@vivek ahh!! yes I was not aware that the binary data received from exchange is sliced and then sent without any json conversion at the server side,in that case gRPC wouldnt fit the architecture..it would only slow things down..
@vivek I assume the current flow looks like this
You get the data from Exchange->Process->.Convert To Json->Convert to binary->send->Client Receives- the data>From the binary form->converts to json-> Creates consumable obje…
@sujith my below question caters to level 2 (current implementation ). Is there any aggregation of ticks that happens at zerodha end once the tick is received from exchange?
Exchange publishes tick->Zerodha aggregates it-> Kite Client receive…
@nithin thanks for the perspective. I just wanted to appreciate that what you guys are doing with Zerodha is app-laudable and I didn't ask the question with any malice or with skepticism.
From trading as a business perspective I am just looking way…
@Nikhil.A thanks for clarifying..one basic question wrt to historical data API. What exactly historical data does the API provide then? By historical do you mean then the latest active instruments only?
http://api.kite.trade/instruments gives a dump csv .But it gives all the latest token available/trading .I donot get 1 year old or 8-10 month old instument token
@sujith thanks,what if I want to retrieve minute data within a period within a single day? 'from=2015-12-28&to=2016-01-01' can this be changed to 'from=2015-12-28T09:15:00+0530&to=2016-01-01T09:30:00+0530' .Any plans for this?
@Kailash if I have to use tradingview charts I have to open the charts to public.Even I donot want to do that but its a catch 22 situation.
-Any plans from you guys to use tradingview library ?
-Any plans to integrate with tradingview charts as a b…
@Kailash thanks..i will automate it. One further question. The dump that we get from the /instruments is it updated by any system at the backend/exchange or after such a circular that lot size has changed someone manually updates the csv? What is t…
@Kailash -Here is what I have done. I backed out from the idea to use this as a separate thread in my main application process.The reason being too much dependency on Socket Api with my application and memory consumption.Therefore I am using KiteWeb…
The above code is the wrapper for Webstreaming
from kiteconnect import WebSocket
from pubsub import pub
#@Gully
class KiteWebsocketOperation(object):
# Initialise.
kws = WebSocket("****", "***", "**")
scripIdArray=[]
def __ini…
Thanks @vivek I did the same think with eventlet but maybe I will refactor to this.One more request the tickdata comes as an array. The problem is with multiple instrument streaming at one time there has to be loop through array to get the data/inst…
Just adding to @soumyadeep 's thread few other scenarios
Situation 4:
Suppose there is partial execution of bo. I had initially placed 10 lots and now only 2 lots have been executed at the limit price. Currently I have 2 open orders(each having di…
@Kailash then for the time being can the app.min.js file be sent to the client un-minified? How would this help?
I can extend the js to write my logic on top of file or use a content script or fiddler script to modify its contents . This wont be a …
@Kailash also if can you give a detailed architecture for BO orders wrt to the orderid as implemented in Kite. I understand that BO has a parentOrderId and then multilegged id, but where to get more information on the detailed path(happy and sad flo…
with new API changes will this limitation be solved?
Also are there any architecture documents-ACDs is particular,it just helps from a developer point of view to get the whole picture of landscape and therefore discussion gets easier
does this change affect latency(the time taken for placing order at the terminal and response time)?I assume since now the new APIs works on TCP latency is essentially reduced? What are your thoughts on this?
@Kailash is there ongoing development on the API front? In other words, are there new API being introduced or developed or enhanced?What is in the road map? is it possible to have a quick view on the backlog items for the Api development?
@Kailash even this goes out to me as well. I figured out that there are no unitests written at least for the python wrapper,therefore hard to maintain full visibility of the current state of Apis. Waiting for the new release of python wrapper so tha…
@Kailash awesome.. i was preparing the same change for a pull request.Now that its coming,i will discard the commit locally.Also I noticed fetching instruments is failing and there is an exception handling missed while parsing the csv in case the cs…
@vivek thanks.The ajax call is definitely a way to customize.However if I am looking to add extra charting features e.g if I want to append a additional DOM element in the charting area is there a way to do it?I ask this question as I see that the c…
Ok ..its feasible only a lot of time would be accounted at the user end,considering the limit order fails again and again.
I understand this is not on the cards right now,but any plans of this on the road ahead?
Here take an scenario without my execution logic proposal
I fire limit order to buy/short a scrip and wait for callback(webhook).
I am checking for 2 seconds.No callback.I realize that price has moved up.
I fire another order ,this time Market Order…