Trading Automation for Modern Markets

# nifty_straddle.py — NIFTY ATM Short Straddle
# Broker: Zerodha Kite  |  Market: NSE F&O

from kiteconnect import KiteConnect

class NIFTYStraddle:
    def __init__(self, api_key, access_token):
        self.kite = KiteConnect(api_key=api_key)
        self.kite.set_access_token(access_token)
        self.lot_size = 50   # NIFTY lot size

    def get_atm_strike(self) -> int:
        """Round current spot to nearest 50."""
        ltp = self.kite.ltp("NSE:NIFTY 50")
        spot = ltp["NSE:NIFTY 50"]["last_price"]
        return round(spot / 50) * 50

    def place_straddle(self, expiry: str, lots: int = 1):
        """Sell ATM CE + PE at market simultaneously."""
        strike = self.get_atm_strike()
        qty = lots * self.lot_size

        for opt in ["CE", "PE"]:
            symbol = f"NIFTY{'{'}expiry{'}'}{'{'}strike{'}'}{'{'}opt{'}'}"
            self.kite.place_order(
                variety="regular",
                exchange="NFO",
                tradingsymbol=symbol,
                transaction_type="SELL",
                quantity=qty,
                order_type="MARKET",
            )
            print(f"✓ Sold {'{'}qty{'}'} {'{'}symbol{'}'} @ market")