API Reference

Complete reference documentation for all PyArrow SDK classes, methods, and constants.

ArrowClient

The main client class for interacting with Arrow Trading APIs.

Initialization

from pyarrow import ArrowClient

client = ArrowClient(app_id="your_app_id")

Parameter	Type	Required	Description
app_id	string	✓	Your application identifier

---

Authentication Methods

login()

Exchange request token for access token.

response = client.login(request_token="token", api_secret="secret")

Parameter	Type	Required	Description
request_token	string	✓	Token from OAuth callback
api_secret	string	✓	Your application secret

Returns: Dict[str, str] - User data with access token

---

auto_login()

Automated login with credentials and TOTP.

response = client.auto_login(
    user_id="user_id",
    password="password",
    api_secret="api_secret",
    totp_secret="totp_secret"
)

Parameter	Type	Required	Description
user_id	string	✓	User ID
password	string	✓	Account password
api_secret	string	✓	Application secret
totp_secret	string	✓	Base32 TOTP secret

Returns: Dict[str, str] - User data with access token

---

login_url()

Get the OAuth login URL.

url = client.login_url()

Returns: str - Login URL

---

set_token()

Manually set the access token.

client.set_token("your_access_token")

Parameter	Type	Required	Description
token	string	✓	Access token

Returns: None

---

get_token()

Get the current access token.

token = client.get_token()

Returns: str - Current access token

---

invalidate_session()

Clear the current session.

client.invalidate_session()

Returns: None

---

Order Methods

place_order()

Place a new trading order.

order_id = client.place_order(
    exchange=Exchange.NSE,
    symbol="RELIANCE-EQ",
    quantity=1,
    disclosed_quantity=0,
    product=ProductType.CNC,
    order_type=OrderType.LIMIT,
    variety=Variety.REGULAR,
    transaction_type=TransactionType.BUY,
    price=1450.0,
    validity=Retention.DAY
)

Parameter	Type	Required	Description
exchange	Exchange	✓	Exchange (NSE, BSE, NFO, BFO)
symbol	string	✓	Trading symbol
quantity	int	✓	Order quantity
disclosed_quantity	int	✓	Disclosed quantity (0 for none)
product	ProductType	✓	Product type (MIS, CNC, NRML)
order_type	OrderType	✓	Order type (MKT, LIMIT, SL_LMT, SL_MKT)
variety	Variety	✓	Order variety (REGULAR, COVER)
transaction_type	TransactionType	✓	Buy or Sell
price	float	✓	Order price (0 for market)
validity	Retention	✓	Order validity (DAY, IOC)
trigger_price	float	-	Trigger price for SL orders
remarks	string	-	Custom order tag

Returns: str - Order ID

---

modify_order()

Modify an existing open order.

message = client.modify_order(
    order_id="24012400000321",
    exchange=Exchange.NSE,
    symbol="RELIANCE-EQ",
    quantity=2,
    price=1500.0,
    disclosed_qty=0,
    product=ProductType.CNC,
    transaction_type=TransactionType.BUY,
    order_type=OrderType.LIMIT,
    validity=Retention.DAY,
    remarks="Modified"
)

Parameter	Type	Required	Description
order_id	string	✓	Order ID to modify
exchange	Exchange	✓	Exchange
symbol	string	✓	Trading symbol
quantity	int	✓	New quantity
price	float	✓	New price
disclosed_qty	int	✓	Disclosed quantity
product	ProductType	✓	Product type
transaction_type	TransactionType	✓	Transaction type
order_type	OrderType	✓	Order type
validity	Retention	✓	Order validity
remarks	string	-	Custom remarks

Returns: str - Modification message

---

cancel_order()

Cancel a pending order.

message = client.cancel_order(order_id="24012400000321")

Parameter	Type	Required	Description
order_id	string	✓	Order ID to cancel

Returns: str - Cancellation message

---

cancel_all_orders()

Cancel all open/pending orders.

results = client.cancel_all_orders()
# Returns: List[Tuple[order_id, status, result]]

Returns: List[Tuple] - List of (order_id, status, result) tuples

---

get_order_details()

Get detailed order history.

details = client.get_order_details(order_id="24012400000321")

Parameter	Type	Required	Description
order_id	string	✓	Order ID

Returns: List[Dict] - Order history with status changes

---

get_order_book()

