Get positions (day + net)

"Positions" cover intraday (MIS) trades and open F&O positions — anything not yet settled into demat holdings.

positions = kite.positions()
print(positions["day"])   # opened and/or closed today
print(positions["net"])   # cumulative, carried-forward view

Per-position fields:

{
  "tradingsymbol": "NIFTY24DEC24500CE",
  "exchange": "NFO",
  "product": "NRML",
  "quantity": 50,             # positive = net long, negative = net short
  "average_price": 182.5,
  "last_price": 195.3,
  "pnl": 640.0,               # unrealised, mark-to-market
  "realised": 0.0,
  "unrealised": 640.0,
  "multiplier": 1,
  "buy_quantity": 50,
  "sell_quantity": 0,
}

day vs net — don't confuse them

• day resets every session — only reflects today's activity. Use this to check what your bot itself has done today (e.g. "have I already entered this position this session?").
• net is the actual current exposure, including F&O/MIS positions carried from a prior day under NRML. Use this for real risk calculations — total exposure, margin usage, what needs to be squared off.

def get_open_positions(kite) -> list[dict]:
    return [p for p in kite.positions()["net"] if p["quantity"] != 0]

Common bug

Iterating positions()["net"] without filtering quantity != 0 — closed positions still appear in the list with quantity: 0 and stale pnl values from when they were open. Always filter before treating a position as "currently held."

Next: 017 — CNC vs MIS vs NRML