token for market data, and installing the Python dependencies listed in the project. The README includes runnable example scripts for each major feature, such as fetching an option chain, streaming live ticks, or running a simulated trade. It also shows how to extend the toolkit to individual stocks beyond the built in indices by adding their instrument codes. This project is aimed at developers and traders building their own trading strategies in Python who need a working data layer for the Indian stock market, and it assumes basic familiarity with financial terms like options, open interest, and put call ratios.