Get all orders for the day.

orders = client.get_order_book()

Returns: List[Dict] - All user orders

---

get_trade_book()

Get all executed trades.

trades = client.get_trade_book()

Returns: List[Dict] - All user trades

---

Portfolio Methods

get_positions()

Get current positions.

positions = client.get_positions()

Returns: List[Dict] - Current positions

---

get_holdings()

Get delivery holdings.

holdings = client.get_holdings()

Returns: Dict - Holdings data

---

User Methods

get_user_details()

Get user profile information.

user = client.get_user_details()

Returns: Dict - User profile data

---

get_user_limits()

Get margin and trading limits.

limits = client.get_user_limits()

Returns: List[Dict] - User limits by segment

---

Margin Methods

order_margin()

Calculate margin for a single order.

margin = client.order_margin(
    exchange=Exchange.NSE,
    symbol="RELIANCE-EQ",
    quantity=100,
    product=ProductType.CNC,
    order_type=OrderType.LIMIT,
    transaction_type=TransactionType.BUY,
    price=1500.0,
    include_positions=False
)

Parameter	Type	Required	Description
exchange	Exchange	✓	Exchange
symbol	string	✓	Trading symbol
quantity	int	✓	Order quantity
product	ProductType	✓	Product type
order_type	OrderType	✓	Order type
transaction_type	TransactionType	✓	Buy or Sell
price	float	✓	Order price
include_positions	bool	-	Include existing positions

Returns: Dict - Margin requirement

---

basket_margin()

Calculate margin for multiple orders.

orders = [
    {
        "exchange": "NSE",
        "symbol": "RELIANCE-EQ",
        "quantity": "100",
        "product": ProductType.CNC,
        "order": OrderType.LIMIT,
        "transactionType": TransactionType.BUY,
        "price": "1500.00"
    }
]
margin = client.basket_margin(orders, include_positions=False)

Parameter	Type	Required	Description
orders	List[Dict]	✓	List of order dictionaries
include_positions	bool	-	Include existing positions

Returns: Dict - Combined margin requirement

---

Market Data Methods

get_quote()

Get quote for a single instrument.

quote = client.get_quote(QuoteMode.LTP, "RELIANCE-EQ", Exchange.NSE)

Parameter	Type	Required	Description
mode	QuoteMode	✓	Quote mode (LTP, OHLCV, FULL)
symbol	string	✓	Trading symbol
exchange	Exchange	✓	Exchange

Returns: Dict - Quote data

---

get_quotes()

Get quotes for multiple instruments.

quotes = client.get_quotes(
    QuoteMode.LTP,
    symbols=[("RELIANCE-EQ", Exchange.NSE), ("INFY-EQ", Exchange.NSE)]
)

Parameter	Type	Required	Description
mode	QuoteMode	✓	Quote mode
symbols	List[Tuple]	✓	List of (symbol, exchange) tuples

Returns: List[Dict] - Quote data for all symbols

---

candle_data()

Get historical candle data.

candles = client.candle_data(
    exchange=Exchange.NSE,
    token="3045",
    interval="5min",
    from_timestamp="2024-01-15T09:15:00",
    to_timestamp="2024-01-15T15:30:00",
    oi=False
)

Parameter	Type	Required	Description
exchange	Exchange	✓	Exchange
token	string	✓	Instrument token
interval	string	✓	Candle interval
from_timestamp	string	✓	Start timestamp (ISO format)
to_timestamp	string	✓	End timestamp (ISO format)
oi	bool	-	Include Open Interest

Intervals: min, 3min, 5min, 15min, 30min, hour, day

Returns: Dict - Candle data

---

get_instruments()

Get all tradable instruments.

instruments = client.get_instruments()

Returns: Any - List of instruments

---

get_holidays()

Get market holidays.

holidays = client.get_holidays()

Returns: Dict - Holiday calendar

---

get_index_list()

Get available indices.

indices = client.get_index_list()

Returns: List[Dict] - Index listings

---

get_option_chain_symbols()

Get option chain symbols.

symbols = client.get_option_chain_symbols()

Returns: Any - Option chain symbols

---

get_expiry_dates()

Get expiry dates for options (static method).

expiries = ArrowClient.get_expiry_dates("NIFTY", 2024)

Parameter	Type	Required	Description
symbol	string	✓	Underlying symbol
year	int	✓	Year

Returns: Any - Expiry dates

---

ArrowStreams

WebSocket streaming class for real-time data.

