Dear Upstox Support Team,
I am reaching out to report a recurring issue with the real-time order updates received through your WebSocket, which has caused significant challenges in my trading setup. My server, which relies on real-time or near-real-time updates (typically within 10 seconds), encountered delays in receiving order updates on two separate occasions, leading to financial losses.
Incident Details
October 30 (2:59-3:05PM) : I placed two sell orders, but I did not receive any order updates through the WebSocket. As a result, my server continued to sell, assuming the initial orders had not been processed, ultimately executing unintended additional sell orders.
During this time window, there was a delay of approximately 4-5 minutes in receiving the order update. I had to manually intervene to stop the server, but I still incurred losses due to the delayed updates.
In this case, the delay seemed to occur around 3 PM, leading me to believe that there might be a recurring issue with order updates via WebSocket around this time.
Request for Clarification
- Could you confirm whether the WebSocket is designed to provide real-time updates, specifically within 10 seconds of order placement?
- If yes, what might have caused the delay in updates on November 30 between 2:59 and 3:05 PM?
Proposed Solution
To mitigate this issue, I plan to adjust my algorithm to check the order status with the Orders History API before executing further buy or sell orders. However, real-time WebSocket updates are critical to avoid unintended trades and ensure smooth trading operations.
I would appreciate it if your team could investigate this matter and provide any insights or solutions to prevent similar occurrences in the future. Additionally, if there are any recommended best practices or API configurations to ensure reliable updates, I would be grateful for your guidance.
Thank you for your attention to this matter.
Best regards,
Abhishek Agnihotri