Cython based unofficial async python websocket client for zerodha based on picows : https://github.com/tarasko/picows
N.B. -> I chooses to keep "exchange_timestamp" as it is (unix timestamp, not converted to datetime)
I think that will be more efficient. If needed, One can change that to datetime inside class KiteMessageDecoder.
For running in windows install winloop ::
pip install winloop
For running in linux install uvloop ::
pip install uvloop
import time
import asyncio
import logging
import platform
from kite_ticker import KiteTicker, MODE
logging.basicConfig(level=logging.DEBUG)
if platform.system() == "Windows":
import winloop
asyncio.set_event_loop_policy(winloop.EventLoopPolicy())
else:
import uvloop
asyncio.set_event_loop_policy(uvloop.EventLoopPolicy())
async def on_tick(msg):
print(f"Tick :: {msg}")
async def on_order_update(msg):
print(f"Order :: {msg}")
async def on_message(msg):
print(f"Message :: {msg}")
async def on_error(msg):
print(f"Error :: {msg}")
async def on_open():
print(f"Socket opened on :: {time.asctime()}")
async def on_close():
print(f"Socket closed on :: {time.asctime()}")
async def main(ticker, instruments):
#All callbacks are optional
ticker.start_websocket(
subscribe_callback= on_tick,
order_update_callback= on_order_update,
message_update_callback= on_message,
error_callback= on_error,
open_callback= on_open,
close_callback= on_close
)
#Wait for connection to establish
await ticker.IS_CONNECTED.wait()
#We can check round trip time to server
#It will return a list
round_trip= await ticker.check_round_trip_time(count= 6)
print(round_trip)
# Modes are MODE.LTP, MODE.QUOTE and MODE.FULL
await ticker.subscribe(instruments, MODE.FULL)
#Sample unsubscribe
await asyncio.sleep(10)
instruments_to_unsubscribe = [263177, 263433, 263689]
await ticker.unsubscribe(instruments_to_unsubscribe)
#Run for sometime to check
await asyncio.sleep(10)
#Close websocket
ticker.close_websocket()
if __name__ == "__main__":
api_key = "Your Api Key"
access_token = "Your access token"
instrument_tokens = [
262665,
262921,
263177,
263433,
263689,
263945,
264457
]
loop = asyncio.get_event_loop()
#KiteTicker have optional parameters
#ws_endpoint -> default is wss://ws.kite.trade
#Bool web -> default False
#user_id -> default None
ticker = KiteTicker(
api_key= api_key,
access_token = access_token,
loop= loop
)
loop.create_task(main(ticker, instrument_tokens))
loop.run_forever()For building extension module ::
Fork and clone the repository ::
git clone https://github.com/Tapanhaz/Kite-Ticker.git
cd Kite-Ticker
Install Build requirements ::
pip install -r requirements-build.txt
And run ::
Windows ::
python setup.py build_ext --inplace
Linux ::
python3 setup.py build_ext --inplace
N.B. - Prebuilt extension modules are added for win/ linux 3.11 and 3.12.