New websocket features in Fyers V3 avaliable about extra-fyers

[shyamg2000]

For Websocket the new features are:

1. Auto-Reconnect: Enjoy uninterrupted connectivity by enabling automatic reconnection in case of disconnection. Simply set the reconnect parameter to true during WebSocket initialization, ensuring your application can recover without manual intervention.
   If this can be implemented then websocket will be more robust.

2. One very important issue which I have in extra-fyers is if websocket gets disconnected due to any reason, I don't get to know. Similar to fyers on_close/on_error can you give a Callback function to be executed on these events. I trade at level’s so when market reaches a level I want to know, if the socket is down, my code does not get to know and action cannot be taken.

3. We only had order and marketData in websocket, now it supports:
   OnOrders(same as order), OnPositions, OnTrades, OnGeneral(same as marketData)
   Here the position and trades are of particular interest, as they can give me the data of my realised profit and trade when it happens.
   Trade: https://myapi.fyers.in/docsv3#tag/Web-Socket/paths/~1GeneralSocket/get
   Position: https://myapi.fyers.in/docsv3#tag/Web-Socket/paths/~1GeneralSocket/put

4. Lite Mode, it only gives symbol and LTP, quite helpful as processing of the data will be faster.
   https://myapi.fyers.in/docsv3#tag/Web-Socket/paths/~1WebSocket/patch

Other changes in API's:

1. Pending Order Cancel : This is an added functionality for exit position API. If a user has open positions in particular stocks and also working opposite order of the particular stock, the user can close the working orders and then exit the open positions.
   https://myapi.fyers.in/docsv3#tag/Other-Transactions/paths/~1OtherTrans/get
   This was already there in V2, I could not find any way to do this in extra-fyers

Thanks for your lovely contribution.

[shyamg2000]

I guess you are aware that HDFC has merged with HDFC Bank. Use NSE:HDFCBANK-EQ

[wolfram77]

Please check if this works for you. A bit of recursion may be needed.

// FYERS stateful API.
var api  = null;
// Market data connection.
var conn = null;


// On Market data notification.
function onNotification(notification) {
  console.log(notification);
  // Your code here.
}


// On Market data connection close.
async function setupConnection() {
  try {
    conn = await api.connectMarketData(onNotification);
    conn.on('close', setupConnection);
    await api.subscribeMarketDepth(['NSE:SBIN-EQ']);
  }
  catch (err) {
    console.log(err);
    setTimeout(setupConnection, 1000);
  }
}


function main() {
  var appId       = fs.readFileTextSync('appId.log');
  var accessToken = fs.readFileTextSync('accessToken.log');
  api = new fyers.Api(appId, accessToken);
  setupConnection();
}
main();

[shyamg2000]

Thanks, Its working fine, Tested today

[wolfram77]

Hello Shyam

Thanks for the suggestion. Could you help me with the following?

• Could you prepare a list of the features introduced (with links/references)?
• List how the absence of such features affects trading applications?
• What applications would benefit from them?

Thanks in advance.

[wolfram77]

Shyam, i will first address your primary concern of disconnect event handling in V2 itself with a callback - before moving on to V3. Do give me some time to remind myself of this codebase.

[shyamg2000]

Thanks,
Also following changes are required as fyers have changed the numeric value(10,11,12,20) to string('10','11','12','20').
const TO_SEGMENT = new Map([
['10', "CM"],
['11', "FO"],
['12', "CD"],
['20', "COM"],
]);

[wolfram77]

Shyam, i looked into the docs, both V2 and V3, and it appears "segment" is still a number in HTTP API. I will try it out.

[shyamg2000]

I am use extra-fyers since Jan 23, it was all fine but one day I could not see the segment, I tried debuging the code and realised fyers folks have changed number to string so I change the extra-fyers code at my side also, now its all working fine. You can check this while testing, I guess document is not changed.

[wolfram77]

Looks like butter is getting spread too thin at fyers as well :). Lets wait for the market to open tomorrow.

