Marketfeed api - sample python code error

Hardik · March 7, 2024, 4:39am

Welcome to Dhan Community!

If you want to subscribe to two different formats of data, you can do the same by subscribing to packets with the required subscription code. You can use subscribe_instruments function for the same.

In case you want to establish two different socket connections itself, you will have to run it on two different terminal.

saisaigraph · April 30, 2024, 7:04am

Hi Hardik

Please notice the LTT difference of 1 minute in the websocket data for crudeoil
I am using the above code of yours, please let me know any suggestions.

Received:
{‘type’: ‘Previous Close’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘prev_close’: ‘28.70’, ‘prev_OI’: 1159344128}
2024-04-30 12:25:06.224369 - <class ‘dict’> - {‘type’: ‘Previous Close’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘prev_close’: ‘28.70’, ‘prev_OI’: 1159344128}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.80’, ‘LTT’: ‘12:21:22’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.80’, ‘LTT’: ‘12:27:08’}
2024-04-30 12:27:08.497690 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.80’, ‘LTT’: ‘12:27:08’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.80’, ‘LTT’: ‘12:27:08’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.20’, ‘LTT’: ‘12:27:29’}
2024-04-30 12:29:26.957504 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.20’, ‘LTT’: ‘12:27:29’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.60’, ‘LTT’: ‘12:29:26’}
2024-04-30 12:29:29.709710 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.60’, ‘LTT’: ‘12:29:26’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.60’, ‘LTT’: ‘12:29:26’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.50’, ‘LTT’: ‘12:29:27’}
2024-04-30 12:29:29.773128 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.50’, ‘LTT’: ‘12:29:27’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.50’, ‘LTT’: ‘12:29:27’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.20’, ‘LTT’: ‘12:30:07’}
2024-04-30 12:31:26.956118 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.20’, ‘LTT’: ‘12:30:07’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.40’, ‘LTT’: ‘12:31:26’}
2024-04-30 12:31:42.128144 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.40’, ‘LTT’: ‘12:31:26’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.80’, ‘LTT’: ‘12:31:42’}
2024-04-30 12:31:43.324319 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘31.80’, ‘LTT’: ‘12:31:42’}
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘30.50’, ‘LTT’: ‘12:36:11’}

saisaigraph · April 30, 2024, 7:19am

Sorry this is working now . It looks like i have been closing the file:

with open(f"{fname}{datetime.date.today()}.csv",‘a’,newline=‘’) as file:
writer = csv.writer(file)
print_log(message)
exchng_seg = message[‘exchange_segment’]
sec_id = message[‘security_id’]
ltp = message[‘LTP’]
ltt = message[‘LTT’]
row = [exchng_seg, sec_id, ltp, ltt]
writer.writerow(row)
#file.close()

After commenting file.close it appears to be working .
Thanks

saisaigraph · April 30, 2024, 8:50am

Running into the same issue again receiving ticks very slowly looks like there is a gap of 20 to 30 seconds and more sometimes

Commented all the code and just using the base code:

async def on_message(instance, message):
print_log("Received: " , print_console=True)
print_log(message, print_console=True)

Looks like there is a 1 minute delay happening screenshot below also

Received:
2024-04-30 14:14:47.367632 - <class ‘str’> - Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.00’, ‘LTT’: ‘14:13:15’}
2024-04-30 14:14:47.380721 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.00’, ‘LTT’: ‘14:13:15’}
CRUDEOIL
2024-04-30 14:14:49.537246 - <class ‘str’> - CRUDEOIL
Received:
{‘type’: ‘Previous Close’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘prev_close’: ‘28.70’, ‘prev_OI’: 1159344128}
2024-04-30 14:14:49.561809 - <class ‘dict’> - {‘type’: ‘Previous Close’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘prev_close’: ‘28.70’, ‘prev_OI’: 1159344128}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.00’, ‘LTT’: ‘14:13:15’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.10’, ‘LTT’: ‘14:15:45’}
2024-04-30 14:15:55.875883 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.10’, ‘LTT’: ‘14:15:45’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.70’, ‘LTT’: ‘14:15:54’}
2024-04-30 14:15:55.918546 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.70’, ‘LTT’: ‘14:15:54’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.70’, ‘LTT’: ‘14:15:54’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.70’, ‘LTT’: ‘14:15:57’}
2024-04-30 **14:16:07.**419726 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.70’, ‘LTT’: ‘14:15:57’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.70’, ‘LTT’: '14:16:07’}
2024-04-30 14:17:01.826983 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.70’, ‘LTT’: ‘14:16:07’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.00’, ‘LTT’: '14:17:01’}
2024-04-30 14:17:38.922890 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.00’, ‘LTT’: ‘14:17:01’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.00’, ‘LTT’: '14:17:38’}
2024-04-30 14:17:42.688781 - <class ‘dict’> - {‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.00’, ‘LTT’: ‘14:17:38’}
CRUDEOIL

I have run it again the delay is gradually increasing which defeats the purpose of webscokets:

Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘27.90’, ‘LTT’: ‘15:07:12’}
CRUDEOIL
Received:
{‘type’: ‘Previous Close’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘prev_close’: ‘28.70’, ‘prev_OI’: 1159344128}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.70’, ‘LTT’: ‘15:08:20’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.70’, ‘LTT’: ‘15:08:29’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.70’, ‘LTT’: ‘15:08:56’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.70’, ‘LTT’: ‘15:08:56’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.70’, ‘LTT’: ‘15:09:08’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.60’, ‘LTT’: ‘15:09:58’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.60’, ‘LTT’: ‘15:09:58’}
CRUDEOIL
Received:
{‘type’: ‘Ticker Data’, ‘exchange_segment’: 5, ‘security_id’: 428868, ‘LTP’: ‘28.60’, ‘LTT’: ‘15:11:06’}
CRUDEOIL

Hardik · April 30, 2024, 10:08am

Hello @saisaigraph

I checked this, even running the code on my local system. It seems to be working as expected, where the data is getting updated as and when there is change in price. You can verify the data updates on Dhan or any other platform as well.