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General
In this Discussion
October 2016
Vivek
What does the "orders" value in depth of the websocket tick response represent?
bingo
October 2016
in
API clients
[
{
"last_price": 1092.5,
"volume": 2171171,
"sell_quantity": 244878,
"last_quantity": 1,
"change": 1.0544815465729436,
"average_price": 1089.75,
"ohlc": {
"high": 1094.7,
"close": 1081.1,
"open": 1084.45,
"low": 1081.4
},
"depth": {
"sell": [
{
"price": 1092.55,
"orders": 196608,
"quantity": 36
},
{
"price": 1092.6,
"orders": 65536,
"quantity": 50
},
{
"price": 1092.75,
"orders": 131072,
"quantity": 637
},
{
"price": 1092.8,
"orders": 196608,
"quantity": 599
},
{
"price": 1092.85,
"orders": 196608,
"quantity": 533
}
],
"buy": [
{
"price": 1092.5,
"orders": 65536,
"quantity": 5
},
{
"price": 1092.15,
"orders": 131072,
"quantity": 302
},
{
"price": 1092.1,
"orders": 131072,
"quantity": 550
},
{
"price": 1092.0,
"orders": 655360,
"quantity": 566
},
{
"price": 1091.9,
"orders": 65536,
"quantity": 200
}
]
},
"mode": "quote",
"tradeable": true,
"buy_quantity": 293552,
"instrument_token": 738561
}
]
Tagged:
WebSocket
Exchange Data
Vivek
October 2016
@bingo
Orders is total number of orders currently bid for the price. But we can see there is an issue here since total orders cannot exceed total quantities. We are checking the issue.
Vivek
October 2016
@bingo
The issue has been fixed in version 3.3. Please update your python client -
https://kite.trade/forum/discussion/688/pykiteconnect-3-3-fix-for-market-depth-issue-and-proxy-support#latest
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