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Add support for new ticker mode. QuoteWithTopOffer #76

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sivamgr opened this issue Dec 11, 2021 · 1 comment
Closed

Add support for new ticker mode. QuoteWithTopOffer #76

sivamgr opened this issue Dec 11, 2021 · 1 comment

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@sivamgr
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sivamgr commented Dec 11, 2021

Ticker-Quote Mode is without Marketdepth and takes 64 bytes on wire
Ticker-Full Mode is with Marketdepth and takes 184 bytes on wire

Please add support for new ticker mode. QuoteWithTopOffer. In this mode, rather than 5 levels of depth, 1 level of depth shall be provided.

Ticker-QuoteWithTopOffer shall provide Best Bid, Besk Ask along with the Quote data. This only needs 20-24 bytes inaddition to Quote mode. 84 bytes(with no padding) - 88 bytes (with padding)

With this feature available for usecases needing only the top bid/asks, application need not to choose subscribing full-depths and help with reducing the network-streaming traffic by 50%

@rhnvrm
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rhnvrm commented Dec 12, 2021

Closing as duplicate of zerodha/pykiteconnect#142

@rhnvrm rhnvrm closed this as completed Dec 12, 2021
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