Portfolio

Access and manage your portfolio including positions, holdings, order book, and trade book through the PyArrow SDK.

The SDK returns the API data payload directly (not wrapped in { "status", "data" }). Field names below were verified against live edge.arrow.trade responses.

Positions

get_positions() returns a list of position objects (day and carry-forward activity per instrument).

from pyarrow_client import ArrowClient

client = ArrowClient(app_id="your_app_id")
# ... authenticate ...

positions = client.get_positions()

for position in positions:
    print(f"{position['symbol']} ({position['exchange']})")
    print(f"  Net qty: {position['qty']} | Product: {position['product']}")
    print(f"  Day buy: {position['dayBuyQty']} @ avg {position['dayBuyAvgPrice']}")
    print(f"  Day sell: {position['daySellQty']} @ avg {position['daySellAvgPrice']}")
    ltp = position.get("ltp") or "0"
    if ltp and ltp != "0":
        print(f"  LTP: {ltp}")
    print("-" * 40)

Sample response

{
  "userID": "AJ0001",
  "token": "1398464",
  "exchange": "MCXFO",
  "symbol": "GOLDPETAL30JUN26F",
  "segment": "FO",
  "product": "M",
  "qty": "0",
  "avgPrice": "0",
  "dayBuyQty": "1",
  "daySellQty": "1",
  "dayBuyAmount": "14675",
  "dayBuyAvgPrice": "14675",
  "daySellAmount": "14673",
  "daySellAvgPrice": "14673",
  "carryForwardBuyQty": "0",
  "carryForwardSellQty": "0",
  "carryForwardBuyAmount": "0",
  "carryForwardBuyAvgPrice": "0",
  "carryForwardSellAmount": "0",
  "carryForwardSellAvgPrice": "0",
  "carryForwardAvgPrice": "",
  "ltp": "0",
  "tickSize": "1",
  "lotSize": "1",
  "close": "0",
  "optionType": "XX"
}

Position fields

Field	Type	Description
userID	string	User identifier
token	string	Instrument token
exchange	string	Exchange code (e.g. NSE, NFO, MCXFO)
symbol	string	Trading symbol
segment	string	Segment (e.g. CM, FO)
product	string	Product type (I / C / M)
qty	string	Net position quantity
avgPrice	string	Average entry price
dayBuyQty	string	Intraday buy quantity
daySellQty	string	Intraday sell quantity
dayBuyAmount	string	Intraday buy notional
dayBuyAvgPrice	string	Intraday buy average price
daySellAmount	string	Intraday sell notional
daySellAvgPrice	string	Intraday sell average price
carryForwardBuyQty	string	Carry-forward buy quantity
carryForwardSellQty	string	Carry-forward sell quantity
carryForwardBuyAmount	string	Carry-forward buy amount
carryForwardBuyAvgPrice	string	Carry-forward buy average price
carryForwardSellAmount	string	Carry-forward sell amount
carryForwardSellAvgPrice	string	Carry-forward sell average price
carryForwardAvgPrice	string	Carry-forward average price (may be empty)
ltp	string	Last traded price (may be "0" or empty off-hours)
tickSize	string	Tick size
lotSize	string	Lot size
close	string	Previous close
optionType	string	Option type for derivatives (e.g. CE, PE, XX)

Optional fields

Older REST samples also list realisedPnL, unrealisedMarkToMarket, breakEvenPrice, accountID, and upload-price fields. Those keys were not present on a live MCXFO position row (flat qty: "0"). They may appear on other segments or when P&L is populated — use .get() when reading them.

See also Positions API.

Holdings

get_holdings() returns a list of delivery holdings.

holdings = client.get_holdings()

for holding in holdings:
    symbols = holding.get("symbols", [])
    primary = symbols[0] if symbols else {}
    print(f"Symbol: {primary.get('tradingSymbol', 'N/A')}")
    print(f"Qty: {holding['qty']} | Sellable: {holding.get('sellableQty', '0')}")
    print(f"Avg price: {holding['avgPrice']}")
    print("-" * 40)

Holdings fields

Field	Type	Description
symbols	list	Per-exchange entries: symbol, tradingSymbol, exchange, token, isin
qty	string	Total quantity
avgPrice	string	Average purchase price
usedQty	string	Quantity already used
t1Qty	string	T+1 quantity
depositoryQty	string	Depository quantity
collateralQty	string	Collateral quantity
pendingCollateralQty	string	Pending collateral quantity
brokerCollateralQty	string	Broker collateral quantity
authorizedQty	string	Authorized quantity
unPledgedQty	string	Unpledged quantity
nonPOAQty	string	Non-POA quantity
haircut	string	Collateral haircut
effectiveQty	string	Effective holding quantity
sellableQty	string	Quantity available to sell
ltp	string	Last traded price (may be empty off-hours)
pnl	string	P&L (may be empty until LTP is populated)
close	string	Previous close

Order Book

get_order_book() returns a list of order events for the day. The SDK parses orderTime to epoch seconds when it matches YYYY-MM-DDTHH:MM:SS.

orders = client.get_order_book()

for order in orders:
    print(f"Order ID: {order['id']}")
    print(f"Symbol: {order['symbol']} ({order['exchange']})")
    print(f"Type: {order['transactionType']} {order['order']}")
    print(f"Qty: {order['quantity']} @ {order['price']}")
    print(f"Status: {order['orderStatus']}")
    if order.get("rejectReason"):
        print(f"Reason: {order['rejectReason']}")
    print("-" * 40)

