> For the complete documentation index, see [llms.txt](https://docs.openalgo.in/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.openalgo.in/change-log/release/version-2.0.0.7-released.md). # Version 2.0.0.7 Released **Date: 30th Apr 2026** **Real-Time Performance Update: WebSocket Subscribe Batching across Dhan, Fyers & Upstox, Sandbox Event-Driven UI Updates, IIFL Capital Market Data Expansion & Flow Editor Stability** This is a stability and performance update covering **26 commits** since v2.0.0.6. The headline change is a unified rewrite of WebSocket subscribe handling across three major brokers (Dhan, Fyers, Upstox) instead of N per-symbol POSTs that hit broker rate limits and occasionally lost ticks for freshly-placed orders, subscriptions are now coalesced into batched grouped flushes. This closes a long-standing class of bugs reported across issues #1304 / #1314 / #1318 where ticks for newly-placed sandbox orders never reached the execution engine, manifesting as "price oscillates through the trigger but the order never fires." Combined with sandbox event-driven UI updates over the existing `analyzer_update` SocketIO channel, the OrderBook / TradeBook / Positions panes now refresh the moment a fill commits. *** **Highlights** * **WebSocket subscribe batching (Dhan, Fyers, Upstox)** — Per-symbol subscribe POSTs are now collapsed into single grouped flushes per broker. Closes the entire class of "freshly-placed order is invisible to the sandbox execution engine" bugs (issues #1304, #1314, #1318). * **Sandbox event-driven UI updates** — Engine-internal fills, auto-square-off, and T+1 settlement now emit on the existing `analyzer_update` SocketIO channel. OrderBook / TradeBook / Positions refresh automatically the moment a fill commits. * **IIFL Capital market data expansion** — Master contract optimization plus full historical data, quotes, depth, order, and margin API support (#1309, #1319). Brings IIFL Capital up to feature parity with the other Tier-1 brokers. * **Fyers WebSocket overhaul** — Six separate fixes: HSM subscribe batching, positional-index → `brsymbol` mapping, shared dispatcher registry across reconnects, per-symbol OI gated to FNO-only with a >50-symbol skip, multiquote OI ceiling raised to 100, and index ticks fanned out to both Quote and Depth subscribers. * **Dhan rate-limit hardening** — Minimum request interval bumped to 1.1s to stay under Dhan's "Order Received N in current second exceeds Limit 10" / 805 threshold. * **Flow Editor stability** — Condition nodes honor their UI fields (and respect both `true/false` and `yes/no` edge handles), `{{var}}` interpolation supports list indexing, the Expiry node has a Futures/Options dropdown, the Config Panel scrolls on small viewports, and the Execution Log scroll is fixed. * **Broker symbol normalization** — mstock `instrumenttype` normalized to `CE/PE/FUT` (Angel format), tradejini `expiry` stored as `DD-MMM-YY` (Zerodha format) — reduces broker-specific branching downstream (#1312). * **Profile page UI fix** — Broker API secret no longer overflows the container or leaks the secret length through visual width. * **Sandbox stale-field guard** — Drops `price` / `trigger_price` from order payloads based on `pricetype`, preventing leftover values from a previous order type from polluting the next placement. * **Option chain exchange flip** — Underlying and expiry are now cleared atomically when the user flips the exchange dropdown, eliminating a transient mismatched state. * **CI security scan resilience** — When `bandit`'s SARIF formatter crashes (a known upstream bug), the security scan no longer fails the entire CI run. *** **Real-Time / WebSocket** **Dhan** * `1a80afb8` — `fix(dhan/ws): batch subscribes to collapse per-symbol