Websockets

OpenAlgo exposes normalized real-time market data through a separate WebSocket proxy. It is not mounted below the REST /api/v1 prefix.

Connection URL

Local:      ws://127.0.0.1:8765
Production: wss://<your-domain>/ws

The direct host and port come from WEBSOCKET_HOST and WEBSOCKET_PORT. A production reverse proxy normally exposes the service at /ws over TLS.

Authenticate

Send authentication immediately after connecting. The default authentication grace period is 15 seconds.

{
  "action": "authenticate",
  "api_key": "<your_app_apikey>"
}

apikey is also accepted as the key field. A successful response identifies the active broker:

{
  "type": "auth",
  "status": "success",
  "message": "Authentication successful",
  "broker": "zerodha",
  "user_id": "openalgo-user",
  "supported_features": {
    "ltp": true,
    "quote": true,
    "depth": true
  }
}

Subscribe

Use LTP, Quote, or Depth. Mode names are case-insensitive; integers 1, 2, and 3 are accepted respectively. The optional depth field defaults to 5. request_id is echoed in the acknowledgement when supplied.

{
  "action": "subscribe",
  "mode": "Quote",
  "symbols": [
    {"exchange": "NSE", "symbol": "RELIANCE"},
    {"exchange": "NSE", "symbol": "INFY"}
  ],
  "request_id": "quotes-1"
}

A single symbol and exchange pair can be sent instead of symbols. The acknowledgement reports success or failure for each requested instrument:

{
  "type": "subscribe",
  "status": "success",
  "subscriptions": [
    {
      "symbol": "RELIANCE",
      "exchange": "NSE",
      "status": "success",
      "mode": "Quote",
      "depth": 5,
      "broker": "zerodha"
    }
  ],
  "message": "Subscription processing complete",
  "broker": "zerodha",
  "request_id": "quotes-1"
}

Market-Data Messages

Ticks use a common wrapper. The nested data object is the normalized broker payload for the requested mode.

{
  "type": "market_data",
  "symbol": "RELIANCE",
  "exchange": "NSE",
  "mode": 2,
  "broker": "zerodha",
  "data": {
    "ltp": 1424.0,
    "open": 1415.0,
    "high": 1432.5,
    "low": 1408.0,
    "close": 1418.0,
    "volume": 100000
  }
}

Mode	Value	Payload
LTP	1	Last traded price and tick fields
Quote	2	LTP plus normalized OHLC and volume fields
Depth	3	Quote fields plus available bid and ask levels

Depth availability and the number of levels depend on the active broker. Higher-mode broker ticks can satisfy subscribers to lower modes.

Unsubscribe

For selected subscriptions, put the mode on each symbol object:

{
  "action": "unsubscribe",
  "symbols": [
    {"exchange": "NSE", "symbol": "RELIANCE", "mode": "Quote"}
  ],
  "request_id": "quotes-2"
}

Remove every subscription owned by the connection with:

{
  "action": "unsubscribe_all"
}

Order Updates

Real-time order status changes: fills, partial fills, rejections, and cancellations pushed by the broker after an order is placed, or by the sandbox engine in analyze mode. This is an account-level stream: no symbols or modes are involved.

Subscribe after authenticating:

{
  "action": "subscribe_orders",
  "request_id": "orders-1"
}

The acknowledgement:

{
  "type": "subscribe_orders",
  "status": "success",
  "message": "Subscribed to order updates",
  "request_id": "orders-1"
}

Each order event then arrives as an order_update message using OpenAlgo's common order vocabulary (see Order Constants): symbol is in OpenAlgo symbol format (mapped from the broker's own symbology, so NHPC-EQ becomes NHPC, and NFO futures appear as NIFTY28JUL26FUT), action is BUY/SELL, pricetype is MARKET/LIMIT/SL/SL-M, product is CNC/NRML/MIS, and order_status is lowercase open / trigger pending / complete / rejected / cancelled (plus broker-specific extras such as expired). rejection_reason carries the broker's full RMS/OMS text when rejected. mode is live for broker events and analyze for sandbox events.

{
  "type": "order_update",
  "user_id": "openalgo-user",
  "mode": "live",
  "broker": "upstox",
  "orderid": "240221025997024",
  "symbol": "RELIANCE",
  "exchange": "NSE",
  "action": "BUY",
  "quantity": 10,
  "price": 1424.0,
  "trigger_price": 0,
  "pricetype": "LIMIT",
  "product": "MIS",
  "order_status": "complete",
  "filled_quantity": 10,
  "pending_quantity": 0,
  "average_price": 1423.85,
  "rejection_reason": ""
}

Stop the stream with:

{
  "action": "unsubscribe_orders"
}

Order-update sources are broker-dependent: brokers with a dedicated order-update WebSocket or ticker postback channel (Zerodha, Dhan, Fyers, Upstox, AliceBlue, Definedge, IndMoney, Angel One, Nubra, Arrow) stream natively; brokers without a push mechanism (e.g. Groww) fall back to server-side orderbook polling. HTTPS postbacks registered with the broker at /postback/<broker> feed the same stream on production deployments. If both a broker WebSocket and a postback are configured, the same transition may be delivered twice, so deduplicate on orderid + order_status + filled_quantity.

Other Actions

Action	Purpose
get_broker_info	Return the authenticated broker and adapter state
get_supported_brokers	Return brokers supported by the proxy configuration
ping	Return a pong with the server timestamp

The ping action echoes an optional timestamp and _pingId, which can be used for latency measurement.

Reconnection

WebSocket transport pings are configured by WS_PING_INTERVAL and WS_PING_TIMEOUT, both 20 seconds by default. After a disconnect, reconnect, authenticate again, and restore the required subscriptions.