OpenAlgo is an Excel Add-In that provides seamless integration with the OpenAlgo API for algorithmic trading. This add-in allows users to fetch market data, place and manage orders, retrieve historical data, and stream real-time market data directly from Excel.

• Account Management: Retrieve funds, order books, trade books, and position books.
• Market Data: Fetch real-time market quotes, depth, historical data, and available time intervals.
• Order Management: Place, modify, cancel, and retrieve order statuses.
• Smart & Basket Orders: Execute split, smart, and bulk orders.
• Risk Management: Close all open positions for a given strategy.
• WebSocket Streaming: Real-time market data streaming with support for LTP, Quote, and Depth modes.
• Persistent Configuration: API key and settings are saved to disk and auto-loaded on Excel restart.

• .NET 8.0 Desktop Runtime installed
• Excel-DNA Add-In (included in the project dependencies)
• Microsoft Excel (Office 365 recommended)

Before installing, ensure you are selecting the correct version based on your Excel installation.

1. Open Microsoft Excel
2. Click File > Account
3. Click About Excel
4. Look for 32-bit or 64-bit in the version details.

• If your Excel version is 64-bit > Install the 64-bit add-in (Recommended)
• If your Excel version is 32-bit > Install the 32-bit add-in

Download the OpenAlgo Excel Add-In: GitHub Releases

OpenAlgo Excel Add-In is built using Excel-DNA, which requires the .NET 8 Desktop Runtime to run.

If the add-in is not working or Excel does not recognize it, install the .NET 8 Desktop Runtime from: Download .NET 8 Desktop Runtime

After installing the runtime, restart your system and try loading the add-in again.

Function: oa_api(api_key, [version], [host_url])

This function must be called once to configure the API connection. The configuration is persisted to disk at %LOCALAPPDATA%\OpenAlgo\config.json, so you only need to call it once. On subsequent Excel sessions, the saved API key is automatically loaded.

All other functions use these stored credentials.

Parameters:

Example Usage:

=oa_api("your_api_key")
=oa_api("your_api_key", "v1", "http://127.0.0.1:5000")

Function: oa_funds()

Returns a table with available funds and margin details (available cash, collateral, M2M realized/unrealized, utilised debits).

=oa_funds()

Function: oa_orderbook()

Returns a table with all orders placed during the session (Symbol, Action, Exchange, Quantity, Order Status, Order ID, Price, Price Type, Trigger Price, Product, Timestamp).

=oa_orderbook()

Function: oa_tradebook()

Returns a table with all executed trades (Symbol, Exchange, Action, Quantity, Product, Timestamp, Trade Value, Average Price, Order ID).

=oa_tradebook()

Function: oa_positionbook()

Returns a table with all open positions (Symbol, Exchange, Quantity, Product, Average Price).

=oa_positionbook()

Function: oa_holdings()

Returns a table with all holdings in the demat account (Symbol, Exchange, Quantity, Product, Pnl, Pnl Percent).

=oa_holdings()

Function: oa_quotes(symbol, exchange)

Returns market price details for the given symbol (LTP, open, high, low, close, volume, etc.).

=oa_quotes("RELIANCE", "NSE")

Function: oa_depth(symbol, exchange)

Returns order book depth showing LTP, Volume, Ask Price/Quantity, and Bid Price/Quantity levels.

=oa_depth("RELIANCE", "NSE")

Function: oa_history(symbol, exchange, interval, start_date, end_date)

Returns historical OHLCV data in a table (Ticker, Date, Time IST, Open, High, Low, Close, Volume).

=oa_history("RELIANCE", "NSE", "1m", "2024-12-01", "2024-12-31")

Function: oa_intervals()

Returns a list of all supported candle intervals grouped by category (Seconds, Minutes, Hours, Days, Weeks, Months).

=oa_intervals()

Function: oa_placeorder(strategy, symbol, action, exchange, pricetype, product, [quantity], [price], [trigger_price], [disclosed_quantity])

=oa_placeorder("MyStrategy", "INFY", "BUY", "NSE", "LIMIT", "MIS", 10, 1500, 0, 0)

Function: oa_placesmartorder(strategy, symbol, action, exchange, pricetype, product, [quantity], [position_size], [price], [trigger_price], [disclosed_quantity])

Smart orders automatically manage position sizing based on the current position.

=oa_placesmartorder("SmartStrat", "INFY", "BUY", "NSE", "MARKET", "MIS", 10, 0, 0, 0, 0)

Function: oa_basketorder(strategy, orders)

Place multiple orders at once by referencing an Excel range containing order details.

The referenced range must contain 9 columns in this exact order:

=oa_basketorder("MyStrategy", A2:I5)

Function: oa_splitorder(strategy, symbol, action, exchange, [quantity], [splitsize], [pricetype], [product], [price], [trigger_price], [disclosed_quantity])

Splits a large order into smaller chunks to reduce market impact.

=oa_splitorder("MyStrategy", "RELIANCE", "BUY", "NSE", 100, 10, "MARKET", "MIS", 0, 0, 0)

Function: oa_modifyorder(strategy, orderid, symbol, action, exchange, [quantity], [pricetype], [product], [price], [trigger_price], [disclosed_quantity])

=oa_modifyorder("MyStrategy", "241700000023457", "RELIANCE", "BUY", "NSE", 1, "LIMIT", "MIS", 2500, 0, 0)

Function: oa_cancelorder(strategy, orderid)

=oa_cancelorder("MyStrategy", "241700000023457")

Function: oa_cancelallorder(strategy)

Cancels all open orders for the given strategy.