WS messages into grouped flushes (#1314)` * `5aa1156f` — `fix(dhan): bump min request interval to 1.1s to avoid 805 rate limit` **Fyers** * `671b8548` — `fix(fyers/ws): batch HSM subscribes to collapse N symbol-token POSTs into one` * `5eb7baaa` — `fix(fyers/ws): join HSM<->OpenAlgo mapping through brsymbol, not positional index` * `55129e6c` — `fix(fyers/ws): use shared dispatcher registry so multi-flush reconnects don't drop ticks` * `15c2c63b` — `fix(fyers/multiquotes): per-symbol OI for FNO only, skip when >50 symbols` * `81cecdbd` — `fix(fyers/oi-tracker): raise multiquote OI ceiling to 100, narrow OI tracker to 47 strikes` * `b25bc931` — `fix(fyers/ws): fan out index ticks to both Quote and Depth subscribers` **Upstox** * `b9e44488` — `fix(upstox/ws): batch subscribe queue, LTPC carry-forward, larger reconnect budget` The "price crosses trigger but pending sandbox order never fires" pattern reported across multiple brokers is fully resolved by these batching fixes. Ticks for freshly-placed orders now reliably reach the sandbox execution engine. *** **Sandbox** * `3ff65a3f` — `feat(sandbox): emit analyzer_update on engine-internal fills, square-off, T+1` * `d3981b26` — `fix(sandbox): drop stale price/trigger fields by pricetype` *** **Brokers** **IIFL Capital (#1309, #1319)** * `73857264` — Master contract optimization plus full market data API: historical, quotes, depth. * `3ba5bf08` — Order API and margin API update. **mstock** * `df267180` — `instrumenttype` normalized to `CE/PE/FUT` to match Angel format. **tradejini** * `df267180` — Expiry stored in `DD-MMM-YY` format to match Zerodha. **Dhan / Fyers / Upstox** — see Real-Time / WebSocket above. *** **Flow Editor** * `e16bb63c` — `fix(flow): condition nodes now honor their UI fields; respect both true/false and yes/no edge handles` * `86f67310` — `fix(flow): support list indexing in {{var}} interpolation; fix Execution Log scroll` * `b3d2ac11` — `fix(flow): make Config Panel scroll on small viewports` * `193365f2` — `feat(flow): add Futures/Options dropdown to Expiry node` * `5229c46e` — `docs(flow): document importer name field, fix node contracts, add 7 examples` * `0f4f71f0` — `docs(flow): add prompt-style JSON import reference for the Flow Editor` *** **UI / UX** * `92b5c877` — `fix(ui): broker API secret no longer overflows / leaks length on Profile page` * `975aafbc` — `fix(optionchain): clear underlying/expiry atomically on exchange flip` *** **CI / Build** * `3bdcd068` — `fix(ci): security scan no longer fails when bandit SARIF formatter crashes` *** **Documentation** * `d2baab90` — `docs(audit): add per-broker WebSocket keepalive/reconnect audit` * `eb46e99c` — `docs(plans): expand GTT plan's Action Center coverage` * `6f06329e` — `docs(claude): bump broker count from 24+ to 30+` * `4a3b7861` — `chore(release): bump platform version to 2.0.0.7 and document bump procedure` — adds a Version Bumping section to `CLAUDE.md` clarifying the platform version (`utils/version.py` + `pyproject.toml`) is independent of the OpenAlgo Python SDK pin (`openalgo==1.0.49` in `requirements*.txt` and `pyproject.toml` dependencies). *** **Contributors** * **@marketcalls (Rajandran)** — release management, Dhan / Fyers / Upstox WebSocket subscribe-batching overhaul, sandbox event-driven UI updates, IIFL Capital market data expansion (#1309, #1319), Flow Editor stability fixes (condition nodes, list indexing, Expiry dropdown, scroll fixes), broker symbol normalization (mstock, tradejini #1312), Dhan rate-limit hardening, Profile UI fix, option chain exchange-flip atomicity, CI bandit SARIF resilience, and the per-broker WebSocket audit documentation. *** **Links** * **Repository**: * **Documentation**: * **Discord**: * **YouTube**: * **Issue tracker**: ***