Blitz module¶

Blitz SDK for Python.

pip install blitzSDK

The library¶

Blitz provides a comprehensive set of APIs for building trading and investment applications. With Blitz, you can place orders instantly, monitor portfolios, access live market data through WebSockets, and leverage a variety of trading features using a simple, unified HTTP interface.

Getting started¶

from blitzSDK import AuthClient, MarketDataClient

# Step 1: Authenticate
auth_client = AuthClient(app_key="your_app_key_here", user_id="USER123")

# Step 2: Generate Access Token
access_token = auth_client.get_access_token()
print("Access Token:", access_token)

# Step 3: Initialize Market Data Client
market_client = MarketDataClient(app_key="your_app_key_here", user_id="USER123")

# Step 4: Fetch LTP for instruments
ltp_data = market_client.get_ltp(["NSE|RELIANCE", "NSE|TCS"])
print("LTP Data:", ltp_data)

Output

Access Token: eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9...
Downloading instruments...
Loaded 85313 instruments.
INFO:root:App login successful.
Matched → Symbol: NSECM|RELIANCE | Instrument ID: 1010010000002885
Matched → Symbol: NSECM|TCS | Instrument ID: 1010010000011536
LTP Response: {'data': {
    '1010010000002885': {'InstrumentID': 1010010000002885, 'InstrumentName': 'RELIANCE', 'LTP': 1422.7}, '1010010000011536': {'InstrumentID': 1010010000011536, 'InstrumentName': 'TCS', 'LTP': 3507.8}},
    'status': 'success'
    }

Class: AuthClient¶

class AuthClient

Methods¶

`init`¶

def __init__(self, app_key: str, user_id: str)

Source code

def __init__(self, app_key: str, user_id: str):
    self.app_key = app_key
    self.user_id = user_id
    self.auth_base_url = "http://182.70.127.254:44347"
    self.access_token = None

Authentication of the client.

Parameters

Parameter	Type	Required	Description
`app_key`	`string`	Yes	Unique key provided to the client for API authentication.
`user_id`	`string`	Yes	Unique identifier of the client or account used for login.

Example:

auth = AuthClient(app_key="abc123xyz", user_id="U12345")

`get_access_token`¶

def get_access_token(self):

Source Code

def get_access_token(self):
    """Return the access token, logging in if necessary."""
    if not self.access_token:
        self._app_login()
    return self.access_token

Return the access token of the client

Class: MarketDataClient¶

class MarketDataClient

The MarketDataClient class provides access to live and historical market data through REST and WebSocket APIs.
It manages authentication, connection setup, and streaming of real-time tick data.

Methods¶

`init`¶

def __init__(self, app_key: str, user_id: str)

Source Code

def __init__(self, app_key: str, user_id: str):
    self.app_key = app_key
    self.user_id = user_id
    self.api_base_url = API_BASE_URL
    self.api_hist_base_url = API_BASE_URL
    self.auth_client = AuthClient(app_key, user_id)
    self._ensure_logged_in()
    self.ws_client = MarketDataWebSocketClient(self.access_token)
    self.ws_client.set_on_connect(self.on_connect)
    self.ws_client.set_on_close(self.on_close)
    self._on_tick = None

Initializes a new instance of the MarketDataClient class.
This client is responsible for connecting to live and historical market data endpoints and managing WebSocket communication for real-time updates.

Parameters

Parameter	Type	Required	Description
`app_key`	`string`	Yes	Unique application key provided to the client during registration. Used for API authentication.
`user_id`	`string`	Yes	Unique user identifier assigned by the broker or platform. Used to link API calls to a specific client account.

Example:

auth = MarketDataClient(app_key="abc123xyz", user_id="U12345")

`get_ltp`¶

def get_ltp(self, instrument_ids)

Source Code

def get_ltp(self, instrument_ids):
    payload = {"InstrumentIds": instrument_ids}
    return self._send_request("/marketfeed/ltp", payload)

Fetches the Last Traded Price (LTP) for one or more instruments from the market data API.

Parameters

Parameter	Type	Required	Description
`instrument_ids`	`list` or `array`	Yes	A list of instrument IDs (symbols or tokens) for which the last traded price is to be fetched.