[wolfram77]

It seems FYERS API is still returning segment as numbers, not string.

Coming to the disconnect issue, i tried turning off my LAN connection but when it turn it back on again, the websocket appears to be resuming again. I guess there may be some timeout event. Note that i return the websocket connection already, so you can listen on events.

  var conn = await api.connectMarketData(quote => {
    console.log(quote);
  });
  conn.on('close', () => {
    console.log('Connection closed');
  });

You could also try reconnecting if no data is recieved for a certain period of time, by calling api.connectMarketData(...) again.

[wolfram77]

I am going through FYERS V3 API. When i try the margin calculator, i get the following response.

{
    "s": "error",
    "code": -50,
    "message": "Please provide valid symbols"
}

I am passing the following request to https://api.fyers.in/api/v2/span_margin.

{
  "data": [
    {
      "symbol": "NSE:HDFC-EQ",
      "qty": 50,
      "side": 1,
      "type": 2,
      "productType": "CNC"
    }
  ]
}

Any suggestions?

EDIT

Got it.

[shyamg2000]

How do I listen to the close events.
I am using
var api = new fyers.Api(appId, accessToken);
try{
await api.connectMarketData(quote => {
my code....
});
await api.subscribeMarketQuote(symbols)
} catch (e){
my code....
}

[shyamg2000]

Thanks I will try this.
I missed that I get the connection object from connectMarketData
Thanks

[wolfram77]

I asked FYERS support by mail and Ajay said they have discontinued support for WebSocket data structures. If you get info on the websoket, you could reopen this issue.

[shyamg2000]

I checked fyers V3 python code(https://pypi.org/project/fyers-apiv3/#files) to understand what are the change in websocket now.
Look like in ORDER_UPDATE_URL (wss://socket.fyers.in/trade/v3) we can get all kind of data(orders, trades,positions and general) in json format. I am attaching the order_ws file for quick reference.

order_ws.txt

Incase you are not able to do the changed, I can do it and help. please share the IDE you are using and any more details to help me start do the changes.

[wolfram77]

Hello @shyamg2000

I am listing the old websocket URLs below.

/** Root URL for Market data notifications. */
export const MARKET_DATA_URL: string  = "wss://api.fyers.in/socket/v2/dataSock";
/** Root URL for Order update notifications. */
export const ORDER_UPDATE_URL: string = "wss://api.fyers.in/socket/v2/orderSock";
/** Base query string for Market data notifications. */
const MARKET_DATA_QUERY:string  = "user-agent=fyers-api&type=symbolUpdate";
/** Base query string for Order update notifications. */
const ORDER_UPDATE_QUERY:string = "user-agent=fyers-api&type=orderUpdate";

From the python code, it can observe the following (as you mentioned):

self.__url = "wss://socket.fyers.in/trade/v3"
file_path = resource_filename('fyers_apiv3.FyersWebsocket', 'map.json')

# ...

self.socket_type = {
    "OnOrders": "orders",
    "OnTrades": "trades",
    "OnPositions": "positions",
    "OnGeneral": ["edis", "pricealerts", "login"],
}

# ...

message = json.dumps(
    {"T": "SUB_ORD", "SLIST": self.data_type, "SUB_T": 1}
)

# ...

message = json.dumps(
    {"T": "SUB_ORD", "SLIST": self.data_type, "SUB_T": -1}
)

Can you decode the new URLs, query strings, request, and response JSONs and list them here? I expect the market data (general) is in binary format (JSON would be a bandwidth killer). BTW is have a few changes ready for V3 REST API, but it looks like little has changed over there.

[shyamg2000]

I was going through all the other code in python and realised you are right the data is in binary format.
I am travelling for a month, when I am back I will try to decode that format. Looking at the python code its possible.

The new URLs are
"wss://socket.fyers.in/trade/v3"
"https://api-t1.fyers.in/data/quotes"
"wss://socket.fyers.in/hsm/v1-5/prod"

[wolfram77]

@shyamg2000 I have invited you as a collaborator on a relevant repo.