| name | ngat-feeds |
| description | Maintain live market data feed adapters in feeds/ with focus on Zerodha websocket integration and normalized tick payloads. Use when adding new feed providers, normalizing tick schema, or debugging live tick ingestion issues. |
Ngat Feeds
Overview
Own realtime data ingress semantics from broker websocket streams into internal candle-ready events.
Submodules
feeds/zerodha_ws.py: ZerodhaWebSocketFeed implementing BaseFeed.core/base.py::BaseFeed: contract for subscribe/unsubscribe/close behavior.
Pros
- Keep adapter small and focused.
- Normalize tick payload shape for downstream aggregator use.
Cons
- Keep reconnection behavior implicit in vendor client defaults; no explicit heartbeat handling.
- Keep subscription mapping coupled to assumption that symbols are instrument token strings.
Caveats
- Guard against
exchange_timestamp missing/null in ticks.
- Keep timezone normalization explicit (
astimezone(pytz.utc)).
- Avoid pushing raw verbose tick logs in production path.
Forward Features
- Add feed health metrics and reconnect event callbacks.
- Add multiplexed feed support for multiple brokers.
- Add optional buffering/coalescing before aggregator for high tick rates.