Example

# Example: Get LTP for multiple instruments
ltp_data = client.get_ltp(["NSE|TCS", "NSE|RELIANCE", 1010010002000001])

print(ltp_data)
# Example Response:
# LTP Response: {'data': {
#   '1010010000002885': {'InstrumentID': 1010010000002885, 'InstrumentName': 'RELIANCE', 'LTP': 1420.2},       
#   '1010010000011536': {'InstrumentID': 1010010000011536, 'InstrumentName': 'TCS', 'LTP': 3500.3},             
#   '1010010002000001': {'InstrumentID': 1010010002000001, 'InstrumentName': 'NIFTY 50', 'LTP': 24834.3}},  
#   'status':'success'}

`get_option_chain`¶

def get_option_chain(self, symbol, expiry_date)

Source Code

def get_option_chain(self, symbol, expiry_date):
    payload = {"symbol": symbol, "expiryDate": expiry_date}
    return self._send_request("/marketfeed/optionChain", payload)

Retrieves the Option Chain data for a given underlying symbol and expiry date.
This includes all available strike prices along with their corresponding call (CE) and put (PE) option details.

Parameters

Parameter	Type	Required	Description
`symbol`	`string`	Yes	The underlying asset symbol (e.g., `NIFTY`, `BANKNIFTY`, or an equity symbol).
`expiry_date`	`string`	Yes	Expiry date of the options contract in `YYYY-MM-DD` format.

Example

# Example: Get Option Chain for NIFTY
option_chain = client.get_option_chain(symbol="NIFTY", expiry_date="2025-05-29")

print(option_chain)
# Example Response:
# {
#     "status": "success",
#     "data": {
#         "spotPrice": 24813.5,
#         "expiryDate": "2025-05-29",
#         "atm": 24800,
#         "chains": [
#             {
#                 "strikePrice": 23800,
#                 "callOption": {
#                     "gamma": 0,
#                     "vega": 0,
#                     "theta": 0,
#                     "delta": 1,
#                     "oiPercentage": 0,
#                     "oi": 0,
#                     "ltp": 1042.8,
#                     "iv": 0.2,
#                     "price": 1013.5,
#                     "rho": 0
#                 },
#                 "putOption": {
#                     "gamma": 0,
#                     "vega": 0,
#                     "theta": 0,
#                     "delta": 0,
#                     "oiPercentage": 0,
#                     "oi": 0,
#                     "ltp": 8.85,
#                     "iv": 0.2,
#                     "price": 0,
#                     "rho": 0
#                 }
#             },
#             {
#                 "strikePrice": 23850,
#                 "callOption": {
#                     "gamma": 0,
#                     "vega": 0,
#                     "theta": 0,
#                     "delta": 1,
#                     "oiPercentage": 0,
#                     "oi": 0,
#                     "ltp": 990.5,
#                     "iv": 0.2,
#                     "price": 963.5,
#                     "rho": 0
#                 },
#                 "putOption": {
#                     "gamma": 0,
#                     "vega": 0,
#                     "theta": 0,
#                     "delta": 0,
#                     "oiPercentage": 0,
#                     "oi": 0,
#                     "ltp": 10.25,
#                     "iv": 0.2,
#                     "price": 0,
#                     "rho": 0
#                 }
#             },
#             ...
#         ]
#     }
# }

`get_quote`¶

def get_quote(self, instrument_ids)

Retrieves detailed market quotes for one or more instruments.
This method provides complete quote information — including last traded price, volume, and other key market data fields.

Parameters

Parameter	Type	Required	Description
`instrument_ids`	`list` or `array`	Yes	A list of instrument IDs (symbols or tokens) for which the full market quote is to be fetched.

Example

# Example: Get full quote details for instruments
quote_data = client.get_quote(["NSECM|RELIANCE", "NSECM|TCS", 1010010002000001])

