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@adityab-angelone
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  • simplified json request and response.
  • Simplified heartbeat message and response. ping pong happens every 10 secs.
  • doesnt kill the session for subscribing and unsubscribing tokens.
  • if the client sends an unsubs request for the tokens which are not subscribed then the system will gracefully ignore the request without impacting the feed for currently subscribed tokens.
  • implemented a max of 1000 active connections per session.

TODO:

  • testing for failure of subscribtions. (basic validator is present)
  • extensive error handling
  • more clarity and testing about the 1000 active connections.

@pupattan
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Is it going to merge ?

@adityab-angelone
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adityab-angelone commented May 16, 2023 via email

@pupattan
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pupattan commented May 17, 2023

Thanks @adityab-angelone .

We don't get few fields in v2. like Vwap Average Price
any plan to get those in tick data for v2?

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I have tested this code in my local project and It's working as expected.

Here are some data that I have received -
2023-05-19 10:05:43: AngelOneTicker registerSymbol: CIPLA-EQ token = 694 2023-05-19 10:05:43: AngelOneTicker Subscribing token [{'exchangeType': 1, 'tokens': ['694']}] 2023-05-19 10:05:43: on_ticks message = {'subscription_mode': 3, 'exchange_type': 1, 'token': '694', 'sequence_number': 13456002, 'exchange_timestamp': 1684455340991, 'last_traded_price': 91450, 'subscription_mode_val': 'SNAP_QUOTE', 'last_traded_quantity': 25, 'average_traded_price': 91819, 'volume_trade_for_the_day': 1881606, 'total_buy_quantity': 177.0, 'total_sell_quantity': 0.0, 'open_price_of_the_day': 92900, 'high_price_of_the_day': 92965, 'low_price_of_the_day': 91155, 'closed_price': 92395, 'last_traded_timestamp': 1684405127, 'open_interest': 23508550, 'open_interest_change_percentage': -4654850246574609970, 'upper_circuit_limit': 100595, 'lower_circuit_limit': 82305, '52_week_high_price': 118525, '52_week_low_price': 85200, 'best_5_buy_data': [{'flag': 0, 'quantity': 0, 'price': 0, 'no of orders': 0}, {'flag': 0, 'quantity': 0, 'price': 0, 'no of orders': 0}, {'flag': 0, 'quantity': 0, 'price': 0, 'no of orders': 0}, {'flag': 0, 'quantity': 0, 'price': 0, 'no of orders': 0}, {'flag': 0, 'quantity': 0, 'price': 0, 'no of orders': 0}], 'best_5_sell_data': [{'flag': 1, 'quantity': 177, 'price': 91450, 'no of orders': 21}, {'flag': 1, 'quantity': 0, 'price': 0, 'no of orders': 0}, {'flag': 1, 'quantity': 0, 'price': 0, 'no of orders': 0}, {'flag': 1, 'quantity': 0, 'price': 0, 'no of orders': 0}, {'flag': 1, 'quantity': 0, 'price': 0, 'no of orders': 0}]}

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3 participants