Hi, while tryingto connect Market data websocket, it is giving me following eroor-
Exception in thread Thread-68 (run_websocket):
Traceback (most recent call last):
File “C:\Users\600023674\AppData\Local\Programs\Python\Python313\Lib\threading.py”, line 1041, in _bootstrap_inner
self.run()
~~~~~~~~^^
File “C:\Users\600023674\AppData\Local\Programs\Python\Python313\Lib\site-packages\ipykernel\ipkernel.py”, line 766, in run_closure
_threading_Thread_run(self)
~~~~~~~~~~~~~~~~~~~~~^^^^^^
File “C:\Users\600023674\AppData\Local\Programs\Python\Python313\Lib\threading.py”, line 992, in run
self._target(*self._args, **self._kwargs)
~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File “C:\Users\600023674\AppData\Local\Temp\ipykernel_18032\1936526626.py”, line 84, in run_websocket
loop.run_until_complete(fetch_market_data())
~~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^
File “C:\Users\600023674\AppData\Local\Programs\Python\Python313\Lib\asyncio\base_events.py”, line 721, in run_until_complete
return future.result()
~~~~~~~~~~~~~^^
File “C:\Users\600023674\AppData\Local\Temp\ipykernel_18032\1936526626.py”, line 69, in fetch_market_data
decoded_data = decode_protobuf(message)
File “C:\Users\600023674\AppData\Local\Temp\ipykernel_18032\1936526626.py”, line 22, in decode_protobuf
feed_response = pb.feed_response()
^^^^^^^^^^^^^^^^
AttributeError: module ‘MarketDataFeed_pb2’ has no attribute ‘feed_response’
NameError Traceback (most recent call last)
Cell In[8], line 92
90 while True:
91 sleep(1)
—> 92 print(‘Buysignal’, data_dict)
NameError: name ‘data_dict’ is not defined
My code is as same, snall tweaking -
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
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.feed_response()
feed_response.ParseFromString(buffer)
return feed_response
async def fetch_market_data():
“”“Fetch market data using WebSocket and print it.”“”
global data_dict
# 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())
websocket_thread = Thread(target = run_websocket)
websocket_thread.start()
sleep(5)
while True:
sleep(1)
print(‘Buysignal’, data_dict)