print("Quote Response:", quote_data)
# Example Response:
# Quote Response:
# {
#     'data': {
#         '1010010000002885': {
#             'InstrumentID': 1010010000002885,
#             'ExchangeSegment': 1,
#             'ExchangeInstrumentID': 2885,
#             'InstrumentName': 'RELIANCE',
#             'Timestamp': 1748339153,
#             'LTP': 1419.4,
#             'LTQ': 74,
#             'LTT': 1748339153,
#             'ATP': 1422.41,
#             'VTT': 1651139,
#             'TBQ': 0,
#             'TSQ': 0,
#             'OI': 0,
#             'Open': 1426.1000000000001,
#             'High': 1429.7,
#             'Low': 1418.1000000000001,
#             'Close': 1434.8,
#             'BidLevel': [
#                 {'Qty': 1, 'Price': 1419.3, 'Orders': 1},
#                 {'Qty': 7, 'Price': 1419.2, 'Orders': 7},
#                 {'Qty': 24, 'Price': 1419.1000000000001, 'Orders': 24},
#                 {'Qty': 148, 'Price': 1419, 'Orders': 148},
#                 {'Qty': 11, 'Price': 1418.9, 'Orders': 11}
#             ],
#             'AskLevel': [
#                 {'Qty': 1, 'Price': 1419.4, 'Orders': 1},
#                 {'Qty': 4, 'Price': 1419.5, 'Orders': 4},
#                 {'Qty': 4, 'Price': 1419.6000000000001, 'Orders': 4},
#                 {'Qty': 3, 'Price': 1419.7, 'Orders': 3},
#                 {'Qty': 8, 'Price': 1419.8, 'Orders': 8}
#             ]
#         },
#         ...
#     },
#     'status': 'success'
# }

`get_historical_data`¶

def get_historical_data(self, instrument: str, from_date: str, to_date: str)

Source Code

def get_historical_data(self, instrument, from_date, to_date):
    """Fetch historical market data for a specific instrument and date range."""
    payload = {
        "instrument": instrument,
        "from": from_date,
        "to": to_date
    }
    return self._send_request("/marketfeed/historicalData", payload)

Fetches historical market data (OHLC – Open, High, Low, Close) for a specific instrument over a given date range.
This method is useful for backtesting, analytics, and visualizing past market trends.

Parameters

Parameter	Type	Required	Description
`instrument`	`string`	Yes	The instrument ID or symbol for which historical data is to be fetched.
`from_date`	`string`	Yes	Start date of the historical data range in `YYYY-MM-DD` format.
`to_date`	`string`	Yes	End date of the historical data range in `YYYY-MM-DD` format.

Example

# Example: Fetch historical data for RELIANCE
historical_data = client.get_historical_data(
    instrument="NSECM|RELIANCE",
    from_date="2025-09-01",
    to_date="2025-09-15"
)

print(historical_data)
# Example Response:
# {
#   "instrument": "NSE|RELIANCE",
#   "data": [
#       {
#           "date": "2025-09-01",
#           "open": 2450.0,
#           "high": 2470.0,
#           "low": 2435.0,
#           "close": 2462.5,
#           "volume": 1250000
#       },
#       {
#           "date": "2025-09-02",
#           "open": 2463.0,
#           "high": 2488.0,
#           "low": 2450.5,
#           "close": 2475.8,
#           "volume": 1178000
#       },
#       ...
#   ]
# }

`subscribe_market_data`¶

def subscribe_market_data(self, instrument_ids)

Source Code

def subscribe_market_data(self, instrument_ids):
    """Subscribe to live market data."""
    pass

Subscribes to live market data for one or more instruments through a WebSocket connection.
Once subscribed, the client will start receiving real-time tick updates for the specified instruments.

Parameters

Parameter	Type	Required	Description
`instrument_ids`	`list` or `array`	Yes	A list of instrument IDs (symbols or tokens) to subscribe to for live market data updates.

Example

# Example: Subscribe to live market data
client.subscribe_market_data(["NSECM|RELIANCE", "NSECM|TCS", 1010010002000001])

# Response:

# New tick data received: MessageCode: 1502
# ID: 1010010000002885
# MarketDepthMessage {
#   InstrumentID: 1010010000002885
#   ExchangeSegment: NSECM
#   ExchangeInstrumentID: 2885
#   InstrumentName: "RELIANCE"
#   TimeStamp: 1748339705
#   LTP: 1418.7
#   LTQ: 7
#   LTT: 1748339705
#   ATP: 1421.8700000000001
#   VTT: 1948737
#   Open: 1426.1000000000001
#   High: 1429.7
#   Low: 1417.5
#   Close: 1434.8
#   BestBidLevel {
#     Qty: 270
#     Price: 1418.7
#     Orders: 1
#   }
#   BestBidLevel {
#     Qty: 322
#     Price: 1418.4
#     Orders: 5
#   }
#   BestBidLevel {
#     Qty: 385
#     Price: 1418.3
#     Orders: 7
#   }
#   BestBidLevel {
#     Qty: 1227
#     Price: 1418.2
#     Orders: 10
#   }
#   BestBidLevel {
#     Qty: 1978
#     Price: 1418.1000000000001
#     Orders: 17
#   }
#   BestAskLevel {
#     Qty: 363
#     Price: 1418.8
#     Orders: 2
#   }
#   BestAskLevel {
#     Qty: 379
#     Price: 1418.9
#     Orders: 1
#   }
#   BestAskLevel {
#     Qty: 730
#     Price: 1419
#     Orders: 3
#   }
#   BestAskLevel {
#     Qty: 193
#     Price: 1419.1000000000001
#     Orders: 3
#   }
#   BestAskLevel {
#     Qty: 415
#     Price: 1419.2
#     Orders: 10
#   }
# }
# ...
#
# New tick data received: MessageCode: 1502
# ID: 1010010000011536
# MarketDepthMessage {
#   InstrumentID: 1010010000011536
#   ExchangeSegment: NSECM
#   ExchangeInstrumentID: 11536
#   InstrumentName: "TCS"

