Query regarding maximum connection and rate limit

General
,
1

Import necessary modules

import asyncio
import json
import ssl
import websockets
import requests
from google.protobuf.json_format import MessageToDict

import MarketDataFeedV3_pb2 as pb

def get_market_data_feed_authorize_v3():
“”“Get authorization for market data feed.”“”
access_token = ‘ACCESS_TOKEN’
headers = {
‘Accept’: ‘application/json’,
‘Authorization’: f’Bearer {access_token}’
}
url = ‘https://api.upstox.com/v3/feed/market-data-feed/authorize’
api_response = requests.get(url=url, headers=headers)
return api_response.json()

def decode_protobuf(buffer):
“”“Decode protobuf message.”“”
feed_response = pb.FeedResponse()
feed_response.ParseFromString(buffer)
return feed_response

async def fetch_market_data():
“”“Fetch market data using WebSocket and print it.”“”

# Create default SSL context
ssl_context = ssl.create_default_context()
ssl_context.check_hostname = False
ssl_context.verify_mode = ssl.CERT_NONE

# Get market data feed authorization
response = get_market_data_feed_authorize_v3()
# Connect to the WebSocket with SSL context
async with websockets.connect(response["data"]["authorized_redirect_uri"], ssl=ssl_context) as websocket:
    print('Connection established')

    await asyncio.sleep(1)  # Wait for 1 second

    # Data to be sent over the WebSocket
    data = {
        "guid": "someguid",
        "method": "sub",
        "data": {
            "mode": "full",
            "instrumentKeys": ["NSE_INDEX|Nifty Bank", "NSE_INDEX|Nifty 50"]
        }
    }

    # Convert data to binary and send over WebSocket
    binary_data = json.dumps(data).encode('utf-8')
    await websocket.send(binary_data)

    # Continuously receive and decode data from WebSocket
    while True:
        message = await websocket.recv()
        decoded_data = decode_protobuf(message)

        # Convert the decoded data to a dictionary
        data_dict = MessageToDict(decoded_data)

        # Print the dictionary representation
        print(json.dumps(data_dict))

Execute the function to fetch market data

asyncio.run(fetch_market_data())

Question 1: If I will be running above code simultanoeusly with two .py files each .py file subscribing for 1900 tokens? [total 3800 tokens] will the two .py files run wihout any errors? under v3 websocket “option_greeks” mode? (both .py under “option_greeks” mode) @Ketan @Ketan_Gupta

2

Yes, you can do this, and you won’t receive an error. Also, here is the documentation for the number of tokens you can subscribe to in each mode: Market Data Feed V3 | Upstox Developer API

Thanks!

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