=oa_cancelallorder("MyStrategy")

Function: oa_closeposition(strategy)

=oa_closeposition("MyStrategy")

Function: oa_orderstatus(strategy, orderid)

=oa_orderstatus("MyStrategy", "241700000023457")

Function: oa_openposition(strategy, symbol, exchange, product)

=oa_openposition("MyStrategy", "INFY", "NSE", "MIS")

WebSocket functions provide real-time streaming market data directly in Excel cells. The add-in handles connection, authentication, and subscription automatically.

1. Call =oa_api("your_key") once to set your API key (persisted to disk for future sessions)
2. Use any WebSocket data function - it auto-connects and auto-subscribes
3. Cells update continuously in real-time

Function: oa_ws_connect([url])

Connects to the WebSocket server and authenticates. If the API key was previously set via oa_api(), the connection authenticates automatically. The function waits for the API key if oa_api() hasn't been evaluated yet during recalculation.

=oa_ws_connect()
=oa_ws_connect("ws://127.0.0.1:8765")
=oa_ws_connect("wss://yourdomain.com/ws")

Function: oa_ws_status()

Returns the current WebSocket connection state (Open, Closed, Connecting, Disconnected).

=oa_ws_status()

These volatile functions update continuously in real-time. They automatically connect to the WebSocket server and subscribe to the required data feed if not already subscribed.

Function: oa_ws_ltp(symbol, exchange)

Returns a real-time last traded price value that updates automatically.

=oa_ws_ltp("RELIANCE", "NSE")

Function: oa_ws_quote(symbol, exchange)

Returns a real-time market quote table (LTP, open, high, low, close, volume, etc.) that updates automatically.

=oa_ws_quote("RELIANCE", "NSE")

Function: oa_ws_depth(symbol, exchange, [depth_level])

Returns a real-time order book depth table showing Bid Orders, Bid Qty, Bid Price, LTP, Ask Price, Ask Qty, Ask Orders.

=oa_ws_depth("RELIANCE", "NSE")
=oa_ws_depth("RELIANCE", "NSE", 5)

Function: oa_ws_field(symbol, exchange, field, [mode])

Retrieve a specific data field from the WebSocket stream.

=oa_ws_field("RELIANCE", "NSE", "ltp")
=oa_ws_field("RELIANCE", "NSE", "volume", 2)

Data functions auto-subscribe, so manual subscription management is optional. Use these when you need fine-grained control.

Function: oa_ws_subscribe(symbol, exchange, mode, [depth_level])

=oa_ws_subscribe("RELIANCE", "NSE", 1)
=oa_ws_subscribe("RELIANCE", "NSE", 3, 5)

Functions:

=oa_ws_unsubscribe("RELIANCE", "NSE", 1)
=oa_ws_unsubscribe_ltp("RELIANCE", "NSE")
=oa_ws_unsubscribe_quote("RELIANCE", "NSE")
=oa_ws_unsubscribe_depth("RELIANCE", "NSE")
=oa_ws_unsubscribe_all()

Function: oa_ws_subscriptions()

Returns a table of all active WebSocket subscriptions.

=oa_ws_subscriptions()

Function: oa_ws_debug(symbol, exchange, mode)

Shows subscription status and cached data for debugging purposes.

=oa_ws_debug("RELIANCE", "NSE", 2)

' Step 1: Set API key (only needed once, persisted to disk)
=oa_api("your_api_key")

' Step 2: Connect to WebSocket
=oa_ws_connect()

' Step 3: Use data functions - they auto-subscribe
Cell A1: =oa_ws_ltp("RELIANCE", "NSE")
Cell A2: =oa_ws_ltp("TCS", "NSE")
Cell A3: =oa_ws_ltp("INFY", "NSE")
Cell B1: =oa_ws_field("RELIANCE", "NSE", "volume", 2)
Cell B2: =oa_ws_field("TCS", "NSE", "volume", 2)
Cell B3: =oa_ws_field("INFY", "NSE", "volume", 2)

' All cells update continuously in real-time

' Step 4: Clean up when done
=oa_ws_unsubscribe_all()

• If functions return #VALUE!, check if API credentials are set correctly using =oa_api().
• Ensure the OpenAlgo backend is running and accessible at the configured Host URL.
• Ensure the OpenAlgo WebSocket server is running (default: ws://127.0.0.1:8765).
• WebSocket logs are written to %LOCALAPPDATA%\OpenAlgo\websocket.log.
• Configuration is saved at %LOCALAPPDATA%\OpenAlgo\config.json.

• Call =oa_api("your_api_key") once to configure the API connection. The key is persisted and auto-loaded on future Excel sessions.
• Test in OpenAlgo Analyzer Mode before using in live markets.
• All order functions use strategy as the first parameter for consistency.
• By default, missing optional parameters in order functions default to 0.
• WebSocket data functions (oa_ws_ltp, oa_ws_quote, oa_ws_depth, oa_ws_field) are volatile and recalculate automatically.

• Issues: Report issues at the repository's issue tracker.
• Contributions: PRs are welcome to improve features, documentation, or bug fixes.
• License: OpenAlgo is open-source and distributed under the AGPL-3.0 License.

• OpenAlgo API Docs
• Excel-DNA Documentation

The creators of this add-in are not responsible for any issues, losses, or damages that may arise from its use. It is strongly recommended to test all functionalities in OpenAlgo Analyzer Mode before applying them to live trading. Always verify API responses and exercise caution while executing trades.