ngat-feeds

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.