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websocket.php
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websocket.php
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<?php
require __DIR__ . '/vendor/autoload.php';
class KiteTicker
{
// Constant
// Available streaming modes
public $MODE_FULL = "full";
public $MODE_QUOTE = "quote";
public $MODE_LTP = "ltp";
// Segment constants
public $EXCHANGE_MAP = [
"nse" => 1,
"nfo" => 2,
"cds" => 3,
"bse" => 4,
"bfo" => 5,
"bcd" => 6,
"mcx" => 7,
"mcxsx" => 8,
"indices" => 9,
];
public function __construct(
string $api_key,
string $access_token,
string $subscribe_mode,
array $subscribe_token,
int $timeout = 30
){
$this->api_key = $api_key;
$this->access_token = $access_token;
$this->ws_url = "wss://ws.kite.trade?api_key={$this->api_key}&access_token={$this->access_token}";
$this->subscribe_mode = $subscribe_mode;
$this->subscribe_token = $subscribe_token;
$this->timeout = $timeout;
}
public function connect(){
$react_connector = new React\Socket\Connector(['timeout' => $this->timeout]);
$loop = React\EventLoop\Loop::get();
$connector = new Ratchet\Client\Connector($loop, $react_connector);
$connector($this->ws_url)->then(function(\Ratchet\Client\WebSocket $conn) {
$conn->on('message', function(\Ratchet\RFC6455\Messaging\MessageInterface $msg) use ($conn) {
var_dump($this->parseBinary($msg));
});
$conn->on('close', function ($code = null, $reason = null) {
echo "Connection closed ({$code} - {$reason})\n";
});
$conn->on('error', function (Exception $e) {
echo 'error: ' . $e->getMessage();
});
$json_ws_subscribe = json_encode($this->subscribeToken($this->subscribe_mode, $this->subscribe_token));
$conn->send($json_ws_subscribe);
}, function ($e) {
echo "Could not connect: {$e->getMessage()}\n";
});
}
// Subscribes for the given list of tokens
function subscribeToken(string $mode, array $token){
if($mode == "quote"){
$subscribe_detail = array('a' => 'subscribe', 'v' =>$token);
}
else{
$set_mode = array($mode, $token);
$subscribe_detail = array('a' => 'mode', 'v' =>$set_mode);
}
return $subscribe_detail;
}
// Unpack binary data
function unpackBinary(String $msg, string $byte_format, int $start, int $end)
{
$packet = unpack($byte_format, substr($msg, $start, $end));
return $packet[1];
}
// Split the data to individual packets of ticks
function splitPackets(String $msg)
{
// Ignore heartbeat data
if (strlen($msg)<2){
return [];
}
// Count of subscribed instrument i.e the number of packets in the message
$packet_no = $this->unpackBinary($msg, "n", 0, 2);
$packets = array();
$j = 2;
foreach(range(0, $packet_no-1) as $i){
$packet_len = $this->unpackBinary($msg, "n", $j, $j+2);
$packets[] = array("tick_data" => substr($msg, $j+2, $j+2+$packet_len), "tick_len" => $packet_len);
$j = $j + 2 + $packet_len;
}
return $packets;
}
// Convert unix timestamp to local timestamp
function convTime(int $unix_time){
$dt = new DateTime();
$dt->setTimestamp($unix_time);
// Set local time zone
$dt->setTimezone(new DateTimeZone("Asia/Kolkata"));
$local_time = $dt->format('Y-m-d H:i:s');
return $local_time;
}
// Parse binary data to a ticks
function parseBinary(String $msg)
{
$packets = $this->splitPackets($msg);
$data = [];
foreach($packets as $packet){
$instrument_token = $this->unpackBinary($packet['tick_data'], "N", 0, 4);
$segment = $instrument_token & 0xff;
// Add price divisor based on segment
if ($segment == $this->EXCHANGE_MAP["cds"]){
$divisor = 10000000.0;
} elseif ($segment == $this->EXCHANGE_MAP["bcd"]){
$divisor = 10000.0;
} else {
$divisor = 100.0;
}
// Make all indices as non-tradeable
if ($segment == $this->EXCHANGE_MAP["indices"]){
$tradable = false;
} else {
$tradable = true;
}
// LTP packets
if($packet['tick_len'] == 8){
