Zerodha Kite does not provide VPIN directly
Download tick-by-tick or minute-level market data from Zerodha using Kite Connect API
Collect trade price, volume, and timestamp data for the instrument
Classify each trade as buy or sell using a trade classification method
Aggregate trades into fixed volume buckets
Compute buy volume and sell volume for each bucket
Calculate order imbalance for each bucket
Estimate VPIN as the rolling average of absolute volume imbalance divided by total volume
Use a chosen lookback window for the rolling VPIN calculation
Implement the calculation in Python or another programming language
Plot the resulting VPIN values over time for analysis