# ...
#
# New tick data received: MessageCode: 1505
# IndexDataListMessage {
#   IndexDataList {
#     InstrumentID: 1010010002000001
#     ExchangeSegment: NSECM
#     ExchangeInstrumentID: 2000001
#     IndexName: "NIFTY 50"
#     TimeStamp: 1748339706
#     Last: 24787.55
#     Open: 24956.65
#     High: 24976.100000000002
#     Low: 24765.75
#     Close: 25001.15
#     YearlyHigh: 26277.350000000002
#     YearlyLow: 21281.45
#   }
# }
# ...

`unsubscribe_market_data`¶

def unsubscribe_market_data(self, instrument_ids)

Source Code

def unsubscribe_market_data(self, instrument_ids):
    """Unsubscribe from market data through WebSocket."""
    if self._is_connected():
        self.ws_client.unsubscribe(instrument_ids)
        logging.info(f"Unsubscribed from instrument IDs: {instrument_ids}")
    else:
        logging.error("WebSocket is not connected. Cannot unsubscribe.")

Unsubscribes from live market data for one or more instruments through the active WebSocket connection.
Once unsubscribed, the client will stop receiving tick updates for the specified instruments.

Parameters

Parameter	Type	Required	Description
`instrument_ids`	`list` or `array`	Yes	A list of instrument IDs (symbols or tokens) to unsubscribe to for live market data updates.

Example

# Example: Unubscribe to live market data
client.unsubscribe_market_data(["NSE|RELIANCE"])

# Response:
# Unsubscribed from: NSE|RELIANCE

`on_connect`¶

def on_connect(self)

Source Code

def on_connect(self):
    """Callback when WebSocket connects."""
    self.ws_client.start()
    logging.info("WebSocket connected successfully.")

Confirmation when the websocket is connected.

`on_close`¶

def on_close(self)

Source Code

def on_close(self, close_status_code, close_msg):
    """Callback when WebSocket closes."""
    logging.warning(f"WebSocket closed: {close_status_code}, {close_msg}")

Callback when websocket closes

`connect_ws`¶

def connect_ws(self)

Source Code

def connect_ws(self):
    """Start WebSocket if not already connected."""
    if not self._is_connected():
        self.ws_client.start()
        time.sleep(2)
    else:
        logging.info("WebSocket already connected.")

Start the websocket if not started.

`stop_websocket`¶

def stop_websocket(self)

Source Code

def stop_websocket(self):
    """Stop the WebSocket connection."""
    if self.ws_client:
        self.ws_client.stop()
        logging.info("WebSocket stopped.")

Stop the websocket connection

Web Socket Connection¶

MarketDataWebSocketClient¶

Methods¶

`__init_`¶

def __init__(self, app_key: str, user_id: str)

Source code

def __init__(self, access_token: str):
    self.access_token = access_token
    self.web_base_url = f"{Web_Base_URL}{self.access_token}"

    self.ws = None
    self.thread = None

    self.reconnect = True
    self.ping_interval = 30
    self.last_ping_time = time.time()
    self._heartbeat_thred = None

    self.on_massage_callback = None
    self.on_connect_callback = None
    self.on_close_callback = None

Initializes the WebSocket client with authentication and default configurations.

`set_on_message`¶

def set_on_message(self, callback)

Registers a custom function to handle incoming WebSocket messages.

Parameter: callback — a function that processes each received message.

