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Idirect-Tech / Breeze-Python-SDK

The official Python client library for the ICICI Securities trading APIs
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Websocket connection getting disconnected after 10-15 seconds. #152

Open saugatapaul1010 opened 6 days ago

saugatapaul1010 commented 6 days ago

Hello Breeze Team,

I am trying to get the second by second candle data for Reliance and Infosys using the Breeze web-socket, however the connection get's discontinued abruptly. I will attach the code to replicate the issue at your end, along with the error message displayed in the console. What should be the fix for this? Can anything be done at your end to improve the integrity and robustness of the web-socket data streaming functionality? Is there any alternative approach that is present ?

Code :

from breeze_connect import BreezeConnect
from datetime import datetime, timedelta

key_api = "*******************************************"
key_secret =  "*******************************************"
key_session = ********"

breeze = BreezeConnect(api_key=key_api)
breeze.generate_session(api_secret=key_secret, session_token=key_session)
breeze.ws_connect()
data = []

# Callback to receive ticks.
def on_ticks(ticks):
    data.append(ticks)
    print("Ticks: {}".format(ticks))

breeze.on_ticks = on_ticks

while True:
    #breeze.subscribe_feeds(stock_token=["4.1!1594", "4.1!2885"], interval="1second")
    breeze.subscribe_feeds(stock_token="4.1!1594", interval="1second")
    breeze.subscribe_feeds(stock_token="4.1!2885", interval="1second")

Output + Errors : 

Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.55', 'high': '1974.55', 'open': '1974.55', 'close': '1974.55', 'volume': '1001', 'datetime': '2024-10-17 15:29:54'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2714.8', 'high': '2714.8', 'open': '2714.8', 'close': '2714.8', 'volume': '49', 'datetime': '2024-10-17 15:29:54'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.05', 'high': '1974.05', 'open': '1974.05', 'close': '1974.05', 'volume': '127', 'datetime': '2024-10-17 15:29:55'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '162', 'datetime': '2024-10-17 15:29:55'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1975.25', 'high': '1975.25', 'open': '1975.25', 'close': '1975.25', 'volume': '451', 'datetime': '2024-10-17 15:29:56'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '113', 'datetime': '2024-10-17 15:29:56'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.7', 'high': '1974.7', 'open': '1974.7', 'close': '1974.7', 'volume': '52', 'datetime': '2024-10-17 15:29:57'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '136', 'datetime': '2024-10-17 15:29:57'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1975.0', 'high': '1975.0', 'open': '1975.0', 'close': '1975.0', 'volume': '177', 'datetime': '2024-10-17 15:29:58'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1975.0', 'high': '1975.0', 'open': '1975.0', 'close': '1975.0', 'volume': '177', 'datetime': '2024-10-17 15:29:58'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '252', 'datetime': '2024-10-17 15:29:58'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '252', 'datetime': '2024-10-17 15:29:58'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.55', 'high': '1974.55', 'open': '1974.55', 'close': '1974.55', 'volume': '161', 'datetime': '2024-10-17 15:30:00'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.55', 'high': '1974.55', 'open': '1974.55', 'close': '1974.55', 'volume': '161', 'datetime': '2024-10-17 15:30:00'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '468', 'datetime': '2024-10-17 15:30:00'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '10', 'datetime': '2024-10-17 15:30:01'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '468', 'datetime': '2024-10-17 15:30:00'}
Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '10', 'datetime': '2024-10-17 15:30:01'}
Traceback (most recent call last):
Traceback (most recent call last):
  File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 99, in watch_stream_data
    self.sio.emit('join', data)
  File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\socketio\client.py", line 214, in emit
    raise exceptions.BadNamespaceError(
socketio.exceptions.BadNamespaceError: / is not a connected namespace.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in <module>
  File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 99, in watch_stream_data
    self.sio.emit('join', data)
  File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\socketio\client.py", line 214, in emit
    raise exceptions.BadNamespaceError(
socketio.exceptions.BadNamespaceError: / is not a connected namespace.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in <module>
    raise exceptions.BadNamespaceError(
socketio.exceptions.BadNamespaceError: / is not a connected namespace.

