06 - WebSockets Architecture

Two Real-Time Channels

OpenAlgo uses two different real-time mechanisms:

Channel	Purpose	Client
Socket.IO	Order lifecycle, analyzer refresh, sandbox engine events, UI notifications	React app
WebSocket proxy on port 8765	Normalized broker market data	SDKs, React market-data manager, risk monitor

They are not interchangeable. Socket.IO events originate from the in-process EventBus; market-data messages originate from broker adapters and the ZMQ bus.

Market-Data Topology

broker adapter PUB sockets
        | connect
        v
tcp://127.0.0.1:5555
        ^ bind
        |
WebSocket proxy SUB socket
        |
        v
subscription index -> authenticated WebSocket clients

The SUB side binds and publisher sockets connect. This permits multiple broker/worker publishers to fan into one proxy under gunicorn/eventlet. Reversing the topology can drop ticks in multi-process deployments.

Proxy Lifecycle

websocket_proxy/app_integration.py chooses the execution model:

• Under eventlet/gunicorn, start the asyncio WebSocket proxy as a child process.

• Under direct development startup, run it in a real OS thread.

• Docker or standalone-proxy modes can suppress embedded startup.

The server listens on WEBSOCKET_HOST/WEBSOCKET_PORT (default port 8765), uses explicit WS_MAX_QUEUE, WS_PING_INTERVAL, and WS_PING_TIMEOUT, and closes clients, adapters, ZMQ sockets, and the server socket during shutdown.

Protocol

Clients send JSON action envelopes. Supported actions are:

Action	Purpose
authenticate (alias auth)	Verify api_key or apikey and resolve broker
subscribe	Subscribe one symbol or a symbols array
unsubscribe	Remove selected subscriptions
unsubscribe_all	Remove all subscriptions for the client
subscribe_orders	Account-scoped order-update stream, no symbol or mode
unsubscribe_orders	Stop the order-update stream
get_broker_info	Return active broker/capability information
get_supported_brokers	Return proxy-supported brokers
ping	Protocol keepalive/diagnostic

server.py reads the action from either action or type, so both spellings work for the same envelope.

Authentication must complete within the configured grace period (15 seconds by default). Subscription modes accept LTP, Quote, or Depth, with integer modes 1, 2, and 3 normalized to those values. Responses report per-symbol success or failure.

Subscription And Adapter Model

The proxy indexes subscribers by normalized symbol, exchange, and mode, and constructs broker adapters through websocket_proxy/broker_factory.py. Connection pooling limits are controlled by environment settings, with defaults of 1000 symbols per broker connection and three connections.

Public market data is fanned out to matching clients by symbol, exchange and mode. Order updates are a separate, account-scoped channel: a client must explicitly send subscribe_orders, and the stream is never fanned out as part of a market-data subscription. Order-update ingestion itself is governed by ORDER_UPDATES_ENABLED (default TRUE), with ORDER_POLL_INTERVAL (default 5 seconds) used for brokers that have no push mechanism. Position and margin topics are not published on the proxy at all.

Shared Broker Feed

All app sessions share one installation-level broker feed. Re-authenticating another device with unchanged broker and feed tokens does not publish teardown invalidation. A material token/broker/revoke change still invalidates caches and feed state.

Frontend Use

frontend/src/lib/MarketDataManager.ts centralizes client subscriptions. Hooks acquire and release subscriptions rather than opening independent connections per component. Page visibility and stale-tick fallbacks limit unnecessary traffic. The scalping server risk monitor uses services/websocket_client.py so stop evaluation survives browser navigation.

Key Files

File	Purpose
websocket_proxy/server.py	Protocol, auth, subscription index, delivery
websocket_proxy/app_integration.py	Thread/process startup choice
websocket_proxy/broker_factory.py	Adapter creation
websocket_proxy/connection_manager.py	Pooling and connection state
services/websocket_service.py	ZMQ publisher used by broker data paths
services/websocket_client.py	Internal proxy client
frontend/src/lib/MarketDataManager.ts	Browser subscription manager

See the WebSocket API for client messages.