`set_on_connect(callback)`¶

def set_on_connect(self, callback)

Registers a custom function to execute when the WebSocket connection is successfully established.

Parameter: callback — a function called once the connection opens.

`set_on_close`¶

def set_on_close(callback)

Registers a custom function to execute when the WebSocket connection closes.

Parameter: callback — a function called when the connection is terminated.

def subscribe(instrument_ids)

Subscribes to live market data updates for the specified instruments.

Parameters : instrument_ids (list | str): One or more instrument IDs to subscribe to.

`unsubscribe`¶

def unsubscribe(instrument_ids)

Unubscribes to live market data updates for the specified instruments.

Parameters : instrument_ids (list | str): One or more instrument IDs to unsubscribe to.

`on_message`¶

def on_message(self, ws, message)

Handles incoming WebSocket messages from the market data stream.

Parameters:

Name	Type	Description
`ws`	`WebSocket`	The active WebSocket connection instance.
`message`	`str`	The base64-encoded market data message received from the server.

Description:
Decodes the incoming message from Base64, parses it into a MarketDataMessageBase Protobuf object, and invokes the user-defined on_message_callback (if set).
If message parsing fails, an error is logged for debugging purposes.

Source Code

def on_message(self, ws, message):
    try:
        logging.debug(f"Raw message received: {message}")  
        decoded = base64.b64decode(message)  
        md_message = marketdata_pb2.MarketDataMessageBase()
        md_message.ParseFromString(decoded)

        if self.on_message_callback:
            self.on_message_callback(md_message)


    except Exception as e:
        logging.error(f"Failed to parse WebSocket message: {e}")

`on_close`¶

def on_close(ws, close_status_code, close_msg)

Handles WebSocket connection closure events and manages reconnection logic.

Parameters:

Name	Type	Description
`ws`	`WebSocket`	The active WebSocket connection instance.
`close_status_code`	`int`	The status code indicating why the WebSocket was closed.
`close_msg`	`str`	The close message returned by the server, if any.

Description:
Logs the WebSocket disconnection details and triggers the user-defined on_close_callback (if set).
If auto-reconnect is enabled (self.reconnect is True), waits for 5 seconds before attempting to reconnect automatically.

Source Code

def on_close(self, ws, close_status_code, close_msg):
    logging.warning(f"WebSocket closed: {close_status_code}, {close_msg}")

    if self.on_close_callback:
        self.on_close_callback(close_status_code, close_msg)

    if self.reconnect:
        logging.info("Attempting to reconnect in 5 seconds...")
        time.sleep(5)
        self.start()

`start`¶

def start(self)

Initializes and starts the WebSocket connection in a background thread.

Source Code

    def start(self):
    self.ws = websocket.WebSocketApp(
        self.web_base_url,
        on_message=self.on_message,
        on_error=self.on_error,
        on_close=self.on_close
    )
    self.thread = threading.Thread(target=self.ws.run_forever)
    self.thread.daemon = True
    self.thread.start()

`stop`¶

def stop(self)

Stops the active WebSocket connection and disables automatic reconnection.

Source Code

    def stop(self):
    if self.ws:
        self.reconnect = False
        self.ws.close()

Blitz module¶

The library¶

Getting started¶

Class: AuthClient¶

Methods¶

__init__¶

get_access_token¶

Class: MarketDataClient¶

Methods¶

__init__¶

get_ltp¶

get_option_chain¶

get_quote¶

get_historical_data¶

subscribe_market_data¶

unsubscribe_market_data¶

on_connect¶

on_close¶

connect_ws¶

stop_websocket¶

Web Socket Connection¶

MarketDataWebSocketClient¶

Methods¶

__init_¶

set_on_message¶

set_on_connect(callback)¶

set_on_close¶

subscribe¶

unsubscribe¶

on_message¶

on_close¶

start¶

stop¶

`init`¶

`get_access_token`¶

`init`¶

`get_ltp`¶

`get_option_chain`¶

`get_quote`¶

`get_historical_data`¶

`subscribe_market_data`¶

`unsubscribe_market_data`¶

`on_connect`¶

`on_close`¶

`connect_ws`¶

`stop_websocket`¶

`__init_`¶

`set_on_message`¶

`set_on_connect(callback)`¶

`set_on_close`¶

`subscribe`¶

`unsubscribe`¶

`on_message`¶

`on_close`¶

`start`¶

`stop`¶