Order book fields (common)

Field	Type	Description
id	string	Order identifier (use for modify/cancel)
userID	string	User identifier
accountID	string	Account identifier
exchange	string	Exchange code
symbol	string	Trading symbol
token	string	Instrument token
orderStatus	string	PENDING, OPEN, COMPLETE, CANCELLED, REJECTED, etc.
reportType	string	Event type (e.g. Fill, Rejected)
transactionType	string	B (buy) or S (sell)
order	string	LMT, MKT, etc.
product	string	I, C, M
quantity	string	Order quantity
price	string	Order price
disclosedQuantity	string	Disclosed quantity
cumulativeFillQty	string	Filled quantity so far
fillShares	string	Fill quantity in this update
fillPrice	string	Fill price in this update
averagePrice	string	Average execution price
orderTime	int	Order time (epoch seconds after SDK parsing)
rejectReason	string	Present when rejected
remarks	string	Order tag
validity	string	DAY, IOC, etc.
orderTriggerPrice	string	Trigger price for stop orders
tickSize	string	Tick size
lotSize	string	Lot size
pricePrecision	string	Price decimal precision
orderSource	string	e.g. API, WEB
algoType	string	e.g. NONE

Trade Book

get_trade_book() returns a list of executed trades. The SDK may parse fillTime when present.

trades = client.get_trade_book()

for trade in trades:
    print(f"Order ID: {trade.get('orderID', 'N/A')}")
    print(f"Symbol: {trade['symbol']} ({trade['exchange']})")
    print(f"Fill: {trade.get('fillQuantity', trade.get('quantity'))} @ {trade.get('fillPrice')}")
    print(f"Time: {trade.get('fillTime', '')}")
    print("-" * 40)

Trade book fields

Field	Type	Description
orderID	string	Related order identifier
userID	string	User identifier
accountID	string	Account identifier
exchange	string	Exchange code
symbol	string	Trading symbol
token	string	Instrument token
quantity	string	Trade quantity
product	string	Product type
transactionType	string	B or S
order	string	Order type
fillID	string	Exchange fill identifier
fillPrice	string	Execution price
fillQuantity	string	Executed quantity
fillShares	string	Fill shares
averagePrice	string	Average price
fillTime	string	Fill timestamp (YYYY-MM-DD HH:MM:SS)
exchangeOrderID	string	Exchange order ID
tickSize	string	Tick size
lotSize	string	Lot size
pricePrecision	string	Price precision
orderSource	string	Order source
algoType	string	Algorithm type

Note

Trade rows use orderID, not orderNo. Use trade.get("orderID").

User Limits & Funds

get_user_limits() returns a dict with allocations (per segment) and margin (account summary).

limits = client.get_user_limits()

for allocation in limits.get("allocations", []):
    print(f"Segment: {allocation.get('segment')}")
    print(f"  Cash current: {allocation.get('cashCurrent')}")

margin = limits.get("margin", {})
print(f"Allocated: {margin.get('allocated')}")
print(f"Usable margin: {margin.get('usableMargin')}")
print(f"Net PnL: {margin.get('netPnl')}")

Margin summary fields (live)

Field	Description
allocated	Total allocated margin
utilized	Margin utilized
usableMargin	Margin available for trading
netPnl	Net P&L
mtmLoss	Mark-to-market loss
totalCash	Total cash
totalCashEq	Total cash equivalent
totalNoncash	Total non-cash collateral
cashAvailableForCNC	Cash available for CNC
cashAvailableForOptionBuy	Cash available for option buys
brokerage	Brokerage component
spanMargin	SPAN margin
exposureMargin	Exposure margin
totalMargin	Total margin

Allocation fields

Field	Description
segment	CM, FO, MCX, etc.
cashCurrent	Current cash
cashOpening	Opening cash
cashEqCurrent	Current cash equivalent
cashEqOpening	Opening cash equivalent
nonCashCurrent	Current non-cash
nonCashOpening	Opening non-cash

See Funds API for additional REST reference.

User Details

user = client.get_user_details()

print(f"User ID: {user.get('id')}")
print(f"Name: {user.get('name')}")
print(f"Email: {user.get('email')}")

Complete Example

from pyarrow_client import ArrowClient

def portfolio_dashboard(client):
    user = client.get_user_details()
    print(f"Welcome, {user.get('name', 'Trader')}!")

    limits = client.get_user_limits()
    margin = limits.get("margin", {})
    print(f"Usable margin: {margin.get('usableMargin', '0')}")

    holdings = client.get_holdings()
    print(f"Holdings: {len(holdings)} instruments")

    positions = client.get_positions()
    print(f"Position rows: {len(positions)}")

    orders = client.get_order_book()
    open_orders = [o for o in orders if o.get("orderStatus") in ("PENDING", "OPEN")]
    print(f"Today's orders: {len(orders)} ({len(open_orders)} open)")

    trades = client.get_trade_book()
    print(f"Trades executed: {len(trades)}")

client = ArrowClient(app_id="your_app_id")
# ... authenticate ...
portfolio_dashboard(client)