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in <module>

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in <module>

Traceback (most recent call last):
  File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in <module>
Traceback (most recent call last):
  File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in <module>
  File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in <module>
    breeze.subscribe_feeds(stock_token="4.1!1594", interval="1second")
  File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 382, in subscribe_feeds
    self.sio_ohlcv_stream_handler.watch_stream_data(stock_token,interval)
  File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 105, in watch_stream_data
    raise Exception(except_message.OHLC_SOCKET_CONNECTION_DISCONNECTED.value)
Exception: Failed to connect to OHLC stream

Can you please help me debug this issue? Also, I want to know what is the maximum number of instruments that I can subscribe to using a single web-socket connection? Is there any limit ? Also, is there any alternative ways to get the data for multiple instruments in real-time using stock_code, instead of stock_token ?

Idirect-Tech commented 6 days ago

Dear Client,

As can be seen from below trail mail, there are 2 errors

1. Badname space error : This error usually comes when you are subscribing the feeds without been connected to websocket.

2. Failed to connect to OHLC stream - This error usually comes when you have low internet connectivity because of which connection to WebSocket gets disconnected.

[E29CF836]

Thanks & Regards,

Hiten Solanki,

Team Breeze API,

ICICI Securities

From: Saugata Paul @.> Sent: Thursday, October 17, 2024 5:24 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: Subscribed @.***> Subject: [Idirect-Tech/Breeze-Python-SDK] Websocket connection getting disconnected after 10-15 seconds. (Issue #152)

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Hello Breeze Team,

I am trying to get the second by second candle data for Reliance and Infosys using the Breeze web-socket, however the connection get's discontinued abruptly. I will attach the code to replicate the issue at your end, along with the error message displayed in the console. What should be the fix for this? Can anything be done at your end to improve the integrity and robustness of the web-socket data streaming functionality? Is there any alternative approach that is present ?

Code :

from breeze_connect import BreezeConnect from datetime import datetime, timedelta

key_api = "" key_secret = "" key_session = ****"

breeze = BreezeConnect(api_key=key_api) breeze.generate_session(api_secret=key_secret, session_token=key_session) breeze.ws_connect() data = []

Callback to receive ticks.

def on_ticks(ticks): data.append(ticks) print("Ticks: {}".format(ticks))

breeze.on_ticks = on_ticks

while True:

breeze.subscribe_feeds(stock_token=["4.1!1594", "4.1!2885"], interval="1second")

breeze.subscribe_feeds(stock_token="4.1!1594", interval="1second")
breeze.subscribe_feeds(stock_token="4.1!2885", interval="1second")

Output + Errors :

Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.55', 'high': '1974.55', 'open': '1974.55', 'close': '1974.55', 'volume': '1001', 'datetime': '2024-10-17 15:29:54'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2714.8', 'high': '2714.8', 'open': '2714.8', 'close': '2714.8', 'volume': '49', 'datetime': '2024-10-17 15:29:54'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.05', 'high': '1974.05', 'open': '1974.05', 'close': '1974.05', 'volume': '127', 'datetime': '2024-10-17 15:29:55'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '162', 'datetime': '2024-10-17 15:29:55'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1975.25', 'high': '1975.25', 'open': '1975.25', 'close': '1975.25', 'volume': '451', 'datetime': '2024-10-17 15:29:56'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '113', 'datetime': '2024-10-17 15:29:56'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.7', 'high': '1974.7', 'open': '1974.7', 'close': '1974.7', 'volume': '52', 'datetime': '2024-10-17 15:29:57'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '136', 'datetime': '2024-10-17 15:29:57'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1975.0', 'high': '1975.0', 'open': '1975.0', 'close': '1975.0', 'volume': '177', 'datetime': '2024-10-17 15:29:58'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1975.0', 'high': '1975.0', 'open': '1975.0', 'close': '1975.0', 'volume': '177', 'datetime': '2024-10-17 15:29:58'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '252', 'datetime': '2024-10-17 15:29:58'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '252', 'datetime': '2024-10-17 15:29:58'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.55', 'high': '1974.55', 'open': '1974.55', 'close': '1974.55', 'volume': '161', 'datetime': '2024-10-17 15:30:00'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'INFTEC', 'low': '1974.55', 'high': '1974.55', 'open': '1974.55', 'close': '1974.55', 'volume': '161', 'datetime': '2024-10-17 15:30:00'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '468', 'datetime': '2024-10-17 15:30:00'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '10', 'datetime': '2024-10-17 15:30:01'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '468', 'datetime': '2024-10-17 15:30:00'} Ticks: {'interval': '1second', 'exchange_code': 'NSE', 'stock_code': 'RELIND', 'low': '2713.3', 'high': '2713.3', 'open': '2713.3', 'close': '2713.3', 'volume': '10', 'datetime': '2024-10-17 15:30:01'} Traceback (most recent call last): Traceback (most recent call last): File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 99, in watch_stream_data self.sio.emit('join', data) File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\socketio\client.py", line 214, in emit raise exceptions.BadNamespaceError( socketio.exceptions.BadNamespaceError: / is not a connected namespace.

During handling of the above exception, another exception occurred:

Traceback (most recent call last): File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 99, in watch_stream_data self.sio.emit('join', data) File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\socketio\client.py", line 214, in emit raise exceptions.BadNamespaceError( socketio.exceptions.BadNamespaceError: / is not a connected namespace.

During handling of the above exception, another exception occurred:

Traceback (most recent call last): File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in raise exceptions.BadNamespaceError( socketio.exceptions.BadNamespaceError: / is not a connected namespace.

During handling of the above exception, another exception occurred:

Traceback (most recent call last): File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in

During handling of the above exception, another exception occurred:

Traceback (most recent call last): File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in

Traceback (most recent call last): File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in Traceback (most recent call last): File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in File "e:\Personal\Trading-Bot-Backend\src\real-time-data-stream\data_streamer_websocket.py", line 244, in breeze.subscribe_feeds(stock_token="4.1!1594", interval="1second") File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 382, in subscribe_feeds self.sio_ohlcv_stream_handler.watch_stream_data(stock_token,interval) File "C:\Users\z004ns2e\AppData\Local\anaconda3\envs\trading\lib\site-packages\breeze_connect\breeze_connect.py", line 105, in watch_stream_data raise Exception(except_message.OHLC_SOCKET_CONNECTION_DISCONNECTED.value) Exception: Failed to connect to OHLC stream

Can you please help me debug this issue? Also, I want to know what is the maximum number of instruments that I can subscribe to using a single web-socket connection? Is there any limit ? Also, is there any alternative ways to get the data for multiple instruments in real-time using stock_code, instead of stock_token ?

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saugatapaul1010 commented 5 days ago

Thank you. I am well aware of the errors, the reason I have started this thread is to find out a resolution to these errors. As you might have clearly seen in the code, I have connected to the web-socket using this code breeze.ws_connect(). And this is as per documentation.

Also, can you please answer the remaining questions that I have asked in my original thread?

saugatapaul1010 commented 5 days ago

I am pasting the list of packages used along with their versions, in the requirements.txt file. You may want to create a new Python environment and install these packages with the exact same version, so that the issue can be reproducible at your end.

requirements.txt file.


breeze-connect==1.0.56
psycopg2-binary==2.9.9
selenium==4.16.0
PyYAML==6.0.1
pytest==8.1.1
tqdm==4.66.2
#TA-Lib==0.4.28
Backtesting==0.3.3
plotly==5.22.0
kafka-python==2.0.2
#Kaafka Windows Version - 3.7.1
matplotlib==3.9.2```