REST and WebSocket APIs for market data, orders, portfolio and strategy control — with a sandbox that runs on virtual capital and live market data.
The AlphaSync API gives programmatic access to market data, order management, portfolio state and strategy control — the same infrastructure behind the platform UI. All endpoints accept and return JSON over HTTPS.
Authenticate with a scoped API key sent as a Bearer token. Keys are created from Settings → Data & Privacy (Enterprise accounts) and carry explicit scopes — request only what your application needs.
| Scope | Grants |
|---|---|
| market:read | Quotes, candles, option chains, indices |
| orders:read | Orderbook and order status |
| orders:write | Place, modify and cancel orders |
| portfolio:read | Positions, holdings, P&L |
| strategies:manage | Start/stop strategies, read signals |
| Category | Limit | Notes |
|---|---|---|
| Market data (REST) | 10 req/s | Use WebSocket streams for continuous data |
| Orders | Per exchange-mandated thresholds | Throttled automatically for SEBI/exchange compliance |
| Other endpoints | 5 req/s | Burst up to 20 |
Every response includes X-RateLimit-Remaining and X-RateLimit-Reset headers. Exceeding a limit returns 429 with a retry_after field — back off and retry; repeated abuse suspends the key.
Live quote — LTP, OHLC, bid/ask depth, volume, OI for derivatives.
Historical OHLCV candles. Intervals: 1m, 5m, 15m, 1h, 1d. Up to 5 years of history.
Full option chain with per-strike IV, Greeks, OI and chain analytics (PCR, max pain, expected move).
Benchmark indices snapshot — NIFTY 50, SENSEX, BANK NIFTY, NIFTY IT.
Place an order. Automated orders are tagged with your algo ID automatically.
List orders with filters: status, side, product, source (manual / algo / alpha_auto), date range.
Single order with full lifecycle history.
Cancel a pending order.
Open positions with side, quantity, average price, LTP and M2M.
Delivery holdings with average cost and current value.
P&L summary — realised, unrealised, gross exposure, win rate. Periods: today, week, month, custom range.
List your strategies with status, symbol, template and risk parameters.
Start live evaluation. Strategy trades during market hours within its configured limits.
Stop the strategy. Open positions remain yours to manage (or square off via the orders API).
Signal log with timestamps, direction, confidence and the indicator readings behind each signal.
Strategy creation is currently done in the platform UI (no-code builder); the API controls execution and reads telemetry. Programmatic strategy definition is planned for a future version.
For continuous data, connect to the stream endpoint and subscribe to channels. One connection supports multiple subscriptions.
| Channel | Pushes |
|---|---|
| ticks | Live prices for subscribed instruments |
| orders | Order lifecycle events (placed, filled, rejected, cancelled) |
| positions | Position and M2M updates |
| signals | Strategy and Alpha Auto signals as they fire |
The server sends ping every 30s; reply pong or the connection is dropped. Reconnect with exponential backoff.
Errors return a consistent envelope:
| HTTP | Code | Meaning |
|---|---|---|
| 400 | invalid_request | Malformed parameters or body |
| 401 | unauthorized | Missing or invalid API key |
| 403 | forbidden | Key lacks the required scope or IP not whitelisted |
| 404 | not_found | Unknown instrument, order or strategy |
| 422 | risk_check_failed | Pre-trade risk engine rejected the order (reason in message) |
| 429 | rate_limited | Limit exceeded — honour retry_after |
| 503 | market_closed | Endpoint requires an open market session |
The Python SDK wraps the REST and WebSocket APIs with typed helpers:
Questions or access requests: alphasync@vianmax.com.