WebSockets

IMC exposes a WebSocket proxy for real-time market data.

ws://127.0.0.1:8765

For public deployments, place the proxy behind TLS and use wss://.

Authentication

Every WebSocket session must authenticate first:

{
  "action": "authenticate",
  "api_key": "YOUR_IMC_API_KEY"
}

Modes

Mode	Stream	Description
1	LTP	Last traded price and timestamp.
2	Quote	OHLC, LTP, volume, change, and related quote fields.
3	Depth	Buy/sell depth, subject to broker support.

Subscribe

Single-symbol form:

{
  "action": "subscribe",
  "symbol": "RELIANCE",
  "exchange": "NSE",
  "mode": 1
}

Bulk form:

{
  "action": "subscribe",
  "symbols": [
    {"symbol": "RELIANCE", "exchange": "NSE"},
    {"symbol": "SBIN", "exchange": "NSE"}
  ],
  "mode": 1,
  "depth": 5
}

Unsubscribe

{
  "action": "unsubscribe",
  "symbols": [
    {"symbol": "RELIANCE", "exchange": "NSE", "mode": 1}
  ]
}

SDK Reconnect Behavior

The Python SDK stores active subscriptions by mode. If the WebSocket disconnects unexpectedly and auto_reconnect=True, the SDK reconnects, re-authenticates, and replays the active subscriptions.

Calling disconnect() is treated as intentional shutdown and does not trigger reconnect.