Initialization

from pyarrow import ArrowStreams

streams = ArrowStreams(
    appID="your_app_id",
    token="your_access_token",
    debug=True
)

Parameter	Type	Required	Description
appID	string	✓	Application ID
token	string	✓	Access token
debug	bool	-	Enable debug logging

---

Connection Methods

Method	Description
connect_order_stream()	Connect to order updates
connect_data_stream()	Connect to market data
connect_all()	Connect to both streams
disconnect_all()	Disconnect all streams
get_status()	Get connection status

---

Subscription Methods

Method	Description
subscribe_market_data(mode, tokens)	Subscribe to market data
unsubscribe_market_data(mode, tokens)	Unsubscribe from data

---

Event Handlers

Data Stream Events

Event	Parameters	Description
on_ticks	MarketTick	Market data received
on_connect	None	Connection established
on_disconnect	None	Connection lost
on_error	Exception	Error occurred
on_close	close_status_code, close_msg	Connection closed
on_reconnect	attempt, delay	Reconnection attempt
on_no_reconnect	None	Max attempts reached

Order Stream Events

Event	Parameters	Description
on_order_update	Dict	Order status changed

---

Constants

Exchange

from pyarrow import Exchange

Exchange.NSE   # National Stock Exchange
Exchange.BSE   # Bombay Stock Exchange
Exchange.NFO   # NSE F&O
Exchange.BFO   # BSE F&O

---

OrderType

from pyarrow import OrderType

OrderType.MKT     # Market Order
OrderType.LIMIT   # Limit Order
OrderType.SL_LMT  # Stop Loss Limit
OrderType.SL_MKT  # Stop Loss Market

---

ProductType

from pyarrow import ProductType

ProductType.MIS   # Intraday
ProductType.CNC   # Cash and Carry (Delivery)
ProductType.NRML  # Normal (F&O)

---

TransactionType

from pyarrow import TransactionType

TransactionType.BUY   # Buy (B)
TransactionType.SELL  # Sell (S)

---

Variety

from pyarrow import Variety

Variety.REGULAR  # Regular order
Variety.COVER    # Cover order

---

Retention

from pyarrow import Retention

Retention.DAY  # Day order
Retention.IOC  # Immediate or Cancel

---

QuoteMode

from pyarrow import QuoteMode

QuoteMode.LTP    # Last Traded Price
QuoteMode.OHLCV  # OHLC + Volume
QuoteMode.FULL   # Full market depth

---

DataMode

from pyarrow import DataMode

DataMode.LTPC   # LTP + Close (17 bytes)
DataMode.QUOTE  # Detailed quote (93 bytes)
DataMode.FULL   # Full depth (241 bytes)

---

MarketTick Properties

Property	Type	Mode	Description
token	int	All	Instrument token
ltp	float	All	Last traded price
mode	str	All	Data mode
close	float	All	Previous close
net_change	float	All	% change
change_flag	int	All	43(+), 45(-), 32(=)
open	float	Quote+	Open price
high	float	Quote+	High price
low	float	Quote+	Low price
volume	int	Quote+	Volume
ltq	int	Quote+	Last traded qty
avg_price	float	Quote+	Average price
total_buy_quantity	int	Quote+	Total buy qty
total_sell_quantity	int	Quote+	Total sell qty
ltt	datetime	Quote+	Last trade time
time	datetime	Quote+	Timestamp
oi	int	Quote+	Open interest
oi_day_high	int	Quote+	OI day high
oi_day_low	int	Quote+	OI day low
upper_limit	float	Full	Upper circuit
lower_limit	float	Full	Lower circuit
bids	List	Full	5 bid levels
asks	List	Full	5 ask levels

---

Error Codes

Code	Description
INVALID_TOKEN	Invalid or expired access token
INVALID_APP_ID	Invalid application ID
MARGIN_ERROR	Insufficient margin
INVALID_ORDER	Invalid order parameters
ORDER_NOT_FOUND	Order ID not found
RATE_LIMIT	API rate limit exceeded
EXCHANGE_ERROR	Exchange connectivity issue