$tick = array("tradable" => $tradable, "mode" => $this->MODE_LTP,
"instrument_token" => $instrument_token,
"last_price" => $this->unpackBinary($packet['tick_data'], "N", 4, 8)/$divisor
);
}
// Indices quote and full mode
elseif($packet['tick_len'] == 28 || $packet['tick_len'] == 32){
// Set indices mode
if($packet['tick_len'] == 28){
$mode = $this->MODE_QUOTE;
} else{
$mode = $this->MODE_FULL;
}
$last_price = $this->unpackBinary($packet['tick_data'], "N", 4, 8)/$divisor;
$close_price = $this->unpackBinary($packet['tick_data'], "N", 20, 24)/$divisor;
$tick = array("tradable" => $tradable, "mode" => $mode,
"instrument_token" => $instrument_token,
"last_price" => $last_price,
"ohlc" => array(
"high" => $this->unpackBinary($packet['tick_data'], "N", 8, 12)/$divisor,
"low" => $this->unpackBinary($packet['tick_data'], "N", 12, 16)/$divisor,
"open" => $this->unpackBinary($packet['tick_data'], "N", 16, 20)/$divisor,
"close" => $close_price
),
"price_change" => $last_price - $close_price
);
// Add Exchange timestamp for full mode indices
if($packet['tick_len'] == 32){
$exchange_timestamp = $this->unpackBinary($packet['tick_data'], "N", 28, 32);
$tick['exchange_timestamp'] = $this->convTime($exchange_timestamp);
}
}
// Quote and full mode
elseif($packet['tick_len'] == 44 || $packet['tick_len'] == 184){
if($packet['tick_len'] == 44){
$mode = $this->MODE_QUOTE;
} else{
$mode = $this->MODE_FULL;
}
$tick = array("tradable" => $tradable, "mode" => $mode,
"instrument_token" => $instrument_token,
"last_price" => $this->unpackBinary($packet['tick_data'], "N", 4, 8)/$divisor,
"last_traded_quantity" => $this->unpackBinary($packet['tick_data'], "N", 8, 12),
"average_traded_price" => $this->unpackBinary($packet['tick_data'], "N", 12, 16)/$divisor,
"volume_traded" => $this->unpackBinary($packet['tick_data'], "N", 16, 20),
"total_buy_quantity" => $this->unpackBinary($packet['tick_data'], "N", 20, 24),
"total_sell_quantity" => $this->unpackBinary($packet['tick_data'], "N", 24, 28),
"ohlc" => array(
"open" => $this->unpackBinary($packet['tick_data'], "N", 28, 32)/$divisor,
"high" => $this->unpackBinary($packet['tick_data'], "N", 32, 36)/$divisor,
"low" => $this->unpackBinary($packet['tick_data'], "N", 36, 40)/$divisor,
"close" => $this->unpackBinary($packet['tick_data'], "N", 40, 44)/$divisor
));
// Parse full mode
if($packet['tick_len'] == 184){
$last_trade_timestamp = $this->unpackBinary($packet['tick_data'], "N", 44, 48);
$tick['last_trade_time'] = $this->convTime($last_trade_timestamp);
$tick['oi'] = $this->unpackBinary($packet['tick_data'], "N", 48, 52);
$tick['oi_day_high'] = $this->unpackBinary($packet['tick_data'], "N", 52, 56);
$tick['oi_day_low'] = $this->unpackBinary($packet['tick_data'], "N", 56, 60);
$exchange_timestamp = $this->unpackBinary($packet['tick_data'], "N", 60, 64);
$tick['exchange_timestamp'] = $this->convTime($exchange_timestamp);
// Market depth entries
$depth = array("buy"=> [], "sell"=> []);
$buy_loc = 64;
$sell_loc = 124;
$depth_len = ($sell_loc-$buy_loc)/12;
foreach(range(0, $depth_len-1) as $i){
// Buy market depth
$tick['depth']['buy'][$i] = array(
'quantity' => $this->unpackBinary($packet['tick_data'], "N", $buy_loc , $buy_loc+4),
'price' => $this->unpackBinary($packet['tick_data'], "N", $buy_loc+4 , $buy_loc+8)/$divisor,
'orders' => $this->unpackBinary($packet['tick_data'], "n", $buy_loc+8 , $buy_loc+12)
);
// Sell market depth
$tick['depth']['sell'][$i] = array(
'quantity' => $this->unpackBinary($packet['tick_data'], "N", $sell_loc , $sell_loc+4),
'price' => $this->unpackBinary($packet['tick_data'], "N", $sell_loc+4 , $sell_loc+8)/$divisor,
'orders' => $this->unpackBinary($packet['tick_data'], "n", $sell_loc+8 , $sell_loc+12)
);
$buy_loc += 12;
$sell_loc += 12;
}
}
}
return $tick;
}
}
}