Fyers API
grandDervish
grandDervish

Help needed in migrating to web-socket from quotes API

I have to migrate to web-socket from quotes:

  1. How do I calculate the volume of last 1 minute? Is it message['tot_sell_qty'] + message['tot_buy_qty']

  2. Does web-socket count towards API rate limit?

  3. What does avg_trade_price mean? What is the timeframe of average?

  4. What is the difference between last_traded_time and exch_feed_time?

  5. Where should I call the function to calculate the candle generation function? Not sure if

  6. After fetching the data, I am getting this error once: Error processing message: 'tot_sell_qty'

Also, a feedback: the documentation is not exhaustive and it should be improved.

Pankaj Your help would be appreciated!

Code I am using:

def on_message(message):
    """Function on_message is used to process a message and extract relevant data from it.
    Parameters:
        - message (dict): A dictionary containing the message data.
    Returns:
        - None: This function does not return any value.
    Processing Logic:
        - Check if the message contains a "type" key.
        - Check if the value of "type" key is either 'sf' or 'if'.
        - Extract the symbol, ltp, exch_feed_time, and vol from the message.
        - Create a data row using the extracted data.
        - Pass the data row to the buffer_message function.
        - If any error occurs, log the error."""
    try:
        if "type" in message and message["type"] in ('sf', 'if'):
            symbol = message['symbol']
            ltp = message['ltp']
            exch_feed_time = message['exch_feed_time']
            vol = message['tot_sell_qty'] + message['tot_buy_qty']
            data_row = f"{symbol},{ltp},{ltp},{ltp},{ltp},{vol},{exch_feed_time}\n"
            buffer_message(data_row)
    except Exception as e:
        logger.error(f"Error processing message: {e}")


def buffer_message(data_row):
    """Parameters:
        - data_row (list): A list of data to be appended to the message buffer.
    Returns:
        - None: This function does not return any value.
    Processing Logic:
        - Append data_row to message_buffer.
        - Check if message_buffer is full.
        - If full, flush buffer to file."""
    message_buffer.append(data_row)
    if len(message_buffer) >= BUFFER_SIZE:
        flush_buffer_to_file()


def flush_buffer_to_file():
    """Parameters:
        - None
    Returns:
        - None
    Processing Logic:
        - If message_buffer is not empty.
        - Open file in append mode.
        - Write message_buffer to file.
        - Clear message_buffer."""
    if message_buffer:
        with open(FILE_RAW_DATA, 'a') as f:
            f.writelines(message_buffer)
        message_buffer.clear()
1 reply