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zerodha / pykiteconnect

The official Python client library for the Kite Connect trading APIs
MIT License
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Add support for new ticker mode. QuoteWithTopOffer #142

Closed sivamgr closed 2 years ago

sivamgr commented 2 years ago

Ticker-Quote Mode is without Marketdepth and takes 64 bytes on wire Ticker-Full Mode is with Marketdepth and takes 184 bytes on wire

Please add support for new ticker mode. QuoteWithTopOffer. In this mode, rather than 5 levels of depth, 1 level of depth shall be provided.

Ticker-QuoteWithTopOffer shall provide Best Bid, Besk Ask along with the Quote data. This only needs 20-24 bytes inaddition to Quote mode. 84 bytes(with no padding) - 88 bytes (with padding)

With this feature available for usecases needing only the top bid/asks, application need not to choose subscribing full-depths and help with reducing the network-streaming traffic by 50%

Also posted a similar request with go implementation, https://github.com/zerodha/gokiteconnect/issues/76

rhnvrm commented 2 years ago

Hi, thanks for the suggestion.

This mode does not exist at the moment, as you can see in the kite-trade docs.

Since this is a feature request for kite-trade, this would be more suited as post at https://kite.trade/forum/ .