Web socket not able to fetch data after connection is established

Developer API
1

The code below had been working yesterday, as it is, it is not working today and gives the following error:

Connection established
Traceback (most recent call last):
File “/Users/sameer/Documents/Personal_learning/myPython/Automation/web_socket_data.py”, line 96, in
ltp = data_dict[‘feeds’][‘NSE_INDEX|Nifty Bank’][‘ff’][‘indexFF’][‘ltpc’][‘ltp’]
KeyError: ‘NSE_INDEX|Nifty Bank’

Code:

Import necessary modules

import asyncio
import json
import ssl
import upstox_client
import websockets
from google.protobuf.json_format import MessageToDict
from threading import Thread
import MarketDataFeed_pb2 as pb
from time import sleep

filename =f"/Users/sameer/Documents/Personal_learning/myPython/access_token.txt"
with open(filename,“r”) as file:
access_token = file.read().strip(‘\n’)

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():
global data_dict
“”“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 = access_token

# 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_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())

def run_websocket():
loop = asyncio.new_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(fetch_market_data())

Start the WebSocket connection in a separate thread

websocket_thread = Thread(target=run_websocket)
websocket_thread.start()
sleep(5)
while True:
sleep(1)
ltp = data_dict[‘feeds’][‘NSE_INDEX|Nifty Bank’][‘ff’][‘indexFF’][‘ltpc’][‘ltp’]
ltp_50 = data_dict[‘feeds’][‘NSE_INDEX|Nifty 50’][‘ff’][‘indexFF’][‘ltpc’][‘ltp’]
print(f"Last Price {ltp} : {ltp_50}")

2

@Ketan @Pradeep_Jaiswar @shanmu please help here

3

I debugged further and the issue is happening with more than one subscription, If I only subscribe to Nifty bank, it works, as soon as I subscribe to any other script, the response is not able to find the instrument key

4

@sameer_siddiqui, after reviewing your code, I noticed that you are using a Python dictionary, data_dict, to store messages received from the WebSocket. You later extract the Nifty Bank and Nifty 50 feeds from this dictionary.

However, it is important to note that the WebSocket messages will not always contain these instrument keys. For instance, if the Nifty Bank price remains unchanged, it will not be included in the WebSocket message feed.

For easier implementation of websockets do refer to streamer functionalities provided in various languages.

Thank you.

1 Like
5

thanks @Ketan I was able to code with market streamer and get stable feed input

1 Like