Where can we find the official (mathematical) definitions for the keys in the websocket ticks?

How is average_price defined? Is it for that snapshot, or average through the day till that point?

Scouting around, I found this code snippet which helps how "change" is defined: https://gist.github.com/ajinasokan/b36d17da1a58af62782978c16bca309a#file-ticker-js-L530

tick.change = (tick.last_price - tick.ohlc.close) * 100 / tick.ohlc.close

Can buy_quantity/ sell_quantity decrease? (would depend on how it is computed)

The definitions https://kite.trade/docs/connect/v3/websocket/#quote-packet-structure are a bit confusing since some of the params are clearly snapshots (measured at that instant), and some others are across that day (till that tick). A few are ambiguous.

It would help if is there a place where authoritative info about how it is computed/ calculated, is made available about the definitions.

  • sujith
    You can check out API documentation here.
    All the params are for the day. It is average traded price of the day. The total buy quantity is the sum of all the buy orders quantity currently pending at the exchange.
  • rb99
    Thank you @sujith for the clarification. That helps
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