Hi Fyers Team,
We currently don't return OI data on the symbol update web socket, which results in a mandatory call to the depth method to fetch OI for that particular symbol.
fyers.depth(data=data)This results in around 25k calls wasted daily to get OI for symbols, which can be easily added to the tick response from the symbol update socket.
Implementing this will save a lot of unnecessary API calls and won't make our strategy laggy.
Thanks,
Parth