nepse-data-api

Python library for Nepal Stock Exchange (NEPSE)

nepse-data-api is a Python library for accessing market data from the Nepal Stock Exchange. It handles authentication, token management, and data scrambling automatically.

✨ Features

• ✅ 26+ API Endpoints - Complete NEPSE data coverage (Live Market, Floorsheets, Depth, etc.)
• ✅ WASM Authentication - Secure, automated token generation and management
• ✅ Smart Caching - Built-in caching layer (5700x faster for repeated requests)
• ✅ Async Support - Full async/await support for high-concurrency applications
• ✅ Validated Data - Accurate and reliable market information

🚀 Quick Start

pip install nepse-data-api

from nepse_data_api import Nepse

# Initialize
nepse = Nepse()

# Get live market data
stocks = nepse.get_stocks()
print(f"Total listed stocks: {len(stocks)}")

# Get market status
status = nepse.get_market_status()
print(f"Market is currently: {status['isOpen']}")

# Get top gainers
gainers = nepse.get_top_gainers(limit=5)
for stock in gainers:
    print(f"{stock['symbol']}: {stock['lastTradedPrice']} ({stock['percentageChange']}%)")

📖 API Reference

Market Overview

# Market status (open/close)
status = nepse.get_market_status()

# Market summary (turnover, transactions)
summary = nepse.get_market_summary()

# NEPSE main index
index = nepse.get_nepse_index()

# All sector indices
sectors = nepse.get_sub_indices()

Stock Data

from datetime import date

# Live stock prices (all stocks)
stocks = nepse.get_stocks()

# Historical prices for a specific date (e.g., today)
today = date.today().strftime("%Y-%m-%d")
stocks = nepse.get_stocks(date=today)

# Specific security details
# Use security ID from company list
details = nepse.get_security_details(security_id)

# Historical chart data
# Fetch chart for a date range (YYYY-MM-DD)
chart = nepse.get_historical_chart(58, start_date="2026-01-01", end_date=today)

Top Performers

# Top gainers
gainers = nepse.get_top_gainers(limit=10)

# Top losers
losers = nepse.get_top_losers(limit=10)

# Top by turnover / trade / transaction
turnover = nepse.get_top_turnover()
trades = nepse.get_top_trade()
trans = nepse.get_top_transaction()

Company Information

# Company news
news = nepse.get_company_news(symbol="NABIL")

# Dividend & AGM
dividends = nepse.get_dividends(symbol="NABIL")
agm = nepse.get_agm(symbol="NABIL")

# Metadata
companies = nepse.get_company_list()
securities = nepse.get_security_list()

Trading Data

# Market depth (Order Book)
depth = nepse.get_market_depth(symbol="NABIL")

# Floorsheet (Transactions)
floorsheet = nepse.get_floorsheet(symbol="NABIL")

# Daily trade statistics for a specific date
stats = nepse.get_daily_trade(date="2026-02-12")

⚡ Advanced Features

Caching

The library includes a built-in LRU caching layer to respect NEPSE's server load and improve performance.

# Customize cache TTL (default: 30s)
nepse = Nepse(cache_ttl=120, enable_cache=True)

# Force fresh data for a single request
stocks = nepse.get_stocks(use_cache=False)

# Manually clear cache
nepse.clear_cache()

Async Support

For web applications or high-frequency polling, use AsyncNepse.

import asyncio
from nepse_data_api import AsyncNepse

async def main():
    nepse = AsyncNepse()
    
    # Parallel fetching
    status, stocks = await asyncio.gather(
        nepse.get_market_status(),
        nepse.get_stocks()
    )
    print(status, len(stocks))

asyncio.run(main())

📊 Performance

Operation	Fresh Request	Cached	Improvement
Market Status	~48ms	~0.01ms	5700x
Stock List	~180ms	~0.02ms	12000x
Top Gainers	~52ms	~0.01ms	5200x

📁 Project Structure

nepse-data-api/
├── README.md              # Documentation
├── LICENSE                # MIT License
├── setup.py               # Package config
└── nepse_data_api/        # Source code
    ├── __init__.py        # Exports
    ├── market.py          # NEPSE & AsyncNepse classes
    ├── security.py        # Token & Security utilities
    └── version.py         # Version info

🤝 Contributing

Contributions are welcome!

1. Fork the repository
2. Create feature branch (git checkout -b feature/amazing-feature)
3. Commit changes (git commit -m 'Add amazing feature')
4. Push to branch (git push origin feature/amazing-feature)
5. Open a Pull Request

⚠️ Disclaimer & Legal

FOR EDUCATIONAL PURPOSES ONLY

This library interfaces with publicly accessible APIs from the Nepal Stock Exchange (NEPSE). It is not affiliated with, endorsed by, or connected to NEPSE in any official capacity.

• Data Attribution: All data is the property of Nepal Stock Exchange Ltd.
• No Warranty: The software is provided "as is", without warranty of any kind.
• Use Responsibly: Please respect NEPSE's servers. The built-in caching is designed to prevent abuse; do not disable it unless necessary.
• Not Financial Advice: Data retrieved via this library should not be the sole basis for financial decisions.

License: MIT License - See LICENSE for details.