General Socket - Trade Events

This WebSocket allows you to receive a live update for every trade executed against your orders.

USE CASE

Receive each execution of your orders the moment it happens, with its price and quantity.

Details

Subscribe with the trades action on the raw socket, or OnTrades in the Python SDK (callback on_trades). Nothing is delivered until you subscribe.
Each message carries a tradeNumber (generated by the exchange) with the traded quantity and price. orderNumber is the id of the order the trade occurred for.
tradedQty, tradePrice and tradeValue describe that execution. Use id to sort trades.
exchangeOrderNo is the order number provided by the exchange.
orderDateTime is in IST as DD-MM-YYYY hh:mm:ss, which differs from the DD-MMM-YYYY format used in order events.
The raw socket message uses different key names. The SDK renames them, for example id_fill to tradeNumber, id to orderNumber, qty_traded to tradedQty and price_traded to tradePrice.

Response Attributes - For trade update

Attribute	Data Type	Description
`symbol`	string	Eg: NSE:SBIN-EQ
`id`	string	The unique id to sort the trades
`orderDateTime`	string	The time when the trade occurred in “DD-MM-YYYY hh:mm:ss” format in IST
`orderNumber`	string	The order id for which the trade occurred
`tradeNumber`	string	The trade number generated by the exchange
`tradePrice`	float	The traded price
`tradeValue`	float	The total traded value
`tradedQty`	int	The total traded qty
`side`	int	1 => Buy -1 => Sell View Details
`productType`	string	The product in which the order was placed View Details
`exchangeOrderNo`	string	The order number provided by the exchange
`segment`	int	The segment in which order is placed View Details
`exchange`	int	The exchange in which order is placed View Details
`fyToken`	string	Fytoken is a unique identifier for every symbol.
`id_fyers`	string	Fyers system-generated unique identifier for the order.

Request

from fyers_apiv3.FyersWebsocket import order_ws


def onTrade(message):
    """
    Callback function to handle incoming messages from the FyersDataSocket WebSocket.

    Parameters:
        message (dict): The received message from the WebSocket.

    """
    print("Trade Response:", message)



def onerror(message):
    """
    Callback function to handle WebSocket errors.

    Parameters:
        message (dict): The error message received from the WebSocket.


    """
    print("Error:", message)


def onclose(message):
    """
    Callback function to handle WebSocket connection close events.
    """
    print("Connection closed:", message)


def onopen():
    """
    Callback function to subscribe to data type and symbols upon WebSocket connection.

    """
    # Specify the data type and symbols you want to subscribe to
    data_type = "OnTrades"

    # data_type = "OnOrders"
    # data_type = "OnPositions"
    # data_type = "OnGeneral"
    # data_type = "OnOrders,OnTrades,OnPositions,OnGeneral"

    fyers.subscribe(data_type=data_type)

    # Keep the socket running to receive real-time data
    fyers.keep_running()


# Replace the sample access token with your actual access token obtained from Fyers
access_token = "AAAAAAAA-100:eyJ..."

# Create a FyersDataSocket instance with the provided parameters
fyers = order_ws.FyersOrderSocket(
    access_token=access_token,  # Your access token for authenticating with the Fyers API.
    write_to_file=False,        # A boolean flag indicating whether to write data to a log file or not.
    log_path="",                # The path to the log file if write_to_file is set to True (empty string means current directory).
    on_connect=onopen,          # Callback function to be executed upon successful WebSocket connection.
    on_close=onclose,           # Callback function to be executed when the WebSocket connection is closed.
    on_error=onerror,           # Callback function to handle any WebSocket errors that may occur.
    on_trades=onTrade           # Callback function to handle trade-related events from the WebSocket.
)


# Establish a connection to the Fyers WebSocket
fyers.connect()

{
    "s":"ok",
    "trades":{
        "tradeNumber":"23080400089344-21726639",
        "orderNumber":"23080400089344",
        "tradedQty":1,
        "tradePrice":7.95,
        "tradeValue":7.95,
        "productType":"INTRADAY",
        "clientId":"FY****",
        "exchangeOrderNo":"1100000009596016",
        "orderType":2,
        "side":-1,
        "symbol":"NSE:IDEA-EQ",
        "orderDateTime":"04-08-2023 10:12:58",
        "fyToken":"101000000014366",
        "exchange":10,
        "segment":10,
        "id_fyers":"1b30241e-2819-4ec9-a3e4-69b6155cacab"
    }
  }