Live Data

Implementing an asynchronous WebSocket client with a binary parser for the market data structure may be a complex task. We recommend using one of our pre-built client libraries.

Websocket endpoint

wss://wire.rupeezy.in/ws?auth_token={{access_token}}

Limits

• With one access_token, you can connect at most 3 concurrent websockets
• In one websocket, you can simbultaneously be subscribed to at most 1000 instruments

Subscribing & Unsubscribing to instruments

To subscribe to any instrument, you need to send a json message in the below format. Make sure that you send messages in text mode, and not binary.

Subscription payload

{
    "exchange": "NSE_EQ", 
    "token":26000, 
    "mode": "ltp",
    "message_type": "subscribe"
}

Unsubscription payload

{
    "exchange": "NSE_EQ", 
    "token":26000, 
    "mode": "ltp",
    "message_type": "unsubscribe"
}

Decoding packets

Websocket can send data in either binary mode, or in text mode. You need to check the mode of the packet before decoding. Price feed always comes in binary mode, while updates come in text mode.

Message structure

graph TD
    A[WebSocket Packet] --> B{Packet Header}
    B --> C(Number of Price Ticks)
    A --> D(Packet Data)
    D --> E(Tick Packet 1)
    D --> F(Tick Packet 2)
    D --> G(Tick Packet 3)

• Each websocket message is encoded using little endian encoding. The same should be used to decode the packet.
• Each message can have multiple price quotes
• Each price quote is preceded by two bytes which when converted to int16, indicate the number of bytes that should be considered for the price quote. We can call it the quote length.
• The quote length can have 3 values, depending on the mode in which the instrument is subscribed. It is 22 for ltp ,62 for ohlcv and 266 for full.
• Depending on the length received, you should use the below structure to decode falues

Packet Structure

Nested Buy depth structure

Nested Sell depth structure

Order Messages

The websocket delivers postbacks and other updates in the text mode. These messages are in JSON format. For order postbacks, the message structure is the same as defined in postbacks section