I am trying to fetch live data from Websocket API, I am using a example code given on Github Repository of upstox. But, while fetching data I am observing that the data is not fetched accurately. I am getting data after every 3 4 seconds.
Please help me with this. If I am doing anything wrong in the code or I should modify the code for better speed, please suggest changes.
I am attaching the code file I am using.
# Import necessary modules
import asyncio
import json
import ssl
import upstox_client
import websockets
from google.protobuf.json_format import MessageToDict
import MarketDataFeed_pb2 as pb
def get_market_data_feed_authorize(api_version, configuration):
"""Get authorization for market data feed."""
api_instance = upstox_client.WebsocketApi(
upstox_client.ApiClient(configuration))
api_response = api_instance.get_market_data_feed_authorize(api_version)
return api_response
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
# Configure OAuth2 access token for authorization
configuration = upstox_client.Configuration()
api_version = '2.0'
configuration.access_token = "eyJ0eXAiOiJKV1QiLCJrZXlfaWQiOiJza192MS4wIiwiYWxnIjoiSFMyNTYifQ.eyJzdWIiOiIyRENTRVkiLCJqdGkiOiI2NzE3MzkxMTU1YTc4MTQxNmMwYjU5YTMiLCJpc011bHRpQ2xpZW50IjpmYWxzZSwiaWF0IjoxNzI5NTc1MTg1LCJpc3MiOiJ1ZGFwaS1nYXRld2F5LXNlcnZpY2UiLCJleHAiOjE3Mjk2MzQ0MDB9.KE38b-xRO5CWp4eclDvdaLiAUgL1MX7rxcpOzjfC2QM"
# Get market data feed authorization
response = get_market_data_feed_authorize(
api_version, configuration)
# 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_FO|50971", "NSE_FO|50972", "NSE_FO|59382", "NSE_FO|46080"]
}
}
# 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
with open("/mnt/7A42C8D342C894F3/programming/personal/marketAnalysis/trade/upStox/upStox_1.jsonl", "a") as js:
json.dump(data_dict, js)
js.write("\n")
print(json.dumps(data_dict))
# Execute the function to fetch market data
asyncio.run(fetch_market_data())