Bookmap L0 API connection for Zerodha Kite

[trademaniac]

Hi All,

I would like to start a new bookmap adapter project for the NSE India, using the API provided by zerodha.

Has anyone already done or started on this project? In which case, I would like to contribute in my capacity.

If not, I shall proceed with the development.

My aim is to only develop the data functionality for the target connection. So, trading functionality would be out of scope until someone else would like to develop it. 

A general question before proceeding:
- How does the Bookmap team do the code review? Is there a special submission for it or I just open a pull request and wait? In that case, who is the reviewer on github?
- How long does it usually take to get the build approved and to be finally usable?

Looking forward to quickly get started. Thank you.

Regards,
Trademaniac

[Andry API support]

Hi Trademaniac,
- there's no established procedure for code review. Let us know in this topic or send me or Svyatoslav a private message once your adapter is ready. The code storage is up to you. GitHub/GitLab/version control system preferred.
- Code review will be primarily targeted at malicious code. The adapter functions will be tested by QA. This will take about a week. If any bugs detected they should be fixed before getting finally approved.

[trademaniac]

Thanks Andrey for the reply.

Since I am fairly new with java, I was of the opinion that I could proceed rapidly with the adapter development in python.

I read in the javadoc that it is possible to write the adapter in any language.

If so, how does the integration with bookmap work in case of a py project module? Since there wont be any jar file to place in the libs folder. Could you please clarify on this one? Thank you.

Regards,
trademanic

[Andry API support]

Hi Trademaniac,
Yes, technically you can use any language with the help of this wrapper class (so you will still need some Java). Only very minor edits to Java code are required (like naming it differently and unpacking/launching your own executable).

[swetha]

Hi Trademaniac,
I am new to Bookmap here. Trying to identify how to integrate Bookmap with some source for level 3 data. I am currently unable to identify any ther source apart from NSE itself but the data seems to be extremely expensive. Is the adaptor you're building going to help us with integrating Zerodha's level 3 data as well as execution capabilities? If it's just for executing orders, what source are you using for data?

Thanks in advance.

[Pooranirajesh]

Hi Friends,
                Myself Poorani software engineer right now involved in trading I am also interested in developing some solution to use bookmap, I was trying some data scraping tool but it dint work, and when spoke to Zerodha for API of the Market depth they said they can only provide level 2 ( 5price level), I can work together to develop a solution with you guys, But tell me first as Zerodha accepted to share the API of level 3 data. 
Thanks to everyone...

[trademaniac]

Hi Poorani,

Thanks for offering help. Zerodha is currently providing L2 for their wss clients and L3 for web client. But as promised by them, L3 will soon be available via wss as well.

The first draft of the adapter has been written and I've PM'ed Svyatoslav for code review. 
We decide the next steps from thereon.

Meanwhile, if you wish to collaborate offline, feel free to PM me.
Thanks.

Regards,
TM

[trademaniac]

Hi Trademaniac,
I am new to Bookmap here. Trying to identify how to integrate Bookmap with some source for level 3 data. I am currently unable to identify any ther source apart from NSE itself but the data seems to be extremely expensive. Is the adaptor you're building going to help us with integrating Zerodha's level 3 data as well as execution capabilities? If it's just for executing orders, what source are you using for data?

Thanks in advance.

Hi Swetha,

No the adapter wont have trading capabilities for now. If you wish you can collaborate for the trading provider integration with Kite.
My primary goal for using bookmap is only depth vizualisation, so it does not fit into the scope of objectives.

Regards,
TM

[trademaniac]

Hi Trademaniac,
Yes, technically you can use any language with the help of this wrapper class (so you will still need some Java). Only very minor edits to Java code are required (like naming it differently and unpacking/launching your own executable).

Hi Andrey,

I have PM'ed Svyatoslav with the initial commit of the adapter. Seems, he hasn't recieved it because the message sits in my Outbox folder.
Possible inbox full for the recipient? Could you suggest a way to proceed please?

Regards,
TM

[Andry API support]

Hi Trademaniac,
I'll inform him on Monday.